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Xavier Bay
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Cited by
Year
Gaussian process emulators for computer experiments with inequality constraints
H Maatouk, X Bay
Mathematical Geosciences 49, 557-582, 2017
862017
Model risk in the pricing of weather derivatives
O Roustant, JP Laurent, X Bay, L Carraro
Banque and Marche, 2003
392003
An analytic comparison of regularization methods for Gaussian Processes
H Mohammadi, RL Riche, N Durrande, E Touboul, X Bay
arXiv preprint arXiv:1602.00853, 2016
342016
A new rejection sampling method for truncated multivariate Gaussian random variables restricted to convex sets
H Maatouk, X Bay
Monte Carlo and Quasi-Monte Carlo Methods: MCQMC, Leuven, Belgium, April …, 2016
282016
Argumentwise invariant kernels for the approximation of invariant functions
D Ginsbourger, X Bay, O Roustant, L Carraro
Annales de la Faculté des sciences de Toulouse: Mathématiques 21 (3), 501-527, 2012
222012
Generalization of the Kimeldorf-Wahba correspondence for constrained interpolation
X Bay, L Grammont, H Maatouk
192016
Eigenvalue uncertainty evaluation in MC calculations, using time series methodologies
O Jacquet, R Chajari, X Bay, A Nouri, L Carraro
Advanced Monte Carlo for Radiation Physics, Particle Transport Simulation …, 2001
182001
Initialization bias suppression of an iterative monte carlo calculation
Y Richet, O Jacquet, X Bay
Monte Carlo 2005: The Monte Carlo Method: Versatility Unbounded In A Dynamic …, 2005
112005
A bootstrap approach to the price uncertainty of weather derivatives
O Roustant, JP Laurent, X Bay, L Carraro
BULLETIN FRANÇAIS D’ACTUARIAT, 153, 2003
112003
Automated suppression of the initial transient in Monte Carlo calculations based on stationarity detection using the Brownian bridge theory
Y Richet, O Jacquet, X Bay
102003
Karhunen-Lo\eve decomposition of Gaussian measures on Banach spaces
X Bay, JC Croix
arXiv preprint arXiv:1704.01448, 2017
92017
Regulating flatness of a metal strip at the output of a roll housing
S Martin, F Serval, L Dorel, Y Leclercq, R Le Riche, X Bay
US Patent 7,748,247, 2010
92010
A new method for interpolating in a convex subset of a Hilbert space
X Bay, L Grammont, H Maatouk
Computational Optimization and Applications 68, 95-120, 2017
82017
L'incertitude en conception: formalisation, estimation
G Pujol, R Le Riche, O Roustant, X Bay
Optimisation Multidisciplinaire de Systèmes Mécaniques 2: réduction de …, 2009
72009
Planification d'expériences numériques à partir du processus ponctuel de Strauss
J Franco, X Bay, D Dupuy, B Corre
72008
Spectral approach for kernel-based interpolation
B Gauthier, X Bay
Annales de la Faculté des sciences de Toulouse: Mathématiques 21 (3), 439-479, 2012
52012
Minimisation de quantiles–application en mécanique
G Pujol, R Le Riche, X Bay, O Roustant
9e colloque national en calcul des structures, 2009
52009
A bootstrap approach to the pricing of weather derivatives
O Roustant, JP Laurent, X Bay, L Carraro
Bulletin Français d'Actuariat 6 (12), 163-171, 2004
52004
An empirical study of the use of confidence levels in RBDO with Monte Carlo simulations
D Salazar, R Le Riche, X Bay
Multidisciplinary Design Optimization in Computational Mechanics, 369-404, 2010
42010
An empirical study of the price uncertainty of some weather derivatives
O Roustant, JP Laurent, X Bay, L Carraro
Working Paper, École des Mines de Saint-Etienne and ISFA, Université Lyon I, 2001
42001
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