Didier Rullière

Professeur
112
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)
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Publications

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Truncated multivariate normal distribution under linear and nonlinear constraints

Hassan Maatouk , Didier Rullière , Xavier Bay

Technometrics, In press

Article dans une revue hal-04792003v4
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Efficient constrained Gaussian process approximation using elliptical slice sampling

Hassan Maatouk , Didier Rullière , Xavier Bay

Bayesian Analysis, In press, -1 (-1), ⟨10.1214/25-BA1555⟩

Article dans une revue hal-04496474v2
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Bayesian analysis of constrained Gaussian processes

Hassan Maatouk , Didier Rullière , Xavier Bay

Bayesian Analysis, 2025, 20 (3), pp.973-1002. ⟨10.1214/24-BA1429⟩

Article dans une revue hal-04084865v1
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Large-scale constrained Gaussian processes for shape-restricted function estimation

Hassan Maatouk , Didier Rullière , Xavier Bay

Statistics and Computing, 2025, 35 (7), https://rdcu.be/d1V8H. ⟨10.1007/s11222-024-10541-2⟩

Article dans une revue hal-04348962v2
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Assessing clustering methods using Shannon's entropy

Anis Hoayek , Didier Rullière

Information Sciences, 2025, 689, pp.121510. ⟨10.1016/j.ins.2024.121510⟩

Article dans une revue hal-03812055v2
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A Joint Kriging Model with Application to Constrained Classification

Didier Rullière , Marc Grossouvre

Statistics and Computing, 2025, 35 (220), ⟨10.1007/s11222-025-10735-2⟩

Article dans une revue hal-04208454v4
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Enhancing buildings' energy efficiency prediction through advanced data fusion and fuzzy classification

Marc Grossouvre , Didier Rullière , Jonathan Villot

Energy and Buildings, 2024, 313, pp.114243. ⟨10.1016/j.enbuild.2024.114243⟩

Article dans une revue hal-04525194v1
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Predicting missing Energy Performance Certificates: Spatial interpolation of mixture distributions

Marc Grossouvre , Didier Rullière , Jonathan Villot

Energy and IA, 2024, 16, pp.100339. ⟨10.1016/j.egyai.2024.100339⟩

Article dans une revue hal-03276127v4
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High-dimensional Bayesian Optimization with a Combination of Kriging models

Tanguy Appriou , Didier Rullière , David Gaudrie

Structural and Multidisciplinary Optimization, 2024, 67 (11), pp.196. ⟨10.1007/s00158-024-03906-8⟩

Article dans une revue hal-04477236v2
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Sampling large hyperplane-truncated multivariate normal distributions

Hassan Maatouk , Didier Rullière , Xavier Bay

Computational Statistics, 2024, 39, pp.1779-1806. ⟨10.1007/s00180-023-01416-7⟩

Article dans une revue hal-03741860v2
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Combination of Optimization-free Kriging Models for High-Dimensional Problems

Tanguy Appriou , Didier Rullière , David Gaudrie

Computational Statistics, 2024, 39, pp.3049-3071. ⟨10.1007/s00180-023-01424-7⟩

Article dans une revue hal-03812073v2
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Mixture kriging for granular data: The case of energy performance certificate prediction

Marc Grossouvre , Didier Rullière , Jonathan Villot

Science Talks, 2023, 8, pp.100279. ⟨10.1016/j.sctalk.2023.100279⟩

Article dans une revue hal-04265703v1
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Quantizing rare random maps: application to flooding visualization

Charlie Sire , Rodolphe Le Riche , Didier Rullière , Jérémy Rohmer , Lucie Pheulpin et al.

Journal of Computational and Graphical Statistics, 2023, 32 (4), pp.1556-1571. ⟨10.1080/10618600.2023.2203764⟩

Article dans une revue hal-03752365v1
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Properties and comparison of some Kriging sub-model aggregation methods

François Bachoc , Nicolas Durrande , Didier Rullière , Clément Chevalier

Mathematical Geosciences, 2022, 54, pp.941--977. ⟨10.1007/s11004-021-09986-2⟩

Article dans une revue hal-01561747v2
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A note on simulating hyperplane-truncated multivariate normal distributions

Hassan Maatouk , Xavier Bay , Didier Rullière

Statistics and Probability Letters, 2022, 191, pp.109650. ⟨10.1016/j.spl.2022.109650⟩

