
Didier Rullière
Professeur
104
Documents
Affiliations actuelles
- École des Mines de Saint-Étienne (Mines Saint-Étienne MSE)
- Département Génie mathématique et industriel (FAYOL-ENSMSE)
- Laboratoire d'Informatique, de Modélisation et d'Optimisation des Systèmes (LIMOS)
- Institut Henri Fayol (FAYOL-ENSMSE)
Identifiants chercheurs
Site web
Présentation
Mes recherches portent sur les statistiques appliquées et les probabilités, principalement dans les domaines de l'évaluation des risques, de l'analyse multivariée, de l'optimisation et de l'apprentissage automatique.
- Évaluation du risque : science actuarielle, mesure du risque, théorie de la ruine, transfert de risque, contrôle du risque et questions d'allocation.
- Analyse multivariée : modèles de dépendance, copules, modèles de contagion, distorsions de distributions multivariées.
- Optimisation bayésienne et apprentissage automatique : Krigeage, processus gaussiens, optimisation globale et robuste, big data.
Voir aussi https://www.researchgate.net/profile/Didier-Rulliere pour d'autres preprints et publications.
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Publications
Some considerations on Kriging, Constraints and ClassificationJournées de statistique et optimisation en Occitanie (JS2O), Apr 2025, Perpignan, France
Communication dans un congrès
hal-05033241
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Augmented Quantization: a General Approach to Mixture ModelsUQ 2024 - SIAM Conference on Uncertainty Quantification, Society for Industrial and Applied Mathematics, Feb 2024, Trieste, Italy
Communication dans un congrès
hal-04527349
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Augmented quantization : a general approach to mixture modelsMASCOT-NUM2023, UQ@Paris-Saclay, Apr 2023, LE CROISIC, France
Communication dans un congrès
hal-03975978
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Quelle géostatistique pour des Diagnostics de Performance Energétique (DPE) à la localisation incertaine ?Rencontres R 2023, Société Française de Statistique, Jun 2023, Avignon, France
Communication dans un congrès
hal-04890984
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On Multi-Output Kriging and Constrained ClassificationSéminaire Statistique LMA, Oct 2023, Avignon (FR), France
Communication dans un congrès
hal-04227155
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On Gaussian Processes for Spatial Modeling and OptimizationJoint HUST-LIMOS online Workshop on Operations Research, AI and Networks (ORAIN 2023), May 2023, Clermont - Ferrand, France
Communication dans un congrès
hal-04208916
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Bayesian Optimization For High-Dimensional Problems Using A Combination Of Kriging Surrogate ModelsJournées Scientifiques du CIROQUO, Consortium en mathématiques appliquées CIROQUO, May 2023, Palaiseau, France
Communication dans un congrès
hal-04115494
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About spatial interpolation using mixture distributions for predicting Energy Performance Certificate54es Journées de Statistique la Société Française de Statistique (SFdS), Jul 2023, Bruxelles, Belgium
Communication dans un congrès
emse-04158342
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What geostatistical model for uncertainly geolocated Energy Performance Certificates (EPC)?Spatial Statistics 2023: Climate and the Environment, Alfred Stein; Christopher Wikle, Jul 2023, Boulder (Co), United States
Communication dans un congrès
hal-04890962
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Quantization applied to the visualization of low-probability flooding eventsSIAM UQ22 - Siam Conference on Uncertainty Quantification, Society for Industrial and Applied Mathematics, Apr 2022, ATLANTA, United States
Communication dans un congrès
hal-03914853
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Robust inversion under uncertainty for flooding risk analysisSIAM Conference on Uncertainty Quantification (UQ22), Society for Industrial and Applied Mathematics, Apr 2022, Atlanta, GA, United States
Communication dans un congrès
hal-04066834
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Quantization applied to the visualization of low-probability flooding eventsThe 8th European Congress on Computational Methods in Applied Sciences and Engineering (ECCOMAS 2022), Jun 2022, Oslo, Norway
Communication dans un congrès
emse-03720115
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Robust inversion for risk analysis – application to the failure of defences against floodin4th International Conference on Uncertainty Quantification in Computational Sciences and Engineering (UNCECOMP 2021), Jun 2021, Athens, Greece
Communication dans un congrès
emse-03313456
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Robust inversion under uncertainty for risk analysis – application to the failure of defences against floodingMASCOT 21 Meeting, GDR, 2021, AUSSOIS, France
Communication dans un congrès
hal-03739587
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Talk on "paquet R nestedKrigingR Workshop, Jan 2018, Saint Etienne, France
Communication dans un congrès
hal-02047572
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Talk on Nested Kriging models for large data-sets9th International Workshop on Applied Probability, Jun 2018, Budapest, Hungary
Communication dans un congrès
hal-02047545
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Talk on “On aggregation of submodels with a large number of observations” based on a joint work with Nicolas Durrande, François Bachoc, Clément ChevalierSéminaire Lyon Le Mans, Nov 2018, Lyon, France
Communication dans un congrès
hal-02047539
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Talk on "Nested Kriging models for large data-setsOquaido Workshop Orléans, Nov 2017, Orléans, France
Communication dans un congrès
hal-02051425
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Talk on "Nested Kriging models for large data-setsWorkshop on Statistics, Stochastics and Applications in Insurance and Finance, Oct 2017, Jena, Germany
