Publications

Google scholar publication page: link.

Below a list of papers, by topic:

• Kernels, (Gaussian) random field models and kriging
• Bayesian (kriging-based) contour lines and excursion set estimation algorithms
• Bayesian (kriging-based) global optimization algorithms
• Applications

Random field-based set estimation methods

• Uncertainty Quantification and Experimental Design for large-scale linear Inverse Problems under Gaussian Process Priors.
  Status: In SIAM/ASA Journal on Uncertainty Quantification, 11(1), 168-198. [preprint]
  Joint work with Cédric Travelletti* and Niklas Linde.
• Learning excursion sets of vector-valued Gaussian random fields for autonomous ocean sampling.
  Status: In Annals of Applied Statistics, 15(2): 597-618, 2021. [preprint]
  Joint work with Trygve Olaf Fossum*, Cédric Travelletti, Jo Eidsvik, and Kanna Rajan.
• Adaptive Design of Experiments for Conservative Estimation of Excursion Sets.
  Status: In Technometrics, 63:1, 13-26, 2021. [preprint]
  Joint work with Dario Azzimonti*, Julien Bect, Clement Chevalier, Yann Richet.
• Conditions for the finiteness of the moments of the volume of level sets.
  Status: In Electronic Communications in Probability, Volume 24 (2019), paper no. 17, 8 pp.
  Joint work with Diego Armentano, Jean-Marc Azais*, José Rafael Leon.
• A supermartingale approach to Gaussian process based sequential design of experiments.
  Status: In Bernoulli 25(4A):2883-2919, 2019.
  Joint work with Julien Bect* and François Bachoc.
• Profile extrema for visualizing and quantifying uncertainties on excursion regions. Application to coastal flooding.
  Status: Technometrics, 61:4, 474-493, 2019.
  Joint work with Dario Azzimonti*, Jeremy Rohmer, Deborah Idier.
• Estimating orthant probabilities of high dimensional Gaussian vectors with an application to set estimation.
  Status: Journal of Computational and Graphical Statistics, 27(2):255-267, 2018. [preprint]
  Joint work with Dario Azzimonti*
• Quantifying uncertainties on excursion sets under a Gaussian random field prior.
  Status: In SIAM/ASA J. Uncertainty Quantification, 4(1), 850–874, 2016. [preprint]
  Joint work with Dario Azzimonti*, Julien Bect, and Clement Chevalier
• Quantifying uncertainty on Pareto fronts with Gaussian Process conditional simulations.
  Status: European Journal of Operational Research, 243(2), 386-394, 2015. [preprint]
  Joint work with Mickael Binois*, and Olivier Roustant
• Bayesian adaptive reconstruction of profile optima and optimizers.
  Status: In SIAM/ASA J. Uncertainty Quantification, 2(1):490-510, 2014. [preprint]
  Joint work with Jean Baccou, Clement Chevalier, Nicolas Garland, Yann Monerie, Frederic Perales
• Fast kriging-based stepwise uncertainty reduction with application to the identification of an excursion set.
  Status: Technometrics, 56(4):455-465, 2014. [preprint]
  Joint work with Julien Bect, Clément Chevalier*, Victor Picheny, Yann Richet and Emmanuel Vazquez
• The KrigInv package: An efficient and user-friendly R implementation of Kriging-based inversion algorithms.
  Status: In Computational Statistics and Data Analysis 71, pp. 1021-1034, 2014. [preprint]
  Joint work with Clément Chevalier* and Victor Picheny
• Estimating and quantifying uncertainties on level sets using the Vorob'ev expectation and deviation with Gaussian process models.
  Status: In mODa 10 - Advances in Model-Oriented Design and Analysis. Contributions to Statistics, pp 35-43, 2013. [preprint]
  Joint work with Julien Bect, Clément Chevalier* and Ilya Molchanov
• Sequential design of computer experiments for the estimation of a probability of failure.
  Status: In Statistics and Computing, 22 (3): 773-793, 2012. [preprint]
  Joint work with Julien Bect*, Ling Li, Victor Picheny, Yann Richet and Emmanuel Vazquez*
• Adaptive Designs of experiments for accurate approximation of target regions.
  Status: In Journal of Mechanical Design, 132 (7), 2010. [preprint]
  Joint work with Rafi Haftka, Nam-Ho Kim, Victor Picheny* and Olivier Roustant

