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Sophie Mercier

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A general multivariate lifetime model with a multivariate additive process as conditional hazard rate increment process

Sophie Mercier , Carmen Sangüesa
Metrika, 2023, 86 (1), pp.91-129. ⟨10.1007/s00184-022-00864-3⟩
Journal articles hal-03662102v1
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On the modeling of dependence between univariate Lévy wear processes and impact on the reliability function

Sophie Mercier , Ghislain Verdier
Applied Stochastic Models in Business and Industry, 2022, ⟨10.1002/asmb.2726⟩
Journal articles hal-03844979v1
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Two Reliability Acceptance Sampling Plans for Items Subject to Wiener Process of Degradation

Ji Hwan Cha , Sophie Mercier
Methodology and Computing in Applied Probability, 2022, 24, pp.1651-1668. ⟨10.1007/s11009-021-09879-1⟩
Journal articles hal-03268547v1
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STOCHASTIC COMPARISONS AND AGING PROPERTIES OF AN EXTENDED GAMMA PROCESS

Zeina Al Masry , Sophie Mercier , Ghislain Verdier
Journal of Applied Probability, 2021, 58 (1), pp.140-163. ⟨10.1017/jpr.2020.74⟩
Journal articles hal-02894591v1
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Poisson Generalized Gamma Process and Its Properties

Ji Hwan Cha , Sophie Mercier
Stochastics: An International Journal of Probability and Stochastic Processes, 2021, 93 (8), pp.1123-1140. ⟨10.1080/17442508.2020.1868469⟩
Journal articles hal-03085128v1
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Trend-transformed independent vectors: construction and stochastic comparison results

F. G Badía , Sophie Mercier , C. Sangüesa
Statistics, 2020, 54 (4), pp.778-804. ⟨10.1080/02331888.2020.1803322⟩
Journal articles hal-02917652v1
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Semiparametric estimate of the efficiency of imperfect maintenance actions for a gamma deteriorating system

Gabriel Salles , Sophie Mercier , Laurent Bordes
Journal of Statistical Planning and Inference, 2020, 206, pp.278-297. ⟨10.1016/j.jspi.2019.09.014⟩
Journal articles hal-02297709v1
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Transformed Lévy processes as state-dependent wear models

Ji Hwan Cha , Sophie Mercier
Advances in Applied Probability, 2019, 51 (2), pp.468-486. ⟨10.1017/apr.2019.21⟩
Journal articles hal-02063966v1
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Extensions of the Generalized Pólya Process

Francisco Germán Badía , Sophie Mercier , Carmen Sangüesa
Methodology and Computing in Applied Probability, 2019, 21 (4), pp.1057-1085. ⟨10.1007/s11009-018-9663-y⟩
Journal articles hal-01861268v1
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Stochastic comparisons of imperfect maintenance models for a gamma deteriorating system

Sophie Mercier , I. T. Castro
European Journal of Operational Research, 2019, 273 (1), pp.237-248. ⟨10.1016/j.ejor.2018.06.020⟩
Journal articles hal-01812028v1
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Generalized method of moments for an extended gamma process

Zeina Al Masry , Sophie Mercier , Ghislain Verdier
Communications in Statistics - Theory and Methods, 2018, 47 (15), pp.3687-3714. ⟨10.1080/03610926.2017.1361988⟩
Journal articles hal-01576969v1
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A bivariate failure time model with random shocks and mixed effects

Sophie Mercier , Ha Pham
Journal of Multivariate Analysis, 2017, 153, pp.33-51. ⟨10.1016/j.jmva.2016.09.008⟩
Journal articles hal-01361399v1
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Modelling and numerical assessment of a maintenance strategy with stock through Piecewise Deterministic Markov Processes and Quasi Monte Carlo methods

Jeanne Demgne , Sophie Mercier , William Lair , Jérôme Lonchampt
Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 2017, 231 (4), pp.429-445. ⟨10.1177/1748006X17712121⟩
Journal articles hal-01576962v1
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Approximate simulation techniques and distribution of an extended Gamma process

