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.

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