Publications HAL
48 documents
Articles dans une revue
- Hassan Maatouk, Didier Rullière, Xavier Bay. Truncated multivariate normal distribution under linear and nonlinear constraints. Technometrics, 2026, pp.1-20. ⟨10.1080/00401706.2026.2644493⟩. ⟨hal-04792003v4⟩
- Hassan Maatouk, Didier Rullière, Xavier Bay. Efficient constrained Gaussian process approximation using elliptical slice sampling. Bayesian Analysis, In press, -1 (-1), ⟨10.1214/25-BA1555⟩. ⟨hal-04496474v2⟩
- Hassan Maatouk, Didier Rullière, Xavier Bay. Bayesian analysis of constrained Gaussian processes. Bayesian Analysis, 2025, 20 (3), pp.973-1002. ⟨10.1214/24-BA1429⟩. ⟨hal-04084865⟩
- Hassan Maatouk, Didier Rullière, Xavier Bay. Large-scale constrained Gaussian processes for shape-restricted function estimation. Statistics and Computing, 2025, 35 (7), https://rdcu.be/d1V8H. ⟨10.1007/s11222-024-10541-2⟩. ⟨hal-04348962v2⟩
- Hassan Maatouk, Didier Rullière, Xavier Bay. Sampling large hyperplane-truncated multivariate normal distributions. Computational Statistics, 2024, 39, pp.1779-1806. ⟨10.1007/s00180-023-01416-7⟩. ⟨hal-03741860v2⟩
- Laurence Grammont, Hassan Maatouk, Xavier Bay. Equivalent between constrained optimal smoothing and Bayesian estimation. Journal of Nonparametric Statistics, In press, 37 (1), pp.60-81. ⟨10.1080/10485252.2024.2348542⟩. ⟨hal-03282857v2⟩
- Xavier Bay, Jean-Charles Croix. Karhunen–Loève decomposition of Gaussian measures on Banach spaces. Probability and Mathematical Statistics, 2019, 39 (2), pp.279 - 297. ⟨10.19195/0208-4147.39.2.3⟩. ⟨emse-02426501⟩
- Hossein Mohammadi, Rodolphe Le Riche, Xavier Bay, Eric Touboul. An analysis of covariance parameters in Gaussian Process-based optimization. Croatian Operational Research Review (CRORR), 2018, 9 (1), pp.1-10. ⟨10.17535/crorr.2018.0001⟩. ⟨emse-01412156⟩
- Bertrand Gauthier, Xavier Bay. Spectral approach for kernel-based interpolation. Annales de la Faculté des Sciences de Toulouse. Mathématiques., 2012, 21 (3), pp.439-479. ⟨hal-00915529v3⟩
- David Ginsbourger, Xavier Bay, Olivier Roustant, Laurent Carraro. Argumentwise invariant kernels for the approximation of invariant functions. Annales de la Faculté de Sciences de Toulouse, 2012, Tome 21 (numéro 3), p. 501-527. ⟨hal-00632815v2⟩
- Olivier Roustant, Jean-Paul Laurent, Xavier Bay, Laurent Carraro. Model risk in the pricing of weather derivatives. Bankers Markets & Investors : an academic & professional review, 2004, 72, p. 5-16. ⟨emse-00699607⟩
- Olivier Roustant, J.-P. Laurent, Xavier Bay, L. Carraro. A bootstrap approach to the pricing of weather derivatives. Bulletin Français d'Actuariat, 2004, 6 (12), pp.163-171. ⟨hal-00409725⟩
- Olivier Roustant, Jean-Paul Laurent, Xavier Bay, Laurent Carraro. A Bootstrap approach to the price uncertainty of weather derivatives. ASTIN Bulletin, 2003. ⟨emse-00744904⟩
Communications dans un congrès
- Soumyodeep Mukhopadhyay, Didier Rullière, Rodolphe Le Riche, Xavier Bay, Laurent Genest, et al.. Optimal Linear Interpolation under Differential Information: application to prediction of perfect flows. PGMO (Programme Gaspard Monge pour l'Optimisation) DAYS 2025, EDF, Nov 2025, Saclay, France. pp.112. ⟨hal-05372055⟩
- Rodolphe Le Riche, Hossein Mohammadi, Nicolas Durrande, Eric Touboul, Xavier Bay. A Comparison of Regularization Methods for Gaussian Processes. 2017 SIAM Conference on Optimization, May 2017, Vancouver, Canada. ⟨emse-01525668⟩
- José Blancarte, Murin Valérie, Mireille Batton-Hubert, Xavier Bay, Marie-Agnès Girard. Integrating industrial energy consumption as short-term demand response resources. 4th Annual International Conference on Sustainable Energy and Environmental Sciences (SEES 2015), Feb 2015, Singapour, Singapore. ⟨emse-01119393⟩
- Hassan Maatouk, Xavier Bay, L. Grammont. Simulation of Gaussian processes with interpolation and inequality constraints - A correspondence with optimal smoothing splines. GRF - Sim workshop : Simulation of Gaussian and related Random Fields, Nov 2014, Bern, Switzerland. ⟨emse-01097010⟩
