{"id":11,"date":"2016-11-08T11:17:32","date_gmt":"2016-11-08T10:17:32","guid":{"rendered":"https:\/\/blog.univ-angers.fr\/panloup\/?page_id=11"},"modified":"2026-04-01T14:48:20","modified_gmt":"2026-04-01T13:48:20","slug":"publications","status":"publish","type":"page","link":"https:\/\/blog.univ-angers.fr\/panloup\/?page_id=11","title":{"rendered":"Publications"},"content":{"rendered":"

Preprints<\/strong> :<\/p>\n

. M. A. A. Assadeck and F. Panloup. Quasi-Stationary Distributions of Interacting Dynamical Systems and their approximation<\/a>. Submitted.<\/p>\n

. P. Sobczyk, S. Wilczynski, M. Bogdan, P. Graczyk, J. Josse, F. Panloup, V. Seegers and M. Staniak. VARCLUST: clustering variables using dimensionality reduction<\/a>. Submitted.<\/p>\n

. Gadat S., Panloup F. and Pellegrini C. On the cost of Bayesian posterior mean strategy for log-concave models<\/a>. Submitted<\/p>\n

Accepted\/Published Papers:<\/strong><\/p>\n

. C. Amorino, E. Nualart, F. Panloup and J. Sieber. Fast convergence rates for estimating the stationary density in SDEs driven by a fractional Brownian motion with semi-contractive drift<\/a>. Annals of Statistics<\/a>. To appear.<\/p>\n

. F. Panloup and J. Reygner. Asymptotically unbiased approximation of the QSD of diffusion processes with a decreasing time step Euler scheme<\/a>. Annals of Applied Probability, <\/a>Vol. 36(2), 1377-1415. 2026.<\/p>\n

. C. Cordier, P. J\u00e9z\u00e9quel, M. Campone, F. Panloup, A. Basseville. HABiC: an algorithm based on the exact computation of the Kantorovich-Rubinstein optimizer for binary classification in transcriptomics<\/a>. Bioinformatics<\/a>, Vol 41(6). 2025.<\/p>\n

. M. Egea and F. Panloup. Multilevel-Langevin pathwise average for Gibbs approximation. Mathematics of Operation Research<\/a>, Vol. 50(1)<\/span>, 573\u2013605<\/span>. 2025. Hal<\/a><\/p>\n

. X.M. Li, F. Panloup and J. Sieber. On the (Non-)Stationary Density of Fractional-Driven Stochastic Differential Equations. Annals of Probability.<\/a> Vol 51(5), 2056-2085, 2023. Arxiv<\/a><\/p>\n

. Gadat S. and Panloup F. Optimal non-asymptotic bound of the Ruppert-Polyak averaging without strong convexity. Stochastic Processes and Applications<\/a>. 156, 2023. 312\u2013348. . Arxiv<\/a><\/p>\n

. P. Bras, G. Pag\u00e8s and F. Panloup. Total variation convergence of the Euler-Maruyama scheme in small time with unbounded drift. Electronic Journal of Probability<\/a>, Vol. 27, 1-19. 2022. Arxiv<\/a><\/p>\n

. G. Pag\u00e8s and F. Panloup. Unajusted Langevin algorithm with multiplicative noise:Total variation and Wasserstein bounds.\u00a0<\/a>Annals of Applied Probability<\/a>. 33 <\/a> (2023), <\/a> no. 1,<\/a> 726\u2013779.. Hal<\/a><\/p>\n

. Bertin K., Klutchnikoff N., Panloup F., Varvenne M. Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion. Statistical Inference for Stochastic Processes<\/a>. Vol. 23. No 2. 271-300. 2020. HAL<\/a><\/p>\n

. Panloup F. and Richard A. Sub-exponential convergence to equilibrium for Gaussian driven Stochastic Differential Equations with semi-contractive drift. Electronic Journal of Probability<\/a>. Vol. 25. No. 62. 1-43. 2020 HAL<\/a><\/p>\n

. Panloup F., Tindel S. and Varvenne M. A General Drift Estimation Procedure for Stochastic Differential Equations with Additive Fractional Noise. Electronic Journal of Statistics<\/a>.\u00a0 Vol. 14. No. 1. 1075-1136. 2020 HAL<\/a><\/p>\n