Zeina Al Masry , Sophie Mercier , Ghislain Verdier
Methodology and Computing in Applied Probability, 2017, 19 (1), pp.213-235. ⟨10.1007/s11009-015-9474-3⟩
Journal articles hal-01247062v1
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A random shock model with mixed effect, including competing soft and sudden failures, and dependence

Sophie Mercier , H.H. Pham
Methodology and Computing in Applied Probability, 2016, 18 (2), pp.377-400. ⟨10.1007/s11009-014-9423-6⟩
Journal articles hal-01059774v1
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Performance measures for a deteriorating system subject to imperfect maintenance and delayed repairs

I. T. Castro , Sophie Mercier
Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 2016, 230 (4), pp.364-377. ⟨10.1177/1748006X16641789⟩
Journal articles hal-01331121v1
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Partially observed competing degradation processes: modeling and inference

Laurent Bordes , Sophie Mercier , Emmanuel Remy , Emilie Dautrême
Applied Stochastic Models in Business and Industry, 2016, ⟨10.1002/asmb.2187⟩
Journal articles hal-01355043v1
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A condition-based imperfect replacement policy for a periodically inspected system with two dependent wear indicators

Sophie Mercier , Ha Pham
Applied Stochastic Models in Business and Industry, 2014, ⟨10.1002/asmb.2011⟩
Journal articles hal-00984779v1
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On the modelling of imperfect repairs for a continuously monitored gamma wear process through age reduction

Sophie Mercier , I. T. T Castro
Journal of Applied Probability, 2013, 50 (4), pp.1057-1076. ⟨10.1239/jap/1389370099⟩
Journal articles hal-00984773v1
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Extended geometric processes: Semiparametric estimation and application to reliability

Laurent Bordes , Sophie Mercier
Journal of The Iranian Statistical Society, 2013, 12 (1), pp.1-34
Journal articles hal-00867031v1
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A preventive maintenance policy for a continuously monitored system with correlated wear indicators

Sophie Mercier , Ha Pham
European Journal of Operational Research, 2012, 222 (2), pp.263-272. ⟨10.1016/j.ejor.2012.05.011⟩
Journal articles hal-00864795v1
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Bivariate Gamma wear processes for track geometry modelling, with application to intervention scheduling

Sophie Mercier , Carolina Meier-Hirmer , Michel Roussignol
Structure and Infrastructure Engineering, 2012, 8 (4), pp.357-366. ⟨10.1080/15732479.2011.563090⟩
Journal articles hal-01576989v1
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Importance and Sensitivity Analysis in Dynamic Reliability

Robert Eymard , Sophie Mercier , Michel Roussignol
Methodology and Computing in Applied Probability, 2011, 13 (1), pp.75-104. ⟨10.1007/s11009-009-9122-x⟩
Journal articles hal-00692992v1

Piecewise Deterministic Markov Processes and maintenance modelling: application to maintenance of a train air conditioning system

William Lair , Sophie Mercier , M. Roussignol , R. Ziani
Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 2011, 225 (2), pp.199-209. ⟨10.1177/1748006XJRR347⟩
Journal articles hal-00914631v1

Optimal replacement policy for obsolete components with general failure rates

Sophie Mercier
Applied Stochastic Models in Business and Industry, 2008, 24 (3), pp.221--235. ⟨10.1002/asmb.706⟩
Journal articles hal-00693070v1
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Numerical bounds for semi-Markovian quantities and application to reliability

Sophie Mercier
Methodology and Computing in Applied Probability, 2008, 10 (2), pp.179--198. ⟨10.1007/s11009-007-9035-5⟩
Journal articles hal-00693069v1
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An implicit finite volume scheme for a scalar hyperbolic problem with measure data related to piecewise deterministic Markov processes

