Agnès Lagnoux

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Agnès Lagnoux Q351390



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Contraction rates and projection subspace estimation with Gaussian process priors in high dimension
Bernoulli
2026-03-24Paper
Deviation results for Mandelbrot's multiplicative cascades with exponential tails2023-10-23Paper
New estimation of Sobol' indices using kernels2023-03-31Paper
Large deviations at the transition for sums of Weibull-like random variables2022-11-01Paper
Global sensitivity analysis: a novel generation of mighty estimators based on rank statistics
Bernoulli
2022-09-28Paper
Global sensitivity analysis: a novel generation of mighty estimators based on rank statistics
Bernoulli
2022-09-28Paper
Deviation results for sparse tables in hashing with linear probing
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2022-07-28Paper
Large-deviation results for triangular arrays of semiexponential random variables
Journal of Applied Probability
2022-07-08Paper
Posterior contraction rates for constrained deep Gaussian processes in density estimation and classication2021-12-14Paper
Global sensitivity analysis and Wasserstein spaces
SIAM/ASA Journal on Uncertainty Quantification
2021-08-24Paper
Kriging and expected improvement combined to an industrial context. Prediction of new geometries increasing the efficiency of fans2021-07-15Paper
Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments
ESAIM: Probability and Statistics
2020-12-15Paper
Probabilistic proofs of large deviation results for sums of semiexponential random variables and explicit rate function at the transition2020-07-16Paper
Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes
Journal of Statistical Planning and Inference
2020-06-15Paper
Global Sensitivity Analysis: a new generation of mighty estimators based on rank statistics
(available as arXiv preprint)
2020-03-03Paper
Sensitivity analysis in general metric spaces2020-02-11Paper
Probability density function of the local score position
Stochastic Processes and their Applications
2019-09-19Paper
Maximum likelihood estimation for Gaussian processes under inequality constraints
Electronic Journal of Statistics
2019-09-13Paper
Maximum likelihood estimation for Gaussian processes under inequality constraints
Electronic Journal of Statistics
2019-09-13Paper
On the Bickel-Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes
ESAIM: Probability and Statistics
2019-08-12Paper
A conditional Berry-Esseen inequality
Journal of Applied Probability
2019-07-15Paper
Sensitivity analysis based on Cramér-von Mises distance
SIAM/ASA Journal on Uncertainty Quantification
2018-07-19Paper
Cross-validation estimation of covariance parameters under fixed-domain asymptotics
Journal of Multivariate Analysis
2017-09-08Paper
Multilevel branching splitting algorithm for estimating rare event probabilities2016-02-09Paper
Probability that the maximum of the reflected Brownian motion over a finite interval \([0,t\) is achieved by its last zero before \(t\).]
Electronic Communications in Probability
2015-12-01Paper
A conditional Berry-Esseen bound and a conditional large deviation result without Laplace transform. Application to hashing with linear probing2015-03-30Paper
Asymptotic normality and efficiency of two Sobol index estimators
ESAIM: Probability and Statistics
2015-02-17Paper
Asymptotic normality and efficiency of two Sobol index estimators
ESAIM: Probability and Statistics
2015-02-17Paper
Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score
Stochastic Processes and their Applications
2014-10-06Paper
Sensitivity analysis for multidimensional and functional outputs
Electronic Journal of Statistics
2014-05-30Paper
Sensitivity analysis for multidimensional and functional outputs
Electronic Journal of Statistics
2014-05-30Paper
Estimation of the Sobol indices in a linear functional multidimensional model
Journal of Statistical Planning and Inference
2014-01-27Paper
Sensitivity indices for multivariate outputs
Comptes Rendus. Mathématique. Académie des Sciences, Paris
2013-07-11Paper
RARE EVENT SIMULATION
Probability in the Engineering and Informational Sciences
2006-05-09Paper
Contraction rates and projection subspace estimation with Gaussian process priors in high dimension
(available as arXiv preprint)
N/APaper


Research outcomes over time


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