Team cqfd

Members
Overall Objectives
Scientific Foundations
Application Domains
Software
New Results
Contracts and Grants with Industry
Other Grants and Activities
Dissemination
Bibliography

Bibliography

Major publications by the team in recent years

[1]
B. Bercu, B. de Saporta, A. Gégout-Petit.
Asymptotic analysis for bifurcating autoregressive processes via a martingale approach, in: Electronic Journal of Probability, 2009, vol. 14, p. 2492–2526.
[2]
M. Chavent, B. Liquet, J. Saracco.
A semiparametric approach for a multivariate sample selection model, in: Statist. Sinica, 2010, vol. 20, no 2, p. 513–536.
[3]
O. L. d. V. Costa, F. Dufour.
Stability and ergodicity of piecewise deterministic Markov processes, in: SIAM J. Control Optim., 2008, vol. 47, no 2, p. 1053–1077.
[4]
O. L. d. V. Costa, F. Dufour.
The Vanishing Discount Approach for the Average Continuous Control of Piecewise Deterministic Markov Processes, in: Journal of Applied Probability, 2009, vol. 46, no 4.
[5]
F. Dufour, A. Piunovskiy.
Multi-objective stopping problem for discrete-time Markov processes, in: Journal of Applied Probability, 2010, vol. 47, no 4.
[6]
A. Gannoun, J. Saracco, A. Yuan, G. E. Bonney.
Non-parametric quantile regression with censored data, in: Scand. J. Statist., 2005, vol. 32, no 4, p. 527–550.
[7]
J. Saracco.
Asymptotics for pooled marginal slicing estimator based on Im12 $SIR_\#945 $ approach, in: J. Multivariate Anal., 2005, vol. 96, no 1, p. 117–135.
[8]
B. de Saporta, F. Dufour, K. Gonzalez.
Numerical method for optimal stopping of piecewise deterministic Markov processes, in: The Annals of Applied Probability, 2010, vol. 20, no 5, p. 1607-1637.

Publications of the year

Doctoral Dissertations and Habilitation Theses

[9]
K. Gonzalez.
Contribution ˆ l'étude des Processus Markoviens Déterministes par Morceaux - Etude d'un cas-test de la sûreté de fonctionnement et Problème d'arrêt optimal à horizon aléatoire, Université Bordeaux 1, 2010.
[10]
T. M. N. Nguyen.
Estimation récursive pour les modèles semi-paramétriques, Université Bordeaux 1, 2010.

Articles in International Peer-Reviewed Journal

[11]
B. Bercu, L. Coutin, N. Savy.
Sharp large deviations for the fractional Ornstein-Uhlenbeck process, in: Teoriya Veroyatnostei i ee Primeneniya, 2010, vol. 55, no 4, p. 1-39.
http://hal.inria.fr/hal-00386239/en
[12]
B. Bercu, T. M. N. Nguyen, J. Saracco.
Recursive and non recursive versions for SIR and SIRoneslice (a new one slice-based SIR approach, 2010, To appear.
[13]
B. Bercu, I. Nourdin, M. Taqqu.
Almost sure central limit theorems on the Wiener space, in: Stochastic Processes an their Applications, 2010, vol. 120, p. 1607-1628.
http://hal.inria.fr/hal-00375290/en
[14]
B. Bercu, V. Vazquez.
A new concept of strong controllability via the Schur complement in adaptive tracking, in: Automatica, 2010, vol. 46, p. 1799-1805.
http://hal.inria.fr/hal-00386247/en
[15]
B. Bercu, V. Vazquez.
On the usefulness of persistent excitation in ARX adaptive tracking, in: International Journal of Control, 2010, vol. 83, p. 1145-1154.
http://hal.inria.fr/hal-00386177/en
[16]
M. Chavent, B. Liquet, J. Saracco.
A semiparametric approach for a multivariate sample selection model, in: Statist. Sinica, 2010, vol. 20, no 2, p. 513–536.
[17]
D. Commenges, A. Gégout-Petit.
A general definition of influence between stochastic processes, in: LIDA, 2010, vol. 16, p. 33-44.
[18]
O. L. d. V. Costa, F. Dufour.
Average control of piecewise deterministic Markov processes, in: SIAM Journal of Control and Optimization, 2010, vol. 48, no 7, p. 4262-4291.
[19]
O. L. d. V. Costa, F. Dufour.
The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes, in: Applied Mathematics and Optimization, 2010, vol. 62, no 2, p. 185–204.
[20]
O. L. d. V. Costa, F. Dufour.
Singular Perturbation for the discounted continuous contol of piecewise deterministic Markov processes, in: Applied MAthematics and Optimization, 2011, To appear.
[21]
F. Dufour, A. Piunovskiy.
Multi-objective stopping problem for discrete-time Markov processes, in: Journal of Applied Probability, 2010, vol. 47, no 4.
[22]
A. Gannoun, J. Saracco, Y. Keming.
On Semiparametric Mode Regression Estimation, in: Communications in Statistics - Theory and Methods, 2010, vol. 39, no 7, p. 1141–1157.
[23]
V. Kuentz, B. Liquet, J. Saracco.
Bagging versions of Sliced Inverse Regression, in: Communications in Statistics - Theory and Methods, 2010, vol. 39, no 11, p. 1985–1996.
[24]
V. Kuentz, J. Saracco.
Cluster-based Sliced Inverse Regression, in: Journal of the Korean Statistical Society, 2010, vol. 39, no 2, p. 251–267.
[25]
B. Liquet, J. Saracco.
A graphical tool for selecting the number of slices and the dimension of the model in SIR and SAVE approaches, in: Computational Statistics, 2010, In revision.
[26]
B. de Saporta, F. Dufour, K. Gonzalez.
Numerical method for optimal stopping of piecewise deterministic Markov processes, in: The Annals of Applied Probability, 2010, vol. 20, no 5, p. 1607-1637.

