CV HAL - Xavier BAY

Optimal Linear Interpolation under Differential Information: application to the prediction of perfect flows

Soumyodeep Mukhopadhyay , Didier Rullière , Rodolphe Le Riche , David Gaudrie , Xavier Bay et al.

2026

Pré-publication, Document de travail hal-05590405v1

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

Planification d'expériences numériques à partir du processus ponctuel de Strauss

Jessica Franco , Xavier Bay , Delphine Dupuy , Bernard Corre

2008

Pré-publication, Document de travail hal-00260701v1

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

Karhunen–Loève decomposition of Gaussian measures on Banach spaces

Xavier Bay , Jean-Charles Croix

Probability and Mathematical Statistics, 2019, 39 (2), pp.279 - 297. ⟨10.19195/0208-4147.39.2.3⟩

Article dans une revue emse-02426501v1

An analysis of covariance parameters in Gaussian Process-based optimization

Hossein Mohammadi , Rodolphe Le Riche , Xavier Bay , Eric Touboul

Croatian Operational Research Review (CRORR), 2018, 9 (1), pp.1-10. ⟨10.17535/crorr.2018.0001⟩

Article dans une revue emse-01412156v1

Spectral approach for kernel-based interpolation

Bertrand Gauthier , Xavier Bay

Annales de la Faculté des Sciences de Toulouse. Mathématiques., 2012, 21 (3), pp.439-479

Article dans une revue hal-00915529v3

Argumentwise invariant kernels for the approximation of invariant functions

David Ginsbourger , Xavier Bay , Olivier Roustant , Laurent Carraro

Annales de la Faculté de Sciences de Toulouse, 2012, Tome 21 (numéro 3), p. 501-527

Article dans une revue hal-00632815v2

Model risk in the pricing of weather derivatives

Olivier Roustant , Jean-Paul Laurent , Xavier Bay , Laurent Carraro

Bankers Markets & Investors : an academic & professional review, 2004, 72, p. 5-16

Article dans une revue emse-00699607v1

A bootstrap approach to the pricing of weather derivatives

Olivier Roustant , J.-P. Laurent , Xavier Bay , L. Carraro

Bulletin Français d'Actuariat, 2004, 6 (12), pp.163-171

Article dans une revue hal-00409725v1

A Bootstrap approach to the price uncertainty of weather derivatives

Olivier Roustant , Jean-Paul Laurent , Xavier Bay , Laurent Carraro

ASTIN Bulletin, 2003

Article dans une revue emse-00744904v1

Collocation-based kriging with applications to the prediction of perfect flows

Soumyodeep Mukhopadhyay , Didier Rullière , Rodolphe Le Riche , Xavier Bay , Laurent Genest et al.

Consortium en math´ematiques appliqu´ees CIROQUO, Workshop, 2025, May 2025, Ecully, France

Poster de conférence emse-05081287v1

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

Multi-output Gaussian Process Regression: from shape parameters to vector-valued fluid flow

Soumyodeep Mukhopadhyay , Rodolphe Le Riche , Xavier Bay , Didier Rullière , Laurent Genest et al.

26e Congrès Français de Mécanique (CFM 2025), Aug 2025, Metz, France

Poster de conférence hal-05234876v1

Kriging under differential information: application to prediction of perfect flows

Soumyodeep Mukhopadhyay , Didier Rullière , Rodolphe Le Riche , Xavier Bay , Laurent Genest et al.

Gaussian processes and related topics, Jul 2025, Toulouse, France

Poster de conférence emse-05157949v1

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

An Analytic Comparison of Regularization Methods for Gaussian Processes

Hossein Mohammadi , Rodolphe Le Riche , Eric Touboul , Xavier Bay , Nicolas Durrande

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

Poster de conférence emse-01148652v1

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

Short Term Load Forecasting in the Industry for Establishing Consumption Baselines: A French Case

José Blancarte , Mireille Batton-Hubert , Xavier Bay , Marie-Agnès Girard , Anne Grau

Modeling and Stochastic Learning for Forecasting in High Dimensions, 217, Springer, pp 1-20, 2015, Lecture Notes in Statistics, 978-3-319-18731-0. ⟨10.1007/978-3-319-18732-7_1⟩

Chapitre d'ouvrage emse-01184916v1

An empirical study of the use of confidence levels in RBDO with Monte Carlo simulations

Daniel Salazar , Rodolphe Le Riche , Xavier Bay

Piotr Breitkopf; Rajan Filomeno Coelho. Multidisciplinary Design Optimization in Computational Mechanics, wiley / ISTE, pp.369-404, 2010

Chapitre d'ouvrage emse-00436268v1

L'incertitude en conception : formalisation, estimation

Gilles Pujol , Rodolphe Le Riche , Olivier Roustant , Xavier Bay

Optimisation Multidisciplinaire de Systèmes Mécaniques 2 : réduction de modèles, robustesse, fiabilité, réalisations logicielles, Hermes publisher, 2009, Mécanique et Ingénierie des Matériaux

Chapitre d'ouvrage hal-00409905v1

Optimal Linear Interpolation under Differential Information: application to prediction of perfect flows

Soumyodeep Mukhopadhyay , Didier Rullière , Rodolphe Le Riche , Xavier Bay , Laurent Genest et al.