Communication dans un congrès
hal-02047595
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Talk on "On some transformations of Archimedean copulasVIASM, Aug 2017, Hanoi, Vietnam
Communication dans un congrès
hal-02047601
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Talk on "Krigeage et Big data.Journée Oquaido, May 2016, Saint Etienne, France
Communication dans un congrès
hal-02047628
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Talk on "Tail dependence of distorted Archimedean CopulasSalzburg workshop on dependence models and copulas, Sep 2016, Salzburg, Austria
Communication dans un congrès
hal-02047604
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Talk on "Nested Kriging models for large datasetsJournée MAS, Aug 2016, Grenoble, France
Communication dans un congrès
hal-02047614
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Talk on "On Nested Kriging modelsSéminaire du département de mathématiques, May 2015, Fribourg, Switzerland
Communication dans un congrès
hal-02051422
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Talk on "Estimation of multivariate critical layers: Applications to rainfall dataBeijing summer school, risk measure and optimization in finance and insurance, Jun 2015, Pékin, China
Communication dans un congrès
hal-02047634
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Talk on "Non parametric estimation of Archimedean copulas and tail dependenceSéminaire CNAM, Feb 2015, Paris, France
Communication dans un congrès
hal-02047658
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Application des copules à l'estimation de fronts de Pareto47èmes Journées de Statistique de la SFdS, Société Française de Statistique, Jun 2015, Lille, France
Communication dans un congrès
emse-01152513
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Talk on "A non-parametric estimator of Archimedean copulas generator7th International Workshop on Applied Probability (IWAP 2014), Jun 2014, Antalya, Turkey
Communication dans un congrès
hal-02047669
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Talk on "Non parametric estimation of Archimedean copulas and tail dependenceSéminaire Lyon Lausanne, Dec 2014, Lausanne, France
Communication dans un congrès
hal-02047662
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Talk on "On certain transformations of Archimedean copulasConférence COtemporary Topics in ACtuarial Sciences, Jun 2014, Besançon, France
Communication dans un congrès
hal-02047676
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Talk on "A non-parametric estimator of Archimedean copulas generator6th International Conférence MAF 2014, Apr 2014, Vietri sul Mare, Italy
Communication dans un congrès
hal-02047683
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The density of a passage time for a renewal-reward process perturbed by a diffusionthe 8th world congress in Probability and Statistics, Jul 2012, Istanbul, Turkey
Communication dans un congrès
hal-00727690
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The density of the ruin time for a mixed process (Brownian motion and renewal-reward process)Les journées de Probabilités 2011, Jun 2011, Nancy, France
Communication dans un congrès
hal-00603651
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Bayesian Optimization in High-dimension via a Combination of Kriging sub-modelsMASCOT-NUM2023, Apr 2023, LE CROISIC, France
Poster de conférence
hal-04102201
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Mixture kriging on granular dataMASCOT-NUM 2022, Jun 2022, Clermont-Ferrand, France
Poster de conférence
hal-03762854
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Expectile prediction through asymmetric krigingMASCOT NUM 2017 meeting, Mar 2017, Paris, France
Poster de conférence
hal-01492754
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Spatial quantile predictions for elliptical random fieldsJournées MAS 2016, Aug 2016, Grenoble, France
Poster de conférence
hal-01356081
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Large scale Gaussian processes with Matheron's update rule and Karhunen-Loève expansionMCQMC 2022, Jul 2022, Linz (AUSTRIA), France. 460, pp.469--487, 2024, 978-3-031-59761-9. ⟨10.1007/978-3-031-59762-6_23⟩
Proceedings/Recueil des communications
hal-03909542
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Efficient Bayesian Linear Models for a Large Number of ObservationsFunctional Statistics and Related Fields, In press
Chapitre d'ouvrage
hal-04890715
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Valuation of Portfolio Loss Derivatives in An Infectious ModelPerna, Cira; Sibillo, Marilena. Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer, pp.139-147, 2011, ⟨10.1007/978-88-470-2342-0_17⟩
Chapitre d'ouvrage
istex
hal-00665027
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On hyperbolic iterated distortions for the adjustment of survival functionsPerna, Cira; Sibillo, Marilena. Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer, pp.35-42, 2011, ⟨10.1007/978-88-470-2342-0_5⟩
Chapitre d'ouvrage
istex
hal-00665349
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Prédire la performance énergétique des bâtiments2023
Autre publication scientifique
hal-03945507
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Activity report ciroquo research & industry consortiumEcole Centrale de Lyon; Mines Saint-Etienne; Université Toulouse 3 (Paul Sabatier); Stellantis France; BRGM (Bureau de recherches géologiques et minières); CEA; IFP Energies Nouvelles; Institut de Radioprotection et de Sûreté Nucléaire; Storengy; INRIA; CNRS. 2024, pp.1-11
Rapport
(rapport contrat/projet)
hal-04661116
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Modèle multi-périodique de contamination des entreprisesJournées MAS et Journée en l'honneur de Jacques Neveu, Aug 2010, Talence, France
Document associé à des manifestations scientifiques
inria-00509873
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