Articles in National Peer-Reviewed Journal

[27]
T. M. N. Nguyen, J. Saracco.
Estimation récursive en régression inverse par tranches (sliced inverse regression), in: Journal de la Société Française de Statistique, 2010, vol. 151, no 2, p. 19–46.

International Peer-Reviewed Conference/Proceedings

[28]
M. Chavent, V. Kuentz, B. Liquet, J. Saracco.
Régression inverse par tranches pour une population stratifiée, in: 42èmes Journées de Statistique, France Marseille, France, 2010.
http://hal.inria.fr/inria-00494671/en
[29]
O. L. d. V. Costa, F. Dufour.
The Policy Iteration Algorithm for Average Continuous Control of Piecewise Deterministic Markov Processes, in: Proceedings of the Conference on Decision and Control, Atlanta, USA, 2010.
[30]
F. Dufour, R. Stockbridge.
Existence of Strict Optimal Controls for Long-term Average Stochastic Control Problems, in: Proceedings of the19th International Symposium on Mathematical Theory of Networks and Systems, Budapest, Hungary, 2010.
[31]
T. M. N. Nguyen, J. Saracco.
Estimation récursive en régression inverse par tranche (sliced inverse regression), in: 42èmes Journées de Statistique, France Marseille, France, 2010.
http://hal.inria.fr/inria-00494780/en
[32]
J. Saracco.
A semiparametric approach to estimate reference curves for biophysical prop- erties of the skin, in: Time Series, Quantile Regression and Model Choice, Dortmund, Germany, 2010.
[33]
B. de Saporta, A. Gégout-Petit, L. Marsalle.
Analyse asymptotique des processus autoregressifs de bifurcation avec données manquantes, in: 42èmes Journées de Statistique, France Marseille, France, 2010.
http://hal.inria.fr/inria-00494793/en

National Peer-Reviewed Conference/Proceedings

[34]
R. Azais, C. Elegbede, A. Gégout-Petit, M. Touzet.
Estimation, simulation et prévision d'un modè de propagation de fissures par des processus markoviens déterministes par morceaux, in: Actes du congrès lambd-mu17 ; 17e Congrès de Maîtrise des Risques et de Sûreté de Fonctionnement, La Rochelle France, 5-7 octobre 2010, p. H5-C3.
[35]
B. de Saporta, F. Dufour, H. Zhang, C. Elegbede.
Arrêt optimal pour la maintenance prédictive, in: Actes du congrès lambd-mu 17 ; 17e Congrès de Maîtrise des Risques et de Sûreté de Fonctionnement, La Rochelle France, 5-7 octobre 2010, p. 4A-3.

Scientific Books (or Scientific Book chapters)

[36]
F. Dufour, A. Piunovskiy.
Convex analytic approach to the optimal stopping of a Markov chain, in: Modern Trends in Controlled Stochastic Processes, United Kingdom, Luniver Press, United Kingdom, 2010, p. 23-43.
[37]
F. Dufour, R. Stockbridge.
Existence of strict optimal controls for discounted stochastic control problems, in: Modern Trends in Controlled Stochastic Processes, United Kingdom, Luniver Press, United Kingdom, 2010, p. 12-21.
[38]
J. Saracco.
Quantiles de régression : applications à la construction de courbes de référence., in: Approches non-paramétriques en régressio, Technip, 2010, p. 325-355..
[39]
B. de Saporta, F. Dufour.
Approximation of the value function of an optimal stopping problem of Piecewise Deterministic Markov Processes, in: Modern Trends in Controlled Stochastic Processes, United Kingdom, Luniver Press, United Kingdom, 2010, p. 44-64.

