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Talk on "Nested Kriging models for large data-sets

Didier Rullière
Oquaido Workshop Orléans, Nov 2017, Orléans, France
Communication dans un congrès hal-02051425v1
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Bayesian analysis of constrained Gaussian processes

Hassan Maatouk , Didier Rullière , Xavier Bay
Bayesian Analysis, In press
Article dans une revue hal-04084865v1

Prédire la performance énergétique des bâtiments

Marc Grossouvre , Jonathan Villot , Didier Rullière
2023
Autre publication scientifique hal-03945507v1
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Asymptotic Domination of Sample Maxima

Enkelejd Hashorva , Didier Rullière
Statistics and Probability Letters, 2020, 160 (108703), ⟨10.1016/j.spl.2020.108703⟩
Article dans une revue hal-02277020v1
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Distortions of multivariate risk measures: a level-sets based approach

Elena Di Bernardino , Didier Rullière
2012
Pré-publication, Document de travail hal-00756387v1

Extremes for multivariate expectiles

Véronique Maume-Deschamps , Didier Rullière , Khalil Said
Statistics & Risk Modeling with Applications in Finance and Insurance, 2018, 35 (3-4), pp.111-140. ⟨10.1515/strm-2017-0014⟩
Article dans une revue hal-01923798v1

Talk on "A non-parametric estimator of Archimedean copulas generator

Didier Rullière
7th International Workshop on Applied Probability (IWAP 2014), Jun 2014, Antalya, Turkey
Communication dans un congrès hal-02047669v1
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Sampling large hyperplane-truncated multivariate normal distributions

Hassan Maatouk , Didier Rullière , Xavier Bay
Computational Statistics, 2023, ⟨10.1007/s00180-023-01416-7⟩
Article dans une revue hal-03741860v2
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Estimation of multivariate generalized gamma convolutions through Laguerre expansions

Oskar Laverny , Esterina Masiello , Véronique Maume-Deschamps , Didier Rullière
Electronic Journal of Statistics , 2021, 15 (2), pp.5158-5202. ⟨10.1214/21-EJS1918⟩
Article dans une revue hal-03160289v2

Talk on "A non-parametric estimator of Archimedean copulas generator

Didier Rullière
6th International Conférence MAF 2014, Apr 2014, Vietri sul Mare, Italy
Communication dans un congrès hal-02047683v1

Talk on "On certain transformations of Archimedean copulas

Didier Rullière
Conférence COtemporary Topics in ACtuarial Sciences, Jun 2014, Besançon, France
Communication dans un congrès hal-02047676v1

Talk on "Nested Kriging models for large data-sets

Didier Rullière
Workshop on Statistics, Stochastics and Applications in Insurance and Finance, Oct 2017, Jena, Germany
Communication dans un congrès hal-02047595v1
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On a construction of multivariate distributions given some multidimensional marginals

Nabil Kazi-Tani , Didier Rullière
Advances in Applied Probability, 2019, 51 (2), pp.487-513. ⟨10.1017/apr.2019.14⟩
Article dans une revue hal-01575169v3
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An extension of Davis and Lo's contagion model

Didier Rullière , Diana Dorobantu , Areski Cousin
Quantitative Finance, 2013, 13 (3), pp.407-420. ⟨10.1080/14697688.2012.727015⟩
Article dans une revue hal-00374367v2

Bayesian Optimization For High-Dimensional Problems Using A Combination Of Kriging Surrogate Models

Tanguy Appriou , David Gaudrie , Didier Rullière
Journées Scientifiques du CIROQUO, Consortium en mathématiques appliquées CIROQUO, May 2023, Palaiseau, France
Communication dans un congrès hal-04115494v1
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Sur une classe de transformations itérées pour l'ajustement et la simulation stochastique

Alexis Bienvenüe , Didier Rullière
2009
Pré-publication, Document de travail hal-00395495v1
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Iterative Adjustment of Survival Functions by Composed Probability Distortions

Alexis Bienvenüe , Didier Rullière
The Geneva Risk and Insurance Review, 2012, 37 (2), pp.156-179. ⟨10.1057/grir.2011.7⟩
Article dans une revue hal-00665890v1
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Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory

Elena Di Bernardino , Didier Rullière
Insurance: Mathematics and Economics, 2013, 53, pp.190-205. ⟨10.1016/j.insmatheco.2013.05.001⟩
Article dans une revue hal-00750873v4
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Combination of Optimization-free Kriging Models for High-Dimensional Problems

Tanguy Appriou , Didier Rullière , David Gaudrie
Computational Statistics, In press, ⟨10.1007/s00180-023-01424-7⟩
Article dans une revue hal-03812073v2

Talk on "Tail dependence of distorted Archimedean Copulas

Didier Rullière
Salzburg workshop on dependence models and copulas, Sep 2016, Salzburg, Austria
Communication dans un congrès hal-02047604v1

Talk on "Krigeage et Big data.

Didier Rullière
Journée Oquaido, May 2016, Saint Etienne, France
Communication dans un congrès hal-02047628v1

Talk on "Non parametric estimation of Archimedean copulas and tail dependence

Didier Rullière
Séminaire Lyon Lausanne, Dec 2014, Lausanne, France
Communication dans un congrès hal-02047662v1

Talk on Nested Kriging models for large data-sets

Didier Rullière
9th International Workshop on Applied Probability, Jun 2018, Budapest, Hungary
Communication dans un congrès hal-02047545v1
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Properties and comparison of some Kriging sub-model aggregation methods

François Bachoc , Nicolas Durrande , Didier Rullière , Clément Chevalier
Mathematical Geosciences, 2022, 54, pp.941--977. ⟨10.1007/s11004-021-09986-2⟩
Article dans une revue hal-01561747v2
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Nested Kriging predictions for datasets with large number of observations

Didier Rullière , Nicolas Durrande , François Bachoc , Clément Chevalier
Statistics and Computing, 2018, 28 (4), pp.849-867. ⟨10.1007/s11222-017-9766-2⟩
Article dans une revue hal-01345959v3

Augmented quantization : a general approach to mixture models

Charlie Sire , Rodolphe Le Riche , Didier Rullière , Jérémy Rohmer , Lucie Pheulpin , et al.
MASCOT-NUM2023, UQ@Paris-Saclay, Apr 2023, LE CROISIC, France
Communication dans un congrès hal-03975978v1
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Expectile prediction through asymmetric kriging

Véronique Maume-Deschamps , Didier Rullière , Antoine Usseglio-Carleve
MASCOT NUM 2017 meeting, Mar 2017, Paris, France
Poster de conférence hal-01492754v1
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Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin.

Stéphane Loisel , Christian Mazza , Didier Rullière
Insurance: Mathematics and Economics, 2008, 42 (2), pp.746-762. ⟨10.1016/j.insmatheco.2007.08.007⟩
Article dans une revue hal-00168714v1
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On a capital allocation by minimizing multivariate risk indicators

Véronique Maume-Deschamps , Didier Rullière , Khalil Said
European Actuarial Journal, 2016, 6 (1), pp.177-196
Article dans une revue hal-01082559v1
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The win-first probability under interest force

Didier Rullière , Stéphane Loisel
Insurance: Mathematics and Economics, 2005, 37 (3), pp.421-442. ⟨10.1016/j.insmatheco.2005.06.004⟩
Article dans une revue hal-00165791v1