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CQFD - 2011


Project Team Cqfd


Overall Objectives
Scientific Foundations
Application Domains
Bibliography


Project Team Cqfd


Overall Objectives
Scientific Foundations
Application Domains
Bibliography


Bibliography

Major publications by the team in recent years
  • 1M. Chavent, B. Liquet, J. Saracco.

    A semiparametric approach for a multivariate sample selection model, in: Statist. Sinica, 2010, vol. 20, no 2, p. 513–536.
  • 2O. Costa, F. Dufour.

    Stability and ergodicity of piecewise deterministic Markov processes, in: SIAM J. Control Optim., 2008, vol. 47, no 2, p. 1053–1077.
  • 3O. Costa, F. Dufour.

    The Vanishing Discount Approach for the Average Continuous Control of Piecewise Deterministic Markov Processes, in: Journal of Applied Probability, 2009, vol. 46, no 4, p. 1157-1183.
  • 4F. Dufour, A. Piunovskiy.

    Multi-objective stopping problem for discrete-time Markov processes, in: Journal of Applied Probability, 2010, vol. 47, no 4, p. 947-966.
  • 5A. Gannoun, J. Saracco, A. Yuan, G. E. Bonney.

    Non-parametric quantile regression with censored data, in: Scand. J. Statist., 2005, vol. 32, no 4, p. 527–550.
  • 6J. Saracco.

    Asymptotics for pooled marginal slicing estimator based on SIR α approach, in: J. Multivariate Anal., 2005, vol. 96, no 1, p. 117–135.
  • 7B. de Saporta, A. Gégout-Petit, L. Marsalle.

    Parameters estimation for asymmetric bifurcating autoregressive processes with missing data, in: Electronic Journal of Statistics, 2011, vol. 5, p. 1313-1353. [ DOI : 10.1214/11-EJS643 ]

    http://hal.inria.fr/hal-00545447/en
  • 8B. de Saporta, F. Dufour, K. Gonzalez.

    Numerical method for optimal stopping of piecewise deterministic Markov processes, in: The Annals of Applied Probability, 2010, vol. 20, no 5, p. 1607-1637.
Publications of the year

Articles in International Peer-Reviewed Journal

  • 9B. Bercu, T. Mong Ngoc Nguyen, J. Saracco.

    A new approach on recursive and non-recursive SIR methods, in: Journal of the Korean Statistical Society, 2012, To appear. [ DOI : 10.1016/j.jkss.2011.05.005 ]

    http://hal.inria.fr/hal-00642653/en
  • 10A. Brandejsky, B. de Saporta, F. Dufour.

    Numerical method for expectations of piecewise-determistic Markov processes, in: Communications in Applied Mathematics & Computational Science, 2012, To appear.

    http://hal.inria.fr/hal-00617816/en
  • 11M. Chavent, V. Kuentz, B. Liquet, J. Saracco.

    Sliced Inverse Regression for stratified population, in: Communications in Statistics - Theory and Methods, September 2011, vol. 40, no 21, p. 3857-3878.

    http://hal.inria.fr/hal-00646560/en
  • 12O. Costa, F. Dufour.

    Singular Perturbation for the discounted continuous contol of piecewise deterministic Markov processes, in: Applied Mathematics and Optimization, 2011, vol. 63, no 3, p. 357-384.

    http://hal.inria.fr/hal-00545824/en
  • 13F. Dufour, T. Prieto-Rumeau.

    Approximation of Markov Decision Processes with General State Space, in: Journal of Mathematical Analysis and applications, 2012, To appear.

    http://hal.inria.fr/hal-00648223/en
  • 14F. Dufour, R. Stockbridge.

    On the existence of strict optimal controls for constrained, controlled Markov processes in continuous-time, in: Stochastics: An International Journal of Probability and Stochastic Processes, 2011, To appear.

    http://hal.inria.fr/hal-00648221/en
  • 15A. Gégout-Petit, R. Azaïs, J. Saracco.

    Optimal quantization applied to Sliced Inverse Regression, in: Journal of Statistical Planning and Inference, February 2012, vol. 142, no 2, p. 481-492. [ DOI : 10.1016/j.jspi.2011.08.006 ]

    http://hal.inria.fr/hal-00556420/en
  • 16J. Josse, M. Chavent, B. Liquet, F. Husson.

    Handling missing values with Regularized Iterative Multiple Correspondence Analysis., in: Journal of Classification, 2011, To appear.

    http://hal.inria.fr/hal-00646510/en
  • 17B. Yang, G. Li, H. Zhang, M. Dai.

    Rotation and translation invariants of Gaussian-Hermite moments, in: Pattern Recognition Letters, July 2011, vol. 32, no 9, p. 1283-1298. [ DOI : 10.1016/j.patrec.2011.03.012 ]

    http://hal.inria.fr/hal-00648097/en
  • 18B. de Saporta, F. Dufour.