Robert Eymard , Sophie Mercier , Alain Prignet
Journal of Computational and Applied Mathematics, 2008, 222 (2), pp.293-323. ⟨10.1016/j.cam.2007.10.053⟩
Journal articles hal-00693134v1
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Comparison of numerical methods for the assessment of production availability of a hybrid system

Robert Eymard , Sophie Mercier
Reliability Engineering and System Safety, 2008, 93 (1), pp.168-177. ⟨10.1016/j.ress.2006.12.001⟩
Journal articles hal-00693079v1

Bounds and approximations for continuous-time Markovian transition probabilities and large systems

Sophie Mercier
European Journal of Operational Research, 2008, 185 (1), pp.216--234. ⟨10.1016/j.ejor.2006.12.036⟩
Journal articles hal-00693075v1

Discrete random bounds for general random variables and applications to reliability

Sophie Mercier
European Journal of Operational Research, 2007, 177 (1), pp.378--405. ⟨10.1016/j.ejor.2005.09.043⟩
Journal articles hal-00693092v1
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Characterization of the marginal distributions of Markov processes used in dynamic reliability

Christiane Cocozza-Thivent , Robert Eymard , Sophie Mercier , Michel Roussignol
Journal of Applied Mathematics and Stochastic Analysis, 2006, 2006, pp.1-18. ⟨10.1155/jamsa/2006/92156⟩
Journal articles hal-02004712v1
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A finite-volume scheme for dynamic reliability models

Christiane Cocozza-Thivent , Robert Eymard , Sophie Mercier
IMA Journal of Numerical Analysis, 2005, 26 (3), pp.446-471. ⟨10.1093/imanum/drl001⟩
Journal articles hal-00693102v1

Optimal replacement policy for a series system with obsolescence

Sophie Mercier , Pe Labeau
Applied Stochastic Models in Business and Industry, 2004, 20 (1), pp.73--91. ⟨10.1002/asmb.516⟩
Journal articles hal-00693137v1

Asymptotic failure rate of a Markov deteriorating system with preventive maintenance

Sophie Mercier , Michel Roussignol
Journal of Applied Probability, 2003, 40 (1), pp.1--19
Journal articles hal-00693116v1

Monotone Markov processes with respect to the reversed hazard rate ordering: An application to reliability

Sophie Mercier
Journal of Applied Probability, 2001, 38 (1), pp.195--208
Journal articles hal-00693742v1

Optimal restarting distribution after repair for a Markov deteriorating system

Sophie Mercier
Reliability Engineering and System Safety, 2001, 74 (2), pp.181--191. ⟨10.1016/S0951-8320(01)00076-X⟩
Journal articles hal-00693686v1

Semiparametric Estimate of the Efficiency of Imperfect Maintenance Actions for a Gamma Deteriorating System

Gabriel Salles , Sophie Mercier , Laurent Bordes
MMR 2019 (11th International Conference on Mathematical Methods in Reliability), Jun 2019, Hong-Kong, Hong Kong SAR China
Conference papers hal-02192655v1
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Two imperfect repair models for a gamma deteriorating system: A comparison

Sophie Mercier , I T Castro
ESREL 2018 (Annual European Safety and Reliability Conference), Jun 2018, Trondheim, Norway
Conference papers hal-01812171v1

Probabilistic construction and properties of gamma processes, and extensions

Sophie Mercier
16th Workshop on Quality Improvement Methods, Jun 2018, Dortmund, Germany
Conference papers hal-01812177v1
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OR03: A NEW BAYESIAN ESTIMATOR OF FAILURE RATES TO DEAL WITH HETEROGENEOUS DATA FROM THE OREDA DATABASE

Sophie Mercier , Laurent Bordes , Nicolas Clavé , Pierre-Joseph Cacheux
Congrès Lambda Mu 21 « Maîtrise des risques et transformation numérique : opportunités et menaces », Oct 2018, Reims, France
Conference papers hal-02074960v1

