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Book
Introduction aux réseaux de files d'attente
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Year: 1982 Publisher: Paris: Eyrolles,

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Article
Latent class model diagnosis.
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Year: 2000

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Dissertation
Observation and analysis of transits of TRAPPIST-1 systems
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Year: 2018 Publisher: Liège Université de Liège (ULiège)

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My chosen topic for this thesis is the newly discovered TRAPPIST-1 planetary system with its seven planets revolving around the nearby ultracool dwarf star. The main need to focus on the TRAPPIST-1 system is to refine the masses of the seven planets, to constrain their composition and also their dynamics. In order to do that we use the measured transit timing variations (TTVs) to constrain their masses, orbits and hence refine the transit parameters through analysis. Measured TTVs are used to detect a change in the orbital period of each planet caused by gravitational pull of the planets in a resonant chain, this causes the planets to accelerate and decelerate along its orbit in a packed planetary system and therefore change the orbital period. We also reduce the photometric data obtained from the Liverpool telescope over the time span of 2017/05/31 to 2017/10/28. The photometric data obtained consists of 19 light curves and each of these light curves were analyzed individually and then a global analysis was performed on all the transits pertaining to a single planet. The individual and global analysis was performed with the most recent version of the adaptive Markov Chain Monte-Carlo (MCMC) code developed by M. Gillon. For the reduction of the data, we first performed differential photometry to measure the flux of our target star with respect to a standard star in the field of view and eventually from this we obtain the dip in the value of the measured flux of a star during a planetary transit. Individual analysis is performed for each light curve to obtain the astrophysical and instrumental effects observed at the photometric variation level and finally we perform global analysis for a set of light curves obtained for the same planet. Both individual and global analysis is done in a preliminary chain of 10,000 steps and a secondary chain of 100,000 steps. In the global analysis, we improve the accuracy of the system parameters, de-trended light curves along with photometric representations which are also included in the report.\&#13;&#13;The global analysis result for TRAPPIST-1b gave us a transit duration of 0.025 $pm 0.00050$ days with its 1 − $sigma$ limit of the posterior PDF, similarly we have a value of 0.029$pm0.00076$ days for TRAPPIST-1c and a value of 0.0388$pm0.00075$ days for TRAPPIST-1e. These values are in good agreement with the values obtained from the Spitzer analysis. These timings will be useful to constrain further the dynamics of the TRAPPIST-1 system and the masses and compositions of its planets. We also compare the results with the already reduced Spritzer results, to check the accuracy of the results obtained from the Liverpool telescope. Some of our results are presented in the paper "The 0.6-4.55μm broadband transmission spectra of TRAPPIST-1 planets" (Ducrot et al. 2018, under review).


Dissertation
Elementary statistical methods of cryptography
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Year: 2019 Publisher: Liège Université de Liège (ULiège)

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The goal of this thesis is to study the statistical methods allowing to decrypt messages where a brute attack will be unfeasible. &#13;&#13;After the description of encryption techniques used in pre-modern cryptography and in the Second World War, we will present methods for breaking these classical ciphers with a brief presentation of the cryptanalysis needed to break wartime ciphers. Then, a bayesian method introduced by Turing in a wartime paper for breaking Vigenère cipher will be developed. This work will also investigate the use of Markov Chain Monte Carlo to attack substitution cipher and transposition cipher. Finally, we will discuss how to measure the performances of some techniques presented in the previous chapters based on simulations.


Dissertation
Master thesis and internship[BR]- Master's thesis : Imaging characterization of the radial-velocity brown dwarf HD18757B[BR]- Integration internship
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Year: 2021 Publisher: Liège Université de Liège (ULiège)

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The goal of the thesis is the characterization of the substellar companion HD18757B. Several techniques are applied to retrieve the photometric and orbital information of the object. At first, HD18757B is observed in the L' band with the imaging instrument LMIRCam mounted on the Large Binocular Telescope. This observation is based on the high contrast angular differential imaging method and is further processed with the Vortex Image Processing package. Secondly, imaging data is coupled with astrometric observation from Gaia/Hipparcos and radial velocity measurements from Sophie and Elodie to run in a Markov-Chain Monte Carlo simulation. Finally, the measured parameters are compared to the properties of brown dwarfs from evolutionary and formation models.


Book
Interacting particle systems.
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ISBN: 0387960694 3540960694 146138544X 1461385423 Year: 1985 Volume: vol 276 Publisher: New York : Springer-Verlag,


Book
Informative psychometric filters
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ISBN: 1920942661 1920942653 9781920942663 9781920942656 Year: 2006 Publisher: Canberra ANU Press

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This book is a series of case studies with a common theme. Some refer closely to previous work by the author, but contrast with how they have been treated before, and some are new. Comparisons are drawn using various sorts of psychological and psychophysiological data that characteristically are particularly nonlinear, non-stationary, far from equilibrium and even chaotic, exhibiting abrupt transitions that are both reversible and irreversible, and failing to meet metric properties. A core idea is that both the human organism and the data analysis procedures used are filters, that may variously preserve, transform, distort or even destroy information of significance.


Book
American-Type Options
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ISBN: 3110329824 9783110329827 9783110329841 3110329840 9783110329674 3110329670 Year: 2013 Publisher: Berlin Boston

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The book gives a systematical presentation of stochastic approximation methods for models of American-type options with general pay-off functions for discrete time Markov price processes. Advanced methods combining backward recurrence algorithms for computing of option rewards and general results on convergence of stochastic space skeleton and tree approximations for option rewards are applied to a variety of models of multivariate modulated Markov price processes. The principal novelty of presented results is based on consideration of multivariate modulated Markov price processes and general pay-off functions, which can depend not only on price but also an additional stochastic modulating index component, and use of minimal conditions of smoothness for transition probabilities and pay-off functions, compactness conditions for log-price processes and rate of growth conditions for pay-off functions. The book also contains an extended bibliography of works in the area. This book is the first volume of the comprehensive two volumes monograph. The second volume will present results on structural studies of optimal stopping domains, Monte Carlo based approximation reward algorithms, and convergence of American-type options for autoregressive and continuous time models, as well as results of the corresponding experimental studies.