Kernels, (Gaussian) random field models and kriging

• Fast calculation of gaussian process multiple-fold cross-validation residuals and their covariances.
  Joint work with Cedric Schärer
• Continuous logistic Gaussian random measure fields for spatial distributional modelling.
  Joint work with Athénaïs Gautier*
• Disintegration of Gaussian Measures for Sequential Assimilation of Linear Operator Data.
  Joint work with Cédric Travelletti*
• Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures.
  Status: Accepted to Bernoulli.
  Joint work with Lutz Dümbgen and Johanna Ziegel*
• Evaluating forecasts for high-impact events using transformed kernel scores.
  Status: In SIAM/ASA Journal on Uncertainty Quantification 11 (3), 906 - 940.
  Joint work with Sam Allen* and Johanna Ziegel
• Gaussian processes with multidimensional distribution inputs via optimal transport and Hilbertian embedding.
  Status: Electronic Journal of Statistics 14 (2), 2742-2772.
  Joint work with François Bachoc*, Alexandra Suvorikova, Jean-Michel Loubes, Vladimir Spokoiny
• Warped Gaussian processes and derivative-based sequential design for functions with heterogeneous variations.
  Status: SIAM/ASA J. Uncertainty Quantification 6(3):991-1018, 2018. [Older preprint]
  Joint work with Sebastien Marmin*, Jean Baccou and Jacques Liandrat.
• On degeneracy and invariances of random fields paths with applications in Gaussian process modelling.
  Status: Journal of Statistical Planning and Inference, 170, 117-128, 2016. [Older arxiv paper]
  Joint work with Olivier Roustant and Nicolas Durrande
• On ANOVA decompositions of kernels and Gaussian random field paths.
  Status: In Monte Carlo and Quasi-Monte Carlo Methods. Springer Proceedings in Mathematics & Statistics vol 163, pp 315-330, 2016. [Arxiv preprint]
  Joint work with Nicolas Durrande, Nicolas Lenz, Olivier Roustant and Dominic Schuhmacher
• Fast Update of Conditional Simulation Ensembles.
  Status: In Mathematical Geosciences, 47(7), 771-789, 2015. [preprint]
  Joint work with Clement Chevalier and Xavier Emery
• Kernels and designs for modelling invariant functions: From group invariance to additivity.
  Status: In mODa 10 - Advances in Model-Oriented Design and Analysis. Contributions to Statistics 2013, pp 107-115. [preprint]
  Joint work with Nicolas Durrande and Olivier Roustant
• ANOVA kernels and RKHS of zero mean functions for model-based sensitivity analysis.
  Status: In Journal of Multivariate Analysis, 115, 57-67, 2013. [Older preprint]
  Joint work with Laurent Carraro, Nicolas Durrande* and Olivier Roustant
• A Nonstationary Space-Time Gaussian Process Model for Partially Converged Simulations.
  Status: In SIAM/ASA J. Uncertainty Quantification, 1(1), 57-78, 2013. [preprint]
  Joint work with Victor Picheny*
• Argumentwise invariant kernels for the approximation of invariant functions.
  Status: In Annales de la Faculté des Sciences de Toulouse, 21 (3): 501-527, 2012. [preprint]
  Joint work with Xavier Bay, Laurent Carraro and Olivier Roustant
• Additive covariance kernels for high-dimensional gaussian process modeling.
  Status: In Annales de la Faculté des Sciences de Toulouse, 21 (3): 481-499, 2012. [preprint]
  Joint work with Nicolas Durrande* and Olivier Roustant
• Corrected Kriging update formulae for batch-sequential data assimilation.
  Status: In Lecture Notes in Earth System Sciences 2014, pp 119-122 Joint work with Clément Chevalier* and Xavier Émery
• DiceKriging, DiceOptim: Two R packages for the analysis of computer experiments by kriging-based metamodelling and optimization.
  Status: In Journal of Statistical Software, 51 (1), 2012
  Joint work with Yves Deville and Olivier Roustant*
• A note on the choice and the estimation of Kriging models for the analysis of deterministic computer experiments.
  Status: In Applied Stochastic Models for Business and Industry, 25 (2): 115-131, 2009. [preprint]
  Joint work with Anca Badea, Laurent Carraro, Delphine Dupuy and Olivier Roustant

