Hassan Maatouk

Hassan MAATOUK (MCF)

Documents

Identifiants chercheurs

Présentation

Publications

Truncated multivariate normal distribution under linear and nonlinear constraints

Hassan Maatouk , Didier Rullière , Xavier Bay

Technometrics, 2026, 68 (3), pp.614-626. ⟨10.1080/00401706.2026.2644493⟩

Article dans une revue hal-04792003v4

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

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

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

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

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-03282857v2

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-01533356v3

A note on simulating hyperplane-truncated multivariate normal distributions

Hassan Maatouk , Xavier Bay , Didier Rullière

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

Article dans une revue hal-03581252v2

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-01096751v3

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

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-01136466v2

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

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-01270237v1

Cross-validation estimations of hyper-parameters of Gaussian processes with inequality constraints

Hassan Maatouk , Olivier Roustant , Yann Richet

Spatial Statistics 2015: Emerging Patterns committee, Jun 2015, Avignon, France. pp.38-44, ⟨10.1016/j.proenv.2015.07.105⟩

Communication dans un congrès hal-01539509v1

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

Correspondence between Gaussian processes with inequality constraints and constrained splines

Hassan Maatouk

GDR Mascot Num annual conference, Apr 2015, Saint Etienne, France

Communication dans un congrès emse-01148655v1

Gaussian processes for computer experiments with monotonicity information

Hassan Maatouk

UCM 2014 Conference, Jul 2014, Sheffield, United Kingdom

Communication dans un congrès emse-01097039v1

Simulation of Gaussian processes with interpolation and inequality constraints - A correspondence with optimal smoothing splines

Hassan Maatouk , Xavier Bay , L. Grammont

GRF - Sim workshop : Simulation of Gaussian and related Random Fields, Nov 2014, Bern, Switzerland

Communication dans un congrès emse-01097010v1

A new rejection sampling method for truncated multivariate Gaussian random variables

Hassan Maatouk , Xavier Bay

Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Apr 2014, Leuven, Belgium

Communication dans un congrès emse-01097026v1

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

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

Gaussian processes for computer experiments with monotonicity information

Hassan Maatouk

MascotNum Annual Conference, Apr 2014, Zurich, Switzerland. 2p., 2014

Poster de conférence emse-00960345v1

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

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-01063978v1