Hassan Maatouk

Identifiants chercheurs

IdHAL :

hassan-maatouk

ORCID :

0000-0002-0205-9642

IdRef :

191737860

Présentation

Publications

Article dans une revue (13)

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
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
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
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
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
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
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

Communication dans un congrès (6)

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

Poster de conférence (3)

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
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

Chapitre d'ouvrage (2)

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

Pré-publication, Document de travail (3)

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
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
Optimal Smoothing and Gaussian Processes with noisy data under constraints Laurence Grammont,Xavier Bay,Hassan Maatouk 2022 Pré-publication, Document de travail hal-03625227v1

Thèse (1)

Correspondance entre régression par processus Gaussien et splines d'interpolation sous contraintes linéaires de type inégalité. Théorie et applications. Hassan Maatouk Autre. Ecole Nationale Supérieure des Mines de Saint-Etienne, 2015. Français. ⟨NNT : 2015EMSE0791⟩ Thèse tel-01282224v1