. Pro\u00efa F., Panloup F., Trabelsi C. and Clotault J.\u00a0Probabilistic reconstruction of genealogies for polyploid plant species. Journal of Theoretical Biology 462. 537\u2013551. 2019.\u00a0pdf<\/a><\/p>\n

.\u00a0 Deya A., Panloup F. and Tindel S. Rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative noise.\u00a0 Annals of Probability<\/a>. Volume 47. No. 1. 464\u2013518. 2019. pdf<\/a><\/p>\n

. Gadat S., Panloup F and\u00a0 Saadane S. Regret bounds for Narendra-Shapiro bandit algorithms.\u00a0 Stochastics<\/a>. Volume 90. Issue 6. 886-926. 2018.\u00a0 arXiv<\/a><\/p>\n

.\u00a0Gadat S., Panloup F and\u00a0 Saadane S. Stochastic Heavy Ball. Electronic Journal of Statistics<\/a>.\u00a0 Vol. 12. Number 1. 461-529. 2018. \u00a0 arXiv<\/a><\/p>\n

. Bena\u00efm M., Cloez B. and Panloup F. Stochastic approximation of Quasi-Stationary Distributions on compact spaces and Applications.<\/a>\u00a0 Annals of Applied Probability<\/a>.\u00a0 Vol. 28 (4), 2370\u20132416. 2018. File <\/a><\/p>\n

. Pag\u00e8s G. and Panloup F. Weighted Multilevel Langevin Ergodic Simulation of Invariant Measures.\u00a0 Annals of Applied Probability<\/a>. Vol. 28. Number 6. 3358-3417. 2018. File<\/a><\/p>\n

. Fontbona J. and Panloup F.\u00a0 <\/b>Ergodicity of SDEs driven by fractional Brownian motion with multiplicative noise.\u00a0 Annales de l\u2019Institut Henri Poincar\u00e9<\/a>. Volume 53, Number 2. 503-538. 2017. HAL<\/a><\/p>\n

.\u00a0 Gadat S., Miclo L. and Panloup F. A stochastic model for speculative bubbles.\u00a0 ALEA<\/a>. Volume XII. 491-532. 2015. arXiv<\/a><\/p>\n

. Lemaire V., Pag\u00e8s G. and Panloup F. <\/b>Invariant distribution of duplicated diffusions and application to Richardson-Romberg extrapolation. Annales de l\u2019Institut Henri Poincar\u00e9 (B)<\/a>. 2015. Volume 51(4). 1562\u20131596.\u00a0 HAL<\/a><\/p>\n

. Cohen S., Panloup F. and Tindel S. Approximation of stationary solutions to SDEs driven by multiplicative fractional noise.\u00a0 Stochastic Processes and Applications<\/a>. Volume 124 (3). 2014. 1197-1225. HAL<\/a><\/p>\n

. Pag\u00e8s G. and Panloup F. A mixed-step algorithm for the approximation of the stationary regime of a diffusion.\u00a0 Stochastic Processes and Applications<\/a>. Volume 124 (1). 2014. 522-565. HAL<\/a><\/p>\n

. Gadat S. and Panloup F. Long Time Behavior of and Stationary Regime of Memory Gradient Diffusions.\u00a0 Annales de l\u2019Institut Henri Poincar\u00e9 (B)<\/a>. Volume 50 (2). 2014. 564-601. HAL<\/a><\/p>\n

. Gadat S.,\u00a0 Panloup F. and Pellegrini C.\u00a0 Large Deviation Principle for invariant distributions of Memory Gradient Diffusions.\u00a0 EJP<\/a>. Volume 18 (81). 2013. 1-34. HAL<\/a><\/p>\n

. Pag\u00e8s G. and Panloup F. Ergodic Approximation of the distribution of a stationary diffusion: Rate of convergence.\u00a0 Annals of Applied Probability<\/a>. Volume 22 (3). 2012. 1059-1100. HAL<\/a><\/p>\n

. Cohen S. and Panloup F. Approximation of Stationary Solutions of Gaussian Driven Stochastic Differential Equations. Stochastic Processes and Applications<\/a>. 121 (12). 2011. 2776-2801. HAL<\/a><\/p>\n

