| Publication | Date of Publication | Type |
|---|
| A probabilistic reduced basis method for parameter-dependent problems | 2024-04-09 | Paper |
| Feasible set estimation under functional uncertainty by Gaussian process modelling | 2023-11-17 | Paper |
| A probabilistic point of view for the Kolmogorov hypoelliptic equations | 2023-08-21 | Paper |
| A SUR version of the Bichon criterion for excursion set estimation | 2023-07-18 | Paper |
| New estimation of Sobol' indices using kernels | 2023-03-31 | Paper |
| Nonlinear dimension reduction for surrogate modeling using gradient information | 2023-02-20 | Paper |
| SHAPLEY EFFECTS FOR SENSITIVITY ANALYSIS WITH CORRELATED INPUTS: COMPARISONS WITH SOBOL' INDICES, NUMERICAL ESTIMATION AND APPLICATIONS | 2022-11-24 | Paper |
| UNCERTAINTIES ASSESSMENT IN GLOBAL SENSITIVITY INDICES ESTIMATION FROM METAMODELS | 2022-11-04 | Paper |
| A PAC algorithm in relative precision for bandit problem with costly sampling | 2022-10-18 | Paper |
| Spatialized epidemiological forecasting applied to Covid-19 pandemic at departmental scale in France | 2022-06-01 | Paper |
| Basics and Trends in Sensitivity Analysis | 2022-02-22 | Paper |
| Iterative estimation of Sobol' indices based on replicated designs | 2021-05-28 | Paper |
| Global sensitivity analysis for models described by stochastic differential equations | 2020-08-28 | Paper |
| Stochastic Methods for Solving High-Dimensional Partial Differential Equations | 2020-08-26 | Paper |
| Adaptive density estimation on bounded domains under mixing conditions | 2020-06-11 | Paper |
| Generalized Sobol sensitivity indices for dependent variables: numerical methods | 2020-03-27 | Paper |
| Gradient-Based Dimension Reduction of Multivariate Vector-Valued Functions | 2020-03-20 | Paper |
| Data-driven stochastic inversion via functional quantization | 2020-02-26 | Paper |
| Stochastic methods for solving high-dimensional partial differential equations | 2019-05-14 | Paper |
| Goal-oriented error estimation for parameter-dependent nonlinear problems | 2018-10-26 | Paper |
| On Shapley Value for Measuring Importance of Dependent Inputs | 2018-04-19 | Paper |
| Replication procedure for grouped Sobol' indices estimation in dependent uncertainty spaces | 2018-02-16 | Paper |
| Adaptive estimation for stochastic damping Hamiltonian systems under partial observation | 2017-10-10 | Paper |
| An overlook on statistical inference issues for stochastic damping hamiltonian systems under the fluctuation-dissipation condition | 2017-07-14 | Paper |
| Uncertainty quantification for functional dependent random variables | 2017-06-27 | Paper |
| Invariant density estimation for a reflected diffusion using an Euler scheme | 2017-06-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2973332 | 2017-04-03 | Paper |
| Iterative construction of replicated designs based on Sobol' sequences | 2017-01-10 | Paper |
| Estimation for stochastic damping Hamiltonian systems under partial observation. III: Diffusion term | 2016-08-23 | Paper |
| Goal-oriented error estimation for the reduced basis method, with application to sensitivity analysis | 2016-07-28 | Paper |
| Sampling, Metamodeling, and Sensitivity Analysis of Numerical Simulators with Functional Stochastic Inputs | 2016-07-22 | Paper |
| Global sensitivity analysis for the boundary control of an open channel | 2016-04-26 | Paper |
| Statistical inference for partial differential equations | 2016-01-29 | Paper |
| Recursive estimation for stochastic damping hamiltonian systems | 2015-12-04 | Paper |
| Sensitivity analysis and uncertainty quantification for environmental models | 2015-11-17 | Paper |
| L2-Boosting for sensitivity analysis with dependent inputs | 2015-10-26 | Paper |
| Asymptotic normality and efficiency of two Sobol index estimators | 2015-02-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5495115 | 2014-07-31 | Paper |
| Estimation of multivariate conditional-tail-expectation using Kendall's process | 2014-06-06 | Paper |
| Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory | 2014-04-10 | Paper |
| Estimation for stochastic damping Hamiltonian systems under partial observation. I: Invariant density | 2014-02-07 | Paper |
| Estimating a bivariate tail: a copula based approach | 2014-01-10 | Paper |
| L2 Boosting on generalized Hoeffding decomposition for dependent variables. Application to Sensitivity Analysis | 2013-10-09 | Paper |
| Certified reduced-basis solutions of viscous Burgers equation parametrized by initial and boundary values | 2013-07-04 | Paper |
| Generalized Hoeffding-Sobol decomposition for dependent variables -- application to sensitivity analysis | 2013-05-28 | Paper |
| Adaptive estimation of linear functionals by model selection | 2013-05-24 | Paper |
| Conditional large and moderate deviations for sums of discrete random variables. Combinatoric applications | 2013-01-17 | Paper |
| Certified metamodels for sensitivity indices estimation | 2012-04-12 | Paper |
| Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm | 2012-03-29 | Paper |
| Central limit theorem for sampled sums of dependent random variables | 2011-03-31 | Paper |
| Limit theorem for random walk in weakly dependent random scenery | 2011-03-10 | Paper |
| Perfect simulation of a coupling achieving the \(\bar{d}\)-distance between ordered pairs of binary chains of infinite order | 2011-01-07 | Paper |
| Erratum to ``An empirical central limit theorem for dependent sequences [Stochastic Proc. Appl. 117 (2007) 121-142] | 2009-06-04 | Paper |
| Some unbounded functions of intermittent maps for which the central limit theorem holds | 2009-04-27 | Paper |
| Weak dependence. With examples and applications. | 2007-08-22 | Paper |
| An empirical central limit theorem for dependent sequences | 2007-03-29 | Paper |
| SPECTRAL PROPERTIES OF CHAOTIC PROCESSES | 2007-02-07 | Paper |
| Recent results on weak dependence for causal sequences. Statistical applications to dynamical systems. | 2007-01-09 | Paper |
| Parametrized Kantorovich-Rubinštein theorem and application to the coupling of random variables | 2007-01-09 | Paper |
| Some asymptotic results for the number of generalized records | 2006-05-24 | Paper |
| New dependence coefficients. Examples and applications to statistics | 2005-06-06 | Paper |
| Coupling for \(\tau\)-dependent sequences and applications | 2005-04-07 | Paper |
| Coupling for minimal distance | 2004-08-20 | Paper |
| Change point estimation for a weakly dependent sequence | 2004-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4431513 | 2003-10-22 | Paper |
| Density estimation for one-dimensional dynamical systems | 2002-11-25 | Paper |
| Density Estimation for One-Dimensional Dynamical Systems | 2002-06-11 | Paper |
| Estimation de la densité invariante de systèmes dynamiques en dimension | 2001-01-01 | Paper |
