Dr. François Bachoc

Preprints

  1. F. Bachoc, N. Durrande, D. Rullière and C. Chevalier
    "Some properties of nested Kriging predictors"
    Preprint
    [pdf], [hal], [arXiv]
  2. J. Bect, F. Bachoc and D. Ginsbourger
    "A supermartingale approach to Gaussian process based sequential design of experiments"
    Preprint
    [pdf], [hal], [arXiv]
  3. F. Bachoc, F. Gamboa, J.M. Loubes and N. Venet
    "Gaussian process regression model for distribution inputs"
    Submitted
    [pdf], [arXiv]
  4. F. Bachoc, D. Preinerstorfer and L. Steinberger
    "Uniformly valid confidence intervals post-model-selection"
    Submitted
    [pdf], [arXiv]
  5. F. Bachoc, H. Leeb and B. Pötscher
    "Valid confidence intervals for post-model-selection predictors"
    Submitted
    [pdf], [arXiv]

Refereed journal articles

  1. D. Rullière, N. Durrande, F. Bachoc and C. Chevalier,
    "Nested Kriging predictions for datasets with large number of observations",
    Statistics and computing accepted
    [pdf], [hal], [arXiv]
  2. F. Bachoc, A. Lagnoux and T.M.N. Nguyen,
    "Cross-validation estimation of covariance parameters under fixed-domain asymptotics",
    Journal of multivariate analysis accepted
    [pdf], [hal], [arXiv]
  3. D. Velandia, F. Bachoc, M. Bevilacqua, X. Gendre, J.M. Loubes
    "Maximum likelihood estimation for a bivariate Gaussian process under fixed domain asymptotics",
    Electronic journal of statistics accepted
    [pdf], [arXiv]
  4. F. Bachoc
    "Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case"
    Bernoulli accepted
    [pdf], [arXiv], [supplementary material]
  5. F. Bachoc, M. Ehler and M.Gräf
    "Optimal configurations of lines and a statistical application"
    Advances in Computational Mathematics 43(1) (2017) 113-126
    [pdf], [arXiv]
  6. R. Furrer, F. Bachoc and J. Du
    "Asymptotic properties of multivariate tapering for estimation and prediction"
    Journal of multivariate analysis 149 (2016) 177-191
    [pdf], [arXiv]
  7. F. Bachoc and Reinhard Furrer
    "On the smallest eigenvalues of covariance matrices of multivariate spatial processes"
    Stat 5 (2016) 102–107
    [pdf] [arXiv]
  8. F. Bachoc, K. Ammar and J.M. Martinez
    "Improvement of code behaviour in a design of experiments by metamodeling"
    Nuclear Science and Engineering (2016) 183(3) 387-406
    [pdf] [arXiv]
  9. F. Bachoc
    "Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes"
    Journal of Multivariate Analysis 125 (2014) 1–35
    [pdf], [arXiv], [supplementary material]
  10. F. Bachoc, G. Bois, J. Garnier and J.M. Martinez
    "Calibration and improved prediction of computer models by universal Kriging"
    Nuclear Science and Engineering 176(1) (2014) 81-97
    [pdf], [arXiv]
  11. F. Bachoc
    "Cross Validation and Maximum Likelihood estimation of hyper-parameters of Gaussian processes with model misspecification"
    Computational Statistics and Data Analysis 66 (2013) 55–69
    [pdf], [arXiv]

Refereed proceedings articles

  1. F. Bachoc, E. Contal, H. Maatouk and D. Rullière
    "Gaussian processes for computer experiments"
    ESAIM: Proceedings and Surveys accepted
    [pdf]
  2. F. Bachoc, D. Preinerstorfer and L. Steinberger
    "Uniformly valid confidence intervals post-model-selection"
    Proceedings of the 49e Journées de Statistique Avignon, May 29-June 2 2017
    [pdf]
  3. F. Bachoc, F. Gamboa, J.M. Loubes and N. Venet
    "Gaussian process regression model for distribution inputs"
    Proceedings of the 49e Journées de Statistique Avignon, May 29-June 2 2017
    [pdf]
  4. F. Bachoc, H. Leeb and B. Pötscher
    "Valid confidence intervals for post-model-selection predictors"
    Proceedings of the 47e Journées de Statistique Lille, 1-5 June 2015
    [pdf]
  5. F. Bachoc, A. Bachouch and L. Lenôtre
    "Hastings-Metropolis algorithm on Markov chains for small-probability estimation"
    ESAIM: Proceedings and Surveys 48 (2015) p.276
    [pdf], [arXiv]
  6. F. Bachoc, J. Garnier and J.M. Martinez
    "Maximum de vraisemblance et validation croisée pour l’estimation des hyper-paramètres de covariance pour le Krigeage",
    Proceedings of the 45e Journées de Statistique Toulouse, 27-31 Mai 2013
    [pdf]

Technical reports

  1. J.M. Martinez, A. Marrel, N. Gilardi and F. Bachoc,
    "Krigeage par processus gaussiens Librairie gpLib",
    Internal report CEA DEN/DANS/DM2S/STMF/LGLS/RT/12-026/A. 50p. 2012
    Available upon request
  2. F. Bachoc, G. Bois and J.M. Martinez
    "Contribution à la validation des codes de calcul par Processus Gaussiens. Application à la calibration du modèle de frottement pariétal de Flica 4",
    Internal report CEA DEN/DANS/DM2S/STMF/LGLS/RT/12-007/A. 42p. 2012
    Available upon request
  3. F. Bachoc
    "Calibration de modèles physiques par méthodes probabilistes",
    Internal report CEA DEN/DANS/DM2S/SFME/LGLS/RT/10-015/A. 78p. 2010
    Available upon request