@unpublished{levine:hal-03900661,
title = {{A smoothed semiparametric likelihood for estimation of nonparametric finite mixture models with a copula-based dependence structure}},
author = {Levine, Michael and Mazo, Gildas},
url = {https://hal.inrae.fr/hal-03900661},
note = {working paper or preprint},
year = {2022},
month = dec,
pdf = {https://hal.inrae.fr/hal-03900661/file/main.pdf},
hal_id = {hal-03900661},
hal_version = {v1}
}
@unpublished{kouye:hal-03814478,
title = {{Asymptotic control of the mean-squared error for Monte Carlo sensitivity index estimators in stochastic models}},
author = {Kouye, Henri Mermoz and Mazo, Gildas},
url = {https://hal.archives-ouvertes.fr/hal-03814478},
note = {working paper or preprint},
year = {2022},
month = oct,
keywords = {Stochastic model ; global sensitivity analysis ; Monte-Carlo method ; mean-squared error ; quadratic convergence},
pdf = {https://hal.archives-ouvertes.fr/hal-03814478/file/main.pdf},
hal_id = {hal-03814478},
hal_version = {v1}
}
@unpublished{kouye2022exploiting,
title = {{Exploiting deterministic algorithms to perform global sensitivity analysis for continuous-time Markov chain compartmental models with application to epidemiology}},
author = {Kouye, Henri Mermoz and Mazo, Gildas and Prieur, Cl{\'e}mentine and Vergu, Elisabeta},
url = {https://hal.archives-ouvertes.fr/hal-03565729},
note = {working paper or preprint},
year = {2022},
month = feb,
keywords = {Compartmental models ; continuous-time Markov chains ; Gillespie algorithm ; stochastic models ; deterministic ; global sensitivity analysis},
pdf = {https://hal.archives-ouvertes.fr/hal-03565729/file/Exploiting_deterministic_algorithms.pdf},
hal_id = {hal-03565729},
hal_version = {v1}
}
@unpublished{mazo2022randomized,
title = {{A randomized pairwise likelihood method for complex statistical inferences}},
author = {Mazo, Gildas and Karlis, Dimitris and Rau, Andrea},
url = {https://hal.inrae.fr/hal-03126620},
note = {working paper or preprint},
year = {2022},
month = feb,
keywords = {pairwise likelihood ; composite likelihood ; randomization ; confidence intervals ; mutivariate count data ; computational challenges},
pdf = {https://hal.inrae.fr/hal-03126620v2/file/formatted-manuscript.pdf},
hal_id = {hal-03126620},
hal_version = {v2}
}
@article{mazo2021tradeoff,
author = {Gildas Mazo},
title = {A Trade-Off Between Explorations and Repetitions for
Estimators of Two Global Sensitivity Indices in
Stochastic Models Induced by Probability Measures},
journal = {SIAM/ASA Journal on Uncertainty Quantification},
year = {2021},
volume = {9},
number = {4},
pages = {1673-1713},
url = {https://hal.science/hal-02113448},
doi = {https://doi.org/10.1137/19M1272706}
}
@article{asenova2021inference,
author = {S. Asenova and G. Mazo and J. Segers},
title = {Inference on extremal dependence in the domain of
attraction of a structured {H}üsler-{R}eiss distribution
motivated by a {M}arkov tree with latent variables},
journal = {Extremes},
year = {2021},
volume = {24},
pages = {461-500},
url = {https://hal.inrae.fr/hal-02790978},
doi = {https://doi.org/10.1007/s10687-021-00407-5}
}
@article{mazo2021parametric,
author = {G. Mazo and F. Portier},
title = {Parametric versus
nonparametric: the fitness coefficient},
journal = {Scandinavian Journal of Statistics},
year = {2021},
volume = {48},
pages = {1344-1383},
url = {https://hal.inrae.fr/hal-03270164},
doi = {10.1111/sjos.12495}
}
@article{mazo2019constraining,
author = {G. Mazo and Y. Averyanov},
title = {Constraining kernel
estimators in semiparametric copula mixture models},
