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Journal articles32 documents

  • Zeina Al Masry, Sophie Mercier, Ghislain Verdier. STOCHASTIC COMPARISONS AND AGING PROPERTIES OF AN EXTENDED GAMMA PROCESS. Journal of Applied Probability, Applied Probability Trust, 2021, 58 (1). ⟨hal-02894591⟩
  • F. Badía, Sophie Mercier, C. Sangüesa. Trend-transformed independent vectors: construction and stochastic comparison results. Statistics, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2020, 54 (4), pp.778-804. ⟨10.1080/02331888.2020.1803322⟩. ⟨hal-02917652⟩
  • Gabriel Salles, Sophie Mercier, Laurent Bordes. Semiparametric estimate of the efficiency of imperfect maintenance actions for a gamma deteriorating system. Journal of Statistical Planning and Inference, Elsevier, 2020, 206, pp.278-297. ⟨10.1016/j.jspi.2019.09.014⟩. ⟨hal-02297709⟩
  • Francisco Germán Badía, Sophie Mercier, Carmen Sangüesa. Extensions of the Generalized Pólya Process. Methodology and Computing in Applied Probability, Springer Verlag, 2019, 21 (4), pp.1057-1085. ⟨10.1007/s11009-018-9663-y⟩. ⟨hal-01861268⟩
  • Ji Hwan Cha, Sophie Mercier. Transformed Lévy processes as state-dependent wear models. Advances in Applied Probability, Applied Probability Trust, 2019, 51 (2), pp.468-486. ⟨10.1017/apr.2019.21⟩. ⟨hal-02063966⟩
  • Sophie Mercier, I. T. Castro. Stochastic comparisons of imperfect maintenance models for a gamma deteriorating system. European Journal of Operational Research, Elsevier, 2019, 273 (1), pp.237-248. ⟨10.1016/j.ejor.2018.06.020⟩. ⟨hal-01812028⟩
  • Zeina Al Masry, Sophie Mercier, Ghislain Verdier. Generalized method of moments for an extended gamma process. Communications in Statistics - Theory and Methods, Taylor & Francis, 2018, 47 (15), pp.3687-3714. ⟨10.1080/03610926.2017.1361988⟩. ⟨hal-01576969⟩
  • Jeanne Demgne, Sophie Mercier, William Lair, Jérôme Lonchampt. Modelling and numerical assessment of a maintenance strategy with stock through Piecewise Deterministic Markov Processes and Quasi Monte Carlo methods . Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, SAGE Publications, 2017, 231 (4), pp.429-445. ⟨10.1177/1748006X17712121⟩. ⟨hal-01576962⟩
  • Zeina Al Masry, Sophie Mercier, Ghislain Verdier. Approximate simulation techniques and distribution of an extended Gamma process. Methodology and Computing in Applied Probability, Springer Verlag, 2017, 19 (1), pp.213-235. ⟨10.1007/s11009-015-9474-3⟩. ⟨hal-01247062⟩
  • Sophie Mercier, Ha Pham. A bivariate failure time model with random shocks and mixed effects. Journal of Multivariate Analysis, Elsevier, 2017, 153, pp.33-51. ⟨10.1016/j.jmva.2016.09.008⟩. ⟨hal-01361399⟩
  • I. T. Castro, Sophie Mercier. Performance measures for a deteriorating system subject to imperfect maintenance and delayed repairs. Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, SAGE Publications, 2016, 230 (4), pp.364-377. ⟨10.1177/1748006X16641789⟩. ⟨hal-01331121⟩
  • Laurent Bordes, Sophie Mercier, Emmanuel Remy, Emilie Dautrême. Partially observed competing degradation processes: modeling and inference. Applied Stochastic Models in Business and Industry, Wiley, 2016, ⟨10.1002/asmb.2187⟩. ⟨hal-01355043⟩
  • Sophie Mercier, H.H. Pham. A random shock model with mixed effect, including competing soft and sudden failures, and dependence. Methodology and Computing in Applied Probability, Springer Verlag, 2016, 18 (2), pp.377-400. ⟨10.1007/s11009-014-9423-6⟩. ⟨hal-01059774⟩
  • Sophie Mercier, Ha Pham. A condition-based imperfect replacement policy for a periodically inspected system with two dependent wear indicators. Applied Stochastic Models in Business and Industry, Wiley, 2014. ⟨hal-00984779⟩
  • Laurent Bordes, Sophie Mercier. Extended geometric processes: Semiparametric estimation and application to reliability. Journal of The Iranian Statistical Society, The Iranian Statistical Society, 2013, 12 (1), pp.1-34. ⟨hal-00867031⟩
  • Sophie Mercier, I. T. Castro. On the modelling of imperfect repairs for a continuously monitored gamma wear process through age reduction. Journal of Applied Probability, Applied Probability Trust, 2013, 50 (4), pp.1057-1076. ⟨10.1239/jap/1389370099⟩. ⟨hal-00984773⟩