- Hassan Maatouk, Xavier Bay. A new rejection sampling method for truncated multivariate Gaussian random variables. Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Apr 2014, Leuven, Belgium. ⟨emse-01097026⟩
- Hossein Mohammadi, Rodolphe Le Riche, Eric Touboul, Xavier Bay. On regularization techniques in statistical learning by Gaussian processes. NICST'2013, New and smart Information Communication Science and Technology to support Sustainable Development, Sep 2013, Clermont Ferrand, France. ⟨emse-00867497⟩
- José Blancarte, Andrés Rodríguez, Mireille Batton-Hubert, Anne Grau, Xavier Bay. Transposing Energy Consumption Analysis and Forecasting Tools from the Industrial Site to the Equipment Level. NICST'2013, New and smart Information Communication Science and Technology to support Sustainable Development, Sep 2013, Clermont Ferrand, France. ⟨emse-00862323⟩
- Derrick Fongang Fongang, Rodolphe Le Riche, Xavier Bay. Product family optimization: a multiplatform algorithm based on iterative increase of the commonality. Quatorzième congrès annuel de la Société Française de recherche Opérationnelle et d'Aide à la Décision (ROADEF 2013), Feb 2013, Troyes, France. pp.Session 36 : Programmation Mathématique MultiObjectifs (PM2O). ⟨emse-00796767⟩
- Delphine Dupuy, Jessica Franco, Xavier Bay. Planification d'expériences numériques à partir du processus ponctuel de Strauss. 12e congrès de la société Française de Recherche Opérationnelle et d'Aide à la Décision (ROADEF 2011), Mar 2011, Saint Etienne, France. ⟨emse-00679651⟩
- Daniel Salazar, Rodolphe Le Riche, Xavier Bay. Adding hypothesis testing to evolutionary RBDO with Monte Carlo simulations. ECCM 2010, IV European Conference on Computational Mechanics, May 2010, Paris, France. pp.936. ⟨emse-00686630⟩
- D. Ginsbourger, Xavier Bay, Y. Richet, L. Carraro. Kriging and invariances. 8th annual conference of ENBIS, Sep 2008, Athènes, Greece. ⟨hal-00409764⟩
- J. Franco, Xavier Bay, B. Corre, D. Dupuy. Strauss Processes: A New Space-filling Design for Computer Experiments (Planification d'expériences numériques à partir du processus ponctuel de Strauss). Congrès conjoint de la Société Statistique du Canada et de la SFdS, May 2008, Ottawa, Canada. ⟨hal-00409774⟩
- D. Ginsbourger, Xavier Bay, L. Carraro. Covariance Kernels for Spatial Interpolation of Symmetrical Functions (Noyaux de covariance pour le krigeage de fonctions symétriques). Congrès conjoint de la Société Statistique du Canada et de la SFdS, May 2008, Ottawa, Canada. ⟨hal-00409759⟩
- Y. Richet, O. Jacquet, Xavier Bay. Initialization Bias Suppression of an Iterative Monte Carlo Calculation. Monte Carlo 2005: The Monte Carlo Method: Versatility Unbounded In A Dynamic Computing World, Apr 2005, Chattanooga, Tennessee, United States. ⟨hal-00409762⟩
- Yann Richet, Olivier Jacquet, Xavier Bay. Automated Suppression of the Initial Transient in Monte Carlo Calculations based on Stationarity Detection using the Brownian Bridge Theory. 7th International Conference on Nuclear Criticality Safety, Oct 2003, Tokai-mura, Japan. pp 578-583. ⟨emse-00703270⟩
- Olivier Roustant, J.-P. Laurent, Xavier Bay, L. Carraro. A bootstrap approach to the pricing of weather derivatives. 35 eme colloque ASTIN, Jun 2003, Bergen, Norway. ⟨hal-00699544⟩
- Olivier Roustant, Jean-Paul Laurent, Xavier Bay, Laurent Carraro. Estimation Risk and the Pricing of Weather Derivatives. AFFI rencontre chercheurs / industrie financière, Dec 2001, Paris, France. ⟨emse-00745082⟩
Poster de conférence
- Didier Rullière, Rodolphe Le Riche, Xavier Bay, Soumyodeep Mukhopadhyay, Victor Trappler, et al.. Gaussian Processes: from knowledge-informed Machine Learning to optimization. HCERES LIMOS visit 2025, Oct 2025, Clermont -Ferrand, France. 2025. ⟨hal-05324906⟩
- Soumyodeep Mukhopadhyay, Rodolphe Le Riche, Xavier Bay, Didier Rullière, Laurent Genest, et al.. Multi-output Gaussian Process Regression: from shape parameters to vector-valued fluid flow. 26e Congrès Français de Mécanique (CFM 2025), Aug 2025, Metz, France. ⟨hal-05234876⟩
