Bibliography

Publications of the year

Articles in International Peer-Reviewed Journals

• 1X. Bardina, D. Bascompte, C. Rovira, S. Tindel.
  A stochastic model for bacteriophage therapies, in: Math. Biosci., 2013, vol. 241, n^o 1, pp. 99-108.
  http://hal.inria.fr/hal-00619307
• 2T. Baumuratova, S. Dobre, T. Bastogne, T. Sauter.
  Switch of sensitivity dynamics revealed with DyGloSA toolbox for dynamical global sensitivity analysis as an early warning for system's critical transition, in: PLoS ONE, December 2013, vol. 8, n^o 12. [ DOI : 10.1371/journal.pone.0082973 ]
  http://hal.inria.fr/hal-00911807
• 3R. Bonidal, S. Tindel, Y. Guermeur.
  Model Selection for the l2-SVM by Following the Regularization Path, in: Transactions on Computational Collective Intelligence, 2013, vol. 13, pp. 83-112.
  http://hal.inria.fr/hal-00849720
• 4A. Chronopoulou, S. Tindel.
  On inference for fractional differential equations, in: Statistical Inference for Stochastic Processes, 2013, vol. 16, n^o 1, pp. 29-61.
  http://hal.inria.fr/hal-00587087
• 5S. Cohen, F. Gamboa, C. Lacaux, J.-M. Loubes.
  LAN property for some fractional type Brownian motion, in: ALEA : Latin American Journal of Probability and Mathematical Statistics, 2013, vol. 10, n^o 1, pp. 91-106.
  http://hal.inria.fr/hal-00638121
• 6Y. Hu, M. Jolis, S. Tindel.
  On Stratonovich and Skorohod stochastic calculus for Gaussian processes, in: Annals of Probability, 2013, vol. 41, n^o 3, pp. 1656-1693.
  http://hal.inria.fr/hal-00556955
• 7Y. Hu, S. Tindel.
  Smooth density for some nilpotent rough differential equations, in: Journal of Theoretical Probability, 2013, vol. 26, pp. 722-749, Contains a Norris type lemma in the rough paths context. A similar result is to be posted soon by M. Hairer and N. Pillai.
  http://hal.inria.fr/hal-00584938
• 8J. Istas, C. Lacaux.
  On locally self-similar fractional random fields indexed by a manifold, in: Stochastics: An International Journal of Probability and Stochastic Processes, 2013, vol. 85, n^o 3, pp. 489-499. [ DOI : 10.1080/17442508.2012.654609 ]
  http://hal.inria.fr/hal-00193203
• 9C. Lacaux, A. Muller, R. Ranta, S. Tindel.
  Convergence and performance of the peeling wavelet denoising algorithm, in: Metrika, 2014, Online first article. [ DOI : 10.1007/s00184-013-0451-y ]
  http://hal.inria.fr/hal-00903593
• 10B. Lalloué, J.-M. Monnez, C. Padilla, W. Kihal, N. Le Meur, D. Zmirou-Navier, S. Deguen.
  A statistical procedure to create a neighborhood socioeconomic index for health inequalities analysis, in: International Journal for Equity in Health, March 2013, vol. 12, n^o 1, 21 p. [ DOI : 10.1186/1475-9276-12-21 ]
  http://hal.inria.fr/hal-00854028

International Conferences with Proceedings

• 11H. Biermé, C. Lacaux.
  Linear multifractional multistable motion: LePage series representation and modulus of continuity, in: XIème Colloque Franco-Roumain de Mathématiques Appliquées, Bucarest, Romania, 2013, vol. 1/2013, pp. 345-360.
  http://hal.inria.fr/hal-00855092
• 12J.-B. Tylcz, M. Abbaci, T. Bastogne, W. Blondel, D. Dumas, M. Barberi-Heyob.
  System identification of the fluorescence recovery after photobleaching in gap junctional intracellular communications, in: 52nd IEEE Conference on Decision and Control, CDC 2013, Florence, Italy, December 2013.
  http://hal.inria.fr/hal-00877361

National Conferences with Proceedings

• 13R. Bar, J.-M. Monnez.
  Analyse en composantes principales partielle de données séquentielles d'espérance et de matrice de covariance variables dans le temps, in: 45èmes Journées de Statistiques - 2013, Toulouse, France, May 2013.
  http://hal.inria.fr/hal-00841181

