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Probabilistic proofs of large deviation results for sums of semiexponential random variables and explicit rate function at the transition

Fabien Brosset , Thierry Klein , Agnès Lagnoux , P Petit
Séminaire de Probabilités, 2022, ⟨10.1007/978-3-030-96409-2_8⟩
Journal articles hal-02895684v2
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Deviation results for sparse tables in hashing with linear probing

Thierry Klein , A Lagnoux , P Petit
Probability Theory and Related Fields, 2022, ⟨10.1007/s00440-021-01100-1⟩
Journal articles hal-01097276v4
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Statistical inference for Sobol pick freeze Monte Carlo method

Fabrice Gamboa , Alexandre Janon , Thierry Klein , Agnes Lagnoux-Renaudie , Clémentine Prieur et al.
Statistics, 2016, 50 (4), pp.881-902. ⟨10.1080/02331888.2015.1105803⟩
Journal articles hal-00804668v1
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Effective branching splitting method under cost contraint

Agnes Lagnoux
Stochastic Processes and their Applications, 2008, 118 (10), pp.1820-1851. ⟨10.1016/j.spa.2007.10.009⟩
Journal articles hal-00644141v1

Maximum likelihood estimation for Gaussian processes under inequality constraints

François Bachoc , Agnes Lagnoux , Andrés F. López-Lopera
Electronic Journal of Statistics , 2019, 13 (2), pp.2921-2969. ⟨10.1214/19-EJS1587⟩
Journal articles hal-01864340v1
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Analyse des modeles de branchement avec duplication des trajectoires pour l'étude des événements rares

Agnes Lagnoux
Mathématiques [math]. Université Paul Sabatier - Toulouse III, 2006. Français. ⟨NNT : ⟩
Theses tel-00129752v1
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On the Bickel–Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes

Agnès Lagnoux , Thi Mong Ngoc Nguyen , Frédéric Proïa
ESAIM: Probability and Statistics, 2019, 23, pp.464-491. ⟨10.1051/ps/2018016⟩
Journal articles hal-02925331v1
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Estimation of the Sobol indices in a linear functional multidimensional model

Jean-Claude Fort , Thierry Klein , Agnès Lagnoux , Béatrice Laurent
Journal of Statistical Planning and Inference, 2013, 143 (9), pp.1590-1605
Journal articles hal-00685998v1
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Asymptotic normality and efficiency of two Sobol index estimators

Alexandre Janon , Thierry Klein , Agnes Lagnoux-Renaudie , Maëlle Nodet , Clémentine Prieur et al.
ESAIM: Probability and Statistics, 2014, 18, pp.342-364. ⟨10.1051/ps/2013040⟩
Journal articles hal-00665048v2
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Large deviation results for triangular arrays of semiexponential random variables

Thierry Klein , Agnès Lagnoux , P Petit
Journal of Applied Probability, 2022, 59 (2), p.399-420
Journal articles hal-02968048v1
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A conditional Berry-Esseen inequality

Thierry Klein , Agnès Lagnoux , P Petit
Journal of Applied Probability, 2019, 56 (1), pp 76-90. ⟨10.1017/jpr.2019.7⟩
Journal articles hal-01801795v3
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A Two-Step branching splitting model under cost constraint for rare event analysis

Agnes Lagnoux
Journal of Applied Probability, 2009, 46 (2), pp.429-452
Journal articles hal-00644145v1
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Posterior contraction rates for constrained deep Gaussian processes in density estimation and classication

François Bachoc , Agnès Lagnoux
2021
Preprints, Working Papers, ... hal-03477991v1
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Sensitivity Analysis of Risk Assessment with Data-Driven Dependence Modeling

Gabriel Sarazin , Jérôme Morio , Agnès Lagnoux , Mathieu Balesdent , Loic Brevault et al.
29th European Safety and Reliability Conference, Sep 2019, Hanovre, Germany
Conference papers hal-02421437v1
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Global Sensitivity Analysis: a new generation of mighty estimators based on rank statistics

Fabrice Gamboa , Pierre Gremaud , Thierry Klein , Agnès Lagnoux
2021
Preprints, Working Papers, ... hal-02474902v4
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Statistical significance based on the length and position of the local score in a model of i.i.d. sequences.