Bayesian optimization methods

• Goal-oriented adaptive sampling under random field modelling of response probability distributions.
  Status: In ESAIM: Proceedings and surveys 71 (FGS’2019), 89-100. [preprint]
  Joint work with Athenais Gautier* and Guillaume Pirot
• Kernels over sets of finite sets using RKHS embeddings, with application to Bayesian (combinatorial) optimization.
  Status: In Proceedings of the Twenty Third International Conference on Artificial Intelligence and Statistics, PMLR 108, 2731-2741, 2020. [preprint]
  Joint work with Poompol Buathong (joint*) and Tipaluck Krityakierne
• On the choice of the low-dimensional domain for global optimization via random embeddings.
  Status: Journal of Global Optimization, 76, 69-90, 2020. [preprint]
  Joint work with Mickael Binois* and Olivier Roustant
• Efficient batch-sequential Bayesian optimization with moments of truncated Gaussian vectors.
  Joint work with Clément Chevalier and Sébastien Marmin*
• Differentiating the multipoint Expected Improvement for optimal batch design.
  Machine Learning, Optimization, and Big Data, Lecture Notes in Computer Science vol. 9432, pp 37-48, 2015. [preprint]
  Joint work with Clément Chevalier and Sébastien Marmin*
• Global optimization with sparse and local Gaussian process models.
  Machine Learning, Optimization, and Big Data, Lecture Notes in Computer Science vol. 9432, pp 185-196, 2015.
  Joint work with Tipaluck Krityakierne*
• A warped kernel improving robustness in Bayesian optimization via random embeddings.
  Learning and Intelligent Optimization, Lecture Notes in Computer Science vol. 8994, pp 281-286, 2015. [preprint]
  Joint work with Mickael Binois* and Olivier Roustant
• Noisy kriging-based optimization methods: a unified implementation within the DiceOptim package.
  Status: In Computational Statistics and Data Analysis 71, pp. 1035-1053, 2014. [preprint]
  Joint work with Victor Picheny*
• Fast computation of the multipoint Expected Improvement with applications in batch selection.
  Status: In Learning and Intelligent Optimization, Lecture Notes in Computer Science vol. 7997, pp 59-69, 2013. [Also presented as poster and short paper at NIPS 2012 Workshop on Bayesian Optimization and Decision Making] [preprint]
  Joint work with Clément Chevalier*
• Quantile-Based Optimization of Noisy Computer Experiments with Tunable Precision.
  Status: In Technometrics, 55(1), 2013 [with discussion and rejoinder]. [preprint]
  Joint work with Gregory Caplin, Victor Picheny* and Yann Richet
• Benchmark of kriging-based infill criteria for noisy optimization.
  Status: In Structural and Multidisciplinary Optimization 48(3), 607-626. [preprint]
  Joint work with Victor Picheny* and Tobias Wagner
• Parallel Budgeted Optimization Applied to the Design of an Air Duct.
  Status: OMD2 Technical report, 2012.
  Joint work with Ramunas Girdziusas*, Rodolphe Le Riche, Fabien Viale
• Expected improvements for the asynchronous parallel global optimization of expensive functions : potentials and challenges.
  Status: In Learning and Intelligent Optimization, Lecture Notes in Computer Science vol. 7219, pp 413-418, 2012. [preprint]
  Joint work with Janis Janusevskis* and Rodolphe Le Riche
• Dealing with asynchronicity in parallel Gaussian Process based global optimization.
  Status: OMD2 Technical report, 2010.
  Joint work with Janis Janusevskis and Rodolphe Le Riche
• Towards Gaussian Process-based Optimization with Finite Time Horizon.
  Status: In mODa 9 Advances in Model-Oriented Design and Analysis, pages 89-96, Physica-Verlag HD, Contributions to Statistics, 2010. [preprint]
  Joint work with Rodolphe Le Riche
• Noisy Expected Improvement and on-line computation time allocation for the optimization of simulators with tunable fidelity.
  Status: In Proceedings of the 2nd International Conference on Engineering Optimization, 2010.
  Joint work with Victor Picheny*
• Kriging is well-suited to parallelize optimization.
  Status: In Computational Intelligence in Expensive Optimization Problems, pages 131-162, Springer Berlin Heidelberg, Adaptation Learning and Optimization, 2010. [A previous (unpublished) version following up a talk presented at the NCP07 conference is available online. If you wish to refer to this work, please better refer to the 2010 (published) book chapter.]
  Joint work with Laurent Carraro and Rodolphe Le Riche
• Discrete mixtures of kernels for Kriging-based optimization.
  Status: In Quality and Reliability Eng. Int., 24 (6): 681-691, 2008.
  Joint work with Laurent Carraro and Céline Helbert [Older preprint]

Papers in application fields

• Assessing the calibration of multivariate probabilistic forecasts.
  Joint work with Sam Allen* and Johanna Ziegel
• Inference of geostatistical hyperparameters with the correlated pseudo-marginal method.
  Status: In Advances in Water Resources 173, 104402
  Joint work with Lea Friedli*, Niklas Linde, Alejandro Fernandez Visentini, A Doucet
• Adaptive data-driven selection of sequences of biological and cognitive markers in pre-clinical diagnosis of dementia.
  Status: In Scientific Reports 13, 6406.
  Joint work with P. Wyss*, H. Shou, C. Davatzikos, S. Klöppel, A. Abdulkadir
  
• Fast ABC with joint generative modelling and subset simulation.
  Status: In Machine Learning, Optimization, and Data Science. LOD 2021. LNCS 13163 (2022) [preprint]-
  Joint work with E. Maalouf* and N Linde
  
• Lithological tomography with the correlated pseudo-marginal method.
  Status: In Geophysical Journal International 228 (2), 839-856 (2021).
  Joint work with Lea Friedli*, Niklas Linde, and Arnaud Doucet.
  
