Liste des Publications

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Liste de mes publications sur MathSciNet



Miscellaneous


  • C. Prieur,
    Mieux modéliser le climat grâce aux statistiques.
    Podcast Interstices lien


  • Livre


  • J. Dedecker, P. Doukhan, G. Lang, J.R. Léon, S. Louhichi, C. Prieur,
    Weak Dependance: With Examples and Applications
    Springer, New York
    Lecture Notes in Statistics 190 (2007). lien


  • Chapitres de livres


  • C. Prieur and S. Tarantola, Variance-based sensitivity analysis: Theory and estimation algorithms.
    In: Springer Handbook on UQ, R. Ghanem, D. Higdon and H. Owhadi (Eds).

  • C. Prieur, Recent results on weak dependence for causal sequences. Statistical applications to dynamical systems.
    Lect. notes in Stat., Springer, Bertail, Patrice; Doukhan, Paul; Soulier, Philippe (Eds.), Vol. 187(2006). ps

  • J. Dedecker, C. Prieur and P. Raynaud de Fitte, Parametrized Kantorovich-Rubinstein Theorem and application to the coupling of random variables.
    Lect. notes in Stat., Springer, Bertail, Patrice; Doukhan, Paul; Soulier, Philippe (Eds.), Vol. 187(2006). ps



  • Numéro spécial


  • C. Prieur, A. Pasanisi et F. Wahl,
    Méthodes stochastiques pour l'analyse de sensibilité. (French) [Stochastic methods for sensitivity analysis]
    J. SFdS, Volume 152, Issue 1 (2011). lien


  • Articles


  • Owen, A. B. and Prieur, C. (2017) On Shapley value for measuring importance of dependent inputs.
    SIAM/ASA Journal on Uncertainty Quantification, 5 (1), p.986-1002. arXiv

  • Comte, F., Prieur, C. and Samson, A. Adaptive estimation for Stochastic Damping Hamiltonian Systems under Partial Observation. Accepté dans Stochastic Processes and their Applications, mars 2017.

  • P. Cattiaux, J. R. León and C. Prieur (2017) Invariant density estimation for a reflected diffusion using an Euler scheme.
    Monte Carlo Methods and Applications, 23 (2), p. 71-88.

  • L. Gilquin, T. Capelle, E. Arnaud and C. Prieur (2017) Sensitivity Analysis and Optimisation of a Land Use and Transport Integrated Model.
    Journal de la Société Française de Statistique, numéro spécial Computer experiments, 158 (1), p. 90-110. hal

  • P. Cattiaux, J. R. León, A. A. Pineda and C. Prieur (2017)
    An overlook on statistical inference issues for stochastic damping hamiltonian systems under the fluctuation-dissipation condition.
    Statistics, special issue dedicated to the conference held in Paris, May 11-13, 2015 to honor Paul Doukhan, 51 (1), p. 11-29. hal

  • Gilquin, L., Jiménez Rugama, L. A., Arnaud, E., Hickernell, F. J., Monod, H. and Prieur, C. (2017),
    Iterative construction of replicated designs based on Sobol' sequences.
    C. R. Acad. Sci. Paris, Série 1, 355 (1), p. 10-14.

  • S. Nanty, C. Helbert, A. Marrel, N. Pérot and C. Prieur (2017)
    Uncertainy quantication for functional dependent random variables.
    Computational Statistics, 32 (2), p. 559-583.

  • S. Nanty, C. Helbert, A. Marrel, N. Pérot and C. Prieur (2016), Sampling, metamodelling and sensitivity analysis of numerical simulators with functional stochastic inputs.
    SIAM/ASA Journal on Uncertainty Quantification, 4 (1), p. 636-659.

  • A. Janon, M. Nodet, C. Prieur and C. Prieur (2016), Global sensitivity analysis for the boundary control of an open channel.
    Math. Control Signals Systems, 28 (1), p. 1-27.

