Publications

Prépublications/preprint

  1. Posterior contraction rates for constrained deep Gaussian processes in density estimation and classication. F. Bachoc, A. Lagnoux. Soumis. 2021. hal-03477991v1.

Articles publiés/Published articles

  1. Deviation results for sparse tables in hashing with linear probing. T. Klein, A. Lagnoux, P. Petit. PTRF. (2022) Vol. 183 : pp. 371-408. Lien, hal-01097276v3.
  2. Global Sensitivity Analysis: a novel generation of mighty estimators based on rank estimators. F. Gamboa, P. Gremaud, T. Klein, A. Lagnoux. Bernoulli(2021) Vol. 28, No. 4 : pp. 2345-2374. Lien,  hal-02474902v3.
  3. Large deviation results for triangular arrays of semiexponential random variables. T. Klein, A. Lagnoux, P. Petit. Journal of applied probability. (2021) Vol. 59, pp. 399-420. Lien, hal-02474902v3.
  4. Reliability-oriented sensitivity analysis in presence of data-driven epistemic uncertainty. Gabriel Sarazin, Jérôme Morio, Agnès Lagnoux, Mathieu Balesdent, Loïc Brevault. RESS. (2021) Vol. 215. Lien.
  5. Global sensitivity analysis and Wasserstein spaces. J.-C. Fort, T. Klein, A. Lagnoux. SIAM JUQ. (2021) Vol. 9, No. 2 : pp. 880-921. Lien, hal-02905753v2.
  6. Sensitivity analysis in general metric spaces. F. Gamboa, T. Klein, A. Lagnoux, L. Moreno. RESS. (2021) Vol. 212. Lien, hal-02044223, v2.
  7. Probabilistic proofs of large deviation results for sums of semiexponential random variables and explicit rate function at the transition. Fabien Brosset, Thierry Klein, Agnès Lagnoux, Pierre Petit. Séminaires de probabilités. (2021) Vol. 2301 : pp. 239–257. Lien, hal-02895684.
  8. Expected Improvement applied to an industrial context – Prediction of new geometries increasing the efficiency of fans. A. Lagnoux, T.M.N. Nguyen, B. Demory, M. Henner. Journal de la SFDS. (2021) Vol. 162, n°1  2245. Lien, hal-02044258.
  9. Semi-parametric estimation of the variogram of a Gaussian process with stationary increments. J.-M. Azaïs, F. Bachoc, A. Lagnoux, T.M.N. Nguyen. ESAIM: probability and statistics. (2020) Vol. 24 842–882. Lien, hal-01802830.
  10. Fixed-domain asymptotic properties of composite likelihood estimators for Gaussian processes. F. Bachoc, A. Lagnoux. Journal of statistical planning and inference. (2020) Vol. 209, 62-75. Lien, hal-02079975.
  11. Analysis of Risk Assessment with Data-Driven Dependence Modeling Sensitivity. G. Sarazin, J. Morio, A. Lagnoux, L. Brevault, M. Balesdent.  29th European Safety and Reliability Conference (2019). Lien, hal-02421437.
  12. Maximum likelihood estimation for Gaussian processes under inequality constraints. F. Bachoc, A. Lagnoux, A. F. López-Lopera. Electronic Journal of Statistic. (2019) Vol. 13, n°2, pp 2921-2969. Lien, hal-01772560.
  13. A conditional Berry-Esseen inequality. T. Klein, A. Lagnoux, P. Petit.  Journal of Applied Probability. (2019) Vol. 56, n°1, Mars 2019, 76-90. Lien, hal-01801795v1.
  14. Probability density of the local score position. A. Lagnoux, S. Mercier, P. Vallois.  Stochastic Processes and their Applications. (2019) Vol. 129, Issue 10, pp 3664-3689. Lien, hal-01835781.
  15. On the Bickel-Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes. A. Lagnoux, T.M.N Nguyen, F. Proïa.  ESAIM Probability & Statistics. (2019) Vol. 23, pp 464-491. Lien, hal-01551093.
  16. Sensitivity analysis based on Cramér von Mises distance. F. Gamboa, T. Klein, A. Lagnoux.  SIAM JUQ. Décembre 2017. Lien, hal-01163393.
  17. Cross-validation estimation of covariance parameters under fixed-domain asymptotics. F. Bachoc, A. Lagnoux, T.M.N. Nguyen.  Journal of Multivariate Analysis. (2017) Vol. 160, pp 42-67. Lien, hal-01377854.
  18. Multilevel branching splitting algorithm for estimating rare event probabilities.  A. Lagnoux, P. Lezaud. Simulation Modelling Practice and Theory. (2017) Vol. 72, pp 150-167. Lien, hal-01269766.
  19. Statistical significance based on the length and position of the local score of i.i.d. sequences. A. Lagnoux, S. Mercier, P. Vallois.  Bioinformatics. (2017) Vol. 33, Issue 5, pp 654-660. Lien, hal-01301246.
  20. Statistical inference for Sobol pick freeze Monte Carlo method. F. Gamboa, A. Janon, T. Klein, A. Lagnoux, C. Prieur.  Statistics (2015). Lien, hal-00804668.
  21. Probability that the maximum of the reflected Brownian motion over a finite interval [0; t] is achieved by its last zero before t. A. Lagnoux, S. Mercier, P. Vallois.  Electronic Communications in Probability. (2015)  Vol. 20, Issue 62, pp 1-9. Lien, hal-01214773.
  22. Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score. C. Chabriac, A. Lagnoux, S. Mercier, P. Vallois.  Stochastic Processes and their Applications. (2014) Vol. 124, Issue 12, pp 4202-4223. Lien, hal-00857402.
  23. Sensitivity analysis for multidimensional and functional outputs. F. Gamboa, A. Janon, T. Klein, A. Lagnoux. Electron. J. Stat. (2014) Vol. 8, no. 1, pp 575–603. Lien, hal-00881112.
  24. Estimation of the Sobol indices in a linear functional multidimensional model. J .C. Fort, T. Klein, A. Lagnoux, B. Laurent.  Journal of Statistical Planning and Inference. (2013) Vol. 143, Issue 9, pp 1590-1605 . Lien, hal-00685998.
  25. Asymptotic normality and efficiency of a Sobol index estimator. A. Janon, T. Klein, A. Lagnoux, M. Nodet, C. Prieur. ESAIM Probability & Statistics (2013). Online publication. Lien, hal-00665048.
  26.  Sensitivity indices for multivariate outputs. F. Gamboa, A. Janon, T. Klein, A. Lagnoux.  C.R.A.S. (2013) Vol. 351, n. 7-8, pp 307-310. Lien, hal-00800847.
  27. Simultaneous confidence bands in curve prediction.  J.M. Azaïs, S. Bercu, J.C. Fort, A. Lagnoux-Renaudie, P. Lé. JRSSC. (2010) Vol. 59, pp 889-904. Lien, hal-00644155.
  28. An adaptive branching splitting model under
    cost constraint for rare event analysis. A. Lagnoux.  Proceedings of 6th St. Petersburg Workshop on Simulation. (2009) pp 721-724 (extended abstract).
  29. A two-step branching splitting model under cost constraint. A. Lagnoux-Renaudie. Journal of Applied Probability. (2009) Vol. 46, n. 2, pp 429-452. Lien, hal-00644145.
  30. Effective splitting model under cost constraint. A. Lagnoux-Renaudie.  Stochastic Processes and their Applications. (2008) Vol. 118, Issue 10, pp. 1820-1851. Lien, hal-00644141.
  31. Rare event simulation. A. Lagnoux .  Probability in the Engineering and the Informational Sciences. (2006) Vol. 20, Issue 01, pp 45-66. Lien, hal-00644139.