  • Sophie Mercier, Carolina Meier-Hirmer, Michel Roussignol. Bivariate Gamma wear processes for track geometry modelling, with application to intervention scheduling. Structure and Infrastructure Engineering, Taylor & Francis (Routledge): STM, Behavioural Science and Public Health Titles, 2012, 8 (4), pp.357-366. ⟨10.1080/15732479.2011.563090⟩. ⟨hal-01576989⟩
  • Sophie Mercier, Ha Pham. A preventive maintenance policy for a continuously monitored system with correlated wear indicators. European Journal of Operational Research, Elsevier, 2012, 222 (2), pp.263-272. ⟨10.1016/j.ejor.2012.05.011⟩. ⟨hal-00864795⟩
  • William Lair, Sophie Mercier, M. Roussignol, R. Ziani. Piecewise Deterministic Markov Processes and maintenance modelling: application to maintenance of a train air conditioning system. Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, SAGE Publications, 2011, 225 (2), pp.199-209. ⟨10.1177/1748006XJRR347⟩. ⟨hal-00914631⟩
  • Robert Eymard, Sophie Mercier, Michel Roussignol. Importance and Sensitivity Analysis in Dynamic Reliability. Methodology and Computing in Applied Probability, Springer Verlag, 2011, 13 (1), pp.75-104. ⟨10.1007/s11009-009-9122-x⟩. ⟨hal-00692992⟩
  • Sophie Mercier. Optimal replacement policy for obsolete components with general failure rates. Applied Stochastic Models in Business and Industry, Wiley, 2008, 24 (3), pp.221--235. ⟨10.1002/asmb.706⟩. ⟨hal-00693070⟩
  • Robert Eymard, Sophie Mercier. Comparison of numerical methods for the assessment of production availability of a hybrid system. Reliability Engineering and System Safety, Elsevier, 2008, 93 (1), pp.168-177. ⟨10.1016/j.ress.2006.12.001⟩. ⟨hal-00693079⟩
  • Sophie Mercier. Numerical bounds for semi-Markovian quantities and application to reliability. Methodology and Computing in Applied Probability, Springer Verlag, 2008, 10 (2), pp.179--198. ⟨10.1007/s11009-007-9035-5⟩. ⟨hal-00693069⟩
  • Robert Eymard, Sophie Mercier, Alain Prignet. An implicit finite volume scheme for a scalar hyperbolic problem with measure data related to piecewise deterministic Markov processes. Journal of Computational and Applied Mathematics, Elsevier, 2008, 222 (2), pp.293-323. ⟨10.1016/j.cam.2007.10.053⟩. ⟨hal-00693134⟩
  • Sophie Mercier. Bounds and approximations for continuous-time Markovian transition probabilities and large systems. European Journal of Operational Research, Elsevier, 2008, 185 (1), pp.216--234. ⟨10.1016/j.ejor.2006.12.036⟩. ⟨hal-00693075⟩
  • Sophie Mercier. Discrete random bounds for general random variables and applications to reliability. European Journal of Operational Research, Elsevier, 2007, 177 (1), pp.378--405. ⟨10.1016/j.ejor.2005.09.043⟩. ⟨hal-00693092⟩
  • Christiane Cocozza-Thivent, Robert Eymard, Sophie Mercier, Michel Roussignol. Characterization of the marginal distributions of Markov processes used in dynamic reliability. Journal of Applied Mathematics and Stochastic Analysis, North Atlantic Science Publishing Company, 2006, 2006, pp.1-18. ⟨10.1155/jamsa/2006/92156⟩. ⟨hal-02004712⟩
  • Christiane Cocozza-Thivent, Robert Eymard, Sophie Mercier. A finite-volume scheme for dynamic reliability models. IMA Journal of Numerical Analysis, Oxford University Press (OUP), 2005, 26 (3), pp.446-471. ⟨10.1093/imanum/drl001⟩. ⟨hal-00693102⟩
  • Sophie Mercier, Pe Labeau. Optimal replacement policy for a series system with obsolescence. Applied Stochastic Models in Business and Industry, Wiley, 2004, 20 (1), pp.73--91. ⟨10.1002/asmb.516⟩. ⟨hal-00693137⟩
  • Sophie Mercier, Michel Roussignol. Asymptotic failure rate of a Markov deteriorating system with preventive maintenance. Journal of Applied Probability, Applied Probability Trust, 2003, 40 (1), pp.1--19. ⟨hal-00693116⟩
  • Sophie Mercier. Optimal restarting distribution after repair for a Markov deteriorating system. Reliability Engineering and System Safety, Elsevier, 2001, 74 (2), pp.181--191. ⟨10.1016/S0951-8320(01)00076-X⟩. ⟨hal-00693686⟩
  • Sophie Mercier. Monotone Markov processes with respect to the reversed hazard rate ordering: An application to reliability. Journal of Applied Probability, Applied Probability Trust, 2001, 38 (1), pp.195--208. ⟨hal-00693742⟩