  • A. Janon, M. Nodet, C. Prieur (2016), Goal-oriented error estimation for the reduced basis method, with application to sensitivity analysis.
    Journal of Scientific Computing, 68 (1), p. 21-41. hal

  • F. Gamboa, A. Janon, T. Klein, A. Lagnoux, C. Prieur (2016), Statistical inference for Sobol pick freeze Monte Carlo method.
    Statistics, 50 (4), p. 881-902. hal

  • P. Cattiaux, J. R. León and C. Prieur (2016), Estimation for Stochastic Damping Hamiltonian Systems under Partial Observation. III. Diffusion term.
    Annals of Applied Probability, 26 (3), p. 1581-1619. hal

  • A. Makris, C. Prieur, T. Vischel, G. Quantin, T. Lebel and R. Roca (2016), Stochastic Tracking of Mesoscale Convective Systems: Evaluation in the West African Sahel.
    Stochastic Environmental Research and Risk Assessment, 30 (2), p. 681-691.

  • P. Tencaliec, A.-C. Favre, C. Prieur and T. Mathevet (2015), Reconstruction of missing daily streamflow data using dynamic regression models.
    Water Resour. Res., 51 (12), p. 9447-9463.

  • L. Gilquin, C. Prieur and E. Arnaud (2015), Replication procedure for grouped Sobol' indices estimation in dependent uncertainty spaces.
    Information and Inference: A Journal of the IMA, 4 (4), p. 354-379, with the reproducible flag. hal

  • P. Cattiaux, J. R. León and C. Prieur (2015)
    Recursive Estimation for Stochastic Damping Hamiltonian Systems.
    Journal of Nonparametric Statistics, Volume 27, no. 3, pages 401-424. hal

  • J.-Y. Tissot and C. Prieur, A randomized Orthogonal Array-based procedure for the estimation of first- and second-order Sobol' indices.
    Journal of Statistical Computation and Simulation, Volume 85, Issue 7, May 2015, pages 1358-1381. hal

  • M. Champion, G. Chastaing, S. Gadat and C. Prieur (2015), L2 -Boosting for sensitivity analysis with dependent inputs.
    Statistica Sinica, 25 (4), p. 1477-1502. hal

  • G. Chastaing, F. Gamboa, C. Prieur, Generalized Sobol sensitivity indices for dependent variables: numerical methods.
    Journal of Statistical Computation and Simulation, Volume 85, Issue 7, May 2015, pages 1306-1333. hal

  • P. Cénac, S. Loisel, V. Maume-Deschamps, C. Prieur, Risk indicators with several lines of business: comparison, asymptotic behavior and applications to optimal reserve allocation.
    Ann. ISUP , Volume 58, Issue 3, pages 3-26, 2014. version preprint

  • P. Cattiaux, J. R. León and C. Prieur, Estimation for Stochastic Damping Hamiltonian Systems under Partial Observation. II. Drift term.
    ALEA, Volume 11, Issue 1, pages 359-384, 2014. hal

  • A. Makris and C. Prieur, Bayesian Multiple Hypothesis Tracking of Merging and Splitting Targets.
    IEEE Transactions on Geoscience and Remote Sensing Volume 52, Issue 12, pages 7684-7694, 2014. hal

  • E. Di Bernardino and C. Prieur, Estimation of Multivariate Conditional Tail Expectation using Kendall's Process.
    Journal of Nonparametric Statistics Volume 26, Issue 2, pages 241-267, 2014. hal

  • P. Cattiaux, J. R. León and C. Prieur, Estimation for Stochastic Damping Hamiltonian Systems under Partial Observation. I. Invariant density.
    Stochastic Processes and their Applications Volume 124, Issue 3, pages 1236-1260, 2014. hal

  • Janon, A., Klein T., Lagnoux A., Nodet M., Prieur C. Asymptotic normality and efficiency of two Sobol index estimators.
    hal-00665048. ESAIM P&S, Volume 18, pages 342-364, 2014. hal

  • E. Di Bernardino, V. Maume-Deschamps, C. Prieur, Estimating Bivariate Tail: a copula based approach.
    hal-00475386v2. Journal of Multivariate Analysis. Volume 119, pages 81-100, 2013. hal

  • G. Chastaing, F. Gamboa, C. Prieur. Generalized Hoeffding-Sobol Decomposition for Dependent Variables. Application to Sensitivity Analysis.
    Electronic Journal of Statistics. Volume 6, Issue 0, pages 2420-2448, 2012. lien

