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.

collaborating institutions
Showing 2018 · stat.APShow all

3 papers · 2 filters

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…