Christophette Blanchet-Scalliet

Publication Activity (10 Years)

Years Active: 2004-2023
Publications (10 Years): 6

Top Topics

Gaussian Process

Robust Optimization

Diffusion Processes

Chance Constrained

Top Venues

J. Appl. Probab.

Appl. Math. Lett.

SIAM/ASA J. Uncertain. Quantification

Publications

Christophette Blanchet-Scalliet, Bruno Demory, Thierry Gonon, Céline Helbert
Gaussian Process Regression on Nested Spaces. SIAM/ASA J. Uncertain. Quantification 11 (2) (2023)
Mohamed Reda El Amri, Rodolphe Le Riche, Céline Helbert, Christophette Blanchet-Scalliet
A sampling criterion for constrained Bayesian optimization with uncertainties. CoRR (2021)
Mélina Ribaud, Christophette Blanchet-Scalliet, Céline Helbert, Frédéric Gillot
Robust optimization: A kriging-based multi-objective optimization approach. Reliab. Eng. Syst. Saf. 200 (2020)
Christophette Blanchet-Scalliet, Diana Dorobantu, Laura Gay
Joint law of an Ornstein-Uhlenbeck process and its supremum. J. Appl. Probab. 57 (2) (2020)
Stefan Ankirchner, Christophette Blanchet-Scalliet, Nabil Kazi-Tani
The De Vylder-Goovaerts conjecture holds within the diffusion limit. J. Appl. Probab. 56 (2) (2019)
Christophette Blanchet-Scalliet, Céline Helbert, Mélina Ribaud, Céline Vial
Four algorithms to construct a sparse kriging kernel for dimensionality reduction. Comput. Stat. 34 (4) (2019)
Christophette Blanchet-Scalliet, Diana Dorobantu, Didier Rullière
The density of a passage time for a renewal-reward process perturbed by a diffusion. Appl. Math. Lett. 26 (1) (2013)
Christophette Blanchet-Scalliet, Monique Jeanblanc
Hazard rate for credit risk and hedging defaultable contingent claims. Finance Stochastics 8 (1) (2004)