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hal-02421437v1  Conference papers
Gabriel SarazinJérôme MorioAgnès LagnouxMathieu BalesdentLoic Brevault. Sensitivity Analysis of Risk Assessment with Data-Driven Dependence Modeling
29th European Safety and Reliability Conference, Sep 2019, Hanovre, Germany
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hal-00644139v1  Journal articles
Agnès Lagnoux. Rare event simulation
Probability in the Engineering and Informational Sciences, Cambridge University Press (CUP), 2006, 20 (1), pp.45-66. ⟨10.1017/S0269964806060025⟩
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hal-01100529v2  Journal articles
Thierry KleinAgnès LagnouxP Petit. A conditional Berry-Esseen inequality
Journal of Applied Probability, Applied Probability Trust, 2019
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hal-00881112v1  Journal articles
Fabrice GamboaAlexandre JanonThierry KleinAgnès Lagnoux. Sensitivity analysis for multidimensional and functional outputs
Electronic journal of statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2014, 8 (1), pp.575-603
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hal-01269766v3  Journal articles
Agnès LagnouxPascal Lezaud. Multilevel branching splitting algorithm for estimating rare event probabilities
Simulation Modelling Practice and Theory, Elsevier, 2017, 72 (March 2017), pp 150-167. ⟨10.1016/j.simpat.2016.12.009⟩
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tel-00129752v1  Theses
Agnès Lagnoux. Analyse des modeles de branchement avec duplication des trajectoires pour l'étude des événements rares
Mathématiques [math]. Université Paul Sabatier - Toulouse III, 2006. Français
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hal-00644155v1  Journal articles
Jean-Marc AzaïsSophie BercuJean-Claude FortAgnès LagnouxPierre Lé. Simultaneous confidence bands in curve prediction applied to load curves
Journal of the Royal Statistical Society: Series C Applied Statistics, Wiley, 2010, 59 (5), pp.889-904. ⟨10.1111/j.1467-9876.2010.00727.x⟩
hal-00534467v1  Journal articles
Jean-Claude FortSophie BercuAgnès LagnouxPierre LéJean-Marc Azaïs. Simultaneous confidence bands in curve prediction applied to load curves
Journal of the Royal Statistical Society: Series C Applied Statistics, Wiley, 2010, 59 (5), pp.889-904
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hal-02079975v1  Journal articles
François BachocAgnès Lagnoux. Fixed-domain asymptotic properties of composite likelihood estimators for Gaussian processes
Journal of Statistical Planning and Inference, Elsevier, 2020, 209, pp.62-75
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hal-01163393v2  Journal articles
Fabrice GamboaThierry KleinAgnès Lagnoux. Sensitivity analysis based on Cramér von Mises distance
SIAM/ASA Journal on Uncertainty Quantification, ASA, American Statistical Association, 2018, 6 (2), pp.522-548. ⟨10.1137/15M1025621⟩
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hal-00800847v2  Journal articles
Fabrice GamboaAlexandre JanonThierry KleinAgnès Lagnoux. Sensitivity indices for multivariate outputs
Comptes Rendus Mathématique, Elsevier Masson, 2013, 351 (7-8), pp.307-310
hal-01864340v1  Journal articles
François BachocAgnès LagnouxAndrés F. López-Lopera. Maximum likelihood estimation for Gaussian processes under inequality constraints
Electronic journal of statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2019, 13 (2), pp.2921-2969
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hal-00644145v1  Journal articles
Agnès Lagnoux. A Two-Step branching splitting model under cost constraint for rare event analysis
Journal of Applied Probability, Applied Probability Trust, 2009, 46 (2), pp.429-452
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hal-00644141v1  Journal articles
Agnès Lagnoux. Effective branching splitting method under cost contraint
Stochastic Processes and their Applications, Elsevier, 2008, 118 (10), pp.1820-1851
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hal-00685998v1  Journal articles
Jean-Claude FortThierry KleinAgnès LagnouxBéatrice Laurent. Estimation of the Sobol indices in a linear functional multidimensional model
Journal of Statistical Planning and Inference, Elsevier, 2013, 143 (9), pp.1590-1605
hal-00635388v1  Journal articles
Agnès Lagnoux. Effective branching splitting method under cost constraint
Stochastic Processes and their Applications, Elsevier, 2008, 118 (10), pp.1820-1851. ⟨10.1016/j.spa.2007.10.009⟩
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hal-01801795v1  Journal articles
Thierry KleinAgnès LagnouxP Petit. A conditional Berry-Esseen inequality
Journal of Applied Probability, Applied Probability Trust, 2019, 56 (1), pp 76-90. ⟨10.1017/jpr.2019.7⟩
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tel-02316107v1  Habilitation à diriger des recherches
Agnès Lagnoux. Statistique et excursions de processus, grandes déviations conditionnelles et analyse de sensibilité
Probabilités [math.PR]. Université Toulouse 3 Paul Sabatier (UT3 Paul Sabatier), 2019
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hal-00804668v1  Journal articles
Fabrice GamboaAlexandre JanonThierry KleinAgnès LagnouxClémentine Prieur. Statistical inference for Sobol pick freeze Monte Carlo method
Statistics, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2016, 50 (4), pp.881-902. ⟨10.1080/02331888.2015.1105803⟩
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hal-00708837v1  Conference papers
Alexandre JanonThierry KleinAgnès LagnouxMaëlle NodetClémentine Prieur. Normalité asymptotique et efficacité dans l'estimation des indices de Sobol
44èmes journées de statistique, Société Française de Statistique (SFDS), May 2012, Bruxelles, Belgique