66 citations · 258 across the 53 of their papers we have counts for
64 papers
On random Binomial-Fibonacci sequences
Bernard Bercu, Fabrice Gamboa
Motivated by the pioneer work of Viswanath \cite{VIS2000} on random Fibonacci sequences and the development of random Euclidean addition chains in cryptography, we introduce a new…
Sum rules via large deviations: polynomial potentials and multi-cut regime on the unit circle
Fabrice Gamboa, Jan Nagel, Alain Rouault
Sum rules are elegant formulas that relate entropy functionals to coefficients associated with orthogonal polynomials [Sim11]. In a series of paper (see for example [GNR16], [GNR17…
On some gateways between sum rules
Fabrice Gamboa, Jan Nagel, Alain Rouault
We present correspondences induced by some classical mappings between measures on an interval and measures on the unit circle. More precisely, we link their sequences of orthogonal…
On the coalitional decomposition of parameters of interest
Marouane Il Idrissi, Nicolas Bousquet, Fabrice Gamboa +2
Understanding the behavior of a black-box model with probabilistic inputs can be based on the decomposition of a parameter of interest (e.g., its variance) into contributions attri…
Quantile-constrained Wasserstein projections for robust interpretability of numerical and machine learning models
Marouane Il Idrissi, Nicolas Bousquet, Fabrice Gamboa +2
Robustness studies of black-box models is recognized as a necessary task for numerical models based on structural equations and predictive models learned from data. These studies m…
Bayesian quadrature for with Poincaré inequality on a compact interval
Olivier Roustant, Nora Lüthen, Fabrice Gamboa
Motivated by uncertainty quantification of complex systems, we aim at finding quadrature formulas of the form where belongs to $…