• Modeling Nonstationary Extreme Dependence With Stationary Max-Stable Processes and Multidimensional Scaling.
  Status: In Journal of Computational and Graphical Statistics (Published online: 11 December 2020).
  Joint work with Clément Chevalier* and Olivia Martius.
  
• Area-covering postprocessing of ensemble precipitation forecasts using topographical and seasonal conditions.
  Status: In Stochastic Environmental Research and Risk Assessment 35, 215-230, 2021. [preprint]
  Joint work with Lea Friedli* and Jonas Bhend.
  
• Learning from demonstration with model-based Gaussian process.
  Status: In Proceedings of the Conference on Robot Learning, PMLR 100, 247-257, 2020.
  Joint work with Noémie Jaquier* and Sylvain Calinon.
  
• Contaminant source localization via Bayesian global optimization.
  Status: In Hydrology and Earth System Science, 23, 351-369, 2019.
  Joint work with Tipaluck Krityakierne, Guillaume Pirot*, and Philippe Renard.
  NB: open access article + the corresponding data can be downloaded here.
• Sequential Design of Computer Experiments.
  Status: In Wiley StatsRef: Statistics Reference Online (publisher: John Wiley & Sons Ltd.), 2018.
  The link above points to an author version; the published version can be obtained here.
• A Poisson regression approach to model monthly hail occurrence in Northern Switzerland using large-scale environmental variables.
  Status: In Atmospheric Research, 203:261-274, 2018.
  Joint work with Erica Madonna* and Olivia Martius.
• On uncertainty quantification in hydrogeology and hydrogeophysics.
  Status: In Advances in Water Resources 110, 166-181, 2017.
  Joint work with Arnaud Doucet, James Irving, Niklas Linde*, and Fabio Nobile.
• Design of computer experiments using competing distances between set-valued inputs.
  Status: In mODa 11 - Advances in Model-Oriented Design and Analysis, Contributions to Statistics, 2016. [preprint]
  Joint work with Jean Baccou, Clément Chevalier and Frédéric Perales.
• Functional error modeling for uncertainty quantification in hydrogeology.
  Status: In Water Resources Research, 51 (2), 1050-1068, 2015. [preprint]
  Joint work with Laureline Josset* and Ivan Lunati
• Distance-based Kriging based on proxy simulations for inverse conditioning.
  Status: In Advances in Water Resources, 52, 275-291, 2013. [preprint]
  Joint work with Nicolas Durrande, Guillaume Pirot, Philippe Renard and Bastien Rosspopoff
• Changes in the odds of extreme events in the Atlantic basin depending on the position of the extratropical jet.
  Status: In Geophysical Research Letters, 39: L22805, 6 PP., 2012. [preprint]
  Joint work with Clément Chevalier, Irina Mahlstein* and Olivia Martius
• Using the Efficient Global Optimization Algorithm to assist Nuclear Criticality Safety Assessment.
  Status: In Nuclear Science and Engineering 175(1)pp. 1-18
  Joint work with Gregory Caplin, Jérome Crevel, Victor Picheny and Yann Richet*
• On the Use of Kriging for Modeling High-Dimensional Noisy Observations of Computer Games.
  Status: In Learning and Intelligent Optimization, Lecture Notes in Computer Science vol. 7219, pp. 145-159, 2012. [preprint]
  Joint work with Mike Preuss* and Tobias Wagner
• Stochastic versus deterministic modelling.
  Status: In Environmental Modelling: Finding Simplicity in Complexity, Wiley, 2013.
  Joint work with Andres Alcolea and Philippe Renard*
• Improving accuracy of failure probability estimates with Separable Monte Carlo.
  Status: In International Journal of Reliability and Safety, 4: 393-414, 2010.
  Joint work with Laurent Carraro, Rafi Haftka, and Ben Smarslok*
• Gears design with shape uncertainties using Monte Carlo simulations and kriging.
  Status: In Proceedings of the 50th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference, Palm Springs, USA, 2009.
  Joint work with André Meyer, Rodolphe Le Riche*, Nam-Ho Kim and Victor Picheny
• Separable Monte Carlo applied to laminated composite plates reliability.
  Status: 49th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference, Schaumburg, Ill., 2008.
  Joint work with Dylan Alexander, Laurent Carraro, Rafi Haftka and Ben Smarslok*