    Numerical method for impulse control of Piecewise Deterministic Markov Processes, in: Automatica, 2012, to appear.

    http://hal.inria.fr/hal-00541413/en
  • 19B. de Saporta, F. Dufour, H. Zhang, C. Elegbede.

    Optimal stopping for predictive maintenance, in: Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 2012, To appear.

    http://hal.inria.fr/hal-00554759/en
  • 20B. de Saporta, A. Gégout-Petit, L. Marsalle.

    Parameters estimation for asymmetric bifurcating autoregressive processes with missing data, in: Electronic Journal of Statistics, 2011, vol. 5, p. 1313-1353. [ DOI : 10.1214/11-EJS643 ]

    http://hal.inria.fr/hal-00545447/en

Articles in National Peer-Reviewed Journal

  • 21L. Vezard, P. Legrand, M. Chavent, F. Faita-Ainseba, J. Clauzel.

    Classification de données EEG par algorithme évolutionnaire pour l'étude d'états de vigilance, in: RNTI, 2012.

    http://hal.inria.fr/hal-00643438/en

Invited Conferences

  • 22F. Dufour, B. de Saporta, A. Brandejsky.

    Computational method for the expectation of functionals of piecewise-deterministic Markov processes, in: Markov & semi-Markov Processes & Related Fields 2011, Greece, September 2011.

    http://hal.inria.fr/hal-00648224/en

International Conferences with Proceedings

  • 23R. Azaïs, A. Gégout-Petit, J. Saracco.

    Application de la Quantification Optimale à la méthode SIR, in: 43èmes Journées de Statistique, Gammarth, Tunisia, January 2011.

    http://hal.inria.fr/hal-00643820/en
  • 24A. Brandejsky, B. de Saporta, F. Dufour, C. Elegbede.

    Numerical method for the distribution of a service time, in: ESREL 2011, France, 2011.

    http://hal.inria.fr/hal-00645439/en
  • 25M. Pace, H. Zhang.

    Grid based PHD filtering by Fast Fourier Transform, in: 14th International Conference on Fusion, Chicago, United States, July 2011.

    http://hal.inria.fr/hal-00648109/en
  • 26H. Zhang.

    Non-linear Bayesian Filtering by Convolution Method Using Fast Fourier Transform, in: 14th International Conference on Fusion, Chicago, United States, July 2011.

    http://hal.inria.fr/hal-00648104/en
  • 27B. de Saporta, F. Dufour, H. Zhang.

    Approximation of the value function of an impulse control problem of Piecewise Deterministic Markov Processes, in: 18th IFAC world congress, Milano, Italy, 2011.

    http://hal.inria.fr/hal-00617822/en

Conferences without Proceedings

  • 28R. Azaïs.

    Estimation du taux de saut pour une classe de processus markoviens de saut, in: Journées des jeunes statisticiens, Aussois, France, SFDS, September 2011.

    http://hal.inria.fr/hal-00647030/en
  • 29C. Baysse.

    Modèle de Markov caché pour la détection d'un mode de fonctionnement dégradé d'un équipement optronique, in: Journée des jeunes statisticiens, Aussois, France, September 2011.

    http://hal.inria.fr/hal-00650702/en
  • 30A. Brandejsky, B. de Saporta, F. Dufour.

    Computing moments of the exit time for piecewise-deterministic Markov processes, in: Applied Probability Society Conference, Sweden, July 2011.

    http://hal.inria.fr/hal-00648227/en
  • 31M. Chavent, S. Girard, V. Kuentz, B. Liquet, J. Saracco.

    An adaptative SIR method for block-wise evolving datastreams, in: XIVth International Symposium of Applied Stochastic Models and Data Analysis (ASMDA 2011), Italy, June 2011.

    http://hal.inria.fr/hal-00646589/en
  • 32M. Chavent, V. Kuentz, B. Liquet, J. Saracco.

    Classification de variables : le package ClustOfVar, in: 43èmes Journées de Statistique (JdS), Tunisia, May 2011.

    http://hal.inria.fr/hal-00646581/en
  • 33M. Chavent, V. Kuentz, B. Liquet, J. Saracco.

    Clustering of variables via the PCAMIX method., in: Symposium of the International Federation of Classification Societies (IFCS 2011), Frankfurt, Germany, August 2011.

    http://hal.inria.fr/hal-00646811/en
  • 34M. Chavent, V. Kuentz, B. Liquet, J. Saracco.

    Clustering of variables via the PCAMIX method, in: International Classication Conference, Saint Andrews, United Kingdom, July 2011.

    http://hal.inria.fr/hal-00646593/en
  • 35M. Chavent, V. Kuentz, B. Liquet, J. Saracco.

    ClustOfVar: an R package for the clustering of variables., in: The R User conference, Warwick, United Kingdom, August 2011.

    http://hal.inria.fr/hal-00646805/en
  • 36M. Chavent, V. Kuentz, J. Saracco.