Article dans une revue hal-03581252v2
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Estimation of multivariate generalized gamma convolutions through Laguerre expansions

Oskar Laverny , Esterina Masiello , Véronique Maume-Deschamps , Didier Rullière

Electronic Journal of Statistics , 2021, 15 (2), pp.5158-5202. ⟨10.1214/21-EJS1918⟩

Article dans une revue hal-03160289v2
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Dependence structure estimation using Copula Recursive Trees

Oskar Laverny , Esterina Masiello , Véronique Maume-Deschamps , Didier Rullière

Journal of Multivariate Analysis, 2021, 185, ⟨10.1016/j.jmva.2021.104776⟩

Article dans une revue hal-02566527v2
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Asymptotic Domination of Sample Maxima

Enkelejd Hashorva , Didier Rullière

Statistics and Probability Letters, 2020, 160 (108703), ⟨10.1016/j.spl.2020.108703⟩

Article dans une revue hal-02277020v1
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On a construction of multivariate distributions given some multidimensional marginals

Nabil Kazi-Tani , Didier Rullière

Advances in Applied Probability, 2019, 51 (2), pp.487-513. ⟨10.1017/apr.2019.14⟩

Article dans une revue hal-01575169v3
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Extremes for multivariate expectiles

Véronique Maume-Deschamps , Didier Rullière , Khalil Said

Statistics & Risk Modeling with Applications in Finance and Insurance, 2018, 35 (3-4), pp.111-140. ⟨10.1515/strm-2017-0014⟩

Article dans une revue hal-01923798v1
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Nested Kriging predictions for datasets with large number of observations

Didier Rullière , Nicolas Durrande , François Bachoc , Clément Chevalier

Statistics and Computing, 2018, 28 (4), pp.849-867. ⟨10.1007/s11222-017-9766-2⟩

Article dans une revue hal-01345959v3
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Spatial Expectile Predictions for Elliptical Random Fields

Véronique Maume-Deschamps , Didier Rullière , Antoine Usseglio-Carleve

Methodology and Computing in Applied Probability, 2018, 20 (2), pp.643-671. ⟨10.1007/s11009-017-9583-2⟩

Article dans une revue hal-01399093v2
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Impact of dependence on some multivariate risk indicators

Véronique Maume-Deschamps , Didier Rullière , Khalil Said

Methodology and Computing in Applied Probability, 2017, 19, pp.395-427. ⟨10.1007/s11009-016-9489-4⟩

Article dans une revue hal-01171395v1
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Spatial Quantile Predictions for Elliptical Random Fields

Véronique Maume-Deschamps , Didier Rullière , Antoine Usseglio-Carleve

Journal of Multivariate Analysis, 2017, 159, pp.1-17. ⟨10.1016/j.jmva.2017.04.007⟩

Article dans une revue hal-01339520v4
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Multivariate extensions of expectiles risk measures

Véronique Maume-Deschamps , Didier Rullière , Khalil Said

Dependence Modeling, 2017, 5 (1), pp.20--44. ⟨10.1515/demo-2017-0002⟩

Article dans une revue hal-01367277v2
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Gaussian processes for computer experiments

François Bachoc , Emile Contal , Hassan Maatouk , Didier Rullière

ESAIM: Proceedings and Surveys, 2017, 60, pp.163-179. ⟨10.1051/proc/201760163⟩

Article dans une revue hal-01665936v1
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A note on upper-patched generators for Archimedean copulas

Elena Di Bernardino , Didier Rullière

ESAIM: Probability and Statistics, 2017, ⟨10.1051/ps/2017003⟩

Article dans une revue hal-01347869v2
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On a capital allocation by minimizing multivariate risk indicators

Véronique Maume-Deschamps , Didier Rullière , Khalil Said

European Actuarial Journal, 2016, 6 (1), pp.177-196. ⟨10.1007/s13385-016-0123-1⟩

Article dans une revue hal-01082559v1
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On tail dependence coefficients of transformed multivariate Archimedean copulas

Elena Di Bernardino , Didier Rullière

Fuzzy Sets and Systems, 2016, 284, pp.89--112. ⟨10.1016/j.fss.2015.08.030⟩

Article dans une revue hal-00992707v2
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Kriging of financial term-structures

