Mokhtar Z. Alaya – Manuscripts

PhD Manuscript

Segmentation of Counting Processes and Dynamical Models, UPMC (june 2016) [Pdf] [Slides] [BibTeX]

@phdthesis{phdalaya,
TITLE = Segmentation of Counting Processes and Dynamical Models,
AUTHOR = {Alaya, Mokhtar Zahdi},
URL = {https://hal.archives-ouvertes.fr/tel-01468688},
SCHOOL = Universit{\\'e} Pierre \\& Marie Curie \- Paris 6,
YEAR = {2016},
MONTH = Jun,
KEYWORDS = {Counting processes ; change-points ; features binarization ; dynamic regression ; total-variation ; oracle inequalities ; proximal algorithms},
TYPE = {Theses},
PDF = {https://hal.archives-ouvertes.fr/tel-01468688/file/theseAlaya.pdf},
HAL-ID = {tel-01468688},
HAL-VERSION = {v1}, }
Thesis defended on June 27th 2016 before a jury composed of:
Pierre Alquier (ENSAE), Examiner; Sylvain Arlot (University Paris-Sud), Examiner; Gérard Biau (UPMC), Examiner; Stéphane Gaïffas (École Polytechnique), Advisor; Agathe Guilloux (UPMC), Advisor; Erwan Le Pennec (École Polytechnique), Reviewer

Master Manuscripts

Change-Points Detection with Total-Variation Penalization, supervised by Agathe Guilloux and Stéphane Gaïffas, UPMC (september 2012) [Pdf]

Poisson Access Networks with Shadowing: Modeling and Statistical Inference, supervised by Bartlomiej Blaszczyszyn and Mohamed Karray, UPMC (september 2011) [Pdf] [Slides]

Backward Stochastic Differential Equations and Financial Mathematics, supervised by Said Hamadène and Ibtissem Hdhiri, University of Gabès (july 2010) [Pdf] [Slides]