    Rotation orthogonale dans PCAMIX, in: 18èmes Rencontres de la Société Francophone de Classification (SFC 2011), Orléans, France, September 2011.

    http://hal.inria.fr/hal-00646814/en
  • 37R. Coudret.

    Estimateurs non paramétriques appliqués à des données valvométriques, in: 4ème Rencontre des Jeunes Statisticiens, Aussois, France, September 2011.

    http://hal.inria.fr/hal-00650697/en
  • 38F. Dufour, A. Brandejsky, B. de Saporta.

    Numerical method for the distribution of an exit time for piecewise-deterministic Markov processes, in: SIAM Conference on Control and Its Applications, Baltimore, United States, 2011.

    http://hal.inria.fr/hal-00651857/en
  • 39A. Gégout-Petit, B. de Saporta, L. Marsalle.

    Bifurcating autoregressive processes with missing data and application to cell division data, in: International Biometric Society Channel Network 3rd conference, Bordeaux, France, April 2011.

    http://hal.inria.fr/hal-00646334/en
  • 40A. Gégout-Petit, B. de Saporta, L. Marsalle.

    Limit Theorems for bifurcating autoregressive processes with missing data and application to cell division data, in: SIS 2011 Statistical Conference, Bologne, Italy, June 2011.

    http://hal.inria.fr/hal-00646337/en
  • 41J. Josse, M. Chavent, B. Liquet, F. Husson.

    Handling missing values with regularized iterative multiple correspondence analysis, in: The 6th CARME conference, Rennes, France, February 2011.

    http://hal.inria.fr/hal-00647378/en
  • 42L. Vezard, M. Chavent, P. Legrand, F. Faita-Ainseba, J. Clauzel.

    Caractérisation d'états psychophysiologiques par classification de signaux EEG. Intégration de ces résultats dans le projet PSI., in: Journée AFIM : électroencéphalographie et composition musicale, Talence, France, June 2011.

    http://hal.inria.fr/hal-00649520/en
  • 43B. de Saporta, A. Gégout-Petit, L. Marsalle.

    Limit theorems for bifurcating autoregressive processes with missing data, in: The Applied Probability Society Conference, Stockholm, Sweden, 2011.

    http://hal.inria.fr/hal-00617827/en

Other Publications

References in notes
  • 46T. Aldemir, S. Guarro, et al..

    Benchmark Implementation of Two Dynamic Methodologies for the Reliability Modeling of Digital Instrumentation and Control Systems, NUREG/CR-6985, 2008.
  • 47V. Bally, G. Pagès.

    A quantization algorithm for solving multi-dimensional discrete-time optimal stopping problems, in: Bernoulli, 2003, vol. 9, no 6, p. 1003–1049.
  • 48C. Baysse, D. Bihanic, A. Gégout-Petit, J. Saracco.

    Modèle de Markov caché pour la détection d'un mode de fonctionnement dégradé d'un équipement optronique, Equipe Projet Contrôle de Qualité et Fiabilité Dynamique (CQFD), INRIA Bordeaux, Thales Optronique, 2011.
  • 49C. Cocozza-Thivent, R. Eymard, S. Mercier.

    A finite-volume scheme for dynamic reliability models, in: IMA J. Numer. Anal., 2006, vol. 26, no 3, p. 446–471.
  • 50M. Davis.

    Markov models and optimization, Monographs on Statistics and Applied Probability, Chapman & Hall, London, 1993, vol. 49.
  • 51N. Duan, K.-C. Li.

    Slicing regression: a link-free regression method, in: Ann. Statist., 1991, vol. 19, no 2, p. 505–530.

    http://dx.doi.org/10.1214/aos/1176348109
  • 52R. Duda, P. Hart, D. Stork.

    Pattern Classification, John Wiley, 2001.
  • 53F. Dufour, B. de Saporta, H. Zhang.

    Controle optimal stochastique, application à l'optimisation de trajectoire, cas multicible, Equipe Projet Contrôle de Qualité et Fiabilité Dynamique (CQFD), INRIA Bordeaux, DCNS, 2011.
  • 54R. Eymard, S. Mercier, A. Prignet.

    An implicit finite volume scheme for a scalar hyperbolic problem with measure data related to piecewise deterministic Markov processes, in: J. Comput. Appl. Math., 2008, vol. 222, no 2, p. 293–323.
  • 55V. Kothare, C. Falinower.

    Level Control in the Steam Generator of a Nuclear Power Plant, in: IEEE Transactions on Control systems Technology, 2000, vol. 8, no 1.
  • 56K.-C. Li.

    Sliced inverse regression for dimension reduction, in: J. Amer. Statist. Assoc., 1991, vol. 86, no 414, p. 316–342, With discussion and a rejoinder by the author.
  • 57G. Pagès.

    A space quantization method for numerical integration, in: J. Comput. Appl. Math., 1998, vol. 89, no 1, p. 1–38.