Areski Cousin , Hassan Maatouk , Didier Rullière

European Journal of Operational Research, 2016, 255 (2), pp.631-648. ⟨10.1016/j.ejor.2016.05.057⟩

Article dans une revue hal-01206388v2
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On an asymmetric extension of multivariate Archimedean copulas based on quadratic form

Elena Di Bernardino , Didier Rullière

Dependence Modeling, 2016, Special Issue: Recent Developments in Quantitative Risk Management, 4 (1), pp.328-347. ⟨10.1515/demo-2016-0019⟩

Article dans une revue hal-01147778v2
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On the estimation of Pareto fronts from the point of view of copula theory

Mickaël Binois , Didier Rullière , Olivier Roustant

Information Sciences, 2015, 324, pp.270 - 285. ⟨10.1016/j.ins.2015.06.037⟩

Article dans une revue hal-01097403v2
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Estimation of multivariate critical layers: Applications to rainfall data

Elena Di Bernardino , Didier Rullière

Journal de la Société Française de Statistique, 2015, 156 (1), pp. 11-50

Article dans une revue hal-00940089v3
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The density of the ruin time for a renewal-reward process perturbed by a diffusion

Christophette Blanchet-Scalliet , Diana Dorobantu , Didier Rullière

Applied Mathematics Letters, 2013, 26 (1), http://dx.doi.org/10.1016/j.aml.2012.04.003. ⟨10.1016/j.aml.2012.04.003⟩

Article dans une revue hal-00625099v3
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Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory

Elena Di Bernardino , Didier Rullière

Insurance: Mathematics and Economics, 2013, 53, pp.190-205. ⟨10.1016/j.insmatheco.2013.05.001⟩

Article dans une revue hal-00750873v4
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An extension of Davis and Lo's contagion model

Didier Rullière , Diana Dorobantu , Areski Cousin

Quantitative Finance, 2013, 13 (3), pp.407-420. ⟨10.1080/14697688.2012.727015⟩

Article dans une revue hal-00374367v2
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Exploring or reducing noise? A global optimization algorithm in the presence of noise

Didier Rullière , Alaeddine Faleh , Frédéric Planchet , Wassim Youssef

Structural and Multidisciplinary Optimization, 2013, 47 (6), pp.921-936. ⟨10.1007/s00158-012-0874-5⟩

Article dans une revue istex hal-00759677v1
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On certain transformation of Archimedean copulas: Application to the non-parametric estimation of their generators

Elena Di Bernardino , Didier Rullière

Dependence Modeling, 2013, 1, pp.Pages 1-36, ISSN (Online) 2300-2298. ⟨10.2478/demo-2013-0001⟩

Article dans une revue hal-00834000v3
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Iterative Adjustment of Survival Functions by Composed Probability Distortions

Alexis Bienvenüe , Didier Rullière

The Geneva Risk and Insurance Review, 2012, 37 (2), pp.156-179. ⟨10.1057/grir.2011.7⟩

Article dans une revue hal-00665890v1
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Les Générateurs de Scénarios Économiques : quelle utilisation en assurance ?

Alaeddine Faleh , Frédéric Planchet , Didier Rullière

Assurance et Gestion des Risques, 2010, 78 (1-2), pp.31

Article dans une revue hal-00433037v1
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Les générateurs de Scénarios Économiques : de la conception à la mesure de la qualité

Alaeddine Faleh , Frédéric Planchet , Didier Rullière

Assurances et gestion des risques, 2010, 78 (1), pp.1-30

Article dans une revue hal-00530868v1
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Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes.

Stéphane Loisel , Christian Mazza , Didier Rullière

Insurance: Mathematics and Economics, 2009, 45 (3), pp.374-381. ⟨10.1016/j.insmatheco.2009.08.003⟩

Article dans une revue hal-00168716v1
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Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin.