PGMO (Programme Gaspard Monge pour l'Optimisation) DAYS 2025, EDF, Nov 2025, Saclay, France. pp.112

Communication dans un congrès hal-05372055v1

A Comparison of Regularization Methods for Gaussian Processes

Rodolphe Le Riche , Hossein Mohammadi , Nicolas Durrande , Eric Touboul , Xavier Bay

2017 SIAM Conference on Optimization, May 2017, Vancouver, Canada

Communication dans un congrès emse-01525668v1

Integrating industrial energy consumption as short-term demand response resources

José Blancarte , Murin Valérie , Mireille Batton-Hubert , Xavier Bay , Marie-Agnès Girard

4th Annual International Conference on Sustainable Energy and Environmental Sciences (SEES 2015), Feb 2015, Singapour, Singapore

Communication dans un congrès emse-01119393v1

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

On regularization techniques in statistical learning by Gaussian processes

Hossein Mohammadi , Rodolphe Le Riche , Eric Touboul , Xavier Bay

NICST'2013, New and smart Information Communication Science and Technology to support Sustainable Development, Sep 2013, Clermont Ferrand, France

Communication dans un congrès emse-00867497v1

Product family optimization: a multiplatform algorithm based on iterative increase of the commonality

Derrick Fongang Fongang , Rodolphe Le Riche , Xavier Bay

Quatorzième congrès annuel de la Société Française de recherche Opérationnelle et d'Aide à la Décision (ROADEF 2013), Feb 2013, Troyes, France. pp.Session 36 : Programmation Mathématique MultiObjectifs (PM2O)

Communication dans un congrès emse-00796767v1

Transposing Energy Consumption Analysis and Forecasting Tools from the Industrial Site to the Equipment Level

José Blancarte , Andrés Rodríguez , Mireille Batton-Hubert , Anne Grau , Xavier Bay

NICST'2013, New and smart Information Communication Science and Technology to support Sustainable Development, Sep 2013, Clermont Ferrand, France

Communication dans un congrès emse-00862323v1

Planification d'expériences numériques à partir du processus ponctuel de Strauss

Delphine Dupuy , Jessica Franco , Xavier Bay

12e congrès de la société Française de Recherche Opérationnelle et d'Aide à la Décision (ROADEF 2011), Mar 2011, Saint Etienne, France

Communication dans un congrès emse-00679651v1

Adding hypothesis testing to evolutionary RBDO with Monte Carlo simulations

Daniel Salazar , Rodolphe Le Riche , Xavier Bay

ECCM 2010, IV European Conference on Computational Mechanics, May 2010, Paris, France. pp.936

Communication dans un congrès emse-00686630v1

Strauss Processes: A New Space-filling Design for Computer Experiments (Planification d'expériences numériques à partir du processus ponctuel de Strauss)

J. Franco , Xavier Bay , B. Corre , D. Dupuy

Congrès conjoint de la Société Statistique du Canada et de la SFdS, May 2008, Ottawa, Canada

Communication dans un congrès hal-00409774v1

Kriging and invariances

D. Ginsbourger , Xavier Bay , Y. Richet , L. Carraro

8th annual conference of ENBIS, Sep 2008, Athènes, Greece

Communication dans un congrès hal-00409764v1

Covariance Kernels for Spatial Interpolation of Symmetrical Functions (Noyaux de covariance pour le krigeage de fonctions symétriques)

D. Ginsbourger , Xavier Bay , L. Carraro

Congrès conjoint de la Société Statistique du Canada et de la SFdS, May 2008, Ottawa, Canada

Communication dans un congrès hal-00409759v1

Initialization Bias Suppression of an Iterative Monte Carlo Calculation

Y. Richet , O. Jacquet , Xavier Bay

Monte Carlo 2005: The Monte Carlo Method: Versatility Unbounded In A Dynamic Computing World, Apr 2005, Chattanooga, Tennessee, United States

Communication dans un congrès hal-00409762v1

A bootstrap approach to the pricing of weather derivatives

Olivier Roustant , J.-P. Laurent , Xavier Bay , L. Carraro

35 eme colloque ASTIN, Jun 2003, Bergen, Norway

Communication dans un congrès hal-00699544v1

Automated Suppression of the Initial Transient in Monte Carlo Calculations based on Stationarity Detection using the Brownian Bridge Theory