  • A. Janon, M. Nodet, C. Prieur, Uncertainties assessment in global sensitivity indices estimation from metamodels.
    International Journal for Uncertainty Quantification 4 (2014), no. 1, pages 21-36. arxiv

  • A. Janon, M. Nodet, C. Prieur (2013)
    Certified reduced-basis solutions of viscous Burgers equation parametrized by initial and boundary values.
    ESAIM Math. Model. Numer. Anal. Volume 47, Issue 2, pages 317-348. arxiv

  • J. Y. Tissot, C. Prieur, Bias correction for the estimation of sensitivity indices based on random balance designs.
    hal-00507526v1. Reliability Engineering & System Safety. Volume 107, pages 205-213, 2012. hal

  • P. Cénac, V. Maume-Deschamps, C. Prieur, Some multivariate risk indicators; minimization by using a Kiefer-Wolfowitz approach to the mirror stochastic algorithm.
    Statistics and Risk Modeling. Volume 29, Issue 1, pages 47-71, 2012. hal

  • E. Di Bernardino, T. Laloë, V. Maume-Deschamps & C. Prieur, Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory.
    hal-00580624v2. ESAIM Probab. Stat. Volume 17, pages 236-256, 2013.

  • A. Antoniadis, C. Helbert, C. Prieur & L. Viry, Spatio-temporal metamodeling for West African monsoon.
    Environmetrics, Special Issue: Spatio-Temporal Stochastic Modelling. (METMAV)
    Volume 23, Issue 1, pages 24-36, February 2012. pdf

  • F. Gamboa, T. Klein, C. Prieur, Conditional large and moderate deviations for sums of discrete random variables. Combinatoric applications.
    Bernoulli 18, 4 (2012), 1341-1360. pdf

  • O. Mestre, C. Gruber, C. Prieur, H. Caussinus & S. Jourdain, SPLIDHOM~: a method for homogenization of daily temperature observations.
    Journal of Applied Meteorology and Climatology 50, 11 (2011), 2343-2358. pdf

  • N. Garcia, A. Galves, C. Prieur, Perfect simulation of the $\bar{d}$-minimal coupling between ordered pairs of binary chains of infinite order.
    Journal of Statistical Physics 141 (2010), 669-682. pdf

  • N. Guillotin-Plantard, C. Prieur, Limit theorem for random walk in weakly dependent random scenery.
    Annales de l'Institut Henri Poincaré P&S 46, 4 (2010), 1178-1194. pdf

  • N. Guillotin-Plantard and C. Prieur, Central limit theorem for sampled sums of dependent random variables.
    ESAIM P&S. 14 (2010), 299-314. arxiv

  • J. Dedecker and C. Prieur, Some unbounded functions of intermittent maps for which the central limit theorem holds.
    ALEA 5 (2009), 29-45. arxiv

  • B. Laurent, C. Ludena, C. Prieur, Adaptive estimation of linear functionals by model selection.
    Electronic Journal of Statistics Vol. 2 (2008), 993-1020. lien

  • C. Prieur, Change Point Estimation by Local Linear Smoothing under a Weak Dependence Condition.
    Math. Methods of Statist. Vol. 16 No. 1 (2007), 25-41. pdf

  • J. Dedecker & C. Prieur, An empirical central limit theorem for dependent sequences.
    Stochastic Process. Appl. Vol. 117 No. 1 (2007), 121-142. pdf

  • B. Bercu & C. Prieur, Spectral properties of chaotic processes.
    Stochastics and Dynamics. Vol. 6 No. 3 (2006), 355-371. pdf

  • A. L. Fougères, F. Gamboa & C. Prieur, Some asymptotic results for the number of generalized records,
    Extremes, Vol. 8 (2005), 27-41. pdf

  • J. Dedecker & C. Prieur, New dependence coefficients. Examples and applications to statistics.
    Probab. Theory and Relat. Fields, Vol. 132 (2005), 203-236. pdf
    online paper

  • J. Dedecker & C. Prieur, Couplage pour la distance minimale.
    C. R. Acad. Sci. Paris, Série 1, 338 (2004), 805-808. pdf

  • J. Dedecker & C. Prieur, Coupling for $tau$-dependent sequences and applications.
    Journal of Theoretical Probability, Vol. 17 No. 4 (2004), 861-885. pdf