Stéphane Loisel , Christian Mazza , Didier Rullière

Insurance: Mathematics and Economics, 2008, 42 (2), pp.746-762. ⟨10.1016/j.insmatheco.2007.08.007⟩

Article dans une revue hal-00168714v1
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The win-first probability under interest force

Didier Rullière , Stéphane Loisel

Insurance: Mathematics and Economics, 2005, 37 (3), pp.421-442. ⟨10.1016/j.insmatheco.2005.06.004⟩

Article dans une revue hal-00165791v1

Another look at the Picard-Lefèvre formula for finite-time ruin probabilities

Didier Rullière , Stéphane Loisel

Insurance: Mathematics and Economics, 2004, 35 (2), pp.187-203

Article dans une revue hal-00379412v1

A link between wave governed random motions and ruin processes

Christian Mazza , Didier Rullière

Insurance: Mathematics and Economics, 2004, 35 (2), pp.205-222. ⟨10.1016/j.insmatheco.2004.07.014⟩

Article dans une revue istex hal-00412977v1

Estimation de probabilités de changement d'état en présence de données incomplètes et applications actuarielles

Didier Rullière , Daniel Serant

Bulletin Français d'Actuariat, 1998, 2 (3), pp.71-88

Article dans une revue hal-00412983v1

Généralisation de l'estimateur de Kaplan-Meier d'une loi de durée de maintien en présence d'observations tronquées à gauche. Extension à l'étude conjointe de deux durées de maintien.

Didier Rullière , Daniel Serant

Bulletin Français d'Actuariat, 1997, 1 (2), pp.97-114

Article dans une revue hal-00412981v1

Optimal Linear Interpolation under Differential Information: application in fluid dynamics

Soumyodeep Mukhopadhyay , Didier Rullière , Rodolphe Le Riche , Laurent Genest , David Gaudrie

Journées Scientifiques du consortium CIROQUO, Nov 2025, Rueil-Malmaison, France

Communication dans un congrès hal-05379670v1

Some considerations on Kriging, Constraints and Classification

Didier Rullière , Marc Grossouvre

Journées de statistique et optimisation en Occitanie (JS2O), Apr 2025, Perpignan, France

Communication dans un congrès hal-05033241v1

Optimal Linear Interpolation under Differential Information: application to prediction of perfect flows

Soumyodeep Mukhopadhyay , Didier Rullière , Rodolphe Le Riche , Xavier Bay , Laurent Genest et al.

PGMO (Programme Gaspard Monge pour l'Optimisation) DAYS 2025, EDF, Nov 2025, Saclay, France. pp.112

Communication dans un congrès hal-05372055v1
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Augmented Quantization: a General Approach to Mixture Models

Charlie Sire , Rodolphe Le Riche , Didier Rullière , Jérémy Rohmer , Lucie Pheulpin et al.

UQ 2024 - SIAM Conference on Uncertainty Quantification, Society for Industrial and Applied Mathematics, Feb 2024, Trieste, Italy

Communication dans un congrès hal-04527349v1

What geostatistical model for uncertainly geolocated Energy Performance Certificates (EPC)?

Marc Grossouvre , Didier Rullière

Spatial Statistics 2023: Climate and the Environment, Alfred Stein; Christopher Wikle, Jul 2023, Boulder (Co), United States

Communication dans un congrès hal-04890962v1

Quelle géostatistique pour des Diagnostics de Performance Energétique (DPE) à la localisation incertaine ?

Marc Grossouvre , Didier Rullière

Rencontres R 2023, Société Française de Statistique, Jun 2023, Avignon, France

Communication dans un congrès hal-04890984v1

On Multi-Output Kriging and Constrained Classification

Didier Rullière , Marc Grossouvre

Séminaire Statistique LMA, Oct 2023, Avignon (FR), France

Communication dans un congrès hal-04227155v1

Augmented quantization : a general approach to mixture models

Charlie Sire , Rodolphe Le Riche , Didier Rullière , Jérémy Rohmer , Lucie Pheulpin et al.

MASCOT-NUM2023, UQ@Paris-Saclay, Apr 2023, LE CROISIC, France

Communication dans un congrès hal-03975978v1
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On Gaussian Processes for Spatial Modeling and Optimization

Didier Rullière , Rodolphe Le Riche

Joint HUST-LIMOS online Workshop on Operations Research, AI and Networks (ORAIN 2023), May 2023, Clermont - Ferrand, France

Communication dans un congrès hal-04208916v1

Bayesian Optimization For High-Dimensional Problems Using A Combination Of Kriging Surrogate Models

Tanguy Appriou , David Gaudrie , Didier Rullière

Journées Scientifiques du CIROQUO, Consortium en mathématiques appliquées CIROQUO, May 2023, Palaiseau, France

Communication dans un congrès hal-04115494v1
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About spatial interpolation using mixture distributions for predicting Energy Performance Certificate

Marc Grossouvre , Didier Rullière , Jonathan Villot

54es Journées de Statistique la Société Française de Statistique (SFdS), Jul 2023, Bruxelles, Belgium

Communication dans un congrès emse-04158342v1

Quantization applied to the visualization of low-probability flooding events

Charlie Sire , R. Le Riche , D. Rulliere , Jérémy Rohmer , L. Pheulpin et al.

