Welcome to my home page !

2008-... Assitant professor at Université Toulouse 2 - Le Mirail and Institut de Mathématiques de Toulouse.

2007-2008 Post-Doc in Statistics at Université Paul Sabatier, within LSP. EDF contract supervised by Jean-Marc Azaïs and Jean-Claude Fort, in the group MAFIA dealing with simultaneous confidence bands in curve prediction.

2003-2007 Thesis titled Study of branching splitting models for rare event analysis (pdf, ps) was supervised by M. Dominique Bakry and Pascal Lezaud. I have defended it in Toulouse the 06 of december 2006. The jury was formed by D.Bakry, P.Lezaud, P.Del Moral, F.LeGland, M.Samuelides et J.Villén Altamirano.

I am pleased to share my office with Claudie Hassenforder et Sabine Mercier at the University Toulouse 2 and with Muriel Casalis at IMT.

My curriculum vitae : pdf, ps.

Study of rare events and more precisely estimation of their probability and confidence intervals.
Splitting algorithms.
Branching processes, Galton-Watson models, genetic algorithms, adaptive alorithms.

Simultaneous confidence bands in curve prediction in high dimension.

Non-integrity estimation in a work for Cnes/Thales.

Member of ANR Costa Brava whose research topic is the sensibility analysis.

Member of ARC[RARE] whose research topic is the analysis of rare event. ANR Costa Brava.

Organization of the Troisièmes Rencontres des Jeunes Statisticiens, Centre Paul Langevin CNRS, Aussois, 31 august-4 september 2009.

• A. Janon, T. Klein, A. Lagnoux, M. Nodet, C. Prieur
  Asymptotic normality and efficiency of a Sobol index estimator
  ESAIM P&S, 2013.

• J .C. Fort, T. Klein, A. Lagnoux, B. Laurent
  Estimation of the Sobol indices in a linear functional multidimensional model
  JSPI, 2013.

• F. Gamboa, A. Janon, T. Klein, A. Lagnoux, C. Prieur
  Statistical inference for Sobol pick freeze Monte Carlo method
  Soumis.

• F. Gamboa, A. Janon, T. Klein, A. Lagnoux
  Sensitivity indices for multivariate outputs
  CRAS, 2013.

• J.M. Azais, S. Bercu, J.C. Fort, A. Lagnoux-Renaudie, P. Lé
  Simultaneous confidence bands in curve prediction (pdf, ps).
  JRRSC (2010), Vol.59, 889-904.

• A. Lagnoux-Renaudie
  A two-steps branching splitting model under cost constraint (pdf, ps).
  Journal of Applied Probability, Vol 46, No 2 (2009), 459-452.

• A. Lagnoux-Renaudie
  Rare event simulation : Effective splitting model under cost constraint (pdf, ps).
  Stochastic Processes and their Applications, (2008), pp. 1820-1851.

• A. Lagnoux
  Rare event simulation (pdf, ps).
  PEIS, Volume 20, Issue 01, January 2006, pp45-66.

• Toulouse, 14 and 15 of october 2003. Meeting Hybridge at CENA. Director :Pascal Lezaud.
  Talk titled Rare event estimation.

• Enschede, Holland, 2/02/2004. Meeting Hybridge at the university of Twente. Director : Bram Van Der Brock.
  Talk titled Rare event estimation.

• Budapest, Hungary, 7 and 8 of september 2004. RESIM2004 : Rare event simulation and combinatorial optimization.
  Talk titled Rare event simulation.

• Rennes, 15/06/2005. Talk at the work group ASPI : Applications Statistiques des Systèmes de Particules en Interaction ,
  titled Estimation des événements rares.

• Aussois, august 2005. Talk at colloquium Premières Rencontres des Jeunes Statisticiens ,
  titled Simulation des événements rares.

• Rennes, 13 and 14 april 2006. Talk at the ARC Rare meeting ,
  titled Effective splitting model under cost constraint.

• Aussois, april 2006. Talk at Colloque des Jeunes Probabilistes et Statisticiens ,
  titled Méthode de multi-niveaux préférentiels sous contrainte de coût.

• Lille, 4-6 september 2006. Journées MAS de la SMAI : Modèles spatiaux.

• Luminy, 18-22 september 2006. Journées de Probabilités.

