Publications

2020

Gaussian field on the symmetric group: prediction and learning
Electron. J. Stat. 14 (2020), no. 1, 503–546
• François Bachoc • Fabrice Gamboa

2019

Approximate optimal designs for multivariate polynomial regression
Annals of Statistics, Institute of Mathematical Statistics, 2019, 47 (1), 127-155
• Yoann De Castro • Fabrice Gamboa • Didier Henrion • Roxana Hess • Jean-Bernard Lasserre

Connecting pairwise geodesic spheres by depth: DCOPS
J. Multivariate Anal. 169 (2019), 81–94
• Ricardo Fraiman • Fabrice Gamboa • Leonardo Moreno

Sum rules and large deviations for spectral matrix measures
Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2019, 25 (1), 712-741
• Fabrice Gamboa • Jan Nagel • Alain Rouault

2018

Sensitivity analysis based on Cramér–von Mises distance
SIAM/ASA Journal on Uncertainty Quantification, ASA, American Statistical Association, 2018, 6 (2), 522-548
• Fabrice Gamboa • Thierry Klein • Agnès Lagnoux

Quantum non demolition measurements: parameter estimation for mixtures of multinomials
Electron. J. Stat. 12 (2018), no. 1, 555–571.
• Tristan Benoist • Fabrice Gamboa • Clément Pellegrini

A Gaussian process regression model for distribution inputs
IEEE Trans. Inform. Theory 64 (2018), no. 10, 6620–6637
• François Bachoc • Fabrice Gamboa • Jean-Michel Loubes • Nil Venet

2017

Universal prediction distribution for surrogate models
SIAM/ASA J. Uncertain. Quantif. 5 (2017), no. 1, 1086–1109
• Malek Ben Salem • Fabrice Gamboa • Olivier Roustant • Lionel Tomaso

Exact solutions to super resolution on semi- algebraic domains in higher dimensions
IEEE Trans. Inform. Theory 63 (2017), no. 1, 621–630
• Yoann De Castro • Fabrice Gamboa • Didier Henrion • Jean-Bernard Lasserre

Sum rules and large deviations for spectral measures on the unit circle
Random Matrices: Theory and Applications, World Scientific, 2017, 6 (1)
• Fabrice Gamboa • Jan Nagel • Alain Rouault

A hybrid probabilistic model for prognostic
J. Nonlinear Syst. Appl. 6 (2017), no. 1, 23–31
• Léa Dominique Cot • Fabrice Gamboa • Ranjan Ganguli

Erratum to: Canonical moments and random spectral measures
J. Theoret. Probab. 30 (2017), no. 2, 701–702
• Fabrice Gamboa • Alain Rouault

2016

Statistical inference for Sobol pick-freeze Monte Carlo method
Statistics 50 (2016), no. 4, 881–902
• Fabrice Gamboa • Alexandre Janon • Thierry Klein • Agnès Lagnoux • Clémentine Prieur

Bregman superquantiles. Estimation methods and applications
Depend. Model. 4 (2016), no. 1, 76–108
• Fabrice Gamboa • Aurélien Garivier • Bertrand Iooss • Tatiana Labopin-Richard

Sum rules via large deviations
J. Funct. Anal. 270 (2016), no. 2, 509–559
• Fabrice Gamboa • Jan Nagel • Alain Rouault

A unified framework to study the properties of the PLS vector of regression coefficients
The multiple facets of partial least squares and related methods, 227–237, Springer Proc. Math. Stat., 173, Springer, [Cham], 2016
• Mélanie Blazère • Fabrice Gamboa • Jean-Michel Loubes

2015

Density modification-based reliability sensitivity analysis
J. Stat. Comput. Simul. 85 (2015), no. 6, 1200– 1223
• Aurélie Arnaud • Nicolas Bousquet • Fabrice Gamboa • Bertrand Iooss • Paul Lemaître • Ekatarina Sergienko

Spike detection from inaccurate samplings
Appl. Comput. Harmon. Anal. 38 (2015), no. 2, 177–195
• Jean-Marc Azais • Yoann De Castro • Fabrice Gamboa

Generalized Sobol sensitivity indices for dependent variables: numerical methods
J. Stat. Comput. Simul. 85 (2015), no. 7, 1306– 1333
• Gaelle Chastaing • Fabrice Gamboa • Clémentine Prieur

Functional calibration estimation by the maximum entropy on the mean principle
Statistics 49 (2015), no. 5, 989–1004
• Santiago Gallón • Fabrice Gamboa • Jean-Michel Loubes

2014

Operator-valued spectral measures and large deviations
J. Statist. Plann. Inference 154 (2014), 72–86
• Fabrice Gamboa • Alain Rouault

A random-projection based test of Gaussianity for stationary processes
Comput. Statist. Data Anal. 75 (2014), 124–141
• Juan Antonio Cuesta-Albertos • Fabrice Gamboa • Alicia Nieto-Reyes

Oracle inequalities for a group lasso procedure applied to generalized linear models in high dimension
IEEE Trans. Inform. Theory 60 (2014), no. 4, 2303–2318
• Mélanie Blazère • Fabrice Gamboa • Jean-Michel Loubes

