activity
20092023
most citedEstimating the transition matrix of a Markov chain observed at random times

16 citations · 54 across the 19 of their papers we have counts for

collaborators

23 papers

math.ST2023

Efficiency of the averaged rank-based estimator for first order Sobol index inference

Thierry Klein, Paul Rochet

Among the many estimators of first order Sobol indices that have been proposed in the literature, the so-called rank-based estimator is arguably the simplest to implement. This est…

stat.AP2022

Impact of the COVID-19 pandemic on bike-sharing uses in two french towns

Angelo Furno, Bertrand Jouve, Bruno Revelli +3

Urban areas have been dramatically impacted by the sudden and fast spread of the COVID-19 pandemic. As one of the most noticeable consequences of the pandemic, people have quickly…

math.ST2022

Test comparison for Sobol Indices over nested sets of variables

Thierry Klein, Nicolas Peteilh, Paul Rochet

Sensitivity indices are commonly used to quantify the relative influence of any specific group of input variables on the output of a computer code. One crucial question is then to…

math.CO2019

A coupling of the spectral measures at a vertex

Thibault Espinasse, Paul Rochet

Given the adjacency matrix of an undirected graph, we define a coupling of the spectral measures at the vertices, whose moments count the rooted closed paths in the graph. The resu…

math.ST2018

Averaging of density kernel estimators

O. Chernova, F. Lavancier, P. Rochet

Averaging provides an alternative to bandwidth selection for density kernel estimation. We propose a procedure to combine linearly several kernel estimators of a density obtained f…

math.AC2016★ 2 cited

An Hopf algebra for counting simple cycles

Pierre-Louis Giscard, Paul Rochet, Richard Wilson

Simple cycles, also known as self-avoiding polygons, are cycles on graphs which are not allowed to visit any vertex more than once. We present an exact formula for enumerating the…