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Number of items: 5.

Article

Bercu, BernardIdRef, Gadat, SébastienIdRef and Costa, ManonIdRef (2021) Stochastic approximation algorithms for superquantiles estimation. Electronic Journal of Probability, vol. 26 (n° 84). pp. 1-29.

Gadat, SébastienIdRef and Costa, ManonIdRef (2021) Non-Asymptotic Study of a Recursive Superquantile Estimation Algorithm. Electronic Journal of Statistics, vol.15 (n°2). pp. 4718-4769.

Costa, ManonIdRef, Gadat, SébastienIdRef, Gonnord, PaulineIdRef and Risser, LaurentIdRef (2019) Cytometry inference through adaptive atomic deconvolution. Journal of Nonparametric Statistics, vol. 31 (n° 2). pp. 506-547.

Monograph

Costa, ManonIdRef, Gadat, SébastienIdRef and Huang, LorickIdRef (2022) CV@R penalized portfolio optimization with biased stochastic mirror descent. TSE Working Paper, n. 22-1342, Toulouse

Gadat, SébastienIdRef and Costa, ManonIdRef (2020) Non asymptotic controls on a stochastic algorithm for superquantile approximation. TSE Working Paper, n. 20-1149, Toulouse

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