Book
Approximate Bayesian Inference
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Year: 2022 Publisher: Basel MDPI - Multidisciplinary Digital Publishing Institute

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Extremely popular for statistical inference, Bayesian methods are also becoming popular in machine learning and artificial intelligence problems. Bayesian estimators are often implemented by Monte Carlo methods, such as the Metropolis–Hastings algorithm of the Gibbs sampler. These algorithms target the exact posterior distribution. However, many of the modern models in statistics are simply too complex to use such methodologies. In machine learning, the volume of the data used in practice makes Monte Carlo methods too slow to be useful. On the other hand, these applications often do not require an exact knowledge of the posterior. This has motivated the development of a new generation of algorithms that are fast enough to handle huge datasets but that often target an approximation of the posterior. This book gathers 18 research papers written by Approximate Bayesian Inference specialists and provides an overview of the recent advances in these algorithms. This includes optimization-based methods (such as variational approximations) and simulation-based methods (such as ABC or Monte Carlo algorithms). The theoretical aspects of Approximate Bayesian Inference are covered, specifically the PAC–Bayes bounds and regret analysis. Applications for challenging computational problems in astrophysics, finance, medical data analysis, and computer vision area also presented.

Keywords

Research & information: general --- Mathematics & science --- bifurcation --- dynamical systems --- Edward–Sokal coupling --- mean-field --- Kullback–Leibler divergence --- variational inference --- Bayesian statistics --- machine learning --- variational approximations --- PAC-Bayes --- expectation-propagation --- Markov chain Monte Carlo --- Langevin Monte Carlo --- sequential Monte Carlo --- Laplace approximations --- approximate Bayesian computation --- Gibbs posterior --- MCMC --- stochastic gradients --- neural networks --- Approximate Bayesian Computation --- differential evolution --- Markov kernels --- discrete state space --- ergodicity --- Markov chain --- probably approximately correct --- variational Bayes --- Bayesian inference --- Markov Chain Monte Carlo --- Sequential Monte Carlo --- Riemann Manifold Hamiltonian Monte Carlo --- integrated nested laplace approximation --- fixed-form variational Bayes --- stochastic volatility --- network modeling --- network variability --- Stiefel manifold --- MCMC-SAEM --- data imputation --- Bethe free energy --- factor graphs --- message passing --- variational free energy --- variational message passing --- approximate Bayesian computation (ABC) --- differential privacy (DP) --- sparse vector technique (SVT) --- Gaussian --- particle flow --- variable flow --- Langevin dynamics --- Hamilton Monte Carlo --- non-reversible dynamics --- control variates --- thinning --- meta-learning --- hyperparameters --- priors --- online learning --- online optimization --- gradient descent --- statistical learning theory --- PAC–Bayes theory --- deep learning --- generalisation bounds --- Bayesian sampling --- Monte Carlo integration --- PAC-Bayes theory --- no free lunch theorems --- sequential learning --- principal curves --- data streams --- regret bounds --- greedy algorithm --- sleeping experts --- entropy --- robustness --- statistical mechanics --- complex systems --- bifurcation --- dynamical systems --- Edward–Sokal coupling --- mean-field --- Kullback–Leibler divergence --- variational inference --- Bayesian statistics --- machine learning --- variational approximations --- PAC-Bayes --- expectation-propagation --- Markov chain Monte Carlo --- Langevin Monte Carlo --- sequential Monte Carlo --- Laplace approximations --- approximate Bayesian computation --- Gibbs posterior --- MCMC --- stochastic gradients --- neural networks --- Approximate Bayesian Computation --- differential evolution --- Markov kernels --- discrete state space --- ergodicity --- Markov chain --- probably approximately correct --- variational Bayes --- Bayesian inference --- Markov Chain Monte Carlo --- Sequential Monte Carlo --- Riemann Manifold Hamiltonian Monte Carlo --- integrated nested laplace approximation --- fixed-form variational Bayes --- stochastic volatility --- network modeling --- network variability --- Stiefel manifold --- MCMC-SAEM --- data imputation --- Bethe free energy --- factor graphs --- message passing --- variational free energy --- variational message passing --- approximate Bayesian computation (ABC) --- differential privacy (DP) --- sparse vector technique (SVT) --- Gaussian --- particle flow --- variable flow --- Langevin dynamics --- Hamilton Monte Carlo --- non-reversible dynamics --- control variates --- thinning --- meta-learning --- hyperparameters --- priors --- online learning --- online optimization --- gradient descent --- statistical learning theory --- PAC–Bayes theory --- deep learning --- generalisation bounds --- Bayesian sampling --- Monte Carlo integration --- PAC-Bayes theory --- no free lunch theorems --- sequential learning --- principal curves --- data streams --- regret bounds --- greedy algorithm --- sleeping experts --- entropy --- robustness --- statistical mechanics --- complex systems


Book
Markov and Semi-markov Chains, Processes, Systems and Emerging Related Fields
Authors: ---
Year: 2021 Publisher: Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute

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This book covers a broad range of research results in the field of Markov and Semi-Markov chains, processes, systems and related emerging fields. The authors of the included research papers are well-known researchers in their field. The book presents the state-of-the-art and ideas for further research for theorists in the fields. Nonetheless, it also provides straightforwardly applicable results for diverse areas of practitioners.

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