Didier Rullière Professeur

Identifiants chercheurs

IdHAL :

didier-rulliere

ORCID :

0009-0000-6730-447X

IdRef :

069543348

ISNI :

0000000384185040

ResearcherID :

NGQ-7028-2025

Publications

Article dans une revue (48)

Truncated multivariate normal distribution under linear and nonlinear constraints Hassan Maatouk,Didier Rullière,Xavier Bay Technometrics, 2026, pp.1-20. ⟨10.1080/00401706.2026.2644493⟩ Article dans une revue hal-04792003v4
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
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
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
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
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
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
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
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
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
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
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
Quantizing rare random maps: application to flooding visualization Charlie Sire,Rodolphe Le Riche,Didier Rullière,Jérémy Rohmer,Lucie Pheulpinet al. Journal of Computational and Graphical Statistics, 2023, 32 (4), pp.1556-1571. ⟨10.1080/10618600.2023.2203764⟩ Article dans une revue hal-03752365v1
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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

Chapitre d'ouvrage (3)

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

Communication dans un congrès (36)

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 Genestet al. PGMO (Programme Gaspard Monge pour l'Optimisation) DAYS 2025, EDF, Nov 2025, Saclay, France. pp.112 Communication dans un congrès hal-05372055v1
Augmented Quantization: a General Approach to Mixture Models Charlie Sire,Rodolphe Le Riche,Didier Rullière,Jérémy Rohmer,Lucie Pheulpinet 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
Augmented quantization : a general approach to mixture models Charlie Sire,Rodolphe Le Riche,Didier Rullière,Jérémy Rohmer,Lucie Pheulpinet al. MASCOT-NUM2023, UQ@Paris-Saclay, Apr 2023, LE CROISIC, France Communication dans un congrès hal-03975978v1
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
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
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. Pheulpinet 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 Richeet 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 Pheulpinet 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
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 Rullièreet 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 &quot;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 &quot;On some transformations of Archimedean copulas Didier Rullière VIASM, Aug 2017, Hanoi, Vietnam Communication dans un congrès hal-02047601v1
Talk on &quot;Nested Kriging models for large data-sets Didier Rullière Oquaido Workshop Orléans, Nov 2017, Orléans, France Communication dans un congrès hal-02051425v1
Talk on &quot;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 &quot;Nested Kriging models for large datasets Didier Rullière Journée MAS, Aug 2016, Grenoble, France Communication dans un congrès hal-02047614v1
Talk on &quot;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 &quot;Krigeage et Big data. Didier Rullière Journée Oquaido, May 2016, Saint Etienne, France Communication dans un congrès hal-02047628v1
Talk on &quot;On Nested Kriging models Didier Rullière Séminaire du département de mathématiques, May 2015, Fribourg, Switzerland Communication dans un congrès hal-02051422v1
Talk on &quot;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 &quot;Non parametric estimation of Archimedean copulas and tail dependence Didier Rullière Séminaire CNAM, Feb 2015, Paris, France Communication dans un congrès hal-02047658v1
Estimation de la courbe d'actualisation par krigeage sous contraintes Areski Cousin,Hassan Maatouk,Didier Rullière 15ème Forum des Jeunes mathématicien-‐ne-‐s Lille, Nov 2015, Lille, France Communication dans un congrès hal-01422365v1
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 &quot;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 &quot;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 &quot;On certain transformations of Archimedean copulas Didier Rullière Conférence COtemporary Topics in ACtuarial Sciences, Jun 2014, Besançon, France Communication dans un congrès hal-02047676v1
Talk on &quot;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
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

Proceedings/Recueil des communications (1)

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

Poster de conférence (9)

Gaussian Processes: from knowledge-informed Machine Learning to optimization Didier Rullière,Rodolphe Le Riche,Xavier Bay,Soumyodeep Mukhopadhyay,Victor Trappleret al. HCERES LIMOS visit 2025, Oct 2025, Clermont -Ferrand, France. 2025 Poster de conférence hal-05324906v1
Collocation-based kriging with applications to the prediction of perfect flows Soumyodeep Mukhopadhyay,Didier Rullière,Rodolphe Le Riche,Xavier Bay,Laurent Genestet al. Consortium en math´ematiques appliqu´ees CIROQUO, Workshop, 2025, May 2025, Ecully, France Poster de conférence emse-05081287v1
Multi-output Gaussian Process Regression: from shape parameters to vector-valued fluid flow Soumyodeep Mukhopadhyay,Rodolphe Le Riche,Xavier Bay,Didier Rullière,Laurent Genestet al. 26e Congrès Français de Mécanique (CFM 2025), Aug 2025, Metz, France Poster de conférence hal-05234876v1
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
Kriging under differential information: application to prediction of perfect flows Soumyodeep Mukhopadhyay,Didier Rullière,Rodolphe Le Riche,Xavier Bay,Laurent Genestet al. Gaussian processes and related topics, Jul 2025, Toulouse, France Poster de conférence emse-05157949v1
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
Mixture kriging on granular data Marc Grossouvre,Didier Rullière MASCOT-NUM 2022, Jun 2022, Clermont-Ferrand, France Poster de conférence hal-03762854v1
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
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

Autre publication scientifique (1)

Prédire la performance énergétique des bâtiments Marc Grossouvre,Jonathan Villot,Didier Rullière 2023 Autre publication scientifique hal-03945507v1

Pré-publication, Document de travail (12)

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
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 Rohmeret 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 Richetet al. 2025 Pré-publication, Document de travail hal-04209768v1
A new proof of Williamson's representation of multiply monotone functions Nabil Kazi-Tani,Didier Rullière 2020 Pré-publication, Document de travail hal-02984743v1
ASYMPTOTIC MULTIVARIATE EXPECTILES Véronique Maume-Deschamps,Didier Rullière,Khalil Said 2018 Pré-publication, Document de travail hal-01509963v2
A risk management approach to capital allocation Véronique Maume-Deschamps,Didier Rullière,Khalil Said 2015 Pré-publication, Document de travail hal-01163180v1
Distortions of multivariate risk measures: a level-sets based approach Elena Di Bernardino,Didier Rullière 2012 Pré-publication, Document de travail hal-00756387v1
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
Agrégation d'informations et alternative au krigeage en environnement aléatoire Pierre Ribereau,Didier Rullière 2011 Pré-publication, Document de travail hal-00575604v1
Un algorithme d'optimisation par exploration sélective Didier Rullière,Alaeddine Faleh,Frédéric Planchet 2009 Pré-publication, Document de travail hal-00411406v2
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

Rapport (1)

Activity report ciroquo research & industry consortium Christophette Blanchet-Scalliet,Céline Helbert,Delphine Sinoquet,Miguel Munoz Munoz Zuniga,Rodolphe Le Richeet 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

Document associé à des manifestations scientifiques (1)

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