Hassan Maatouk

Publication Activity (10 Years)

Years Active: 2014-2024
Publications (10 Years): 3

Top Topics

Random Variables

Normal Distribution

Top Venues

Comput. Optim. Appl.

Eur. J. Oper. Res.

Publications

Hassan Maatouk, Didier Rullière, Xavier Bay
Sampling large hyperplane-truncated multivariate normal distributions. Comput. Stat. 39 (4) (2024)
Xavier Bay, Laurence Grammont, Hassan Maatouk
A new method for interpolating in a convex subset of a Hilbert space. Comput. Optim. Appl. 68 (1) (2017)
Areski Cousin, Hassan Maatouk, Didier Rullière
Kriging of financial term-structures. Eur. J. Oper. Res. 255 (2) (2016)
Hassan Maatouk, Xavier Bay
A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex Sets. MCQMC (2014)