Research
Subjects of interest
Stochastic processes, High dimensional statistics, Nonparametric statistics, McKean-Vlasov with common noise, Intercating particle systems, Convergence rate, Asymptotic behaviour of stochastic processes, Random measures.
Publications and Pré-Publications
Some remarks on the long time behaviour of Stochastic McKean-Vlasov Equation with common noise, R. Maillet, Under Submission - https://arxiv.org/pdf/2306.16130.pdf;
Estimation of the invariant measure of a multidimensional diffusion from noisy observations, R. Maillet, G. Szymanski, Under Submission - https://arxiv.org/abs/2404.12181;
Ergodicity of some stochastic Fokker-Planck equations with additive common noise, F. Delarue, R. Maillet, E. Tanré - https://arxiv.org/pdf/2405.09950
Talks and Conferences
Journées MAS - Poitiers, France 2024 (upcoming)
52nd Probability Summer School - Saint-Flour, France 2024
Séminaire de Vulgarisation - Université d'Orsay, France 2024
Matinées du Ceremade - Paris Dauphine University, France 2024
Rencontres Statistiques du Ceremade - Paris Dauphine University, France 2023
Young Researcher Seminar- Paris Dauphine University, France 2023
Edinburgh University Probability Seminar - Edinburgh, United Kingdom 2023
StatML Summer School on Reinforcement Learning - Great Missenden, United Kingdom 2023
51th Probability Summer School- Saint Flour, France 2023
Young Reaserchers Days - Paris Dauphine University, France 2023
Groupe de Travail des Ephémères - Paris Cité University, France 2023
Journées des Statistiques - Lyon, France 2022
The 9th International Colloquium on BSDEs and Mean Field Systems - Annecy, France 2022