Parametric inference for two imperfect repair models for gamma deteriorating systems

Gabriel Salles , Sophie Mercier , Laurent Bordes
Fifteenth International Conference Zaragoza-Pau on Mathematics and its Applications, Sep 2018, Jaca, Spain
Conference papers hal-02192678v1

A bivariate failure time model with random shocks and mixed effects

Sophie Mercier , Ha Pham
Congreso Bienal de la Real Sociedad Matemática Española, Jan 2017, Zaragoza, Spain
Conference papers hal-01731445v1
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PROBABILISTIC CONSTRUCTION AND PROPERTIES OF GAMMA PROCESSES AND EXTENSIONS

Sophie Mercier
MMR 2017 (International Conference on Mathematical Methods on Reliability), 2017, Grenoble, France
Conference papers hal-01577025v1
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A CONDITION-BASED DYNAMIC MAINTENANCE POLICY FOR AN EXTENDED GAMMA PROCESS

Zeina Al Masry , Sophie Mercier , Ghislain Verdier
MMR 2017 (International Conference on Mathematical Methods on Reliability), 2017, Grenoble, France
Conference papers hal-01577016v1
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Generalized method of moments for an extended gamma process

Zeina Al Masry , Sophie Mercier , Ghislain Verdier
ESREL 2016 (Annual European Safety and Reliability Conference), 2016, Glasgow, United Kingdom
Conference papers hal-01577010v1

Probabilistic construction and properties of gamma processes

Sophie Mercier
SADA'16 - Conférence Internationale de Statistique Appliquée pour le Développement en Afrique, Nov 2016, Cotonou, Benin
Conference papers hal-01770447v1

On the stochastic comparison of two models of imperfect repairs for a gamma deteriorating system

Sophie Mercier , I. T. Castro
Fourteenth International Conference Zaragoza-Pau on Mathematics and its Applications, Sep 2016, Jaca, Spain
Conference papers hal-01770453v1

Technical tools for the use of extended gamma processes in reliability

Sophie Mercier , Zeina Al Masry , Ghislain Verdier
CMStatistics 2015 (8th International Conference of the ERCIM WG on Computational and Methodological Statistics), 2015, London, France
Conference papers hal-01355162v1
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An application of quasi Monte Carlo methods for the numerical assessment of maintenance strategies

Jeanne Demgne , William Lair , Jérome Lonchampt , Sophie Mercier
25th European Safety and Reliability Conference, ESREL 2015, 2015, Zurich, Switzerland. pp.907-916, ⟨10.1201/b19094-122⟩
Conference papers hal-01355100v1
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A BIVARIATE FAILURE TIME MODEL, WITH DEPENDENCE DUE TO SHOCKS AND MIXED EFFECT

Ha Pham , Sophie Mercier
MMR 2015: Ninth International Conference on Mathematical Methods in Reliability, 2015, Tokyo, Japan
Conference papers hal-01355146v1
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A multivariate degradation model with dependence due to shocks

Sophie Mercier , Anne Barros , Antoine Grall
MMR 2015: Ninth International Conference on Mathematical Methods in Reliability, 2015, Tokyo, Japan
Conference papers hal-01355141v1
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SIMULATION TECHNIQUES AND APPROXIMATED DISTRIBUTION OF AN EXTENDED GAMMA PROCESS

Zeina Al Masry , Sophie Mercier , Ghislain Verdier
MMR 2015: Ninth International Conference on Mathematical Methods in Reliability, 2015, Tokyo, Japan
Conference papers hal-01355148v1

Computation of some transient performance measures for deteriorating systems under continuous monitoring and imperfect repairs.

