Hassan MAATOUK

Hassan Maatouk, Xavier Bay, Didier Rullière. A note on simulating hyperplane-truncated multivariate normal distributions. Statistics and Probability Letters, Elsevier, In press, ⟨10.1016/j.spl.2022.109650⟩. ⟨hal-03581252v2⟩

Areski Cousin, Hassan Maatouk, Didier Rullière. Kriging of financial term-structures. European Journal of Operational Research, Elsevier, 2016, 255 (2), pp.631-648. ⟨10.1016/j.ejor.2016.05.057⟩. ⟨hal-01206388v2⟩

Hassan Maatouk, Olivier Roustant, Yann Richet. Cross-validation estimations of hyper-parameters of Gaussian processes with inequality constraints. Spatial Statistics 2015: Emerging Patterns committee, Jun 2015, Avignon, France. pp.38-44, ⟨10.1016/j.proenv.2015.07.105⟩. ⟨hal-01539509⟩

Hassan Maatouk, Xavier Bay. A new rejection sampling method for truncated multivariate Gaussian random variables restricted to convex sets. Ronald Cools and Dirk Nuyens. Monte Carlo and Quasi-Monte Carlo Methods, 163, Springer International Publishing, pp.521-530, 2016, Springer Proceedings in Mathematics & Statistics, ⟨10.1007/978-3-319-33507-0_27⟩. ⟨hal-01063978⟩

Hassan Maatouk, Didier Rullière, Xavier Bay. Sampling large hyperplane-truncated multivariate normal distributions. 2022. ⟨hal-03741860⟩

Laurence Grammont, Xavier Bay, Hassan Maatouk. Optimal Smoothing and Gaussian Processes with noisy data under constraints. 2022. ⟨hal-03625227⟩

Hassan Maatouk. Finite-dimensional approximation of Gaussian processes with linear inequality constraints and noisy observations. 2022. ⟨hal-01533356v3⟩

Xavier Bay, Laurence Grammont, Hassan Maatouk. Constrained Optimal Smoothing and Bayesian Estimation. 2021. ⟨hal-03282857⟩

Areski Cousin, Hassan Maatouk, Didier Rullière. Estimation de la courbe d'actualisation par krigeage sous contraintes. 2016. ⟨hal-01422365⟩