Gaussian process emulators for computer experiments with inequality constraints H Maatouk, X Bay Mathematical Geosciences 49, 557-582, 2017 | 106 | 2017 |
An analytic comparison of regularization methods for Gaussian processes H Mohammadi, RL Riche, N Durrande, E Touboul, X Bay arXiv preprint arXiv:1602.00853, 2016 | 43 | 2016 |
A new rejection sampling method for truncated multivariate Gaussian random variables restricted to convex sets H Maatouk, X Bay Monte Carlo and Quasi-Monte Carlo Methods: MCQMC, Leuven, Belgium, April …, 2016 | 41 | 2016 |
Model risk in the pricing of weather derivatives O Roustant, JP Laurent, X Bay, L Carraro Bankers Markets & Investors: an academic & professional review, p. 5-16, 2004 | 40 | 2004 |
Generalization of the Kimeldorf-Wahba correspondence for constrained interpolation X Bay, L Grammont, H Maatouk | 23 | 2016 |
Argumentwise invariant kernels for the approximation of invariant functions D Ginsbourger, X Bay, O Roustant, L Carraro Annales de la Faculté des sciences de Toulouse: Mathématiques 21 (3), 501-527, 2012 | 23 | 2012 |
Eigenvalue uncertainty evaluation in MC calculations, using time series methodologies O Jacquet, R Chajari, X Bay, A Nouri, L Carraro Advanced Monte Carlo for Radiation Physics, Particle Transport Simulation …, 2001 | 19 | 2001 |
Karhunen-Lo\eve decomposition of Gaussian measures on Banach spaces X Bay, JC Croix arXiv preprint arXiv:1704.01448, 2017 | 11 | 2017 |
Initialization bias suppression of an iterative monte carlo calculation Y Richet, O Jacquet, X Bay Monte Carlo 2005: The Monte Carlo Method: Versatility Unbounded In A Dynamic …, 2005 | 11 | 2005 |
A bootstrap approach to the price uncertainty of weather derivatives O Roustant, JP Laurent, X Bay, L Carraro BULLETIN FRANÇAIS D’ACTUARIAT, 153, 2003 | 11 | 2003 |
Regulating flatness of a metal strip at the output of a roll housing S Martin, F Serval, L Dorel, Y Leclercq, R Le Riche, X Bay US Patent 7,748,247, 2010 | 10 | 2010 |
Automated suppression of the initial transient in Monte Carlo calculations based on stationarity detection using the Brownian bridge theory Y Richet, O Jacquet, X Bay | 10 | 2003 |
A new method for interpolating in a convex subset of a Hilbert space X Bay, L Grammont, H Maatouk Computational Optimization and Applications 68, 95-120, 2017 | 9 | 2017 |
L'incertitude en conception: formalisation, estimation G Pujol, R Le Riche, O Roustant, X Bay Optimisation Multidisciplinaire de Systèmes Mécaniques 2: réduction de …, 2009 | 9 | 2009 |
Planification d'expériences numériques à partir du processus ponctuel de Strauss J Franco, X Bay, D Dupuy, B Corre | 7 | 2008 |
Spectral approach for kernel-based interpolation B Gauthier, X Bay Annales de la Faculté des sciences de Toulouse: Mathématiques 21 (3), 439-479, 2012 | 6 | 2012 |
Sampling large hyperplane-truncated multivariate normal distributions H Maatouk, D Rullière, X Bay Computational Statistics 39 (4), 1779-1806, 2024 | 5 | 2024 |
A note on simulating hyperplane-truncated multivariate normal distributions H Maatouk, X Bay, D Rullière Statistics & Probability Letters 191, 109650, 2022 | 5 | 2022 |
Minimisation de quantiles–application en mécanique G Pujol, R Le Riche, X Bay, O Roustant 9e colloque national en calcul des structures, 2009 | 5 | 2009 |
A bootstrap approach to the pricing of weather derivatives O Roustant, JP Laurent, X Bay, L Carraro 35 eme colloque ASTIN, 2003 | 5 | 2003 |