Sophie Mercier , I. T. Castro
MIMAR (8th IMA International Conference on Modelling in Industrial Maintenance and Reliability), Jul 2014, Oxford, United Kingdom
Conference papers hal-01770461v1

Méthodes de Quasi Monte-Carlo pour l’évaluation de stratégies d’investissements

Jeanne Demgne , Sophie Mercier , William Lair , Jérôme Lonchampt , Michaël Baudin et al.
Congrès Lambda Mu 19 de Maîtrise des Risques et Sûreté de Fonctionnement, IMdR, Institut pour la Maîtrise des risques, Oct 2014, Dijon, France. ⟨10.4267/2042/56097⟩
Conference papers hal-01355095v1

A random shock model with competing and dependent failure modes of different kinds

Sophie Mercier , Ha Pham
Thirteenth International Conference Zaragoza-Pau on Mathematics and its Applications, Sep 2014, Jaca, Spain
Conference papers hal-01770465v1

Extended Geometric Processes for Application to Reliability

Laurent Bordes , Sophie Mercier
Flint International Statistical Conference, Flint, USA, 2014, Flint, United States
Conference papers hal-02159179v1

A stochastic process for partial degradation data.

Emmanuel Remy , Sophie Mercier , Laurent Bordes , Emilie Dautrême
ERCIM 2014 (7th International Conference of the ERCIM WG on Computational and Methodological Statistics), Dec 2014, Pise, Italy
Conference papers hal-01770463v1

A bivariate random shock model with mixed effect and dependence

Sophie Mercier , Ha Pham
IWAP 2014 (Seventh International Workshop on Applied Probability), Jun 2014, Antalya, Turkey
Conference papers hal-01770468v1
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Multivariate Degradation Model with dependence due to Shocks

Sophie Mercier , Anne Barros , Antoine Grall
ALT 2014 (5th International Conference on Accelerated Life Testing and Degradation Models), Jun 2014, Pau, France. 12 p
Conference papers hal-01059780v1
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Quasi Monte Carlo methods for the numerical assessment of investments plans

Jeanne Demgne , Sophie Mercier , William Lair , Jérôme Lonchampt , Michaël Baudin et al.
ALT 2014 (5th International Conference on Accelerated Life Testing and Degradation Models), Jun 2014, Pau, France. 10 p
Conference papers hal-01059779v1

A virtual age model for imperfect repair of a continuously monitored system with accumulating deterioration

Sophie Mercier , Inmaculada T. Castro
ASMDA 2013 (15th Conference of the Applied Stochastic Models and Data Analysis International Society), 2013, Mataró, Spain
Conference papers hal-00913471v1

Two models of imperfect delayed repair for a continuously monitored system subject to an accumulative deterioration

Inmaculada T. Castro , Sophie Mercier
Annual European Safety and Reliability Conference, 2013, Amsterdam, Netherlands
Conference papers hal-00984803v1

An imperfect replacement policy for a periodically tested system with two dependent wear indicators

Ha Pham , Sophie Mercier
Annual European Safety and Reliability Conference, 2013, Amsterdam, Netherlands
Conference papers hal-00984798v1

A stochastic model for competing degradations

Sophie Mercier , Laurent Bordes , E. Remy , E. Dautrême
Annual European Safety and Reliability Conference, 2013, Amsterdam, Netherlands
Conference papers hal-00984802v1

Une politique de maintenance préventive associée à une dégradation accumulative bivariée observée continument

Ha Pham , Sophie Mercier
Congrès Lambda-Mu 18, 2012, Tours, France
Conference papers hal-00868376v1

Extended geometric processes for application to reliability

Sophie Mercier , Laurent Bordes
PSAM-ESREL, 2012, Helsinki, Finland
Conference papers hal-00868370v1

Processus géométrique étendu et applications en fiabilité

Laurent Bordes , Sophie Mercier
44ème Journées de Statistique, Bruxelles, Belgique, mai 2012, 2012, Unknown
Conference papers hal-00868366v1

A preventive maintenance policy for a bivariate wear indicator with continuous monitoring

Ha Pham , Sophie Mercier
PSAM 11 - ESREL 2012, Helsinki, Finland, 2012, Unknown
Conference papers hal-00868375v1

