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HM
Hassan Maatouk
10
Documents
Researcher identifiers
hassan-maatouk
- IdRef : 191737860
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A note on simulating hyperplane-truncated multivariate normal distributionsStatistics and Probability Letters, In press, ⟨10.1016/j.spl.2022.109650⟩
Journal articles
hal-03581252v2
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Finite-dimensional approximation of Gaussian processes with linear inequality constraints and noisy observationsCommunications in Statistics - Theory and Methods, 2022
Journal articles
hal-01533356v3
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Kriging of financial term-structuresEuropean Journal of Operational Research, 2016, 255 (2), pp.631-648. ⟨10.1016/j.ejor.2016.05.057⟩
Journal articles
hal-01206388v2
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Cross-validation estimations of hyper-parameters of Gaussian processes with inequality constraintsSpatial Statistics 2015: Emerging Patterns committee, Jun 2015, Avignon, France. pp.38-44, ⟨10.1016/j.proenv.2015.07.105⟩
Conference papers
hal-01539509v1
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A new rejection sampling method for truncated multivariate Gaussian random variables restricted to convex setsRonald Cools and Dirk Nuyens. Monte Carlo and Quasi-Monte Carlo Methods, 163, Springer International Publishing, pp.521-530, 2016, Springer Proceedings in Mathematics & Statistics, ⟨10.1007/978-3-319-33507-0_27⟩
Book sections
hal-01063978v1
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Large scale Gaussian processes with Matheron's update rule and Karhunen-Loève expansion2022
Preprints, Working Papers, ...
hal-03909542v1
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Sampling large hyperplane-truncated multivariate normal distributions2022
Preprints, Working Papers, ...
hal-03741860v1
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Optimal Smoothing and Gaussian Processes with noisy data under constraints2022
Preprints, Working Papers, ...
hal-03625227v1
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Constrained Optimal Smoothing and Bayesian Estimation2021
Preprints, Working Papers, ...
hal-03282857v1
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Estimation de la courbe d'actualisation par krigeage sous contraintes2016
Preprints, Working Papers, ...
hal-01422365v1
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