Conferences without Proceedings

• 14J.-B. Tylcz, M. Abbaci, T. Bastogne, W. Blondel, D. Dumas, M. Barberi-Heyob.
  A system-engineering model to analyze gap-FRAP in multicellular models., in: Interdisciplinary Symposium on Signals and Systems for Medical Applications, ISSSMA 2013, Paris, France, June 2013.
  http://hal.inria.fr/hal-00920143

Scientific Books (or Scientific Book chapters)

• 15T. Bastogne, P. Vallois.
  An extension of the target theory in biology applied to system reliability, in: Models and Methods in Economics and Management Science: Essays in Honor of Charles S. Tapiero, F. E. Ouardighi, K. Kogan (editors), International Series in Operations Research & Management Science, Springer, 2014, pp. 155-181.
  http://hal.inria.fr/hal-00911872
• 16A. Deya, S. Tindel.
  Malliavin calculus for fractional heat equation, in: Malliavin Calculus and stochastic analysis : a festschrift in honor of David Nualart, Springer Proceedings in Mathematics & Statistics, Springer, 2013, 583 p, Dedicated to David Nualart on occasion of his 60th birthday.
  http://hal.inria.fr/hal-00618597

Internal Reports

• 17F. Baudoin, E. Nualart, C. Ouyang, S. Tindel.
  On probability laws of solutions to differential systems driven by a fractional Brownian motion., January 2014.
  http://hal.inria.fr/hal-00931118
• 18M. Besalú, A. Kohatsu-Higa, S. Tindel.
  Gaussian type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions, 2013, 1 figure.
  http://hal.inria.fr/hal-00875378
• 19K. Chouk, S. Tindel.
  Skorohod and Stratonovich integration in the plane, September 2013.
  http://hal.inria.fr/hal-00866067

Other Publications

• 20H. Biermé, C. Lacaux.
  Modulus of continuity of some conditionally sub-Gaussian fields, application to stable random fields, 2013.
  http://hal.inria.fr/hal-00780684
• 21P. Cazeaux, P. Charton, N. Pham, L. Vinckenbosch, R. Zeineddine.
  Semaine d'Etude Mathématiques et Entreprises 5 : Propriétés asymptotiques de processus à volatilité stochastique, 2013.
  http://hal.inria.fr/hal-00833375
• 22C. Chabriac, A. Lagnoux, S. Mercier, P. Vallois.
  Element related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score, September 2013.
  http://hal.inria.fr/hal-00857402
• 23C. Desmonts, R. Bar, M. Hamza, I. Chourabi, P.-A. Faye.
  Semaine d'Etude Mathématiques et Entreprises 5 : Sélection de variables statistiquement représentatives pour la production électrique photovoltaïque, 2013.
  http://hal.inria.fr/hal-00833410
• 24A. Deya, D. Nualart, S. Tindel.
  On L2 modulus of continuity of Brownian local times and Riesz potentials, April 2013.
  http://hal.inria.fr/hal-00814171
• 25L. Vinckenbosch, S. Tindel, M. Thomassin, C. Lacaux, O. Tiphaine.
  Monte Carlo methods for light propagation in biological tissues, 2013, arXiv:1311.5343.
  http://hal.inria.fr/hal-00907391