Conference papers43 documents

  • Gabriel Salles, Sophie Mercier, Laurent Bordes. Semiparametric Estimate of the Efficiency of Imperfect Maintenance Actions for a Gamma Deteriorating System. MMR 2019 (11th International Conference on Mathematical Methods in Reliability), Jun 2019, Hong-Kong, Hong Kong SAR China. ⟨hal-02192655⟩
  • Sophie Mercier, I Castro. Two imperfect repair models for a gamma deteriorating system: A comparison. ESREL 2018 (Annual European Safety and Reliability Conference), Jun 2018, Trondheim, Norway. ⟨hal-01812171⟩
  • Sophie Mercier. Probabilistic construction and properties of gamma processes, and extensions. 16th Workshop on Quality Improvement Methods, Jun 2018, Dortmund, Germany. ⟨hal-01812177⟩
  • Gabriel Salles, Sophie Mercier, Laurent Bordes. Parametric inference for two imperfect repair models for gamma deteriorating systems. Fifteenth International Conference Zaragoza-Pau on Mathematics and its Applications, Sep 2018, Jaca, Spain. ⟨hal-02192678⟩
  • Sophie Mercier, Laurent Bordes, Nicolas Clavé, Pierre-Joseph Cacheux. OR03: A NEW BAYESIAN ESTIMATOR OF FAILURE RATES TO DEAL WITH HETEROGENEOUS DATA FROM THE OREDA DATABASE. Congrès Lambda Mu 21 « Maîtrise des risques et transformation numérique : opportunités et menaces », Oct 2018, Reims, France. ⟨hal-02074960⟩
  • Sophie Mercier, Ha Pham. A bivariate failure time model with random shocks and mixed effects. Congreso Bienal de la Real Sociedad Matemática Española, Jan 2017, Zaragoza, Spain. ⟨hal-01731445⟩
  • Sophie Mercier. PROBABILISTIC CONSTRUCTION AND PROPERTIES OF GAMMA PROCESSES AND EXTENSIONS. MMR 2017 (International Conference on Mathematical Methods on Reliability), 2017, Grenoble, France. ⟨hal-01577025⟩
  • Zeina Al Masry, Sophie Mercier, Ghislain Verdier. A CONDITION-BASED DYNAMIC MAINTENANCE POLICY FOR AN EXTENDED GAMMA PROCESS. MMR 2017 (International Conference on Mathematical Methods on Reliability), 2017, Grenoble, France. ⟨hal-01577016⟩
  • Sophie Mercier. Probabilistic construction and properties of gamma processes. SADA'16 - Conférence Internationale de Statistique Appliquée pour le Développement en Afrique, Nov 2016, Cotonou, Benin. ⟨hal-01770447⟩
  • Sophie Mercier, I. T. Castro. On the stochastic comparison of two models of imperfect repairs for a gamma deteriorating system. Fourteenth International Conference Zaragoza-Pau on Mathematics and its Applications, Sep 2016, Jaca, Spain. ⟨hal-01770453⟩
  • Zeina Al Masry, Sophie Mercier, Ghislain Verdier. Generalized method of moments for an extended gamma process. ESREL 2016 (Annual European Safety and Reliability Conference), 2016, Glasgow, United Kingdom. ⟨hal-01577010⟩
  • Ha Pham, Sophie Mercier. A BIVARIATE FAILURE TIME MODEL, WITH DEPENDENCE DUE TO SHOCKS AND MIXED EFFECT. MMR 2015: Ninth International Conference on Mathematical Methods in Reliability, 2015, Tokyo, Japan. ⟨hal-01355146⟩
  • Zeina Al Masry, Sophie Mercier, Ghislain Verdier. SIMULATION TECHNIQUES AND APPROXIMATED DISTRIBUTION OF AN EXTENDED GAMMA PROCESS. MMR 2015: Ninth International Conference on Mathematical Methods in Reliability, 2015, Tokyo, Japan. ⟨hal-01355148⟩
  • Sophie Mercier, Zeina Al Masry, Ghislain Verdier. Technical tools for the use of extended gamma processes in reliability. CMStatistics 2015 (8th International Conference of the ERCIM WG on Computational and Methodological Statistics), 2015, London, France. ⟨hal-01355162⟩
