Vincent Runge

University of Évry Val d'Essonne · Département de Mathématiques

Change‐point detection, also known as signal segmentation, is an essential preprocessing step in many applications, ranging from industrial monitoring to bioinformatics. In short, it consists in finding the temporal boundaries of homogeneous regimes in long and non‐stationary time series. While this area of research is active, most existing methods...

We consider the problem of detecting multiple changes in multiple independent time series. The search for the best segmentation can be expressed as a minimization problem over a given cost function. We focus on dynamic programming algorithms that solve this problem exactly. When the number of changes is proportional to data length, an inequality-ba...

In a world with data that change rapidly and abruptly, it is important to detect those changes accurately. In this paper we describe an R package implementing a generalized version of an algorithm recently proposed by Hocking, Rigaill, Fearnhead, and Bourque (2020) for penalized maximum likelihood inference of constrained multiple change-point mode...

In this work we derive new analytic expressions for fixation time in Wright-Fisher model with selection. The three standard cases for fixation are considered: fixation to zero, to one or both. Second order differential equations for fixation time are obtained by a simplified approach using only the law of total probability and Taylor expansions. Th...

Résumé Les effets anticholinergiques sont bien connus des prescripteurs, notamment en psychiatrie, à la fois comme des stratégies thérapeutiques pour les syndromes extrapyramidaux, mais également comme une source d’effets indésirables. Nous proposons ici une revue narrative de la littérature décrivant successivement : (i) la pharmacologie cholinerg...

Whilst there are a plethora of algorithms for detecting changes in mean in univariate time-series, almost all struggle in real applications where there is autocorrelated noise or where the mean fluctuates locally between the abrupt changes that one wishes to detect. In these cases, default implementations, which are often based on assumptions of a...

Antimicrobial resistance is a major global health threat and its development is promoted by antibiotic misuse. While disk diffusion antibiotic susceptibility testing (AST, also called antibiogram) is broadly used to test for antibiotic resistance in bacterial infections, it faces strong criticism because of inter-operator variability and the comple...

We consider the problem of detecting change-points in univariate time series by fitting a continuous piecewise linear signal using the residual sum of squares. Values of the inferred signal at slope breaks are restricted to a finite set of size $m$. Using this finite parameter space, we build a dynamic programming algorithm with a controlled time c...

Considering a finite intersection of balls and a finite union of other balls in an Euclidean space, we build an exact and efficient test answering the question of the cover of the intersection by the union. This covering problem can be reformulated into quadratic programming problems, whose resolution for minimum and maximum gives information about...

Antimicrobial resistance is a major global health threat and its development is promoted by antibiotic misuse. While disk diffusion antibiotic susceptibility testing (AST, also called antibiogram) is broadly used to test for antibiotic resistance in bacterial infections, it faces strong criticism because of inter-operator variability and the comple...

Whilst there are a plethora of algorithms for detecting changes in mean in univariate time-series, almost all struggle in real applications where there is autocorrelated noise or where the mean fluctuates locally between the abrupt changes that one wishes to detect. In these cases, default implementations, which are often based on assumptions of a...

In a world with data that change rapidly and abruptly, it is important to detect those changes accurately. In this paper we describe an R package implementing an algorithm recently proposed by Hocking et al. [2017] for penalised maximum likelihood inference of constrained multiple change-point models. This algorithm can be used to pinpoint the prec...

In this work, we introduce a modified (rescaled) likelihood for imbalanced logistic regression. This new approach makes easier the use of exponential priors and the computation of lasso regularization path. Precisely, we study a limiting behavior for which class imbalance is artificially increased by replication of the majority class observations....

The Stokes–Leibenson problem for Hele-Shaw flow is reformulated as a Cauchy problem of a nonlinear integro-differential equation with respect to functions a and b, linked by the Hilbert transform. The function a expresses the evolution of the coefficient longitudinal strain of the free boundary and b is the evolution of the tangent tilt of this con...

The two-dimensional Hele-Shaw problem for a fluid spot with free boundary can be solved using the Polubarinova-Galin equation. The main condition of its applicability is the smoothness of the spot boundary. In the sink-case, this problem is not well-posed and the boundary loses smoothness within finite time—the only exception being the disk centred...

We find an explicit representation of the evolution of \({ t \mapsto \gamma_t = \{z (\zeta, t), \zeta \in \mathbb{C}, |\zeta| = 1 \} }\) of the contour \({ \gamma_t = \partial \omega_t }\) of fluid spots \({\omega_t = \{z (\zeta, t), |\zeta| < 1\}}\) for \({t > 0}\) or \({t < 0}\) in the Hele–Shaw problem with a sink (\({t > 0}\)) or a source (\({t...

This PhD thesis deals with the mathematical treatment of the Hele–Shaw problem in the Stokes–Leibenson approximation. By an Helmholtz–Kirchhoff transformation, we exhibited an evolutive equation of the fluid contour applicable to all type of planar fows. This equation generalizes previous results and also allows to state an efficient numerical sche...

The Helmholtz–Kirchhoff transformation gives us a new approach to solve the Hele–Shaw problem. Particularly, we derived a so-called quasi-contour method from which we built a numerical scheme. Following a previous article [1], we propose a way to improve significantly the numerical scheme, which leads to the resolution of a Cauchy problem. The tedi...

It is shown that, in the space of quasicontours playing a role of free boundaries in the Stokes–Leibenson problem, there is a manifold of codimension 1 such that some points of this manifold are attractors in the case of sink and repellers in the case of source, whereas, on the contrary, other points are repellers in the case of sink and attractor...

We here deal with the Stokes-Leibenson problem for a punctual Hele-Shaw flow. By using a geometrical transformation inspired by Helmholtz-Kirchhoff method, we introduce an integro-differential problem which leads to the construction of a discrete model. We first give a short recall about the source-case: global in time existence and uniqueness resu...