Agnès Lagnoux

Available identifiers

zbMath Open lagnoux.agnesMaRDI QIDQ351390

List of research outcomes

Publication	Date of Publication	Type
Deviation results for Mandelbrot's multiplicative cascades with exponential tails	2023-10-23	Paper
New estimation of Sobol' indices using kernels	2023-03-31	Paper
Large deviations at the transition for sums of Weibull-like random variables	2022-11-01	Paper
Global sensitivity analysis: a novel generation of mighty estimators based on rank statistics	2022-09-28	Paper
Deviation results for sparse tables in hashing with linear probing	2022-07-28	Paper
Large-deviation results for triangular arrays of semiexponential random variables	2022-07-08	Paper
Posterior contraction rates for constrained deep Gaussian processes in density estimation and classication	2021-12-14	Paper
Global Sensitivity Analysis and Wasserstein Spaces	2021-08-24	Paper
https://portal.mardi4nfdi.de/entity/Q5000661	2021-07-15	Paper
Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments	2020-12-15	Paper
Probabilistic proofs of large deviation results for sums of semiexponential random variables and explicit rate function at the transition	2020-07-16	Paper
Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes	2020-06-15	Paper
Global Sensitivity Analysis: a new generation of mighty estimators based on rank statistics	2020-03-03	Paper
Sensitivity analysis in general metric spaces	2020-02-11	Paper
Probability density function of the local score position	2019-09-19	Paper
Maximum likelihood estimation for Gaussian processes under inequality constraints	2019-09-13	Paper
On the Bickel–Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes	2019-08-12	Paper
A conditional Berry–Esseen inequality	2019-07-15	Paper
Sensitivity Analysis Based on Cramér--von Mises Distance	2018-07-19	Paper
Cross-validation estimation of covariance parameters under fixed-domain asymptotics	2017-09-08	Paper
Multilevel branching splitting algorithm for estimating rare event probabilities	2016-02-09	Paper
Probability that the maximum of the reflected Brownian motion over a finite interval \([0,t]\) is achieved by its last zero before \(t\).	2015-12-01	Paper
A conditional Berry-Esseen bound and a conditional large deviation result without Laplace transform. Application to hashing with linear probing	2015-03-30	Paper
Asymptotic normality and efficiency of two Sobol index estimators	2015-02-17	Paper
Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score	2014-10-06	Paper
Sensitivity analysis for multidimensional and functional outputs	2014-05-30	Paper
Estimation of the Sobol indices in a linear functional multidimensional model	2014-01-27	Paper
Sensitivity indices for multivariate outputs	2013-07-11	Paper
RARE EVENT SIMULATION	2006-05-09	Paper
Contraction rates and projection subspace estimation with Gaussian process priors in high dimension	N/A	Paper

Research outcomes over time

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