Parametric estimation for Gaussian fields indexed by graphs
Probab. Theory Related Fields 159 (2014), no. 1-2, 117–155
• Thibault Espinasse • Fabrice Gamboa • Jean-Michel Loubes

Sensitivity analysis for multidimensional and functional outputs
Electron. J. Stat. 8 (2014), no. 1, 575–603
• Fabrice Gamboa • Alexandre Janon • Thierry Klein • Agnès Lagnoux

2013

Derivative-based global sensitivity measures: general links with Sobol? indices and numerical tests
Math. Comput. Simulation 87 (2013), 45–54
• Fabrice Gamboa • Bertrand Iooss • Matieyendou Lamboni • Anne-Laure Popelin

Sensitivity indices for multivariate outputs
C. R. Math. Acad. Sci. Paris 351 (2013), no. 7-8, 307–310
• Fabrice Gamboa • Alexandre Janon • Thierry Klein • Agnès Lagnoux

LAN property for some fractional type Brownian motion
ALEA Lat. Am. J. Probab. Math. Stat. 10 (2013), no. 1, 91–106
• Serge Cohen • Fabrice Gamboa • Céline Lacaux • Jean-Michel Loubes

Efficient estimation of sensitivity indices
J. Nonparametr. Stat. 25 (2013), no. 3, 573–595
• Sébastien Da Veiga • Fabrice Gamboa

2012

Generalized Hoeffding-Sobol decomposition for dependent variables — application to sensitivity analysis
Electron. J. Stat. 6 (2012), 2420–2448
• Gaelle Chastaing • Fabrice Gamboa • Clémentine Prieur

Exact reconstruction using Beurling minimal extrapolation
J. Math. Anal. Appl. 395 (2012), no. 1, 336– 354
• Yoann De Castro • Fabrice Gamboa

Large deviations for random matricial moment problems
J. Multivariate Anal. 106 (2012), 17–35
• Fabrice Gamboa • Jan Nagel • Alain Rouault • Jens Wagener

Conditional large and moderate deviations for sums of discrete random variables. Combinatoric applications
Bernoulli 18 (2012), no. 4, 1341–1360
• Fabrice Gamboa • Thierry Klein • Clémentine Prieur

2011

Estimation error for blind Gaussian time series prediction
Math. Methods Statist. 20 (2011), no. 3, 206– 223
• Thibault Espinasse • Fabrice Gamboa • Jean-Michel Loubes

Large deviations for random spectral measures and sum rules
Appl. Math. Res. Express. AMRX 2011, no. 2, 281–307
• Fabrice Gamboa • Alain Rouault

Maximum entropy estimation for survey sampling
J. Statist. Plann. Inference 141 (2011), no. 1, 305–317
• Fabrice Gamboa • Jean-Michel Loubes • Paul Rochet

2010

Canonical moments and random spectral measures
J. Theoret. Probab. 23 (2010), no. 4, 1015– 1038
• Fabrice Gamboa • Alain Rouault

Generalized Dirichlet distributions on the ball and moments
ALEA Lat. Am. J. Probab. Math. Stat. 7 (2010), 319–340
• Franck Barthe • Fabrice Gamboa • Li-Vang Lozada-Chang • Alain Rouault

2009

Local polynomial estimation for sensitivity analysis on models with correlated inputs
Technometrics 51 (2009), no. 4, 452–463
• Sébastien Da Veiga • Fabrice Gamboa • François Wahl

Estimation of translation, rotation, and scaling between noisy images using the Fourier-Mellin transform
SIAM J. Imaging Sci. 2 (2009), no. 2, 614–645
• Jérémie Bigot • Fabrice Gamboa • Myriam Vimond

2007

Estimation of parameters of a multifractal process
TEST 16 (2007), no. 2, 383–407
• Fabrice Gamboa • Jean-Michel Loubes

Semi-parametric estimation of shifts
Electron. J. Stat. 1 (2007), 616–640
• Fabrice Gamboa • Jean-Michel Loubes • Elie Maza

Asymptotic properties of the algebraic moment range process
Acta Math. Hungar. 116 (2007), no. 3, 247– 264
• Holger Dette • Fabrice Gamboa

2005

Wavelet estimation of a multifractal function
Bernoulli 11 (2005), no. 2, 221–246
• Fabrice Gamboa • Jean-Michel Loubes

Some asymptotic results for the number of generalized records
Extremes 8 (2005), no. 1-2, 27–41
• Anne-Laure Fougères • Fabrice Gamboa • Clémentine Prieur

2004

Random sums stopped by a rare event: a new approximation
Probab. Math. Statist. 24 (2004), no. 2, Acta Univ. Wratislav. No. 2732, 237–252
• Fabrice Gamboa • Patrick Pamphile

Large deviations for random power moment problem
Ann. Probab. 32 (2004), no. 3B, 2819–2837
• Fabrice Gamboa • Li-Vang Lozada-Chang

