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**publisher and metadata sources**).We consider the problem of estimating ∥s∥ 2 when s belongs to some separable Hilbert space and one observes the Gaussian process Y(t) = (s, t) + σ L(t), for all t ∈ H, where L is some Gaussian… Continue Reading

Abstract We prove a new exponential inequality for the Kaplan–Meier estimator of a distribution function in a right censored data model. This inequality is of the same type as the… Continue Reading

In this paper we propose a general methodology, based on multiple testing, for testing that the mean of a Gaussian vector in ℝn belongs to a convex set. We show that the test achieves its nominal… Continue Reading

We consider the problem of estimating a functional of a density of the type f q(f, f',%..., f(k), .). The estimation of f q(f, -) has already been studied by the author: starting from efficient… Continue Reading

6 November 2009

The global sensitivity analysis of a complex numerical model often calls for the estimation of variance-based importance measures, named Sobol' indices. Metamodel-based techniques have been developed… Continue Reading

We consider the problem of estimating the integral of the square of a density f from the observation of a n sample. Our method to estimate is based on model selection via some penalized criterion. We… Continue Reading

We propose a test of a qualitative hypothesis on the mean of a n -Gaussian vector. The testing procedure is available when the variance of the observations is unknown and does not depend on any prior… Continue Reading

7 February 2008

Global sensitivity analysis of complex numerical models can be performed by calculating variance-based importance measures of the input variables, such as the Sobol indices. However, these… Continue Reading

In this paper, we consider ill-posed inverse problems models $Y=Tf+\epsilon\xi$ where $T$ denotes a compact operator, $\epsilon$ a noise level, $\xi$ a Gaussian white noise and $f$ the function of… Continue Reading

25 June 2012

Considering either two independent i.i.d. samples, or two independent samples generated from a heteroscedastic regression model, or two independent Poisson processes, we address the question of… Continue Reading