Articles and preprints
Preprints
Articles (HAL and arXiv versions may not be up to date)
- F.-B. Cartiaux, A. Ehrlacher, F. Legoll, A. Libal, J. Reygner
Probabilistic
formulation of Miner's rule and application to
structural fatigue
Probabilistic Engineering Mechanics, 74:103500, 2023
(arXiv:2303.14504)
- L. Pillaud-Vivien, J. Reygner, N. Flammarion
Label
noise (stochastic) gradient descent implicitly solves the Lasso for
quadratic parametrisation
Proceedings of Thirty Fifth Conference on Learning Theory, PMLR
178:2127-2159, 2022
(arXiv:2206.09841)
- F. Bouchet, J. Reygner
Path
integral derivation and numerical computation of large deviation
prefactors for non-equilibrium dynamics through matrix Riccati
equations
Journal of Statistical Physics, 189:21, 2022
(arXiv:2108.06916)
- T. Lelièvre, M. Ramil, J. Reygner
Quasi-stationary
distribution for the Langevin process in
cylindrical domains, part I: existence, uniqueness and long-time
convergence
Stochastic Processes and their Applications, 144:173-201, 2022
(arXiv:2101.11999, part
II by M. Ramil is
available here)
- T. Lelièvre, M. Ramil, J. Reygner
A probabilistic
study of the kinetic Fokker-Planck
equation in cylindrical domains
Journal of Evolution Equations, 22:38, 2022
(arXiv:2010.10157)
- J. Reygner, A. Touboul
Reweighting
samples under covariate shift using a Wasserstein distance
criterion
Electronic Journal of Statistics, 16(1):3278-3314, 2022
(arXiv:2010.09267)
- S. Boyaval, S. Martel, J. Reygner
Finite-Volume
approximation of the invariant measure of a viscous stochastic scalar
conservation law
IMA Journal of Numerical Analysis, 42(3):2710-2770, 2022
(arXiv:1909.08899)
- S. Martel, J. Reygner
Viscous
scalar conservation law with stochastic forcing: strong solution and
invariant measure
Nonlinear Differential Equations and Applications NoDEA,
27(3):34, 2020
(arXiv:1905.07908)
- S. Cazeau, M. Toulemont, P. Ritter,
J. Reygner
Statistical
ranking of electromechanical dyssynchrony parameters for
CRT
Open Heart, 6:e000933, 2019
(complement)
- T. Lelièvre, L. Pillaud-Vivien,
J. Reygner
Central
Limit Theorem for stationary Fleming–Viot particle systems in
finite
spaces
ALEA Latin American Journal of Probability and
Mathematical Statistics, 15:1163-1182, 2018
(arXiv:1806.04490)
- J. Reygner
Equilibrium
large deviations for mean-field systems with translation
invariance
Annals of Applied Probability,
28(5):2922-2965, 2018
(arXiv:1706.08780,
complement)
- F. Bouchet, J. Reygner
Generalisation
of the Eyring–Kramers transition rate formula to irreversible
diffusion processes
Annales Henri Poincaré, 17(12):3499-3532, 2016
(arXiv:1507.02104)
- B. Jourdain, J. Reygner
Optimal convergence
rate of the multitype sticky particle approximation of one-dimensional
diagonal hyperbolic systems with monotonic initial data
Discrete and Continuous Dynamical Systems - Series A,
36(9):4963-4996, 2016
(arXiv:1507.01085)
- B. Jourdain, J. Reygner
A multitype
sticky particle construction of Wasserstein stable semigroups solving
one-dimensional diagonal hyperbolic systems with large monotonic
data
Journal of Hyperbolic Differential Equations, 13(3):441-602,
2016
(arXiv:1501.01498)
- J. Reygner
Chaoticity of the
stationary distribution of rank-based interacting diffusions
Electronic Communications in Probability, 20(60):1-20, 2015
(arXiv:1408.4103)
- B. Jourdain, J. Reygner
Capital
distribution and portfolio performance in the mean-field Atlas
model
Annals of Finance, 11(2):151-198, 2015
(arXiv:1312.5660)
- B. Jourdain, J. Reygner
The small noise limit
of order-based diffusion processes
Electronic Journal of Probability, 19(29):1-36, 2014
(arXiv:1307.0490)
- B. Jourdain, J. Reygner
Propagation of
chaos for rank-based interacting diffusions and long time behaviour of
a scalar quasilinear parabolic equation
Stochastic Partial Differential Equations: Analysis and
Computations, 1(3):455-506, 2013
(arXiv:1211.4818)
- A. Gaudillière, J. Reygner
Sampling the Fermi
statistics and other conditional product measures
Annales de l'Institut Henri Poincaré : Probabilités
et Statistiques, 47(3):790-812, 2011
(arXiv:0911.4565)
- O. Durand de Gevigney, F. Meunier, C. Popa, J. Reygner,
A. Romero
Solving
coloring, minimum clique cover and kernel problems on arc intersection
graphs of directed paths on a tree
4OR - A Quarterly Journal of Operations Research, 9(2):175-188,
2011
(arXiv:0902.1182)
Proceedings, survey articles and technical reports
- M. Ramil, T. Lelièvre, J. Reygner
Mathematical
foundations for the Parallel Replica algorithm applied
to the underdamped Langevin dynamics
MRS Communications, 12:454-459, 2022
(Springer
Nature
SharedIt version)
- M. Fathi, P. Le Bris, A. Menegaki, P. Monmarché,
J. Reygner, M. Tomasevic
Recent
progress on limit theorems for large stochastic particle
systems
ESAIM: Proceedings and Surveys (Journées SMAI 2021),
75:2-23, 2023
(hal-03711772)
- A. Touboul, J. Reygner, F. Mangeant, P. Benjamin
A
formal framework to define margins in industrial processes
Technical report IRT SystemX, 2019 (superseded by Part I of
A. Touboul's PhD
thesis)
- J. Reygner
Long
time behaviour and mean-field limit of Atlas
models
ESAIM:
Proceedings and Surveys (Journées MAS 2016 de la SMAI -
Phénomènes complexes et
hétérogènes), 60:132-143, 2017
(arXiv:1705.08140)
- J. Reygner
Merveilles du monde unidimensionnel : lois de
conservation et transport optimal
MATAPLI, 108:103-122, 2015
- F. Bouguet, F. Malrieu, F. Panloup, C. Poquet, J. Reygner
Long time behavior
of Markov processes and beyond
ESAIM: Proceedings and Surveys (Modélisation
Aléatoire et Statistique - Journées MAS 2014),
51:193-211, 2015
(arXiv:1507.05801)