  • Jeanne Demgne, William Lair, Jérome Lonchampt, Sophie Mercier. An application of quasi Monte Carlo methods for the numerical assessment of maintenance strategies. 25th European Safety and Reliability Conference, ESREL 2015, 2015, Zurich, Switzerland. pp.907-916, ⟨10.1201/b19094-122⟩. ⟨hal-01355100⟩
  • Sophie Mercier, Anne Barros, Antoine Grall. A multivariate degradation model with dependence due to shocks. MMR 2015: Ninth International Conference on Mathematical Methods in Reliability, 2015, Tokyo, Japan. ⟨hal-01355141⟩
  • Jeanne Demgne, Sophie Mercier, William Lair, Jérôme Lonchampt, Michaël Baudin. Méthodes de Quasi Monte-Carlo pour l’évaluation de stratégies d’investissements. Congrès Lambda Mu 19 de Maîtrise des Risques et Sûreté de Fonctionnement, IMdR, Institut pour la Maîtrise des risques, Oct 2014, Dijon, France. ⟨10.4267/2042/56097⟩. ⟨hal-01355095⟩
  • Sophie Mercier, I. T. Castro. Computation of some transient performance measures for deteriorating systems under continuous monitoring and imperfect repairs.. MIMAR (8th IMA International Conference on Modelling in Industrial Maintenance and Reliability), Jul 2014, Oxford, United Kingdom. ⟨hal-01770461⟩
  • Emmanuel Remy, Sophie Mercier, Laurent Bordes, Emilie Dautrême. A stochastic process for partial degradation data.. ERCIM 2014 (7th International Conference of the ERCIM WG on Computational and Methodological Statistics), Dec 2014, Pise, Italy. ⟨hal-01770463⟩
  • Sophie Mercier, Ha Pham. A random shock model with competing and dependent failure modes of different kinds. Thirteenth International Conference Zaragoza-Pau on Mathematics and its Applications, Sep 2014, Jaca, Spain. ⟨hal-01770465⟩
  • Sophie Mercier, Ha Pham. A bivariate random shock model with mixed effect and dependence. IWAP 2014 (Seventh International Workshop on Applied Probability), Jun 2014, Antalya, Turkey. ⟨hal-01770468⟩
  • Laurent Bordes, Sophie Mercier. Extended Geometric Processes for Application to Reliability. Flint International Statistical Conference, Flint, USA, 2014, Flint, United States. ⟨hal-02159179⟩
  • Jeanne Demgne, Sophie Mercier, William Lair, Jérôme Lonchampt, Michaël Baudin. Quasi Monte Carlo methods for the numerical assessment of investments plans. ALT 2014 (5th International Conference on Accelerated Life Testing and Degradation Models), Jun 2014, Pau, France. 10 p. ⟨hal-01059779⟩
  • Sophie Mercier, Anne Barros, Antoine Grall. Multivariate Degradation Model with dependence due to Shocks. ALT 2014 (5th International Conference on Accelerated Life Testing and Degradation Models), Jun 2014, Pau, France. 12 p. ⟨hal-01059780⟩
  • Ha Pham, Sophie Mercier. An imperfect replacement policy for a periodically tested system with two dependent wear indicators. Annual European Safety and Reliability Conference, 2013, Amsterdam, Netherlands. ⟨hal-00984798⟩
  • Sophie Mercier, Laurent Bordes, E. Remy, E. Dautrême. A stochastic model for competing degradations. Annual European Safety and Reliability Conference, 2013, Amsterdam, Netherlands. ⟨hal-00984802⟩
  • Inmaculada Castro, Sophie Mercier. Two models of imperfect delayed repair for a continuously monitored system subject to an accumulative deterioration. Annual European Safety and Reliability Conference, 2013, Amsterdam, Netherlands. ⟨hal-00984803⟩