2002

Bins and balls: large deviations of the empirical occupancy process
Ann. Appl. Probab. 12 (2002), no. 2, 607–636
• Stéphane Boucheron • Fabrice Gamboa • Christian Léonard

Estimation of marginal and spectral modes
J. Nonparametr. Stat. 14 (2002), no. 4, 353–366
• Bernard Bercu • Fabrice Gamboa • Marc Lavielle

2000

Sharp large deviations for Gaussian quadratic forms with applications
ESAIM Probab. Statist. 4 (2000), 1–24
• Bernard Bercu • Fabrice Gamboa • Marc Lavielle

1999

New Bayesian methods for ill posed problems
Statist. Decisions 17 (1999), no. 4, 315–337
• Fabrice Gamboa

MEM pixel correlated solutions for generalized moment and interpolation problems
IEEE Trans. Inform. Theory 45 (1999), no. 7, 2253–2270
• Imre Csiszar • Fabrice Gamboa • Elisabeth Gassiat

A functional large deviations principle for quadratic forms of Gaussian stationary processes
Statist. Probab. Lett. 43 (1999), no. 3, 299–308
• Fabrice Gamboa • Alain Rouault • Marguerite Zani

Large deviations and variational theorems for marginal problems
Bernoulli 5 (1999), no. 1, 81–108
• Patrick Cattiaux • Fabrice Gamboa

1997

Solving Fredholm equations by maximum entropy on the mean. Application to superresolution
Math. Comput. Modelling 25 (1997), no. 7, 23–32
• Fabrice Gamboa • Henryk Gzyl

Source separation when the input sources are discrete or have constant modulus
IEEE Transactions on Signal Processing, 1997
• Fabrice Gamboa • Elisabeth Gassiat

Bayesian methods and maximum entropy for ill-posed inverse problems
Ann. Statist. 25 (1997), no. 1, 328–350
• Fabrice Gamboa • Elisabeth Gassiat

Large deviations for quadratic forms of stationary Gaussian processes
Stochastic Process. Appl. 71 (1997), no. 1, 75–90
• Bernard Bercu • Fabrice Gamboa • Alain Rouault

1996

Blind deconvolution of discrete linear systems
Ann. Statist. 24 (1996), no. 5, 1964–1981
• Fabrice Gamboa • Elisabeth Gassiat

Sets of superresolution and the maximum entropy method on the mean
SIAM J. Math. Anal. 27 (1996), no. 4, 1129– 1152
• Fabrice Gamboa • Elisabeth Gassiat

Superresolution rates in Prokhorov metric
Canad. J. Math. 48 (1996), no. 2, 316–329
• Paul Doukhan • Fabrice Gamboa

Large deviations for quadratic forms of stationary Gaussian processes
C. R. Acad. Sci. Paris Sér. I Math. 322 (1996), no. 7, 695–698
• Bernard Bercu • Fabrice Gamboa • Alain Rouault

1994

Superresolution rates in the Prokhorov metric
C. R. Acad. Sci. Paris Sér. I Math. 318 (1994), no. 12, 1143–1148
• Paul Doukhan • Fabrice Gamboa

The maximum entropy method on the mean: applications to linear programming and superresolution
Math. Programming 66 (1994), no. 1, Ser. A, 103–122
• Fabrice Gamboa • Elisabeth Gassiat

Discrete source separation
C. R. Acad. Sci. Paris Sér. I Math. 319 (1994), no. 8, 871–876
• Fabrice Gamboa • Elisabeth Gassiat

1993

Blind deconvolution of discrete linear systems
C. R. Acad. Sci. Paris Sér. I Math. 317 (1993), no. 4, 395–400
• Fabrice Gamboa • Elisabeth Gassiat

1991

Maximum d'entropie et proble?me des moments: cas multidimensionnel
Probab. Math. Statist. 12 (1991), no. 1, 67–83 (1992)
• Fabrice Gamboa • Elisabeth Gassiat

1990

A Bayesian interpretation of the maximum entropy method on the mean
C. R. Acad. Sci. Paris Sér. I Math. 311 (1990), no. 11, 731–735
• Fabrice Gamboa • Elisabeth Gassiat

Maximum d'entropie et problème des moments
Ann. Inst. H. Poincaré Probab. Statist. 26 (1990), no. 4, 567–596
• Didier Dacunha-Castelle • Fabrice Gamboa

Linear programming with maximum entropy
Math. Comput. Modelling 13 (1990), no. 7, 49–52
• Fabrice Gamboa • Henryk Gzyl

1988

Large deviations and the generalized moments problem under constraints
C. R. Acad. Sci. Paris Sér. I Math. 306 (1988), no. 19, 783–786
• Didier Dacunha-Castelle • Fabrice Gamboa

Entropy maximization under linear and nonlinear constraints
C. R. Acad. Sci. Paris Sér. I Math. 306 (1988), no. 12, 503–506
• Didier Dacunha-Castelle • Fabrice Gamboa

Kullback information minimization and entropy maximization under a quadratic constraint
C. R. Acad. Sci. Paris Sér. I Math. 306 (1988), no. 9, 425–427
• Fabrice Gamboa

Preprints