References in notes

• 26J. M. Bardet, G. Lang, G. Oppenheim, A. Philippe, S. Stoev, M. Taqqu.
  Semi-parametric estimation of the long-range dependence parameter: a survey, in: Theory and applications of long-range dependence, Birkhauser Boston, 2003, pp. 557-577.
• 27T. Bastogne, S. Mézières-Wantz, N. Ramdani, P. Vallois, M. Barberi-Heyob.
  Identification of pharmacokinetics models in the presence of timing noise, in: Eur. J. Control, 2008, vol. 14, n^o 2, pp. 149–157.
  http://dx.doi.org/10.3166/ejc.14.149-157
• 28A. Benassi, S. Jaffard, D. Roux.
  Elliptic Gaussian random processes, in: Rev. Mat. Iberoamericana, 1997, vol. 13, n^o 1, pp. 19–90.
• 29J. O. Berger.
  Statistical decision theory and Bayesian analysis, Springer Series in Statistics, Springer-Verlag, New York, 1993, xvi+617 p, Corrected reprint of the second (1985) edition.
• 30H. Biermé, C. Lacaux.
  Hölder regularity for operator scaling stable random fields, in: Stochastic Process. Appl., 2009, vol. 119, n^o 7, pp. 2222–2248.
  http://dx.doi.org/10.1016/j.spa.2008.10.008
• 31H. Biermé, C. Lacaux, H.-P. Scheffler.
  Multi-operator Scaling Random Fields, in: Stochastic Processes and their Applications, 2011, vol. 121, n^o 11, pp. 2642-2677, MAP5 2011-01. [ DOI : 10.1016/j.spa.2011.07.002 ]
  http://hal.archives-ouvertes.fr/hal-00551707/en/
• 32H. Biermé, C. Lacaux, Y. Xiao.
  Hitting probabilities and the Hausdorff dimension of the inverse images of anisotropic Gaussian random fields, in: Bull. Lond. Math. Soc., 2009, vol. 41, n^o 2, pp. 253–273.
  http://dx.doi.org/10.1112/blms/bdn122
• 33B. Brunet-Imbault, G. Lemineur, C. Chappard, R. Harba, Claude-Laurent. Benhamou.
  A new anisotropy index on trabecular bone radiographic images using the fast Fourier transform, in: BMC Med. Imaging, 2005, vol. 5, n^o 1, 4 p.
• 34M. Carletti.
  Mean-square stability of a stochastic model for bacteriophage infection with time delays, in: Math. Biosci., 2007, vol. 210, n^o 2, pp. 395–414.
  http://dx.doi.org/10.1016/j.mbs.2007.05.009
• 35J. F. Coeurjolly.
  Simulation and identification of the fractional brownian motion: a bibliographical and comparative study., in: Journal of Statistical Software, 2000, vol. 5, pp. 1–53.
• 36S. Cohen, C. Lacaux, M. Ledoux.
  A general framework for simulation of fractional fields, in: Stochastic Process. Appl., 2008, vol. 118, n^o 9, pp. 1489–1517.
  http://dx.doi.org/10.1016/j.spa.2007.09.008
• 37A. Crudu, A. Debussche, O. Radulescu.
  Hybrid stochastic simplifications for multiscale gene networks, in: BMC Systems Biology, 2009, vol. 3, 89 p.
  http://hal.inria.fr/inria-00431227/en/
• 38A. Deya, S. Tindel.
  Rough Volterra equations. I. The algebraic integration setting, in: Stoch. Dyn., 2009, vol. 9, n^o 3, pp. 437–477.
  http://dx.doi.org/10.1142/S0219493709002737
• 39S. Dobre, T. Bastogne, M. Barberi-Heyob, A. Richard.
  Practical identifiability of photophysical parameters in photodynamic therapy, in: 29th Annual International Conference of the IEEE Engineering in Medicine and Biology Society, EMBC'2007, Lyon, France, August 2007.
  http://hal.archives-ouvertes.fr/hal-00167475/en/
• 40G. B. Durham, A. R. Gallant.
  Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes, in: J. Bus. Econom. Statist., 2002, vol. 20, n^o 3, pp. 297–338, With comments and a reply by the authors.
  http://dx.doi.org/10.1198/073500102288618397
• 41S. Ferrigno, G. Ducharme.
  Un test d'adéquation global pour la fonction de répartition conditionnelle, in: C. R. Math. Acad. Sci. Paris, 2005, vol. 341, n^o 5, pp. 313–316.
  http://dx.doi.org/10.1016/j.crma.2005.07.003
• 42S. Ferrigno, G. Ducharme.
  Un choix de fenêtre optimal en estimation polynomiale locale de la fonction de répartition conditionnelle, in: C. R. Math. Acad. Sci. Paris, 2008, vol. 346, n^o 1-2, pp. 83–86.
  http://dx.doi.org/10.1016/j.crma.2007.11.026
• 43S. Ferrigno, M. Maumy-Bertrand, A. Muller-Gueudin.
