activity
20072024
most citedTime-changed extremal process as a random sup measure

23 citations · 38 across the 10 of their papers we have counts for

collaborators

10 papers

math.PR2024

Fractional stable random fields on the Sierpiński gasket

Fabrice Baudoin, Céline Lacaux

We define and study fractional stable random fields on the Sierpiński gasket. Such fields are formally defined as , where is the Laplace operator on the gask…

stat.ME2023

A comparison between Bayesian and ordinary kriging based on validation criteria: application to radiological characterisation

Martin Wieskotten, Marielle Crozet, Bertrand Iooss +2

In decommissioning projects of nuclear facilities, the radiological characterisation step aims to estimate the quantity and spatial distribution of different radionuclides. To carr…

math.PR2020★ 1 cited

Fractional Gaussian fields on the Sierpinski gasket and related fractals

Fabrice Baudoin, Céline Lacaux

We define and study a fractional Gaussian field with Hurst parameter on the Sierpiński gasket equipped with its Hausdorff measure . It appears as a solution, in a we…

stat.CO2019

Simulating space-time random fields with nonseparable Gneiting-type covariance functions

Denis Allard, Xavier Emery, Céline Lacaux +1

Two algorithms are proposed to simulate space-time Gaussian random fields with a covariance function belonging to an extended Gneiting class, the definition of which depends on a c…

math.ST2015★ 10 cited

Modulus of continuity of some conditionally sub-Gaussian fields, application to stable random fields

Hermine Biermé, Céline Lacaux

In this paper, we study modulus of continuity and rate of convergence of series of conditionally sub-Gaussian random fields. This framework includes both classical series represent…

math.PR2014★ 23 cited

Time-changed extremal process as a random sup measure

Céline Lacaux, Gennady Samorodnitsky

A functional limit theorem for the partial maxima of a long memory stable sequence produces a limiting process that can be described as a -power time change in the classical Fré…

stat.CO2013

Monte Carlo methods for light propagation in biological tissues

Laura Vinckenbosch, Céline Lacaux, Samy Tindel +2

Light propagation in turbid media is driven by the equation of radiative transfer. We give a formal probabilistic representation of its solution in the framework of biological tiss…

math.ST2011★ 4 cited

LAN property for some fractional type Brownian motion

Serge Cohen, Fabrice Gamboa, Céline Lacaux +1

We study asymptotic expansion of the likelihood of a certain class of Gaussian processes characterized by their spectral density . We consider the case where $f_θ\PAR{x} \sim_…

math.ST2009

Convergence and performances of the peeling wavelet denoising algorithm

Céline Lacaux, Aurélie Muller, Radu Ranta +1

This note is devoted to an analysis of the so-called peeling algorithm in wavelet denoising. Assuming that the wavelet coefficients of the signal can be modeled by generalized Gaus…

math.PR2007

Hölder regularity for operator scaling stable random fields

Hermine Biermé, Céline Lacaux

We investigate the sample paths regularity of operator scaling alpha-stable random fields. Such fields were introduced as anisotropic generalizations of self-similar fields and sat…