Actes de conférence avec comité de lecture/ Conference papers

  1.  Fixed and sequential designs for optimisation of fan shapes. J.M. Azaïs, F. Bachoc, F. Gamboa, T. Klein, A. Lagnoux, J. Nguyen, D. Thomson. Proceedings of the SAMO 2016 Conference, Réunion, France (Décembre 2016). Lien.
  2. Sensitivity analysis and the calibration problem of a biodynamic model for Indian Ocean tuna growth. N. Bousquet, E. Chassot, S. Da Veiga, B. Iooss, T. Klein, A. Lagnoux. Proceedings of the SAMO 2016 Conference, Réunion, France (Décembre 2016). Lien.
  3. Sobol’ sensitivity analysis for stochastic numerical codes. B. Iooss, T. Klein, A. Lagnoux. Proceedings of the SAMO 2016 Conference, Réunion, France (Décembre 2016). Lien.
  4. An adaptive branching splitting model under cost constraint for rare event analysis. A. Lagnoux.  Proceedings of 6th St. Petersburg Workshop on Simulation (2009). pp 721-724 (extended abstract).

Thèse/ Phd Thesis

Analyse des modèles de branchement avec duplication des trajectoires pour l’étude des événements rares. manuscrit_these_lagnoux, tel-00129752

HdR/ Habilitation Thesis

Statistique et excursions de processus, grandes déviations conditionnelles et analyse de sensibilité. manuscrit_hdr_lagnoux, tel-02316107