SIAM UQ22 - Siam Conference on Uncertainty Quantification, Society for Industrial and Applied Mathematics, Apr 2022, ATLANTA, United States

Communication dans un congrès hal-03914853v1

Robust inversion under uncertainty for flooding risk analysis

Charlie Sire , Yann Richet , Lucie Pheulpin , Jérémy Rohmer , Rodolphe Le Riche et al.

SIAM Conference on Uncertainty Quantification (UQ22), Society for Industrial and Applied Mathematics, Apr 2022, Atlanta, GA, United States

Communication dans un congrès hal-04066834v1

Quantization applied to the visualization of low-probability flooding events

Charlie Sire , Rodolphe Le Riche , Didier Rullière , Jérémy Rohmer , Lucie Pheulpin et al.

The 8th European Congress on Computational Methods in Applied Sciences and Engineering (ECCOMAS 2022), Jun 2022, Oslo, Norway

Communication dans un congrès emse-03720115v1
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Robust inversion under uncertainty for risk analysis – application to the failure of defences against flooding

Charlie Sire , Rodolphe Le Riche , Didier Rulliere , Lucie Pheulpin , Yann Richet

MASCOT 21 Meeting, GDR, 2021, AUSSOIS, France

Communication dans un congrès hal-03739587v1

Robust inversion for risk analysis – application to the failure of defences against floodin

Charlie Sire , Yann Richet , Jeremy Rohmer , Rodolphe Le Riche , Didier Rullière et al.

4th International Conference on Uncertainty Quantification in Computational Sciences and Engineering (UNCECOMP 2021), Jun 2021, Athens, Greece

Communication dans un congrès emse-03313456v1

Talk on Nested Kriging models for large data-sets

Didier Rullière

9th International Workshop on Applied Probability, Jun 2018, Budapest, Hungary

Communication dans un congrès hal-02047545v1

Talk on "paquet R nestedKriging

Didier Rullière

R Workshop, Jan 2018, Saint Etienne, France

Communication dans un congrès hal-02047572v1

Talk on “On aggregation of submodels with a large number of observations” based on a joint work with Nicolas Durrande, François Bachoc, Clément Chevalier

Didier Rullière

Séminaire Lyon Le Mans, Nov 2018, Lyon, France

Communication dans un congrès hal-02047539v1

Talk on "On some transformations of Archimedean copulas

Didier Rullière

VIASM, Aug 2017, Hanoi, Vietnam

Communication dans un congrès hal-02047601v1

Talk on "Nested Kriging models for large data-sets

Didier Rullière

Oquaido Workshop Orléans, Nov 2017, Orléans, France

Communication dans un congrès hal-02051425v1

Talk on "Nested Kriging models for large data-sets

Didier Rullière

Workshop on Statistics, Stochastics and Applications in Insurance and Finance, Oct 2017, Jena, Germany

Communication dans un congrès hal-02047595v1

Talk on "Nested Kriging models for large datasets

Didier Rullière

Journée MAS, Aug 2016, Grenoble, France

Communication dans un congrès hal-02047614v1

Talk on "Krigeage et Big data.

