425 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Centre National de la Recherche ScientifiqueFR43 papers
- EDF Energy (United Kingdom)GB24 papers
- CERMICSFR17 papers
- Université Paris-SaclayFR17 papers
- Institut de Mathématiques de ToulouseFR16 papers
- Commissariat à l'Énergie Atomique et aux Énergies AlternativesFR14 papers
- Institut national de recherche en sciences et technologies du numériqueFR14 papers
- Laboratoire de Probabilités, Statistique et ModélisationFR14 papers
- Université Toulouse III - Paul SabatierFR13 papers
- Centre de Mathématiques Appliquées de l'École polytechniqueFR12 papers
- École PolytechniqueFR12 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR12 papers
19 papers · 1 filter
Off-the-grid prediction and testing for linear combination of translated features
Cristina Butucea, Jean-François Delmas, Anne Dutfoy +1
We consider a model where a signal (discrete or continuous) is observed with an additive Gaussian noise process. The signal is issued from a linear combination of a finite but incr…
Consistency of the maximum likelihood estimator in hidden Markov models with trends
Luc Lehéricy, Augustin Touron
A hidden Markov model with trends is a hidden Markov model whose emission distributions are translated by a trend that depends on the current hidden state and on the current time.…
An information geometry approach for robustness analysis in uncertainty quantification of computer codes
Clement Gauchy, Jerome Stenger, Roman Sueur +1
Robustness analysis is an emerging field in the domain of uncertainty quantification. It consists of analysing the response of a computer model with uncertain inputs to the perturb…
A Visual Sensitivity Analysis for Parameter-Augmented Ensembles of Curves
Alejandro Ribes, Joachim Pouderoux, Bertrand Iooss
Engineers and computational scientists often study the behavior of their simulations by repeated solutions with variations in their parameters, which can be for instance boundary v…
A graph clustering approach to localization for adaptive covariance tuning in data assimilation based on state-observation mapping
Sibo Cheng, Jean-Philippe Argaud, Bertrand Iooss +2
An original graph clustering approach to efficient localization of error covariances is proposed within an ensemble-variational data assimilation framework. Here the localization t…
Large scale in transit computation of quantiles for ensemble runs
Alejandro Ribes, Théophile Terraz, Bertrand Iooss +2
The classical approach for quantiles computation requires availability of the full sample before ranking it. In uncertainty quantification of numerical simulation models, this appr…
Optimal input potential functions in the interacting particle system method
H. Chraibi, A. Dutfoy, T. Galtier +1
The assessment of the probability of a rare event with a naive Monte-Carlo method is computationally intensive, so faster estimation or variance reduction methods are needed. We fo…
Sensitivity analysis using perturbed-law based indices for quantiles and application to an industrial case
Roman Sueur, Bertrand Iooss, Thibault Delage
In this paper, we present perturbed law-based sensitivity indices and how to adapt them for quantile-oriented sensitivity analysis. We exhibit a simple way to compute these indices…
Uncertainty and sensitivity analysis of functional risk curves based on Gaussian processes
Bertrand Iooss, Loïc Le Gratiet
A functional risk curve gives the probability of an undesirable event as a function of the value of a critical parameter of a considered physical system. In several applicative sit…
Optimal compromise between incompatible conditional probability distributions, with application to Objective Bayesian Kriging
Joseph Muré
Models are often defined through conditional rather than joint distributions, but it can be difficult to check whether the conditional distributions are compatible, i.e. whether th…
Conditional quantile sequential estimation for stochastic codes
Tatiana Labopin-Richard, Fabrice Gamboa, Aurélien Garivier +1
We propose and analyze an algorithm for the sequential estimation of a conditional quantile in the context of real stochastic codes with vectorvalued inputs. Our algorithm is based…
Derivative based global sensitivity measures
Serge Kucherenko, Bertrand Iooss
The method of derivative based global sensitivity measures (DGSM) has recently become popular among practitioners. It has a strong link with the Morris screening method and Sobol'…
PAC-Bayesian aggregation of affine estimators
Lucie Montuelle, Erwan Le Pennec
Aggregating estimators using exponential weights depending on their risk appears optimal in expectation but not in probability. We use here a slight overpenalization to obtain orac…
Emulators for stochastic simulation codes
Vincent Moutoussamy, Simon Nanty, Benoît Pauwels
Numerical simulation codes are very common tools to study complex phenomena, but they are often time-consuming and considered as black boxes. For some statistical studies (e.g. ass…
A consistent deterministic regression tree for non-parametric prediction of time series
Pierre Gaillard, Paul Baudin
We study online prediction of bounded stationary ergodic processes. To do so, we consider the setting of prediction of individual sequences and build a deterministic regression tre…
Maximum entropy copula with given diagonal section
Cristina Butucea, Jean-François Delmas, Anne Dutfoy +1
We consider copulas with a given diagonal section and compute the explicit density of the unique optimal copula which maximizes the entropy. In this sense, this copula is the least…
Numerical studies of space filling designs: optimization of Latin Hypercube Samples and subprojection properties
Guillaume Damblin, Mathieu Couplet, Bertrand Iooss
Quantitative assessment of the uncertainties tainting the results of computer simulations is nowadays a major topic of interest in both industrial and scientific communities. One o…
Density modification based reliability sensitivity analysis
Paul Lemaître, Ekatarina Sergienko, Aurélie Arnaud +3
Sensitivity analysis of a numerical model, for instance simulating physical phenomena, is useful to quantify the influence of the inputs on the model responses. This paper proposes…
Accelerated Monte Carlo estimation of failure probabilities in output of monotone computer codes
Nicolas Bousquet
The problem of estimating the probability p=P(g(X<0) is considered when X represents a multivariate stochastic input of a monotone function g. First, a heuristic method to bound p…