Recherche - Archive ouverte HAL Accéder directement au contenu

Filtrer vos résultats

42 résultats
Image document

Sensitivity indices for multivariate outputs

Fabrice Gamboa , Alexandre Janon , Thierry Klein , Agnès Lagnoux
Comptes Rendus. Mathématique, 2013, 351 (7-8), pp.307-310
Article dans une revue hal-00800847v2
Image document

Sensitivity analysis for multidimensional and functional outputs

Fabrice Gamboa , Alexandre Janon , Thierry Klein , Agnès Lagnoux
Electronic Journal of Statistics , 2014, 8 (1), pp.575-603
Article dans une revue hal-00881112v1
Image document

Semi-parametric estimation of the variogram of a Gaussian process with stationary increments

Jean-Marc Azaïs , François Bachoc , Agnès Lagnoux , Thi Mong Ngoc Nguyen
ESAIM: Proceedings and Surveys, 2020, 24, pp.842 - 882
Article dans une revue hal-01802830v3
Image document

Kriging and expected Improvement applied to an industrial context-Prediction of new geometries increasing the efficiency of fans

Agnès Lagnoux , T.M. Ngoc Nguyen , Bruno Demory , Manuel Henner
2021
Pré-publication, Document de travail hal-02044258v2
Image document

On the Bickel–Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes

Agnès Lagnoux , Thi Mong Ngoc Nguyen , Frédéric Proïa
ESAIM: Probability and Statistics, 2019, 23, pp.464-491. ⟨10.1051/ps/2018016⟩
Article dans une revue hal-02925331v1
Image document

Estimation of the Sobol indices in a linear functional multidimensional model

Jean-Claude Fort , Thierry Klein , Agnès Lagnoux , Béatrice Laurent
Journal of Statistical Planning and Inference, 2013, 143 (9), pp.1590-1605
Article dans une revue hal-00685998v1
Image document

Asymptotic normality and efficiency of two Sobol index estimators

Alexandre Janon , Thierry Klein , Agnes Lagnoux-Renaudie , Maëlle Nodet , Clémentine Prieur
ESAIM: Probability and Statistics, 2014, 18, pp.342-364. ⟨10.1051/ps/2013040⟩
Article dans une revue hal-00665048v2

Holocene REVEALS pollen-based land-cover reconstructions in Europe - exploring dynamics in diversity and resilience gives new insights into recent destabilization and homogenization

Maria Antonia Serge , Caterina Röhm , Ralph Fyfe , Didier Galop , Thierry Klein , et al.
INQUA 2023, Jul 2023, Rome, Italy
Communication dans un congrès hal-04489610v1
Image document

Large deviation results for triangular arrays of semiexponential random variables

Thierry Klein , Agnès Lagnoux , P Petit
Journal of Applied Probability, 2022, 59 (2), p.399-420
Article dans une revue hal-02968048v1
Image document

Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments

Jean-Marc Azaïs , François Bachoc , Agnès Lagnoux , Thi Mong Ngoc Nguyen
ESAIM: Probability and Statistics, 2020, 24, pp.842-882. ⟨10.1051/ps/2020021⟩
Article dans une revue hal-03022877v1
Image document

Rare event simulation

Agnes Lagnoux
Probability in the Engineering and Informational Sciences, 2006, 20 (1), pp.45-66. ⟨10.1017/S0269964806060025⟩
Article dans une revue istex hal-00644139v1
Image document

Sensitivity analysis based on Cramér von Mises distance

Fabrice Gamboa , Thierry Klein , Agnès Lagnoux
SIAM/ASA Journal on Uncertainty Quantification, 2018, 6 (2), pp.522-548. ⟨10.1137/15M1025621⟩
Article dans une revue hal-01163393v2
Image document

Normalité asymptotique et efficacité dans l'estimation des indices de Sobol

Alexandre Janon , Thierry Klein , Agnès Lagnoux , Maëlle Nodet , Clémentine Prieur
44èmes journées de statistique, Société Française de Statistique (SFDS), May 2012, Bruxelles, Belgique
Communication dans un congrès hal-00708837v1
Image document

Contraction rates and projection subspace estimation with Gaussian process priors in high dimension

Elie Odin , François Bachoc , Agnès Lagnoux
2024
Pré-publication, Document de travail hal-04490400v1
Image document

Fixed-domain asymptotic properties of composite likelihood estimators for Gaussian processes

François Bachoc , Agnès Lagnoux
Journal of Statistical Planning and Inference, 2020, 209, pp.62-75
Article dans une revue hal-02079975v1
Image document

