66 citations · 258 across the 53 of their papers we have counts for
6 papers · 1 filter
Optimal Uncertainty Quantification of a risk measurement from a thermal-hydraulic code using Canonical Moments
Jerome Stenger, Fabrice Gamboa, Merlin Keller +1
We study an industrial computer code related to nuclear safety. A major topic of interest is to assess the uncertainties tainting the results of a computer simulation. In this work…
Modeling Weather Conditions Consequences on Road Trafficking Behaviors
Guillaume Allain, Fabrice Gamboa, Philippe Goudal +2
We provide a model to understand how adverse weather conditions modify traffic flow dynamic. We first prove that the microscopic Free Flow Speed of the vehicles is changed and then…
Estimation error for blind Gaussian time series prediction
Thibault Espinasse, Fabrice Gamboa, Jean-Michel Loubes
We tackle the issue of the blind prediction of a Gaussian time series. For this, we construct a projection operator build by plugging an empirical covariance estimation into a Schu…
A random-projection based procedure to test if a stationary process is Gaussian
Juan . A. Cuesta-Albertos, Fabrice Gamboa Alicia Nieto-Reyes
In this paper we address the statistical problem of testing if a stationary process is Gaussian. The observation consists in a finite sample path of the process. Using a random pro…
Maximum Entropy Estimation for Survey sampling
Fabrice Gamboa, Jean-Michel Loubes, Paul Rochet
Calibration methods have been widely studied in survey sampling over the last decades. Viewing calibration as an inverse problem, we extend the calibration technique by using a max…
Local Polynomial Estimation for Sensitivity Analysis on Models With Correlated Inputs
Sébastien Da Veiga, François Wahl, Fabrice Gamboa
Sensitivity indices when the inputs of a model are not independent are estimated by local polynomial techniques. Two original estimators based on local polynomial smoothers are pro…