Agnes Lagnoux , Sabine Mercier , Pierre Vallois
Bioinformatics, 2017, 33 (5), pp.654-660. ⟨10.1093/bioinformatics/btw699⟩
Journal articles hal-01301246v2
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Normalité asymptotique et efficacité dans l'estimation des indices de Sobol

Alexandre Janon , Thierry Klein , Agnès Lagnoux , Maëlle Nodet , Clémentine Prieur et al.
44èmes journées de statistique, Société Française de Statistique (SFDS), May 2012, Bruxelles, Belgique
Conference papers hal-00708837v1
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Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments

Jean-Marc Azaïs , François Bachoc , Agnès Lagnoux , Thi Mong Ngoc Nguyen
ESAIM: Probability and Statistics, 2020, 24, pp.842-882. ⟨10.1051/ps/2020021⟩
Journal articles hal-03022877v1
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Rare event simulation

Agnes Lagnoux
Probability in the Engineering and Informational Sciences, 2006, 20 (1), pp.45-66. ⟨10.1017/S0269964806060025⟩
Journal articles istex hal-00644139v1
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Sensitivity analysis based on Cramér von Mises distance

Fabrice Gamboa , Thierry Klein , Agnès Lagnoux
SIAM/ASA Journal on Uncertainty Quantification, 2018, 6 (2), pp.522-548. ⟨10.1137/15M1025621⟩
Journal articles hal-01163393v2
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Sensitivity indices for multivariate outputs

Fabrice Gamboa , Alexandre Janon , Thierry Klein , Agnès Lagnoux
Comptes Rendus. Mathématique, 2013, 351 (7-8), pp.307-310
Journal articles hal-00800847v2
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Sensitivity analysis for multidimensional and functional outputs

Fabrice Gamboa , Alexandre Janon , Thierry Klein , Agnès Lagnoux
Electronic Journal of Statistics , 2014, 8 (1), pp.575-603
Journal articles hal-00881112v1
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Kriging and expected Improvement applied to an industrial context-Prediction of new geometries increasing the efficiency of fans

Agnès Lagnoux , T.M. Ngoc Nguyen , Bruno Demory , Manuel Henner
2021
Preprints, Working Papers, ... hal-02044258v2
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Semi-parametric estimation of the variogram of a Gaussian process with stationary increments

Jean-Marc Azaïs , François Bachoc , Agnès Lagnoux , Thi Mong Ngoc Nguyen
ESAIM: Proceedings and Surveys, 2020, 24, pp.842 - 882
Journal articles hal-01802830v3
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Statistique et excursions de processus, grandes déviations conditionnelles et analyse de sensibilité

Agnès Lagnoux
Probabilités [math.PR]. Université Toulouse 3 Paul Sabatier (UT3 Paul Sabatier), 2019
Habilitation à diriger des recherches tel-02316107v1
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Fixed-domain asymptotic properties of composite likelihood estimators for Gaussian processes

François Bachoc , Agnès Lagnoux
Journal of Statistical Planning and Inference, 2020, 209, pp.62-75
Journal articles hal-02079975v1
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Probability density function of the local score position

Agnes Lagnoux , Sabine Mercier , Pierre Vallois
Stochastic Processes and their Applications, 2019, 129 (10), pp.3664-3689. ⟨10.1016/j.spa.2018.10.008⟩
Journal articles hal-01835781v1
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Probability that the maximum of the reflected Brownian motion over a finite interval [0; t] is achieved by its last zero before t

Agnès Lagnoux , Sabine Mercier , Pierre Vallois
Electronic Communications in Probability, 2015, ⟨10.1214/ECP.vVOL-PID⟩
Journal articles hal-01214773v1
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Simultaneous confidence bands in curve prediction applied to load curves

Jean-Marc Azaïs , Sophie Bercu , Jean-Claude Fort , Agnes Lagnoux , Pierre Lé et al.
Journal of the Royal Statistical Society: Series C Applied Statistics, 2010, 59 (5), pp.889-904. ⟨10.1111/j.1467-9876.2010.00727.x⟩
Journal articles hal-00644155v1
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Sensitivity analysis in general metric spaces

Fabrice Gamboa , Thierry Klein , Agnès Lagnoux , Leonardo Moreno
Reliability Engineering and System Safety, 2021, ⟨10.1016/j.ress.2021.107611⟩
Journal articles hal-02044223v4