Documentation
Français (FR)

Anglais (EN)

HM

Hassan Maatouk

14

Documents

Identifiants chercheurs

hassan-maatouk
IdRef : 191737860

Présentation

Publications

	Equivalent between constrained optimal smoothing and Bayesian estimation Laurence Grammont , Hassan Maatouk , Xavier Bay Journal of Nonparametric Statistics, inPress, ⟨10.1080/10485252.2024.2348542⟩ Article dans une revue hal-03282857v2
	Bayesian analysis of constrained Gaussian processes Hassan Maatouk , Didier Rullière , Xavier Bay Bayesian Analysis, In press Article dans une revue hal-04084865v1
	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
	Finite-dimensional approximation of Gaussian processes with linear inequality constraints and noisy observations Hassan Maatouk Communications in Statistics - Theory and Methods, 2022 Article dans une revue hal-01533356v3
	A note on simulating hyperplane-truncated multivariate normal distributions Hassan Maatouk , Xavier Bay , Didier Rullière Statistics and Probability Letters, In press, ⟨10.1016/j.spl.2022.109650⟩ Article dans une revue hal-03581252v2
	Kriging of financial term-structures Areski Cousin , Hassan Maatouk , Didier Rullière European Journal of Operational Research, 2016, 255 (2), pp.631-648. ⟨10.1016/j.ejor.2016.05.057⟩ Article dans une revue hal-01206388v2
	Generalization of the Kimeldorf-Wahba correspondence for constrained interpolation Xavier Bay , Laurence Grammont , Hassan Maatouk Electronic Journal of Statistics , 2016, 10 (1), pp.1580-1595. ⟨10.1214/16-ejs1149⟩ Article dans une revue hal-04150103v1

	Cross-validation estimations of hyper-parameters of Gaussian processes with inequality constraints Hassan Maatouk , Olivier Roustant , Yann Richet Spatial Statistics 2015: Emerging Patterns committee, Jun 2015, Avignon, France. pp.38-44, ⟨10.1016/j.proenv.2015.07.105⟩ Communication dans un congrès hal-01539509v1

	Large scale Gaussian processes with Matheron's update rule and Karhunen-Loève expansion Hassan Maatouk , Didier Rullière , Xavier Bay A. Hinrichs, P. Kritzer, F. Pillichshammer (eds.). Monte Carlo and Quasi-Monte Carlo Methods 2022. Springer Verlag, In press Chapitre d'ouvrage hal-03909542v2
	A new rejection sampling method for truncated multivariate Gaussian random variables restricted to convex sets Hassan Maatouk , Xavier Bay 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⟩ Chapitre d'ouvrage hal-01063978v1

	Large-scale constrained Gaussian processes for shape-restricted function estimation Hassan Maatouk , Didier Rullière , Xavier Bay 2024 Pré-publication, Document de travail hal-04348962v2
	Efficient constrained Gaussian process approximation using elliptical slice sampling Hassan Maatouk , Didier Rullière , Xavier Bay 2024 Pré-publication, Document de travail hal-04496474v1
	Optimal Smoothing and Gaussian Processes with noisy data under constraints Laurence Grammont , Xavier Bay , Hassan Maatouk 2022 Pré-publication, Document de travail hal-03625227v1
	Estimation de la courbe d'actualisation par krigeage sous contraintes Areski Cousin , Hassan Maatouk , Didier Rullière 2016 Pré-publication, Document de travail hal-01422365v1