- Soumyodeep Mukhopadhyay, Didier Rullière, Rodolphe Le Riche, Xavier Bay, Laurent Genest, et al.. Kriging under differential information: application to prediction of perfect flows. Gaussian processes and related topics, Jul 2025, Toulouse, France. ⟨emse-05157949⟩
- H. Maatouk, Didier Rullière, Xavier Bay. Bayesian Linear Models for Large Datasets. International Workshop on Functional and Operatorial Statistics (IWFOS), Jun 2025, Novara, Italy. . ⟨hal-05345252⟩
- Soumyodeep Mukhopadhyay, Didier Rullière, Rodolphe Le Riche, Xavier Bay, Laurent Genest, et al.. Collocation-based kriging with applications to the prediction of perfect flows. Consortium en math´ematiques appliqu´ees CIROQUO, Workshop, 2025, May 2025, Ecully, France. ⟨emse-05081287⟩
- Hossein Mohammadi, Rodolphe Le Riche, Eric Touboul, Xavier Bay, Nicolas Durrande. An Analytic Comparison of Regularization Methods for Gaussian Processes. GDR Mascot Num annual conference, Apr 2015, Saint Etienne, France. ⟨emse-01148652⟩
Proceedings/Recueil des communications
- Hassan Maatouk, Didier Rullière, Xavier Bay. Large scale Gaussian processes with Matheron's update rule and Karhunen-Loève expansion. MCQMC 2022, Jul 2022, Linz (AUSTRIA), Austria. 460, pp.469--487, 2024, 978-3-031-59761-9. ⟨10.1007/978-3-031-59762-6_23⟩. ⟨hal-03909542v2⟩
Chapitres d'ouvrage
- Hassan Maatouk, Didier Rullière, Xavier Bay. Efficient Bayesian Linear Models for a Large Number of Observations. Germán Aneiros; Enea G. Bongiorno; Aldo Goia; Marie Hušková. New Trends in Functional Statistics and Related Fields, Springer Nature Switzerland, pp.327-335, 2025, Contributions to Statistics, 978-3-031-92383-8. ⟨10.1007/978-3-031-92383-8_40⟩. ⟨hal-04890715v2⟩
- José Blancarte, Mireille Batton-Hubert, Xavier Bay, Marie-Agnès Girard, Anne Grau. Short Term Load Forecasting in the Industry for Establishing Consumption Baselines: A French Case. Modeling and Stochastic Learning for Forecasting in High Dimensions, 217, Springer, pp 1-20, 2015, Lecture Notes in Statistics, 978-3-319-18731-0. ⟨10.1007/978-3-319-18732-7_1⟩. ⟨emse-01184916⟩
- Daniel Salazar, Rodolphe Le Riche, Xavier Bay. An empirical study of the use of confidence levels in RBDO with Monte Carlo simulations. Piotr Breitkopf; Rajan Filomeno Coelho. Multidisciplinary Design Optimization in Computational Mechanics, wiley / ISTE, pp.369-404, 2010. ⟨emse-00436268⟩
- Gilles Pujol, Rodolphe Le Riche, Olivier Roustant, Xavier Bay. L'incertitude en conception : formalisation, estimation. Optimisation Multidisciplinaire de Systèmes Mécaniques 2 : réduction de modèles, robustesse, fiabilité, réalisations logicielles, Hermes publisher, 2009, Mécanique et Ingénierie des Matériaux. ⟨hal-00409905⟩
Brevets
- Xavier Bay, Laurent Dorel, Rodolphe Le Riche, Yves Leclercq, Sébastien Martin, et al.. Régulation de la planéité d'une bande métallique à la sortie d'une cage de laminoir. France, N° de brevet: N° FR20040013753 20041222. 2006. ⟨emse-00686686⟩
Pré-publications, Documents de travail
- Soumyodeep Mukhopadhyay, Didier Rullière, Rodolphe Le Riche, David Gaudrie, Xavier Bay, et al.. Optimal Linear Interpolation under Differential Information: application to the prediction of perfect flows. 2026. ⟨hal-05590405⟩
- Hassan Maatouk, Didier Rullière, Xavier Bay. Adaptive finite-dimensional approximation of constrained Gaussian processes for large datasets. 2025. ⟨hal-05175025⟩
- Hassan Maatouk, Didier Rullière, Xavier Bay. Bayesian linear models for large datasets: Markov chain Monte Carlo or Matheron's update rule. 2025. ⟨hal-04890680⟩
- Laurence Grammont, Xavier Bay, Hassan Maatouk. Optimal Smoothing and Gaussian Processes with noisy data under constraints. 2022. ⟨hal-03625227⟩
- Jessica Franco, Xavier Bay, Delphine Dupuy, Bernard Corre. Planification d'expériences numériques à partir du processus ponctuel de Strauss. 2008. ⟨hal-00260701⟩
Rapports
- Rodolphe Le Riche, Xavier Bay. Régulation de planéité par critère crête-à-crête. [Rapport de recherche] Mines Saint-Etienne. 2004. ⟨emse-00691573⟩
Documents récupérés de l'archive ouverte HAL 