Yann Richet , Olivier Jacquet , Xavier Bay

7th International Conference on Nuclear Criticality Safety, Oct 2003, Tokai-mura, Japan. pp 578-583

Communication dans un congrès emse-00703270v1

Estimation Risk and the Pricing of Weather Derivatives

Olivier Roustant , Jean-Paul Laurent , Xavier Bay , Laurent Carraro

AFFI rencontre chercheurs / industrie financière, Dec 2001, Paris, France

Communication dans un congrès emse-00745082v1

Large scale Gaussian processes with Matheron's update rule and Karhunen-Loève expansion

Hassan Maatouk , Didier Rullière , Xavier Bay

MCQMC 2022, Jul 2022, Linz (AUSTRIA), Austria. 460, pp.469--487, 2024, 978-3-031-59761-9. ⟨10.1007/978-3-031-59762-6_23⟩

Proceedings/Recueil des communications hal-03909542v2

Régulation de la planéité d'une bande métallique à la sortie d'une cage de laminoir

Xavier Bay , Laurent Dorel , Rodolphe Le Riche , Yves Leclercq , Sébastien Martin et al.

France, N° de brevet: N° FR20040013753 20041222. 2006

Brevet emse-00686686v1

Régulation de planéité par critère crête-à-crête

Rodolphe Le Riche , Xavier Bay

[Rapport de recherche] Mines Saint-Etienne. 2004

Rapport (rapport de recherche) emse-00691573v1

Xavier BAY

Publications

Publications

Optimal Linear Interpolation under Differential Information: application to the prediction of perfect flows

Adaptive finite-dimensional approximation of constrained Gaussian processes for large datasets

Bayesian linear models for large datasets: Markov chain Monte Carlo or Matheron's update rule

Optimal Smoothing and Gaussian Processes with noisy data under constraints

Planification d'expériences numériques à partir du processus ponctuel de Strauss

Truncated multivariate normal distribution under linear and nonlinear constraints

Bayesian analysis of constrained Gaussian processes

Efficient constrained Gaussian process approximation using elliptical slice sampling

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

Sampling large hyperplane-truncated multivariate normal distributions

Equivalent between constrained optimal smoothing and Bayesian estimation

Karhunen–Loève decomposition of Gaussian measures on Banach spaces

An analysis of covariance parameters in Gaussian Process-based optimization

Spectral approach for kernel-based interpolation

Argumentwise invariant kernels for the approximation of invariant functions

Model risk in the pricing of weather derivatives

A bootstrap approach to the pricing of weather derivatives

A Bootstrap approach to the price uncertainty of weather derivatives

Collocation-based kriging with applications to the prediction of perfect flows

Gaussian Processes: from knowledge-informed Machine Learning to optimization

Multi-output Gaussian Process Regression: from shape parameters to vector-valued fluid flow

Kriging under differential information: application to prediction of perfect flows

Bayesian Linear Models for Large Datasets

An Analytic Comparison of Regularization Methods for Gaussian Processes

Efficient Bayesian Linear Models for a Large Number of Observations

Short Term Load Forecasting in the Industry for Establishing Consumption Baselines: A French Case

An empirical study of the use of confidence levels in RBDO with Monte Carlo simulations

L'incertitude en conception : formalisation, estimation

Optimal Linear Interpolation under Differential Information: application to prediction of perfect flows

A Comparison of Regularization Methods for Gaussian Processes

Integrating industrial energy consumption as short-term demand response resources

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

A new rejection sampling method for truncated multivariate Gaussian random variables

On regularization techniques in statistical learning by Gaussian processes

Product family optimization: a multiplatform algorithm based on iterative increase of the commonality

Transposing Energy Consumption Analysis and Forecasting Tools from the Industrial Site to the Equipment Level

Planification d'expériences numériques à partir du processus ponctuel de Strauss

Adding hypothesis testing to evolutionary RBDO with Monte Carlo simulations

Strauss Processes: A New Space-filling Design for Computer Experiments (Planification d'expériences numériques à partir du processus ponctuel de Strauss)

Kriging and invariances

Covariance Kernels for Spatial Interpolation of Symmetrical Functions (Noyaux de covariance pour le krigeage de fonctions symétriques)

Initialization Bias Suppression of an Iterative Monte Carlo Calculation

A bootstrap approach to the pricing of weather derivatives

Automated Suppression of the Initial Transient in Monte Carlo Calculations based on Stationarity Detection using the Brownian Bridge Theory

Estimation Risk and the Pricing of Weather Derivatives

Large scale Gaussian processes with Matheron's update rule and Karhunen-Loève expansion

Régulation de la planéité d'une bande métallique à la sortie d'une cage de laminoir

Régulation de planéité par critère crête-à-crête