Other Publications

[40]
R. Azais, A. Gégout-Petit, M. Touzet.
Modèlisation de propagation de fissure par un processus markovien déterministe par morceaux, Aug 2010, Type : Conference digest.
http://hal.inria.fr/inria-00510362/en
[41]
C. Bouveyron, F. Caron, M. Chavent.
Classification, Aug 2010, Type : Conference digest.
http://hal.inria.fr/inria-00496744/en
[42]
A. Gégout-Petit.
Modèles probabilistes pour l'initiation et la propagation de fissures, Aug 2010, Type : Conference digest.
http://hal.inria.fr/inria-00496735/en
[43]
N. Savy, B. Bercu, L. Coutin.
Grandes déviations précises pour un Ornstein Uhlenbeck Fractionnaire., Aug 2010, Type : Conference digest.
http://hal.inria.fr/inria-00509875/en

References in notes

[44]
R. Azais, A. Gégout-Petit, M. Touzet, B. de Saporta, F. Dufour.
Fissuration en fatigue des alliages d'aluminium : modélisation stochastique et étude bibliographique, Equipe Projet Contrôle de Qualité et Fiabilité Dynamique (CQFD), INRIA Bordeaux, EADS Astrium, 2010.
[45]
V. Bally, G. Pagès.
A quantization algorithm for solving multi-dimensional discrete-time optimal stopping problems, in: Bernoulli, 2003, vol. 9, no 6, p. 1003–1049.
[46]
O. L. d. V. Costa, M. Davis.
Impulse control of piecewise-deterministic processes, in: Math. Control Signals Systems, 1989, vol. 2, no 3, p. 187–206.
[47]
M. Davis.
Markov models and optimization, Monographs on Statistics and Applied Probability, Chapman & Hall, London, 1993, vol. 49.
[48]
M. Dempster, J. Ye.
Impulse control of piecewise deterministic Markov processes, in: Ann. Appl. Probab., 1995, vol. 5, no 2, p. 399–423.
[49]
N. Duan, K.-C. Li.
Slicing regression: a link-free regression method, in: Ann. Statist., 1991, vol. 19, no 2, p. 505–530.
http://dx.doi.org/10.1214/aos/1176348109
[50]
R. Duda, P. Hart, D. Stork.
Pattern Classification, John Wiley, 2001.
[51]
F. Dufour, B. de Saporta, H. Zhang.
Contrôle optimal stochastique, application à l'optimisation de trajectoire, Equipe Projet Contrôle de Qualité et Fiabilité Dynamique (CQFD), INRIA Bordeaux, DCNS, 2010.
[52]
D. Gatarek.
On first-order quasi-variational inequalities with integral terms, in: Appl. Math. Optim., 1991, vol. 24, no 1, p. 85–98.
[53]
D. Gatarek.
Optimality conditions for impulsive control of piecewise-deterministic processes, in: Math. Control Signals Systems, 1992, vol. 5, no 2, p. 217–232.
http://dx.doi.org/10.1007/BF01215846
[54]
K. Helmes, S. Röhl, R. Stockbridge.
Computing moments of the exit time distribution for Markov processes by linear programming, in: Oper. Res., 2001, vol. 49, no 4, p. 516–530.
[55]
J. Josse, M. Chavent, B. Liquet, F. Husson.
Handling Missing Values with Regularized Iterative Multiple Correspondence Analysis, 2010, Submitted paper.
[56]
J.-B. Lasserre, T. Prieto-Rumeau.
SDP vs. LP relaxations for the moment approach in some performance evaluation problems, in: Stoch. Models, 2004, vol. 20, no 4, p. 439–456.
[57]
S. M. Lenhart.
Viscosity solutions associated with impulse control problems for piecewise-deterministic processes, in: Internat. J. Math. Math. Sci., 1989, vol. 12, no 1, p. 145–157. [ DOI : 10.1155/S0161171289000207 ]
[58]
K.-C. Li.
Sliced inverse regression for dimension reduction, in: J. Amer. Statist. Assoc., 1991, vol. 86, no 414, p. 316–342, With discussion and a rejoinder by the author.
[59]
G. Pagès.
A space quantization method for numerical integration, in: J. Comput. Appl. Math., 1998, vol. 89, no 1, p. 1–38.
[60]
E. Stewart, R. Madden, F. Taddei.
Aging and death in an organism that reproduces by morphologically symmetric division, in: PLoS Biol., 2005, vol. 3, no 2, e45 p.

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