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PhD in Applied Mathematics
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Published in preprint, 2023
Abstract:
The Wasserstein barycenter (WB) is an important tool for summarizing sets of probability measures. It finds applications in applied probability, clustering, image processing, etc. When the measures’ supports are finite, computing a balanced WB can be done by solving a linear optimization problem whose dimensions generally exceed standard solvers’ capabilities. In the more general setting where measures have different total masses, we propose a convex nonsmooth optimization formulation for the so-called unbalanced WB problem. Due to their colossal dimensions, we introduce a decomposition scheme based on the Douglas-Rachford splitting method that can be applied to both balanced and unbalanced WB problem variants. Our algorithm, which has the interesting interpretation of being built upon averaging marginals, operates a series of simple (and exact) projections that can be parallelized and even randomized, making it suitable for large-scale datasets. Numerical comparisons against state-of-the-art methods on several data sets from the literature illustrate the method’s performance.
Recommended citation: Mimouni, D., Malisani, P., Zhu, J., & de Oliveira, W. (2023). Computing Wasserstein Barycenter via operator splitting: the method of averaged marginals. arXiv preprint arXiv:2309.05315. https://arxiv.org/pdf/2309.05315
Published in Proceedings of the Proceedings of the International Conference on Data Mining Workshops (ICDMW), 2023
$d_{symb}$: data-driven symbolic representation and distance measure for multivariate time series.
Recommended citation: S. W. Combettes, C. Truong and L. Oudre, "An Interpretable Distance Measure for Multivariate Non-Stationary Physiological Signals," 2023 IEEE International Conference on Data Mining Workshops (ICDMW), Shanghai, China, 2023, pp. 533-539, doi: 10.1109/ICDMW60847.2023.00076. https://ieeexplore.ieee.org/abstract/document/10411636
Published in Image Processing On Line, 2024
armCODA data set: open-access data set of multivariate physiological signals (biomedical time series).
Recommended citation: Sylvain W. Combettes, Paul Boniol, Antoine Mazarguil, Danping Wang, Diego Vaquero-Ramos, Marion Chauveau, Laurent Oudre, Nicolas Vayatis, Pierre-Paul Vidal, Alexandra Roren, Marie-Martine Lefèvre-Colau, Arm-CODA: A Dataset of Upper-limb Human Movement during Routine Examination, Image Processing On Line, 14 (2024), pp. 1–13. https://www.ipol.im/pub/art/2024/494/
Published in Proceedings of the International Conference on Data Engineering (ICDE) (to appear), 2024
$d_{symb}$ playground: Streamlit application for using $d_{symb}$.
Recommended citation: S. W. Combettes, P. Boniol, C. Truong, and L. Oudre. "d_{symb} playground: an interactive tool to explore large multivariate time series datasets." In Proceedings of the International Conference on Data Engineering (ICDE) (to appear), Utrecht, Netherlands, 2024. http://www.laurentoudre.fr/publis/dsymb_demo.pdf
Bachelor degree, Université Paris 2 Panthéon-Assas, 2021
36 hours for the Bachelor’s degree in Economics and Management, both Classical Track and College of Economics.
In collaboration with Naila Hayek.
Links: Moodle Mathematics / Moodle Statistics.
Executive Education, Ecole Polytechnique Executive Education, 2021
Approx. 100 hours for the Data Science Starter Program (DSSP) and the Master Spécialisé Innovation & Entrepreneurship (MSIE).
In collaboration with Erwan Le Pennec, Mathurin Massias, and others.
Links: Moodle.
Master degree, Ecole Polytechnique & HEC Paris, 2023
42 hours for the “Python for Data Science” class of the X-HEC Data Science for Business Master.
In collaboration with Mathurin Massias and Julien Jerphanion.
Links: Moodle.