journal = {Computational Statistics and Data Analysis},
year = {2019},
volume = {138},
pages = {170-189},
url = {https://hal.inrae.fr/hal-02620478},
doi = {10.1016/j.csda.2019.04.010}
}
@article{mazo2017semiparametric,
author = {G. Mazo},
title = {A semiparametric and location-shift
copula-based mixture model},
journal = {Journal of Classification},
year = {2017},
volume = {34},
number = {3},
pages = {444-464},
url = {https://hal.science/hal-01263382},
doi = {10.1007/s00357-017-9243-9}
}
@article{durante2016marshall,
author = {F. Durante and S. Girard and G. Mazo},
title = {Marshall-Olkin type copulas generated by a global shock},
journal = {Journal of Computational and Applied Mathematics},
volume = {296},
pages = {638-648},
year = {2016},
url = {https://hal.science/hal-01138228},
doi = {10.1016/j.cam.2015.10.022}
}
@article{mazo2015weighted,
author = {G. Mazo and S. Girard and F. Forbes},
title = {Weighted least square inference for multivariate copulas ba sed on dependence coefficients},
journal = {ESAIM: Probability and Statistics},
volume = {19},
pages = {746-765},
year = {2015},
url = {https://hal.science/hal-00979151},
doi = {10.1051/ps/2015014}
}
@article{mazo2016flexible,
author = {G. Mazo and S. Girard and F. Forbes},
title = {A flexible and tractable class of one-factor copulas},
journal = {Statistics and Computing},
pages = {965-979},
year = {2016},
volume = {26},
url = {https://hal.science/hal-00979147},
doi = {10.1007/s11222-015-9580-7}
}
@article{mazo2015product,
author = {G. Mazo and S. Girard and F. Forbes},
title = {A class of multivariate copulas based on products
of bivariate copulas},
journal = {Journal of Multivariate Analysis},
volume = {140},
pages = {363-376},
year = {2015},
url = {https://hal.science/hal-00910775},
doi = {10.1016/j.jmva.2015.06.001}
}
@article{barroca2015uncertainty,
author = {B. Barroca and P. Bernardara and S. Girard and G. Mazo},
title = {Can uncertainty in hazard evaluation be used as
guidance for implementation strategies in urban
resilience?},
journal = {Natural Hazards and Earth System Sciences},
volume = {15},
pages = {25-34},
year = {2015},
url = {https://hal.science/hal-01100539v1},
doi = {10.5194/nhess-15-25-2015}
}
@article{sabbah2011smethillium,
author = {C. Sabbah and G. Mazo and C. Paccard and F. Reyal and
P. Hup\'e},
title = {SMETHILLIUM: spatial normalization METHod for
ILLumina InfinIUM HumanMethylation BeadChip},
journal = {Bioinformatics},
volume = {27},
number = {12},
pages = {1693-1695},
year = {2011},
url = {https://hal.science/hal-02653038v1},
doi = {10.1093/bioinformatics/btr187}
}
@inproceedings{durante2015marshall,
author = {Durante, Fabrizio
and Girard, St{\'e}phane
and Mazo, Gildas},
editor = {Cherubini, Umberto
and Durante, Fabrizio
and Mulinacci, Sabrina},
title = {Copulas Based on {M}arshall-{O}lkin Machinery},
booktitle = {Marshall-Olkin Distributions---Advances in Theory and Applications},
year = {2015},
pages = {15--31},
abstract = {We present a general construction principle for copulas that is inspired by the celebrated Marshall--Olkin exponential model. From this general construction method, we derive special subclasses of copulas that could be useful in different situations and recall their main properties. Moreover, we discuss possible estimation strategy for the proposed copulas. The presented results are expected to be useful in the construction of stochastic models for lifetimes (e.g., in reliability theory) or in credit risk models.}
}
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