Didier Rullière

Journée Oquaido, May 2016, Saint Etienne, France

Communication dans un congrès hal-02047628v1

Talk on "Tail dependence of distorted Archimedean Copulas

Didier Rullière

Salzburg workshop on dependence models and copulas, Sep 2016, Salzburg, Austria

Communication dans un congrès hal-02047604v1

Talk on "On Nested Kriging models

Didier Rullière

Séminaire du département de mathématiques, May 2015, Fribourg, Switzerland

Communication dans un congrès hal-02051422v1

Talk on "Estimation of multivariate critical layers: Applications to rainfall data

Didier Rullière

Beijing summer school, risk measure and optimization in finance and insurance, Jun 2015, Pékin, China

Communication dans un congrès hal-02047634v1

Talk on "Non parametric estimation of Archimedean copulas and tail dependence

Didier Rullière

Séminaire CNAM, Feb 2015, Paris, France

Communication dans un congrès hal-02047658v1

Application des copules à l'estimation de fronts de Pareto

Mickaël Binois , Didier Rullière , Olivier Roustant

47èmes Journées de Statistique de la SFdS, Société Française de Statistique, Jun 2015, Lille, France

Communication dans un congrès emse-01152513v1

Talk on "Non parametric estimation of Archimedean copulas and tail dependence

Didier Rullière

Séminaire Lyon Lausanne, Dec 2014, Lausanne, France

Communication dans un congrès hal-02047662v1

Talk on "A non-parametric estimator of Archimedean copulas generator

Didier Rullière

7th International Workshop on Applied Probability (IWAP 2014), Jun 2014, Antalya, Turkey

Communication dans un congrès hal-02047669v1

Talk on "A non-parametric estimator of Archimedean copulas generator

Didier Rullière

6th International Conférence MAF 2014, Apr 2014, Vietri sul Mare, Italy

Communication dans un congrès hal-02047683v1

Talk on "On certain transformations of Archimedean copulas

Didier Rullière

Conférence COtemporary Topics in ACtuarial Sciences, Jun 2014, Besançon, France

Communication dans un congrès hal-02047676v1

The density of a passage time for a renewal-reward process perturbed by a diffusion

Christophette Blanchet-Scalliet , Diana Dorobantu , Didier Rullière

the 8th world congress in Probability and Statistics, Jul 2012, Istanbul, Turkey

Communication dans un congrès hal-00727690v1

The density of the ruin time for a mixed process (Brownian motion and renewal-reward process)

Christophette Blanchet-Scalliet , Diana Dorobantu , Didier Rullière

Les journées de Probabilités 2011, Jun 2011, Nancy, France

Communication dans un congrès hal-00603651v1
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Gaussian Processes: from knowledge-informed Machine Learning to optimization

Didier Rullière , Rodolphe Le Riche , Xavier Bay , Soumyodeep Mukhopadhyay , Victor Trappler et al.

HCERES LIMOS visit 2025, Oct 2025, Clermont -Ferrand, France. 2025

Poster de conférence hal-05324906v1
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Collocation-based kriging with applications to the prediction of perfect flows

Soumyodeep Mukhopadhyay , Didier Rullière , Rodolphe Le Riche , Xavier Bay , Laurent Genest et al.

Consortium en math´ematiques appliqu´ees CIROQUO, Workshop, 2025, May 2025, Ecully, France

Poster de conférence emse-05081287v1
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Multi-output Gaussian Process Regression: from shape parameters to vector-valued fluid flow

Soumyodeep Mukhopadhyay , Rodolphe Le Riche , Xavier Bay , Didier Rullière , Laurent Genest et al.

26e Congrès Français de Mécanique (CFM 2025), Aug 2025, Metz, France

Poster de conférence hal-05234876v1
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Kriging under differential information: application to prediction of perfect flows

Soumyodeep Mukhopadhyay , Didier Rullière , Rodolphe Le Riche , Xavier Bay , Laurent Genest et al.

Gaussian processes and related topics, Jul 2025, Toulouse, France

Poster de conférence emse-05157949v1
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Bayesian Linear Models for Large Datasets

H. Maatouk , Didier Rullière , Xavier Bay

International Workshop on Functional and Operatorial Statistics (IWFOS), Jun 2025, Novara, Italy.

