Nombre de documents

25

CV de Peggy Cénac


Article dans une revue11 documents

  • Peggy Cénac, Arnaud Le Ny, Basile De Loynes, Yoann Offret. Persistent Random Walks. I. Recurrence Versus Transience. Journal of Theoretical Probability, Springer, 2018, 31 (1), pp.232-243. 〈10.1007/s10959-016-0714-4〉. 〈hal-01135794v2〉
  • Peggy Cénac, Arnaud Le Ny, Basile De Loynes, Yoann Offret. Persistent Random Walks. II. Functional Scaling Limits. Journal of Theoretical Probability, Springer, 2018, pp.1-26. 〈10.1007/s10959-018-0852-y〉. 〈hal-01404663〉
  • Peggy Cenac, Irène Marcovici, Christelle Rovetta, Mathieu Sablik, Rémi Varloot. Probability and algorithmics: a focus on some recent developments. ESAIM: Proceedings and Surveys, EDP Sciences, 2017, 60, pp.203-224. 〈10.1051/proc/201760203〉. 〈hal-01970755〉
  • Hervé Cardot, Peggy Cénac, Antoine Godichon-Baggioni. Online estimation of the geometric median in Hilbert spaces: Nonasymptotic confidence balls. Annals of Statistics, Institute of Mathematical Statistics, 2017, 45 (2), pp.591 - 614. 〈10.1214/16-AOS1460〉. 〈hal-01555593〉
  • Peggy Cénac, Stéphane Loisel, Véronique Maume-Deschamps, Clémentine Prieur. Risk indicators with several lines of business: comparison, asymptotic behavior and applications to optimal reserve allocation. Annales de l'ISUP, Publications de l’Institut de Statistique de l’Université de Paris, 2014, 58 (3), pp.3-26. 〈hal-00816894〉
  • Peggy Cénac, Brigitte Chauvin, Samuel Herrmann, Pierre Vallois. Persistent random walks, variable length Markov chains and piecewise deterministic Markov processes *. Markov Processes and Related Fields, Polymath, 2013, 19 (1), pp.1-50. 〈hal-01285853〉
  • Hervé Cardot, Peggy Cénac, Pierre-André Zitt. Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm.. Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2013, 19 (1), p. 18-43. 〈10.3150/11-BEJ390〉. 〈hal-00558481v2〉
  • Peggy Cenac, Véronique Maume-Deschamps, Clémentine Prieur. Some multivariate risk indicators: minimization by using a Kiefer-Wolfowitz approach to the mirror stochastic algorithm. Statistics & Risk Modeling with Applications in Finance and Insurance, De Gruyter, 2012, 29 (1), pp.47-72. 〈10.1524/strm.2012.1069〉. 〈hal-00484233v2〉
  • Hervé Cardot, Peggy Cénac, Pierre-André Zitt. Recursive estimation of the conditional geometric median in Hilbert spaces. Electronic journal of statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2012, 6, p. 2535-2562. 〈10.1214/12-EJS759〉. 〈hal-00687762〉
  • Hervé Cardot, Peggy Cénac, Jean-Marie Monnez. A fast and recursive algorithm for clustering large datasets with k-medians. Computational Statistics and Data Analysis, Elsevier, 2012, 56, pp.1434-1449. 〈10.1016/j.csda.2011.11.019〉. 〈hal-00644683〉
  • Peggy Cénac, Brigitte Chauvin, Stéphane Ginouillac, Nicolas Pouyanne. Digital search trees and chaos game representation. ESAIM: Probability and Statistics, EDP Sciences, 2009, 13, pp.15-37. 〈10.1051/ps:2007043〉. 〈hal-00076896〉

Chapitre d'ouvrage1 document

  • Peggy Cénac, Brigitte Chauvin, Frédéric Paccaut, Nicolas Pouyanne. Context trees, variable length Markov chains and dynamical sources.. Catherine Donati-Martin and Antoine Lejay and Alain Rouault. Séminaire de Probabilités XLIV, Springer, pp.1-39, 2012, Lecture Notes in Mathematics, 978-3-642-27460-2. 〈10.1007/978-3-642-27461-9_1〉. 〈hal-00794627〉

Autre publication1 document

  • Peggy Cenac, Brigitte Chauvin, Samuel Herrmann, Pierre Vallois. Persistent random walks, variable length Markov chains and piecewise deterministic Markov processes. published in Markov Processes and Related Fields, 19(1) :1-50, 2013. 2012. 〈hal-00719450v2〉

Pré-publication, Document de travail6 documents

  • Peggy Cénac, Brigitte Chauvin, Frédéric Paccaut, Nicolas Pouyanne. Characterization of stationary probability measures for Variable Length Markov Chains. 2018. 〈hal-01829562〉
  • Peggy Cénac, Basile De Loynes, Yoann Offret, Arnaud Rousselle. Recurrence of Multidimensional Persistent Random Walks. Fourier and Series Criteria. 2017. 〈hal-01658494〉
  • Hervé Cardot, Peggy Cénac, Antoine Godichon. Online estimation of the geometric median in Hilbert spaces : non asymptotic confidence balls. 2015. 〈hal-01117528〉
  • Peggy Cénac, Brigitte Chauvin, Frédéric Paccaut, Nicolas Pouyanne. Uncommon Suffix Tries. 2011. 〈hal-00652952v2〉
  • Peggy Cénac, Brigitte Chauvin, Frédéric Paccaut, Nicolas Pouyanne. Variable length Markov chains and dynamical sources. 2010. 〈hal-00503150〉
  • Peggy Cénac, Brigitte Chauvin, Frédéric Paccaut, Nicolas Pouyanne. Variable length Markov chains and dynamical sources. 45 pages, 15 figures. 2010. 〈hal-00724553〉

Rapport4 documents

  • Bernard Bercu, Peggy Cénac, Guy Fayolle. On the Almost Sure Central Limit Theorem for Vector Martingales: Convergence of Moments and Statistical Applications. [Research Report] RR-6780, INRIA. 2008, pp.26. 〈inria-00348138〉
  • Bernard Bercu, Peggy Cénac, Guy Fayolle. Convergence des moments dans le théorème de la limite centrale presque sûr pour les martingales vectorielles. [Rapport de recherche] RR-6056, INRIA. 2006, pp.21. 〈inria-00118982v2〉
  • Peggy Cénac, Brigitte Chauvin, Stéphane Ginouillac, Nicolas Pouyanne. Digital Search Trees and Chaos Game Representation. [Research Report] RR-5856, INRIA. 2006, pp.27. 〈inria-00070170〉
  • Peggy Cénac, Guy Fayolle, Jean-Marc Lasgouttes. Dynamical Systems in the Analysis of Biological Sequences. [Research Report] RR-5351, INRIA. 2004, pp.47. 〈inria-00070651〉

Thèse1 document

  • Peggy Cenac. Etude statistique de séquences biologiques et convergence de martingales. Mathématiques [math]. Université Paul Sabatier - Toulouse III, 2006. Français. 〈tel-00134328〉

HDR1 document

  • Peggy Cénac. Récursivité au carrefour de la modélisation de séquences, des arbres aléatoires, des algorithmes stochastiques et des martingales. Statistiques [math.ST]. Université de Bourgogne, 2013. 〈tel-00954528〉