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A conditional limit theorem. Applications to conditional inference and Import...
This thesis presents a sharp approximation of the density of long runs of a random walk conditioned on its end value or by an average of a functions of its summands as... -
Meta-models for structural reliability and uncertainty quantification
International audience -
Adaptive surrogate models for reliability analysis and reliability-based desi...
This thesis is a contribution to the resolution of the reliability-based design optimization problem. This probabilistic design approach is aimed at considering the... -
Minimum variance importance sampling via Population Monte Carlo
International audience -
Convergence of adaptive sampling schemes
International audience -
An alternative competing risk model to the Weibull distribution in lifetime d...
A simple competing risk distribution as a possible alternative to the Weibull distribution in lifetime analysis is proposed. This distribution corresponds to the... -
Estimation de probabilités et de quantiles rares pour la caractérisation d'un...
International audience -
Importance sampling for jump processes and applications to finance
International audience -
On Computer-Intensive Simulation and Estimation Methods for Rare Event Analys...
International audience -
Long runs under a conditional limit distribution
55 pages. To appear Annals of Applied Probability
