HM

Hassan Maatouk

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Publications

Image document

Large-scale constrained Gaussian processes for shape-restricted function estimation

Hassan Maatouk , Didier Rullière , Xavier Bay
Statistics and Computing, In press, 35 (7), https://rdcu.be/d1V8H. ⟨10.1007/s11222-024-10541-2⟩
Article dans une revue hal-04348962 v2
Image document

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-03741860 v2
Image document

Bayesian analysis of constrained Gaussian processes

Hassan Maatouk , Didier Rullière , Xavier Bay
Bayesian Analysis, In press, ⟨10.1214/24-BA1429⟩
Article dans une revue hal-04084865 v1
Image document

Equivalent between constrained optimal smoothing and Bayesian estimation

Laurence Grammont , Hassan Maatouk , Xavier Bay
Journal of Nonparametric Statistics, In press, 37 (1), pp.60-81. ⟨10.1080/10485252.2024.2348542⟩
Article dans une revue hal-03282857 v2
Image document

Finite-dimensional approximation of Gaussian processes with linear inequality constraints and noisy observations

Hassan Maatouk
Communications in Statistics - Theory and Methods, 2022, 52 (22), pp.8018-8037. ⟨10.1080/03610926.2022.2055768⟩
Article dans une revue hal-01533356 v3
Image document

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-03581252 v2
Image document

A new method for interpolating in a convex subset of a Hilbert space

Xavier Bay , Laurence Grammont , Hassan Maatouk
Computational Optimization and Applications, 2017, 68 (1), pp.95-120. ⟨10.1007/s10589-017-9906-9⟩
Article dans une revue hal-01136466 v2
Image document

Gaussian process emulators for computer experiments with inequality constraints

Hassan Maatouk , Xavier Bay
Mathematical Geosciences, 2017, 49 (5), pp.557-582. ⟨10.1007/s11004-017-9673-2⟩
Article dans une revue hal-01096751 v3
Image document

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-01665936 v1
Image document

Generalization of the Kimeldorf-Wahba correspondence for constrained interpolation

Xavier Bay , Laurence Grammont , Hassan Maatouk
Electronic Journal of Statistics , 2016, 10 (1), pp.1580-1595. ⟨10.1214/16-ejs1149⟩
Article dans une revue hal-04150103 v1
Image document

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-01206388 v2
Image document

Efficient Bayesian Linear Models for a Large Number of Observations

Hassan Maatouk , Didier Rullière , Xavier Bay
Functional Statistics and Related Fields, In press
Chapitre d'ouvrage hal-04890715 v2
Image document

A new rejection sampling method for truncated multivariate Gaussian random variables restricted to convex sets

Hassan Maatouk , Xavier Bay
Ronald 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⟩
Chapitre d'ouvrage hal-01063978 v1