Paris Dauphine University

About: Paris Dauphine University is a education organization based out in Paris, France. It is known for research contribution in the topics: Population & Approximation algorithm. The organization has 1766 authors who have published 6909 publications receiving 162747 citations. The organization is also known as: Paris Dauphine & Dauphine.

Bayesian-Optimal Design via Interacting Particle Systems

Abstract: We propose a new stochastic algorithm for Bayesian-optimal design in nonlinear and high-dimensional contexts. Following Peter Muller, we solve an optimization problem by exploring the expected utility surface through Markov chain Monte Carlo simulations. The optimal design is the mode of this surface considered a probability distribution. Our algorithm relies on a “particle” method to efficiently explore high-dimensional multimodal surfaces, with simulated annealing to concentrate the samples near the modes. We first test the method on an optimal allocation problem for which the explicit solution is available, to compare its efficiency with a simpler algorithm. We then apply our method to a challenging medical case study in which an optimal protocol treatment needs to be determined. For this case, we propose a formalization of the problem in the framework of Bayesian decision theory, taking into account physicians' knowledge and motivations. We also briefly review further improvements and alternatives.

Supporting groups in sorting decisions: Methodology and use of a multi-criteria aggregation/disaggregation DSS

Abstract: This paper addresses the situation where a group wishes to cooperatively develop a common multicriteria evaluation model to sort actions (projects, candidates) into classes. It is based on an aggregation/disaggregation approach for the ELECTRE TRI method, implemented on the Decision Support System IRIS. We provide a methodology in which the group discusses how to sort some exemplary actions (possibly fictitious ones), instead of discussing what values the model parameters should take. This paper shows how IRIS may be used to help the group to iteratively reach an agreement on how to sort one or a few actions at a time, preserving the consistency of these sorting examples both at the individual level and at the collective level. The computation of information that may guide the discussion among the group members is also suggested. We provide an illustrative example and discuss some paths for future research motivated by this work.

Estimation of demo-genetic model probabilities with Approximate Bayesian Computation using linear discriminant analysis on summary statistics.

Abstract: Comparison of demo-genetic models using Approximate Bayesian Computation (ABC) is an active research field. Although large numbers of populations and models (i.e. scenarios) can be analysed with ABC using molecular data obtained from various marker types, methodological and computational issues arise when these numbers become too large. Moreover, Robert et al. (Proceedings of the National Academy of Sciences of the United States of America, 2011, 108, 15112) have shown that the conclusions drawn on ABC model comparison cannot be trusted per se and required additional simulation analyses. Monte Carlo inferential techniques to empirically evaluate confidence in scenario choice are very time-consuming, however, when the numbers of summary statistics (Ss) and scenarios are large. We here describe a methodological innovation to process efficient ABC scenario probability computation using linear discriminant analysis (LDA) on Ss before computing logistic regression. We used simulated pseudo-observed data sets (pods) to assess the main features of the method (precision and computation time) in comparison with traditional probability estimation using raw (i.e. not LDA transformed) Ss. We also illustrate the method on real microsatellite data sets produced to make inferences about the invasion routes of the coccinelid Harmonia axyridis. We found that scenario probabilities computed from LDA-transformed and raw Ss were strongly correlated. Type I and II errors were similar for both methods. The faster probability computation that we observed (speed gain around a factor of 100 for LDA-transformed Ss) substantially increases the ability of ABC practitioners to analyse large numbers of pods and hence provides a manageable way to empirically evaluate the power available to discriminate among a large set of complex scenarios.

Robust Sparse Analysis Regularization

Abstract: This paper investigates the theoretical guarantees of l1-analysis regularization when solving linear inverse problems. Most of previous works in the literature have mainly focused on the sparse synthesis prior where the sparsity is measured as the l1 norm of the coefficients that synthesize the signal from a given dictionary. In contrast, the more general analysis regularization minimizes the l1 norm of the correlations between the signal and the atoms in the dictionary, where these correlations define the analysis support. The corresponding variational problem encompasses several well-known regularizations such as the discrete total variation and the fused Lasso. Our main contributions consist in deriving sufficient conditions that guarantee exact or partial analysis support recovery of the true signal in presence of noise. More precisely, we give a sufficient condition to ensure that a signal is the unique solution of the l1 -analysis regularization in the noiseless case. The same condition also guarantees exact analysis support recovery and l2-robustness of the l1-analysis minimizer vis-a-vis an enough small noise in the measurements. This condition turns to be sharp for the robustness of the sign pattern. To show partial support recovery and l2 -robustness to an arbitrary bounded noise, we introduce a stronger sufficient condition. When specialized to the l1-synthesis regularization, our results recover some corresponding recovery and robustness guarantees previously known in the literature. From this perspective, our work is a generalization of these results. We finally illustrate these theoretical findings on several examples to study the robustness of the 1-D total variation, shift-invariant Haar dictionary, and fused Lasso regularizations.