![](https://dblp.dagstuhl.de/img/logo.ua.320x120.png)
![](https://dblp.dagstuhl.de/img/dropdown.dark.16x16.png)
![](https://dblp.dagstuhl.de/img/peace.dark.16x16.png)
Остановите войну!
for scientists:
![search dblp search dblp](https://dblp.dagstuhl.de/img/search.dark.16x16.png)
![search dblp](https://dblp.dagstuhl.de/img/search.dark.16x16.png)
default search action
François Bachoc
Person information
Refine list
![note](https://dblp.dagstuhl.de/img/note-mark.dark.12x12.png)
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2024
- [j23]José Betancourt, François Bachoc, Thierry Klein, Déborah Idier, Jérémy Rohmer, Yves Deville:
funGp: An R Package for Gaussian Process Regression with Scalar and Functional Inputs. J. Stat. Softw. 109(5) (2024) - [j22]Julien Demange-Chryst, François Bachoc, Jérôme Morio, Timothé Krauth:
Variational autoencoder with weighted samples for high-dimensional non-parametric adaptive importance sampling. Trans. Mach. Learn. Res. 2024 (2024) - [i14]Joachim Bona-Pellissier, François Malgouyres, François Bachoc:
Geometry-induced Implicit Regularization in Deep ReLU Neural Networks. CoRR abs/2402.08269 (2024) - [i13]François Bachoc, Nicolò Cesa-Bianchi, Tommaso Cesari, Roberto Colomboni:
Fair Online Bilateral Trade. CoRR abs/2405.13919 (2024) - [i12]François Bachoc, Tommaso Cesari, Roberto Colomboni:
A Contextual Online Learning Theory of Brokerage. CoRR abs/2407.01566 (2024) - 2023
- [j21]Joachim Bona-Pellissier
, François Bachoc, François Malgouyres:
Parameter identifiability of a deep feedforward ReLU neural network. Mach. Learn. 112(11): 4431-4493 (2023) - [j20]Julien Demange-Chryst, François Bachoc, Jérôme Morio:
Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates. Stat. Comput. 33(5): 103 (2023) - [c6]François Bachoc, Louis Béthune, Alberto González-Sanz, Jean-Michel Loubes:
Gaussian Processes on Distributions based on Regularized Optimal Transport. AISTATS 2023: 4986-5010 - [i11]Julien Demange-Chryst, François Bachoc, Jérôme Morio, Timothé Krauth:
Variational autoencoder with weighted samples for high-dimensional non-parametric adaptive importance sampling. CoRR abs/2310.09194 (2023) - 2022
- [j19]Baptiste Broto
, François Bachoc
, Laura Clouvel, Jean-Marc Martinez:
Block-Diagonal Covariance Estimation and Application to the Shapley Effects in Sensitivity Analysis. SIAM/ASA J. Uncertain. Quantification 10(1): 379-403 (2022) - [j18]Andrés F. López-Lopera, Déborah Idier, Jérémy Rohmer, François Bachoc:
Multioutput Gaussian processes with functional data: A study on coastal flood hazard assessment. Reliab. Eng. Syst. Saf. 218(Part): 108139 (2022) - [j17]François Bachoc, Andrés F. López-Lopera, Olivier Roustant:
Sequential Construction and Dimension Reduction of Gaussian Processes Under Inequality Constraints. SIAM J. Math. Data Sci. 4(2): 772-800 (2022) - [c5]Joachim Bona-Pellissier, François Malgouyres, François Bachoc:
Local Identifiability of Deep ReLU Neural Networks: the Theory. NeurIPS 2022 - [c4]Andrés F. López-Lopera, François Bachoc, Olivier Roustant:
High-dimensional Additive Gaussian Processes under Monotonicity Constraints. NeurIPS 2022 - [i10]Andrés F. López-Lopera, François Bachoc, Olivier Roustant:
High-dimensional additive Gaussian processes under monotonicity constraints. CoRR abs/2205.08528 (2022) - [i9]François Bachoc, Tommaso Cesari, Roberto Colomboni, Andrea Paudice:
A Near-Optimal Algorithm for Univariate Zeroth-Order Budget Convex Optimization. CoRR abs/2208.06720 (2022) - [i8]François Bachoc, Tommaso Cesari, Roberto Colomboni, Andrea Paudice:
Regret Analysis of Dyadic Search. CoRR abs/2209.00885 (2022) - [i7]François Bachoc, Louis Béthune, Alberto González-Sanz, Jean-Michel Loubes:
Gaussian Processes on Distributions based on Regularized Optimal Transport. CoRR abs/2210.06574 (2022) - 2021
- [j16]Anis Fradi
, Yan Feunteun, Chafik Samir, M. Baklouti, François Bachoc, Jean-Michel Loubes:
Bayesian regression and classification using Gaussian process priors indexed by probability density functions. Inf. Sci. 548: 56-68 (2021) - [j15]Baptiste Broto
, François Bachoc
, Marine Depecker, Jean-Marc Martinez:
Gaussian Linear Approximation for the Estimation of the Shapley Effects. SIAM/ASA J. Uncertain. Quantification 9(3): 1132-1151 (2021) - [c3]François Bachoc, Tommaso Cesari, Sébastien Gerchinovitz:
The Sample Complexity of Level Set Approximation. AISTATS 2021: 424-432 - [c2]François Bachoc, Tommaso Cesari, Sébastien Gerchinovitz:
Instance-Dependent Bounds for Zeroth-order Lipschitz Optimization with Error Certificates. NeurIPS 2021: 24180-24192 - [i6]François Bachoc, Tommaso Renato Cesari, Sébastien Gerchinovitz:
Instance-Dependent Bounds for Zeroth-order Lipschitz Optimization with Error Certificates. CoRR abs/2102.01977 (2021) - 2020
- [j14]François Bachoc, Céline Helbert, Victor Picheny:
Gaussian process optimization with failures: classification and convergence proof. J. Glob. Optim. 78(3): 483-506 (2020) - [j13]Baptiste Broto
, François Bachoc
, Marine Depecker:
Variance Reduction for Estimation of Shapley Effects and Adaptation to Unknown Input Distribution. SIAM/ASA J. Uncertain. Quantification 8(2): 693-716 (2020) - [j12]José Betancourt, François Bachoc, Thierry Klein, Déborah Idier, Rodrigo Pedreros
, Jérémy Rohmer:
Gaussian process metamodeling of functional-input code for coastal flood hazard assessment. Reliab. Eng. Syst. Saf. 198: 106870 (2020) - [i5]Andrés F. López-Lopera, Déborah Idier, Jérémy Rohmer, François Bachoc:
Multi-Output Gaussian Processes with Functional Data: A Study on Coastal Flood Hazard Assessment. CoRR abs/2007.14052 (2020)
2010 – 2019
- 2019
- [j11]Malek Ben Salem
, François Bachoc
, Olivier Roustant, Fabrice Gamboa, Lionel Tomaso:
Gaussian Process-Based Dimension Reduction for Goal-Oriented Sequential Design. SIAM/ASA J. Uncertain. Quantification 7(4): 1369-1397 (2019) - [j10]François Bachoc, Moreno Bevilacqua
, Daira Velandia:
Composite likelihood estimation for a Gaussian process under fixed domain asymptotics. J. Multivar. Anal. 174 (2019) - [j9]Baptiste Broto
, François Bachoc, Marine Depecker, Jean-Marc Martinez:
Sensitivity indices for independent groups of variables. Math. Comput. Simul. 163: 19-31 (2019) - [c1]Chafik Samir
, Jean-Michel Loubes, Anne-Françoise Yao, François Bachoc:
Learning a Gaussian Process Model on the Riemannian Manifold of Non-decreasing Distribution Functions. PRICAI (2) 2019: 107-120 - [i4]Andrés F. López-Lopera, François Bachoc, Nicolas Durrande, Olivier Roustant:
Approximating Gaussian Process Emulators with Linear Inequality Constraints and Noisy Observations via MC and MCMC. CoRR abs/1901.04827 (2019) - [i3]Mai Trang Vu, François Bachoc, Edouard Pauwels:
Rate of convergence for geometric inference based on the empirical Christoffel function. CoRR abs/1910.14458 (2019) - 2018
- [j8]Andrés F. López-Lopera, François Bachoc, Nicolas Durrande, Olivier Roustant:
Finite-Dimensional Gaussian Approximation with Linear Inequality Constraints. SIAM/ASA J. Uncertain. Quantification 6(3): 1224-1255 (2018) - [j7]Didier Rullière, Nicolas Durrande, François Bachoc, Clément Chevalier:
Nested Kriging predictions for datasets with a large number of observations. Stat. Comput. 28(4): 849-867 (2018) - [j6]François Bachoc, Fabrice Gamboa, Jean-Michel Loubes, Nil Venet
:
A Gaussian Process Regression Model for Distribution Inputs. IEEE Trans. Inf. Theory 64(10): 6620-6637 (2018) - [i2]François Bachoc, Fabrice Gamboa, Jean-Michel Loubes, Laurent Risser:
Entropic Variable Boosting for Explainability and Interpretability in Machine Learning. CoRR abs/1810.07924 (2018) - 2017
- [j5]François Bachoc, Martin Ehler
, Manuel Gräf:
Optimal configurations of lines and a statistical application. Adv. Comput. Math. 43(1): 113-126 (2017) - [j4]François Bachoc, Agnès Lagnoux, Thi Mong Ngoc Nguyen:
Cross-validation estimation of covariance parameters under fixed-domain asymptotics. J. Multivar. Anal. 160: 42-67 (2017) - [i1]Andrés F. López-Lopera, François Bachoc, Nicolas Durrande, Olivier Roustant:
Finite-dimensional Gaussian approximation with linear inequality constraints. CoRR abs/1710.07453 (2017) - 2016
- [j3]Reinhard Furrer
, François Bachoc, Juan Du:
Asymptotic properties of multivariate tapering for estimation and prediction. J. Multivar. Anal. 149: 177-191 (2016) - 2014
- [j2]François Bachoc:
Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes. J. Multivar. Anal. 125: 1-35 (2014) - 2013
- [j1]François Bachoc:
Cross Validation and Maximum Likelihood estimations of hyper-parameters of Gaussian processes with model misspecification. Comput. Stat. Data Anal. 66: 55-69 (2013)
Coauthor Index
![](https://dblp.dagstuhl.de/img/cog.dark.24x24.png)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from ,
, and
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and
to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-08-25 19:10 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint