16 citations · 16 across the 3 of their papers we have counts for
6 papers
Sequential sparse Gaussian process quantile regression
Hugo Nicolas, Olivier Le Maître
Quantile regression aims to estimate the conditional quantiles of a response variable from observed data. In a Bayesian setting, Gaussian process quantile regression provides uncer…
Change of Measure for Bayesian Field Inversion with Hierarchical Hyperparameters Sampling
Nadège Polette, Olivier Le Maître, Pierre Sochala +1
This paper proposes an effective treatment of hyperparameters in the Bayesian inference of a scalar field from indirect observations. Obtaining the joint posterior distribution of…
A surrogate-based optimal likelihood function for the Bayesian calibration of catalytic recombination in atmospheric entry protection materials
Anabel del Val, Olivier P. Le Maître, Olivier Chazot +2
This work deals with the inference of catalytic recombination parameters from plasma wind tunnel experiments for reusable thermal protection materials. One of the critical factors…
Optimal projection of observations in a Bayesian setting
Loïc Giraldi, Olivier P. Le Maître, Ibrahim Hoteit +1
Optimal dimensionality reduction methods are proposed for the Bayesian inference of a Gaussian linear model with additive noise in presence of overabundant data. Three different op…
Particle Simulation of Fractional Diffusion Equations
S. Allouch, M. Lucchesi, O. P. Le Maître +2
This work explores different particle-based approaches to the simulation of one-dimensional fractional subdiffusion equations in unbounded domains. We rely on smooth particle appro…
A finite difference method for space fractional differential equations with variable diffusivity coefficient
K. Mustapha, K. Furati, O. M. Knio +1
Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal natu…