| Publication | Date of Publication | Type |
|---|
Estimation of the multivariate conditional tail expectation for extreme risk levels: illustration on environmental data sets
Environmetrics | 2024-10-28 | Paper |
Flexible semiparametric generalized Pareto modeling of the entire range of rainfall amount
Environmetrics | 2024-10-28 | Paper |
Performing global sensitivity analysis on simulations of a continuous-time Markov chain model motivated by epidemiology
Computational and Applied Mathematics | 2024-10-08 | Paper |
Quantification and reduction of uncertainties in a wind turbine numerical model based on a global sensitivity analysis and a recursive Bayesian inference approach
International Journal for Numerical Methods in Engineering | 2024-06-12 | Paper |
Total effects with constrained features
Statistics and Computing | 2024-05-31 | Paper |
A probabilistic reduced basis method for parameter-dependent problems
Advances in Computational Mathematics | 2024-04-09 | Paper |
Feasible set estimation under functional uncertainty by Gaussian process modelling
Physica D | 2023-11-17 | Paper |
A probabilistic point of view for the Kolmogorov hypoelliptic equations
ESAIM: Probability and Statistics | 2023-08-21 | Paper |
A SUR version of the Bichon criterion for excursion set estimation
Statistics and Computing | 2023-07-18 | Paper |
| New estimation of Sobol' indices using kernels | 2023-03-31 | Paper |
Nonlinear dimension reduction for surrogate modeling using gradient information
Information and Inference: A Journal of the IMA | 2023-02-20 | Paper |
SHAPLEY EFFECTS FOR SENSITIVITY ANALYSIS WITH CORRELATED INPUTS: COMPARISONS WITH SOBOL' INDICES, NUMERICAL ESTIMATION AND APPLICATIONS
International Journal for Uncertainty Quantification | 2022-11-24 | Paper |
UNCERTAINTIES ASSESSMENT IN GLOBAL SENSITIVITY INDICES ESTIMATION FROM METAMODELS
International Journal for Uncertainty Quantification | 2022-11-04 | Paper |
A PAC algorithm in relative precision for bandit problem with costly sampling
Mathematical Methods of Operations Research | 2022-10-18 | Paper |
Spatialized epidemiological forecasting applied to Covid-19 pandemic at departmental scale in France
Systems & Control Letters | 2022-06-01 | Paper |
| Basics and Trends in Sensitivity Analysis | 2022-02-22 | Paper |
Iterative estimation of Sobol' indices based on replicated designs
Computational and Applied Mathematics | 2021-05-28 | Paper |
Global sensitivity analysis for models described by stochastic differential equations
Methodology and Computing in Applied Probability | 2020-08-28 | Paper |
Stochastic Methods for Solving High-Dimensional Partial Differential Equations
Springer Proceedings in Mathematics & Statistics | 2020-08-26 | Paper |
Adaptive density estimation on bounded domains under mixing conditions
Electronic Journal of Statistics | 2020-06-11 | Paper |
Generalized Sobol sensitivity indices for dependent variables: numerical methods
Journal of Statistical Computation and Simulation | 2020-03-27 | Paper |
Gradient-based dimension reduction of multivariate vector-valued functions
SIAM Journal on Scientific Computing | 2020-03-20 | Paper |
Data-driven stochastic inversion via functional quantization
Statistics and Computing | 2020-02-26 | Paper |
Stochastic methods for solving high-dimensional partial differential equations
(available as arXiv preprint) | 2019-05-14 | Paper |
Goal-oriented error estimation for parameter-dependent nonlinear problems
ESAIM: Mathematical Modelling and Numerical Analysis | 2018-10-26 | Paper |
On Shapley Value for Measuring Importance of Dependent Inputs
SIAM/ASA Journal on Uncertainty Quantification | 2018-04-19 | Paper |
Replication procedure for grouped Sobol' indices estimation in dependent uncertainty spaces
Information and Inference: A Journal of the IMA | 2018-02-16 | Paper |
Adaptive estimation for stochastic damping Hamiltonian systems under partial observation
Stochastic Processes and their Applications | 2017-10-10 | Paper |
An overlook on statistical inference issues for stochastic damping hamiltonian systems under the fluctuation-dissipation condition
Statistics | 2017-07-14 | Paper |
Uncertainty quantification for functional dependent random variables
Computational Statistics | 2017-06-27 | Paper |
Invariant density estimation for a reflected diffusion using an Euler scheme
Monte Carlo Methods and Applications | 2017-06-12 | Paper |
| Sensitivity analysis and optimisation of a land use and transport integrated model | 2017-04-03 | Paper |
Iterative construction of replicated designs based on Sobol' sequences
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2017-01-10 | Paper |
Estimation for stochastic damping Hamiltonian systems under partial observation. III: Diffusion term
The Annals of Applied Probability | 2016-08-23 | Paper |
Estimation for stochastic damping Hamiltonian systems under partial observation. III: Diffusion term
The Annals of Applied Probability | 2016-08-23 | Paper |
Goal-oriented error estimation for the reduced basis method, with application to sensitivity analysis
Journal of Scientific Computing | 2016-07-28 | Paper |
Sampling, metamodeling, and sensitivity analysis of numerical simulators with functional stochastic inputs
SIAM/ASA Journal on Uncertainty Quantification | 2016-07-22 | Paper |
Global sensitivity analysis for the boundary control of an open channel
MCSS. Mathematics of Control, Signals, and Systems | 2016-04-26 | Paper |