Extended geometric processes for application to reliability

Laurent Bordes , Sophie Mercier
CFE-ERCIM 2012, Oviedo, Spain, December 2012, 2012, Oviedo, Spain
Conference papers hal-00868365v1

Maintenance effect modelling and optimization of a two-component system

William Lair , Sophie Mercier , M. Roussignol , R. Ziani
ESREL 2011, Troyes, France, 2011, Unknown
Conference papers hal-00868117v1

Maintenance optimization of a train air conditioning system

William Lair , Sophie Mercier , M. Roussignol , R. Ziani
World Congress on Railway Research (WCRR), 2011, Lille, France
Conference papers hal-00868145v1

Stochastic models for reliability

Sophie Mercier
7th COPROMAPH International School, Cotonou, Bénin, 2011, Unknown
Conference papers hal-00868167v1
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A block replacement policy for a bivariate wear subordinator

Sophie Mercier , M. Roussignol
European Safety and Reliability Conference: Advances in Safety, Reliability and Risk Management, ESREL, 2011, Troyes, France. pp.1007-1014
Conference papers hal-00868118v1

Bivariate subordinators as wear processes in reliability, with application to preventive maintenance

Sophie Mercier
GDRR 2011 - Second Symposium on Games and Decisions in Reliability and Risks, 2011, Belgirate, Italy
Conference papers hal-00868166v1

Modélisation de la géométrie d'une voie ferrée par un processus Gamma bivarié et application à la maintenance

Sophie Mercier , C. Meier-Hirmer , M. Roussignol
Congrès Lambda-Mu 17, La Rochelle, France, 2010, Unknown
Conference papers hal-00868125v1

On the use of Piecewise Deterministic Markov Processes in classical reliability

Sophie Mercier
Eleventh International Conference Zaragoza-Pau on Applied Mathematics and Statistics, Jaca, Espagne, 2010, Unknown
Conference papers hal-00868150v1

Modeling and quantification of aging systems for maintenance optimization

William Lair , R. Ziani , Sophie Mercier , M. Roussignol
The International Symposium on Product Quality and Integrity, RAMS 2010, 2010, Unknown, pp.1-6, ⟨10.1109/RAMS.2010.5448074⟩
Conference papers hal-00864800v1

Processus markoviens déterministes par morceaux et quantification déterministe avec un schéma de volumes finis : un cas d'étude

William Lair , Sophie Mercier , R. Ziani , M. Roussignol
Congrès Lambda-Mu 17, La Rochelle, France, 2010, Unknown
Conference papers hal-00868124v1

Modélisation et quantification de systèmes vieillissants pour l'optimisation de la maintenance

William Lair , Sophie Mercier , R. Ziani , M. Roussignol
Congrès Qualita, 2009, Besançon, France
Conference papers hal-00866304v1

Degradation Processes in Reliability

Waltraud Kahle , Sophie Mercier , Christian Paroissin
John Wiley & Sons, Inc. 2016, Mathematics and Statistics Series, Mathematical models and methods in reliability set, Vol. 3., ⟨10.1002/9781119307488⟩
Books hal-01355065v1

Availability in Stochastic Models

Sophie Mercier
Wiley Encyclopedia of Operations Research and Management Science, John Wiley & Sons, Inc., 2011, ⟨10.1002/9780470400531.eorms0073⟩
Book sections hal-00868495v1
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Modelling track geometry by a bivariate Gamma wear process, with application to maintenance

Sophie Mercier , C. Meier-Hirmer , M. Roussignol
xx. Risk and Decision Analysis in Maintenance Optimization and Flood Management, IOS Press, Delft, pp.123--136, 2009
Book sections hal-00868498v1
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Stochastic models and numerical methods for reliability

Sophie Mercier
Mathematics [math]. Université Paris-Est, 2008
Habilitation à diriger des recherches tel-00368100v1