Probability that the maximum of the reflected Brownian motion over a finite interval [0; t] is achieved by its last zero before t

Agnès Lagnoux , Sabine Mercier , Pierre Vallois
Electronic Communications in Probability, 2015, ⟨10.1214/ECP.vVOL-PID⟩
Article dans une revue hal-01214773v1
Image document

Probability density function of the local score position

Agnes Lagnoux , Sabine Mercier , Pierre Vallois
Stochastic Processes and their Applications, 2019, 129 (10), pp.3664-3689. ⟨10.1016/j.spa.2018.10.008⟩
Article dans une revue hal-01835781v1
Image document

Statistique et excursions de processus, grandes déviations conditionnelles et analyse de sensibilité

Agnès Lagnoux
Probabilités [math.PR]. Université Toulouse 3 Paul Sabatier (UT3 Paul Sabatier), 2019
HDR tel-02316107v1
Image document

Simultaneous confidence bands in curve prediction applied to load curves

Jean-Marc Azaïs , Sophie Bercu , Jean-Claude Fort , Agnes Lagnoux , Pierre Lé
Journal of the Royal Statistical Society: Series C Applied Statistics, 2010, 59 (5), pp.889-904. ⟨10.1111/j.1467-9876.2010.00727.x⟩
Article dans une revue hal-00644155v1
Image document

Testing the Effect of Relative Pollen Productivity on the REVEALS Model: A Validated Reconstruction of Europe-Wide Holocene Vegetation

Maria-Antonia Serge , Florence Mazier , Ralph Fyfe , Marie-José Gaillard , T. Klein , et al.
Land, 2023, 12 (5), pp.986. ⟨10.3390/land12050986⟩
Article dans une revue hal-04108865v1
Image document

Deviation results for Mandelbrot's multiplicative cascades with exponential tails

Thierry Klein , Agnès Lagnoux , P Petit
2023
Pré-publication, Document de travail hal-04250022v1

Maximum likelihood estimation for Gaussian processes under inequality constraints

François Bachoc , Agnes Lagnoux , Andrés F. López-Lopera
Electronic Journal of Statistics , 2019, 13 (2), pp.2921-2969. ⟨10.1214/19-EJS1587⟩
Article dans une revue hal-01864340v1
Image document

Analyse des modeles de branchement avec duplication des trajectoires pour l'étude des événements rares

Agnes Lagnoux
Mathématiques [math]. Université Paul Sabatier - Toulouse III, 2006. Français. ⟨NNT : ⟩
Thèse tel-00129752v1
Image document

Effective branching splitting method under cost contraint

Agnes Lagnoux
Stochastic Processes and their Applications, 2008, 118 (10), pp.1820-1851. ⟨10.1016/j.spa.2007.10.009⟩
Article dans une revue istex hal-00644141v1
Image document

Global Sensitivity Analysis: a novel generation of mighty estimators based on rank statistics

Fabrice Gamboa , Pierre Gremaud , Thierry Klein , Agnès Lagnoux
Bernoulli, 2022, 28 (4), pp.2345-2374. ⟨10.3150/21-BEJ1421⟩
Article dans une revue hal-02474902v6
Image document

Sensitivity Analysis of Risk Assessment with Data-Driven Dependence Modeling

Gabriel Sarazin , Jérôme Morio , Agnès Lagnoux , Mathieu Balesdent , Loic Brevault
29th European Safety and Reliability Conference, Sep 2019, Hanovre, Germany
Communication dans un congrès hal-02421437v1
Image document

Statistical significance based on the length and position of the local score in a model of i.i.d. sequences.

Agnes Lagnoux , Sabine Mercier , Pierre Vallois
Bioinformatics, 2017, 33 (5), pp.654-660. ⟨10.1093/bioinformatics/btw699⟩
Article dans une revue hal-01301246v2
Image document

A conditional Berry-Esseen inequality

Thierry Klein , Agnès Lagnoux , P Petit
Journal of Applied Probability, 2019, 56 (1), pp 76-90. ⟨10.1017/jpr.2019.7⟩
Article dans une revue hal-01801795v3
Image document

Posterior contraction rates for constrained deep Gaussian processes in density estimation and classification

François Bachoc , Agnès Lagnoux
2021
Pré-publication, Document de travail hal-03477991v1
Image document

A Two-Step branching splitting model under cost constraint for rare event analysis

Agnes Lagnoux
Journal of Applied Probability, 2009, 46 (2), pp.429-452
Article dans une revue hal-00644145v1