output
20042026
most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

425 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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10 papers · 1 filter

stat.AP2024★ 1 cited

Adaptive probabilistic forecasting of French electricity spot prices

Grégoire Dutot, Margaux Zaffran, Olivier Féron +1

Electricity price forecasting (EPF) plays a major role for electricity companies as a fundamental entry for trading decisions or energy management operations. As electricity can no…

stat.AP2021

Hierarchical transfer learning with applications for electricity load forecasting

Anestis Antoniadis, Solenne Gaucher, Yannig Goude

The recent abundance of data on electricity consumption at different scales opens new challenges and highlights the need for new techniques to leverage information present at finer…

stat.AP2018★ 35 cited

Advanced methodology for uncertainty propagation in computer experiments with large number of inputs

Bertrand Iooss, Amandine Marrel

In the framework of the estimation of safety margins in nuclear accident analysis, a quantitative assessment of the uncertainties tainting the results of computer simulations is es…

stat.AP2018★ 2 cited

Detecting and modeling worst-case dependence structures between random inputs of computational reliability models

Nazih Benoumechiara, Bertrand Michel, Philippe Saint-Pierre +1

Uncertain information on input parameters of reliability models is usually modeled by considering these parameters as random, and described by marginal distributions and a dependen…

stat.AP2018

Consistency of the maximum likelihood estimator in seasonal hidden Markov models

Augustin Touron

In this paper, we introduce a variant of hidden Markov models in which the transition probabilities between the states, as well as the emission distributions, are not constant in t…

stat.AP2017

Probabilistic risk bounds for the characterization of radiological contamination

Géraud Blatman, Thibault Delage, Bertrand Iooss +1

The radiological characterization of contaminated elements (walls, grounds, objects) from nuclear facilities often suffers from a too small number of measurements. In order to dete…

stat.AP2015★ 8 cited

Clustering electricity consumers using high-dimensional regression mixture models

Emilie Devijver, Yannig Goude, Jean-Michel Poggi

Massive informations about individual (household, small and medium enterprise) consumption are now provided with new metering technologies and the smart grid. Two major exploitatio…

stat.AP2014★ 9 cited

Visualization tools for uncertainty and sensitivity analyses on thermal-hydraulic transients

Anne-Laure Popelin, Bertrand Iooss

In nuclear engineering studies, uncertainty and sensitivity analyses of simulation computer codes can be faced to the complexity of the input and/or the output variables. If these…

stat.AP2012★ 6 cited

On particle filters applied to electricity load forecasting

Tristan Launay, Anne Philippe, Sophie Lamarche

We are interested in the online prediction of the electricity load, within the Bayesian framework of dynamic models. We offer a review of sequential Monte Carlo methods, and provid…

stat.AP2011

Construction of an informative hierarchical prior for a small sample with the help of historical data and application to electricity load forecasting

Tristan Launay, Anne Philippe, Sophie Lamarche

We are interested in the estimation and prediction of a parametric model on a short dataset upon which it is expected to overfit and perform badly. To overcome the lack of data (re…