• Bamberg, Germany, 8-10 october 2006. 6th International Workshop on Rare Event Simulation.
  Talk titled Effective splitting model under cost constraint and a two-steps algorithm.

• Softwin, Bucarest, 30-31 august 2007. Meeting with the engineers of Softwin for a project on recognition of signatures.

• Meeting SanTouVal, Castro Urdiales, 30 january-1er february 2008.
  Talk titled Load curve estimation and simultaneous confidence bands.

• Séminaire de Probabilités et Statistique, Pau, 06 february 2007.
  Talk titled Analyse des modèles de branchement avec duplication des trajectoires pour l'étude des événements rares.

• Séminaire de Probabilités et Statistique, Université Montpellier 2, Montpellier, 14 april 2008.
  Talk titled Estimation de courbes de charge et bandes de confiance simultanées.

• Workgroup "Biologie, Probabilités et Statistiques", Université Pierre et Marie Curie, Paris VI, 28 november 2008.
  Talk titled Analyse des modèles de branchement avec duplication des trajectoires pour l'étude des événements rares.

• Réunion de travail, Luchon, 14-15-16 january 2008.

• Rennes, France, 24-26 september 2008. 7th International Workshop on Rare Event Simulation.
  Talk titled Study of branching splitting models for rare event analysis.

• Rennes, France, 3-4 april 2009. ANR EVOL .

• Workgroup Probabilités et Statistique, Université Lyon 1, 24 avril 2009.
  Talk titled Analyse des modèles de branchement avec duplication des trajectoires pour l'étude des événements rares.

• Journées BoSanTouVal, Bordeaux, 3-4-5 juin 2009.

• Petersburg Workshop on Simulation, Saint Petersbourg, Russia, 29 june-3 july 2009.
  Talk titled Study of branching splitting models for rare event analysis.

• Organization of the Troisièmes Rencontres des Jeunes Statisticiens, Centre Paul Langevin CNRS, Aussois, 31 august-4 september 2009.

• Avignon, France, 17-19 march 2009. Mascotnum .

• Hammamet, Tunisie, 3-8 may 2009. ANR EVOL .

• Grenoble, France, 26-27 may 2010. ANR Costa Brava . Talk titled Rappels sur les lois de conservation et la quantification des incertitudes.

• Cambridge, GB, 21-22 june 2010. 8th International Workshop on Rare Event SimulationRare and RESIM'10.

• Bordeaux, France, 28-29 october 2010. RES workshop Alea.

• Stockholm, Sweden, 6-8 july 2011. 16th INFORMS APS conference. Talk titled Deviations with respect to the optimal algorithm in the multidimensionnal case.

• Bordeaux, 15 september 2011. Séminaire de Probabilités et Statistiques. Talk titled Déviations du modèle de branchement optimal dans le cas multidimensionnel.

• Ho Chi Minh City, june 2013. Statistics and its interaction with other disciplines. Talk titled Asymptotic normality and efficiency of a Sobol index estimator.

• Nice, july 2013. MASCOT-SAMO Conference. Talk titled Estimation of the Sobol indices in a linear functional multidimensional model.

• Typical weeks (thick line), estimates (black line) and simultaneous (red line) and non simultaneous (blue line) confidence bands for the decomposed model: Individual 2,Individual 11,Individual 74, Individual 96,Individual 126,Individual 422, Individual 515,Individual 612,Individual 724 and the legend.

• Load curves (thick line), estimates (black line) and simultaneous (red line) and non simultaneous (blue line) confidence bands for the decomposed model on the interval [200,600]: Individual 2,Individual 11,Individual 74, Individual 96,Individual 126,Individual 422, Individual 515,Individual 612,Individual 724 and the legend.

• Load curves (thick line), estimates (black line) and simultaneous (red line) and non simultaneous (blue line) confidence bands for the global model on the interval [200,600]: Individual 2,Individual 11,Individual 74, Individual 96,Individual 126,Individual 422, Individual 515,Individual 612,Individual 724 and the legend.

• Comparison between the two models: load curves (thick line), simultaneous confidence bands decomposed model (red dashed line) and global model (blue line) : Individual 2,Individual 11,Individual 74, Individual 96,Individual 126,Individual 422, Individual 515,Individual 612,Individual 724 and the legend.