Poster de conférence hal-05345252v1

Bayesian Optimization in High-dimension via a Combination of Kriging sub-models

Tanguy Appriou , Didier Rullière , David Gaudrie

MASCOT-NUM2023, Apr 2023, LE CROISIC, France

Poster de conférence hal-04102201v1
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Mixture kriging on granular data

Marc Grossouvre , Didier Rullière

MASCOT-NUM 2022, Jun 2022, Clermont-Ferrand, France

Poster de conférence hal-03762854v1
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Expectile prediction through asymmetric kriging

Véronique Maume-Deschamps , Didier Rullière , Antoine Usseglio-Carleve

MASCOT NUM 2017 meeting, Mar 2017, Paris, France

Poster de conférence hal-01492754v1
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Spatial quantile predictions for elliptical random fields

Véronique Maume-Deschamps , Didier Rullière , Antoine Usseglio-Carleve

Journées MAS 2016, Aug 2016, Grenoble, France

Poster de conférence hal-01356081v1
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Large scale Gaussian processes with Matheron's update rule and Karhunen-Loève expansion

Hassan Maatouk , Didier Rullière , Xavier Bay

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⟩

Proceedings/Recueil des communications hal-03909542v2
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Efficient Bayesian Linear Models for a Large Number of Observations

Hassan Maatouk , Didier Rullière , Xavier Bay

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⟩

Chapitre d'ouvrage hal-04890715v2

On hyperbolic iterated distortions for the adjustment of survival functions

Alexis Bienvenüe , Didier Rullière

Perna, 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-00665349v1

Valuation of Portfolio Loss Derivatives in An Infectious Model

Areski Cousin , Diana Dorobantu , Didier Rullière

Perna, 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-00665027v1
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Bayesian linear models for large datasets: Markov chain Monte Carlo or Matheron's update rule

Hassan Maatouk , Didier Rullière , Xavier Bay

2025

Pré-publication, Document de travail hal-04890680v1
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Adaptive finite-dimensional approximation of constrained Gaussian processes for large datasets

Hassan Maatouk , Didier Rullière , Xavier Bay

2025

Pré-publication, Document de travail hal-05175025v1

FunQuant: A R package to perform quantization in the context of rare events and time-consuming simulations

Charlie Sire , Yann Richet , Rodolphe Le Riche , Didier Rullière , Jérémy Rohmer et al.

2023

Pré-publication, Document de travail (preprint/prepublication) hal-04189822v1

Augmented Quantization: Mixture Models for Risk-Oriented Sensitivity Analysis

Charlie Sire , Didier Rullière , Rodolphe Le Riche , Jérémy Rohmer , Yann Richet et al.

2025

Pré-publication, Document de travail hal-04209768v1
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A new proof of Williamson's representation of multiply monotone functions

Nabil Kazi-Tani , Didier Rullière

2020

Pré-publication, Document de travail hal-02984743v1
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ASYMPTOTIC MULTIVARIATE EXPECTILES

Véronique Maume-Deschamps , Didier Rullière , Khalil Said

2018

Pré-publication, Document de travail hal-01509963v2
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Estimation de la courbe d'actualisation par krigeage sous contraintes

Areski Cousin , Hassan Maatouk , Didier Rullière

2016

Pré-publication, Document de travail hal-01422365v1
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A risk management approach to capital allocation

Véronique Maume-Deschamps , Didier Rullière , Khalil Said

2015

Pré-publication, Document de travail hal-01163180v1
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Distortions of multivariate risk measures: a level-sets based approach

Elena Di Bernardino , Didier Rullière

2012

Pré-publication, Document de travail hal-00756387v1
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A note on the computation of an actuarial Waring formula in the finite-exchangeable case

Areski Cousin , Diana Dorobantu , Didier Rullière

2011

Pré-publication, Document de travail hal-00557751v2
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Agrégation d'informations et alternative au krigeage en environnement aléatoire

Pierre Ribereau , Didier Rullière

2011

Pré-publication, Document de travail hal-00575604v1
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Un algorithme d'optimisation par exploration sélective

Didier Rullière , Alaeddine Faleh , Frédéric Planchet

2009

Pré-publication, Document de travail hal-00411406v2
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Sur une classe de transformations itérées pour l'ajustement et la simulation stochastique

Alexis Bienvenüe , Didier Rullière

2009

Pré-publication, Document de travail hal-00395495v1
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Activity report ciroquo research & industry consortium

Christophette Blanchet-Scalliet , Céline Helbert , Delphine Sinoquet , Miguel Munoz Munoz Zuniga , Rodolphe Le Riche et al.

Ecole 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-04661116v1
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Modèle multi-périodique de contamination des entreprises

Diana Dorobantu , Areski Cousin , Didier Rullière

Journées MAS et Journée en l'honneur de Jacques Neveu, Aug 2010, Talence, France

Document associé à des manifestations scientifiques inria-00509873v1