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hal-00685998v1  Journal articles
Jean-Claude Fort, Thierry Klein, Agnès Lagnoux, Béatrice 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-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-02044258v2  Preprints, Working Papers, ...
Agnès Lagnoux, T.M. Ngoc Nguyen, Bruno Demory, Manuel Henner. Kriging and expected Improvement applied to an industrial context-Prediction of new geometries increasing the efficiency of fans
2021
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hal-01377854v2  Journal articles
Francois Bachoc, Agnès Lagnoux, Thi Mong Ngoc Nguyen. Cross-validation estimation of covariance parameters under fixed-domain asymptotics
Journal of Multivariate Analysis, Elsevier, 2017, 160, pp.42 - 67
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hal-03022877v1  Journal articles
Jean-Marc Azaïs, François Bachoc, Agnès Lagnoux, Thi Mong Ngoc Nguyen. Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments
ESAIM: Probability and Statistics, EDP Sciences, 2020, 24, pp.842-882. ⟨10.1051/ps/2020021⟩
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hal-00881112v1  Journal articles
Fabrice Gamboa, Alexandre Janon, Thierry Klein, Agnès 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 Lagnoux, Pascal 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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hal-02925331v1  Journal articles
Agnès Lagnoux, Thi Mong Ngoc Nguyen, Frédéric Proïa. On the Bickel–Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes
ESAIM: Probability and Statistics, EDP Sciences, 2019, 23, pp.464-491. ⟨10.1051/ps/2018016⟩
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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 Azaïs, Sophie Bercu, Jean-Claude Fort, Agnès Lagnoux, Pierre 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 Fort, Sophie Bercu, Agnès Lagnoux, Pierre Lé, Jean-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-02421437v1  Conference papers
Gabriel Sarazin, Jérôme Morio, Agnès Lagnoux, Mathieu Balesdent, Loic 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-02079975v1  Journal articles
François Bachoc, Agnès 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 Gamboa, Thierry Klein, Agnès 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-02895684v2  Preprints, Working Papers, ...
Fabien Brosset, Thierry Klein, Agnès Lagnoux, Pierre Petit. Probabilistic proofs of large deviation results for sums of semiexponential random variables and explicit rate function at the transition
2021
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hal-00800847v2  Journal articles
Fabrice Gamboa, Alexandre Janon, Thierry Klein, Agnès Lagnoux. Sensitivity indices for multivariate outputs
Comptes Rendus Mathématique, Elsevier Masson, 2013, 351 (7-8), pp.307-310
hal-01864340v1  Journal articles
François Bachoc, Agnès Lagnoux, Andrés 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-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-00644145v1  Journal articles
Agnès Lagnoux. A Two-Step branching splitting model under cost constraint for rare event analysis
Journal of Applied Probability, Cambridge University press, 2009, 46 (2), pp.429-452
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hal-01100529v2  Journal articles
Thierry Klein, Agnès Lagnoux, P Petit. A conditional Berry-Esseen inequality
Journal of Applied Probability, Cambridge University press, 2019
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hal-01801795v1  Journal articles
Thierry Klein, Agnès Lagnoux, P Petit. A conditional Berry-Esseen inequality
Journal of Applied Probability, Cambridge University press, 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-01214773v1  Journal articles
Agnès Lagnoux, Sabine Mercier, Pierre Vallois. Probability that the maximum of the reflected Brownian motion over a finite interval [0; t] is achieved by its last zero before t
Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2015, ⟨10.1214/ECP.vVOL-PID⟩
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hal-00857402v2  Journal articles
Claudie Chabriac, Agnès Lagnoux, Sabine Mercier, Pierre Vallois. Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score.
Stochastic Processes and their Applications, Elsevier, 2014, 124 (4), pp.4202-4223. ⟨10.1016/j.spa.2014.07.003⟩
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hal-01301246v2  Journal articles
Agnès Lagnoux, Sabine Mercier, Pierre Vallois. Statistical significance based on the length and position of the local score in a model of i.i.d. sequences.
Bioinformatics, Oxford University Press (OUP), 2017, 33 (5), pp.654-660. ⟨10.1093/bioinformatics/btw699⟩
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hal-01835781v1  Journal articles
Agnès Lagnoux, Sabine Mercier, Pierre Vallois. Probability density function of the local score position
Stochastic Processes and their Applications, Elsevier, In press, ⟨10.1016/j.spa.2018.10.008⟩
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hal-00804668v1  Journal articles
Fabrice Gamboa, Alexandre Janon, Thierry Klein, Agnès Lagnoux, Clémentine 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-00665048v2  Journal articles
Alexandre Janon, Thierry Klein, Agnès Lagnoux, Maëlle Nodet, Clémentine Prieur. Asymptotic normality and efficiency of two Sobol index estimators
ESAIM: Probability and Statistics, EDP Sciences, 2014, 18, pp.342-364. ⟨10.1051/ps/2013040⟩

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