  Uniform law of the logarithm for the conditional distribution function and application to certainty bands, September 2011.
  http://hal.inria.fr/hal-00641027
• 44M. Gubinelli, S. Tindel.
  Rough evolution equations, in: Ann. Probab., 2010, vol. 38, n^o 1, pp. 1–75.
  http://dx.doi.org/10.1214/08-AOP437
• 45Y. A. Kutoyants.
  Statistical inference for ergodic diffusion processes, Springer Series in Statistics, Springer-Verlag London Ltd., London, 2004, xiv+481 p.
• 46C. Lacaux.
  Real Harmonizable Multifractional Lévy Motions, in: Ann. Inst. Poincaré., 2004, vol. 40, n^o 3, pp. 259–277.
• 47C. Lacaux.
  Series representation and simulation of multifractional Lévy motions, in: Adv. in Appl. Probab., 2004, vol. 36, n^o 1, pp. 171–197.
  http://dx.doi.org/10.1239/aap/1077134469
• 48C. Lacaux, J.-M. Loubes.
  Hurst exponent estimation of fractional Lévy motion, in: ALEA Lat. Am. J. Probab. Math. Stat., 2007, vol. 3, pp. 143–164.
• 49C. Lacaux, R. Marty.
  From invariance principles to a class of multifractional fields related to fractional sheets, 2011, MAP5 2011-08.
  http://hal.archives-ouvertes.fr/hal-00592188/en/
• 50L. Lebart.
  On the Benzecri's method for computing eigenvectors by stochastic approximation (the case of binary data), in: Compstat 1974 (Proc. Sympos. Computational Statist., Univ. Vienna, Vienna, 1974), Vienna, Physica Verlag, 1974, pp. 202–211.
• 51H. Liero.
  Testing homoscedasticity in nonparametric regression, in: Journal of Nonparametric Statistics, 2003, vol. 15, n^o 1, pp. 31-51.
  http://www.tandfonline.com/doi/abs/10.1080/10485250306038
• 52T. Lyons, Z. Qian.
  System control and rough paths, Oxford mathematical monographs, Clarendon Press, 2002.
  http://books.google.com/books?id=H9fRQNIngZYC
• 53J. MacQueen.
  Some methods for classification and analysis of multivariate observations., 1967, Proc. 5th Berkeley Symp. Math. Stat. Probab., Univ. Calif. 1965/66, 1, 281-297 (1967)..
• 54J.-M. Monnez.
  Approximation stochastique en analyse factorielle multiple, in: Ann. I.S.U.P., 2006, vol. 50, n^o 3, pp. 27–45.
• 55J.-M. Monnez.
  Stochastic approximation of the factors of a generalized canonical correlation analysis, in: Statist. Probab. Lett., 2008, vol. 78, n^o 14, pp. 2210–2216.
  http://dx.doi.org/10.1016/j.spl.2008.01.088
• 56J.-M. Monnez.
  Convergence d'un processus d'approximation stochastique en analyse factorielle, in: Publ. Inst. Statist. Univ. Paris, 1994, vol. 38, n^o 1, pp. 37–55.
• 57D. Márquez-Carreras, C. Rovira, S. Tindel.
  Asymptotic behavior of the magnetization for the perceptron model, in: Ann. Inst. H. Poincaré Probab. Statist., 2006, vol. 42, n^o 3, pp. 327–342.
  http://dx.doi.org/10.1016/j.anihpb.2005.04.005
• 58A. Neuenkirch, I. Nourdin, A. Rößler, S. Tindel.
  Trees and asymptotic expansions for fractional stochastic differential equations, in: Ann. Inst. Henri Poincaré Probab. Stat., 2009, vol. 45, n^o 1, pp. 157–174.
  http://dx.doi.org/10.1214/07-AIHP159
• 59F. Russo, P. Vallois.
  Elements of stochastic calculus via regularization, in: Séminaire de Probabilités XL, Berlin, Lecture Notes in Math., Springer, 2007, vol. 1899, pp. 147–185.
  http://dx.doi.org/10.1007/978-3-540-71189-6_7
• 60S. Tindel.
  Quenched large deviation principle for the overlap of a $p$-spins system, in: J. Statist. Phys., 2003, vol. 110, n^o 1-2, pp. 51–72.
  http://dx.doi.org/10.1023/A:1021062510565
• 61C. A. Tudor, F. G. Viens.
  Statistical aspects of the fractional stochastic calculus, in: Ann. Statist., 2007, vol. 35, n^o 3, pp. 1183–1212.
  http://dx.doi.org/10.1214/009053606000001541
• 62É. Walter, L. Pronzato.
  Identification of parametric models, Communications and Control Engineering Series, Springer-Verlag, Berlin, 1997, xviii+413 p, From experimental data, Translated from the 1994 French original and revised by the authors, with the help of John Norton.