  • Sophie Mercier, Inmaculada Castro. A virtual age model for imperfect repair of a continuously monitored system with accumulating deterioration. ASMDA 2013 (15th Conference of the Applied Stochastic Models and Data Analysis International Society), 2013, Mataró, Spain. ⟨hal-00913471⟩
  • Laurent Bordes, Sophie Mercier. Extended geometric processes for application to reliability. CFE-ERCIM 2012, Oviedo, Spain, December 2012, 2012, Oviedo, Spain. ⟨hal-00868365⟩
  • Laurent Bordes, Sophie Mercier. Processus géométrique étendu et applications en fiabilité. 44ème Journées de Statistique, Bruxelles, Belgique, mai 2012, 2012, Unknown. ⟨hal-00868366⟩
  • Sophie Mercier, Laurent Bordes. Extended geometric processes for application to reliability. PSAM-ESREL, 2012, Helsinki, Finland. ⟨hal-00868370⟩
  • Ha Pham, Sophie Mercier. A preventive maintenance policy for a bivariate wear indicator with continuous monitoring. PSAM 11 - ESREL 2012, Helsinki, Finland, 2012, Unknown. ⟨hal-00868375⟩
  • Ha Pham, Sophie Mercier. Une politique de maintenance préventive associée à une dégradation accumulative bivariée observée continument. Congrès Lambda-Mu 18, 2012, Tours, France. ⟨hal-00868376⟩
  • Sophie Mercier. Bivariate subordinators as wear processes in reliability, with application to preventive maintenance. GDRR 2011 - Second Symposium on Games and Decisions in Reliability and Risks, 2011, Belgirate, Italy. ⟨hal-00868166⟩
  • William Lair, Sophie Mercier, M. Roussignol, R. Ziani. Maintenance optimization of a train air conditioning system. World Congress on Railway Research (WCRR), 2011, Lille, France. ⟨hal-00868145⟩
  • Sophie Mercier. Stochastic models for reliability. 7th COPROMAPH International School, Cotonou, Bénin, 2011, Unknown. ⟨hal-00868167⟩
  • William Lair, Sophie Mercier, M. Roussignol, R. Ziani. Maintenance effect modelling and optimization of a two-component system. ESREL 2011, Troyes, France, 2011, Unknown. ⟨hal-00868117⟩
  • Sophie Mercier, M. Roussignol. A block replacement policy for a bivariate wear subordinator. European Safety and Reliability Conference: Advances in Safety, Reliability and Risk Management, ESREL, 2011, Troyes, France. pp.1007-1014. ⟨hal-00868118⟩
  • Sophie Mercier. On the use of Piecewise Deterministic Markov Processes in classical reliability. Eleventh International Conference Zaragoza-Pau on Applied Mathematics and Statistics, Jaca, Espagne, 2010, Unknown. ⟨hal-00868150⟩
  • William Lair, R. Ziani, Sophie Mercier, M. Roussignol. Modeling and quantification of aging systems for maintenance optimization. The International Symposium on Product Quality and Integrity, RAMS 2010, 2010, Unknown, pp.1-6, ⟨10.1109/RAMS.2010.5448074⟩. ⟨hal-00864800⟩
  • William Lair, Sophie Mercier, R. Ziani, M. Roussignol. Processus markoviens déterministes par morceaux et quantification déterministe avec un schéma de volumes finis : un cas d'étude. Congrès Lambda-Mu 17, La Rochelle, France, 2010, Unknown. ⟨hal-00868124⟩
  • Sophie Mercier, C. Meier-Hirmer, M. Roussignol. Modélisation de la géométrie d'une voie ferrée par un processus Gamma bivarié et application à la maintenance. Congrès Lambda-Mu 17, La Rochelle, France, 2010, Unknown. ⟨hal-00868125⟩
  • William Lair, Sophie Mercier, R. Ziani, M. Roussignol. Modélisation et quantification de systèmes vieillissants pour l'optimisation de la maintenance. Congrès Qualita, 2009, Besançon, France. ⟨hal-00866304⟩