Statistical inference for partial differential equations
ESAIM: Proceedings and Surveys | 2016-01-29 | Paper |
Recursive estimation for stochastic damping Hamiltonian systems
Journal of Nonparametric Statistics | 2015-12-04 | Paper |
Sensitivity analysis and uncertainty quantification for environmental models
ESAIM: Proceedings | 2015-11-17 | Paper |
\(\mathbb L_2\)-boosting for sensitivity analysis with dependent inputs
STATISTICA SINICA | 2015-10-26 | Paper |
Asymptotic normality and efficiency of two Sobol index estimators
ESAIM: Probability and Statistics | 2015-02-17 | Paper |
Asymptotic normality and efficiency of two Sobol index estimators
ESAIM: Probability and Statistics | 2015-02-17 | Paper |
| scientific article; zbMATH DE number 6323308 (Why is no real title available?) | 2014-07-31 | Paper |
Estimation of multivariate conditional-tail-expectation using Kendall's process
Journal of Nonparametric Statistics | 2014-06-06 | Paper |
Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory
ESAIM: Probability and Statistics | 2014-04-10 | Paper |
Estimation for stochastic damping Hamiltonian systems under partial observation. I: Invariant density
Stochastic Processes and their Applications | 2014-02-07 | Paper |
Estimating a bivariate tail: a copula based approach
Journal of Multivariate Analysis | 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
European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis | 2013-07-04 | Paper |
Generalized Hoeffding-Sobol decomposition for dependent variables -- application to sensitivity analysis
Electronic Journal of Statistics | 2013-05-28 | Paper |
Generalized Hoeffding-Sobol decomposition for dependent variables -- application to sensitivity analysis
Electronic Journal of Statistics | 2013-05-28 | Paper |
Adaptive estimation of linear functionals by model selection
Electronic Journal of Statistics | 2013-05-24 | Paper |
Adaptive estimation of linear functionals by model selection
Electronic Journal of Statistics | 2013-05-24 | Paper |
Conditional large and moderate deviations for sums of discrete random variables. Combinatoric applications
Bernoulli | 2013-01-17 | Paper |
Conditional large and moderate deviations for sums of discrete random variables. Combinatoric applications
Bernoulli | 2013-01-17 | Paper |
Certified metamodels for sensitivity indices estimation
European Series in Applied and Industrial Mathematics (ESAIM): Proceedings | 2012-04-12 | Paper |
Some multivariate risk indicators: minimization by using a Kiefer-Wolfowitz approach to the mirror stochastic algorithm
Statistics & Risk Modeling | 2012-03-29 | Paper |
Central limit theorem for sampled sums of dependent random variables
ESAIM: Probability and Statistics | 2011-03-31 | Paper |
Central limit theorem for sampled sums of dependent random variables
ESAIM: Probability and Statistics | 2011-03-31 | Paper |
Limit theorem for random walk in weakly dependent random scenery
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2011-03-10 | Paper |
Limit theorem for random walk in weakly dependent random scenery
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2011-03-10 | Paper |
Perfect simulation of a coupling achieving the \(\bar{d}\)-distance between ordered pairs of binary chains of infinite order
Journal of Statistical Physics | 2011-01-07 | Paper |
Erratum to ``An empirical central limit theorem for dependent sequences [Stochastic Proc. Appl. 117 (2007) 121-142]
Stochastic Processes and their Applications | 2009-06-04 | Paper |
Some unbounded functions of intermittent maps for which the central limit theorem holds
(available as arXiv preprint) | 2009-04-27 | Paper |
Weak dependence. With examples and applications.
Lecture Notes in Statistics | 2007-08-22 | Paper |
An empirical central limit theorem for dependent sequences
Stochastic Processes and their Applications | 2007-03-29 | Paper |
SPECTRAL PROPERTIES OF CHAOTIC PROCESSES
Stochastics and Dynamics | 2007-02-07 | Paper |
Parametrized Kantorovich-Rubinštein theorem and application to the coupling of random variables
Lecture Notes in Statistics | 2007-01-09 | Paper |
Recent results on weak dependence for causal sequences. Statistical applications to dynamical systems.
Lecture Notes in Statistics | 2007-01-09 | Paper |
Some asymptotic results for the number of generalized records
Extremes | 2006-05-24 | Paper |
New dependence coefficients. Examples and applications to statistics
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2005-06-06 | Paper |
Coupling for \(\tau\)-dependent sequences and applications
Journal of Theoretical Probability | 2005-04-07 | Paper |
Coupling for minimal distance
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2004-08-20 | Paper |
Change point estimation for a weakly dependent sequence
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2004-03-16 | Paper |
| scientific article; zbMATH DE number 1995546 (Why is no real title available?) | 2003-10-22 | Paper |
Density estimation for one-dimensional dynamical systems
Journal of Mathematical Sciences (New York) | 2002-11-25 | Paper |
Density Estimation for One-Dimensional Dynamical Systems
ESAIM: Probability and Statistics | 2002-06-11 | Paper |
Density Estimation for One-Dimensional Dynamical Systems
ESAIM: Probability and Statistics | 2002-06-11 | Paper |
Density estimation for one-dimensional dynamical systems
Comptes Rendus de l'Académie des Sciences. Série I. Mathématique | 2001-01-01 | Paper |