. Alvarez A., Panloup F., Pontier M. and Savy N. Estimation of the instantaneous volatility.\u00a0 Statistical Inference for Stochastic Processes<\/a>. Volume 15 (1) 2012. 27-59. Arxiv<\/a><\/p>\n

. Panloup F. A connection between extreme value theory and long time Approximation of SDEs. Stochastic processes and their applications<\/a>. 19 (10). 2009. 3583-3607. HAL<\/a><\/p>\n

. Pag\u00e8s G. and Panloup F. Approximation of the distribution of a stationary Markov process with application to option pricing. Bernoulli<\/a>. 15 (1). 2009. 146-177. HAL<\/a><\/p>\n

. Panloup F. Computation of the invariant measure of a Levy driven SDE : Rate of convergence. Stochastic processes and Applications<\/a>. 118 (8). 2008. HAL<\/a><\/p>\n

. Panloup F. Recursive computation of the invariant measure of a stochastic differential equation driven by a L\u00e9vy process. Annals of Applied Probability<\/a>. 18 (2). 2008. HAL. <\/a><\/p>\n

Proceedings<\/strong> :<\/p>\n

. Long time behavior of Markov processes and beyond.\u00a0With F. Bouguet, F. Malrieu, C. Poquet\u00a0and J. Reygnier. ESAIM: Proc. and Surveys<\/a>. Journ\u00e9es MAS 2014. Vol 51. Oct. 2015.<\/p>\n

. Recent Advances in various fields of numerical probability.\u00a0With C.E. Br\u00e9hier, P.E. Chaudru de Raynal, V. Lemaire\u00a0and C. Rey. ESAIM:Proc. and Surveys<\/a>. Journ\u00e9es MAS 2014. Vol 51. Oct. 2015.<\/p>\n

Habilitation \u00e0 Diriger des Recherches\u00a0 <\/strong>(2014) :\u00a0 Contributions \u00e0 l\u2019\u00e9tude en temps long de processus stochastiques<\/a>. Universit\u00e9 Toulouse III.<\/p>\n

Referees : Benjamin Jourdain, Denis Talay, Frederi Viens.<\/p>\n

Board : Fabrice Baudoin, Patrick Cattiaux, Serge Cohen, Benjamin Jourdain, Denis Talay, Gilles Pag\u00e8s.<\/p>\n

Th\u00e8se<\/strong> (2006) : Approximation du r\u00e9gime stationnaire d\u2019une EDS avec sauts\u00a0\u00bb<\/a>. Universit\u00e9 Paris VI.<\/p>\n

Supervisor : Gilles Pag\u00e8s. Jury : Serge Cohen (Referee), Jean Jacod, Damien Lamberton, Gilles Pag\u00e8s, Etienne Pardoux (Referee), Denis Talay.<\/p>\n\n\n

<\/p>\n\n\n\n

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Preprints : . M. A. A. Assadeck and F. Panloup. Quasi-Stationary Distributions of Interacting Dynamical Systems and their approximation. Submitted. . P. Sobczyk, S. Wilczynski, M. Bogdan, P. Graczyk, J. Josse, F. Panloup, V. Seegers and M. Staniak. VARCLUST: clustering … Continuer la lecture →<\/span><\/a><\/p>\n","protected":false},"author":47750,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"open","template":"","meta":{"footnotes":""},"class_list":["post-11","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/blog.univ-angers.fr\/panloup\/index.php?rest_route=\/wp\/v2\/pages\/11","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blog.univ-angers.fr\/panloup\/index.php?rest_route=\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/blog.univ-angers.fr\/panloup\/index.php?rest_route=\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/blog.univ-angers.fr\/panloup\/index.php?rest_route=\/wp\/v2\/users\/47750"}],"replies":[{"embeddable":true,"href":"https:\/\/blog.univ-angers.fr\/panloup\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=11"}],"version-history":[{"count":16,"href":"https:\/\/blog.univ-angers.fr\/panloup\/index.php?rest_route=\/wp\/v2\/pages\/11\/revisions"}],"predecessor-version":[{"id":125,"href":"https:\/\/blog.univ-angers.fr\/panloup\/index.php?rest_route=\/wp\/v2\/pages\/11\/revisions\/125"}],"wp:attachment":[{"href":"https:\/\/blog.univ-angers.fr\/panloup\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=11"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}