Books1 document

  • Waltraud Kahle, Sophie Mercier, Christian Paroissin. Degradation Processes in Reliability. John Wiley & Sons, Inc. 2016, Mathematics and Statistics Series, Mathematical models and methods in reliability set, Vol. 3., ⟨10.1002/9781119307488⟩. ⟨hal-01355065⟩

Book sections2 documents

  • Sophie Mercier. Availability in Stochastic Models. xx. Wiley Encyclopedia of Operations Research and Management Science, Wiley, 2011. ⟨hal-00868495⟩
  • Sophie Mercier, C. Meier-Hirmer, M. Roussignol. Modelling track geometry by a bivariate Gamma wear process, with application to maintenance. xx. Risk and Decision Analysis in Maintenance Optimization and Flood Management, IOS Press, Delft, pp.123--136, 2009. ⟨hal-00868498⟩

Other publications1 document

  • Laurent Bordes, Simplice Dossou-Gbété, Sophie Mercier. About failure rates estimating procedures in OREDA in case of heterogeneous data and proposition of a new estimator. 2012. ⟨hal-00868561⟩

Habilitation à diriger des recherches1 document

  • Sophie Mercier. Stochastic models and numerical methods for reliability. Mathematics [math]. Université Paris-Est, 2008. ⟨tel-00368100⟩