  • C. Prieur, An Empirical Functional Central Limit Theorem For Weakly Dependent Sequences.
    Probab. and Math. Statistics, Vol. 22 Fasc. 2 (2002), 259-287. ps

  • C. Prieur, Estimation de la densité invariante de systèmes dynamiques en dimension 1.
    C.R. Acad. Sci. Paris ,t. 332 Série 1 (2001), 761-764. pdf

  • C. Prieur (2001)
    Density Estimation For One-Dimensional Dynamical Systems.
    ESAIM , Probab. & Statist. 5, p. 51-76. gzip-ps

  • P. Ango Nze & C. Prieur, Estimation d'une rupture en dépendance faible.
    C.R. Acad. Sci. Paris ,t. 335 Série 1(2001), 267-270. Proofs: ps.file

  • C. Coulon-Prieur & Paul Doukhan, A triangular central limit theorem under a new weak dependence condition. Statistic& Probability Letters , 47(2000), 61-68. pdf
    erratum.pdf



  • Actes de conférences avec comité de lecture


  • E. Grenier, M. Hoffmann, T. Lelièvre, V. Louvet, C. Prieur, N. Rachdi and P. Vigneaux, Statistical inference for partial differential equations.
    ESAIM: Proceedings and Surveys, Vol. 45 (September 2014), p. 178-188. Congrès SMAI 2013, Seignosse le Penon, France, 27-31 mai 2013. Jean-Stéphane Dhersin (Ed.). lien

  • A. Janon, M. Nodet, C. Prieur and C. Prieur, Global sensitivity analysis for the boundary control of an open channel.
    IEEE Conf. on Dec. and Cont. (CDC'14), Los Angeles (CA), USA, 2014. lien

  • A. Gauss, A. Bsaibes, T. Cartailler, C. Prieur, E. Lebon, F. Gerard, E. Jallas, A decision-support system for vineyard water status management based on a modeling approach.
    Precision agriculture '13, Editor John V. Stafford. Wageningen Academic Publishers. 9th European Conference on Precise Agriculture (ECPA), Lleida, Catalonia (Spain), 2013. lien

  • T. Cartailler, A. Gauss, A. Janon, H. Monod, C. Prieur and N. Saint-Geours, Sensitivity analysis and uncertainty quantification for environmental models.
    ESAIM Proceedings, Vol. 44 (January 2014), Journées MAS 2012.
    hal-00789826 lien

  • A. Janon, M. Nodet, C. Prieur, Certified metamodels for sensitivity indices estimation.
    Congrès National de Mathématiques Appliquées et Industrielles, ESAIM Proc. 35, 234-238, EDP Sci., Les Ulis, 2011.

  • C. Prieur, Density Estimation for One-Dimensional Dynamical Systems
    Proceedings of the Seminar on Stability Problems for Stochastic Models, Part I (Eger, 2001)
    Journal of Mathematical Sciences (New York), 111, 3, (2002), 3601-3612.


  • Technical reports


  • A. Guaus, A. Bsaibes, T. Cartailler, C. Prieur, E. Lebond, F. Gérarda, Time-dependent sensitivity analysis of a model-driven decision support system for vineyard water status management.

  • J. Y. Tissot and C. Prieur, Variance-based sensitivity analysis using harmonic analysis.
    hal-00680725 hal


  • Prépublications, articles soumis


  • L. Gilquin, E. Arnaud, C. Prieur and A. Janon, Making best use of permutations to compute sensitivity indices with replicated designs.
    Soumis pour publication. hal

  • B.Iooss and C. Prieur, Shapley effects for sensitivity analysis with dependent inputs: comparisons with Sobol' indices, numerical estimation and applications.
    Soumis pour publication. hal

  • P. Tencaliec, A.-C. Favre, P. Naveau and C. Prieur, Flexible semiparametric Generalized Pareto extension for modeling the entire-range of rainfall amount.
    Soumis pour publication.

  • A. Janon, M. Nodet, C. Prieur and C. Prieur, Goal-oriented error estimation for fast approximations of nonlinear problems.
    Soumis pour publication. hal

  • L. Gilquin, E. Arnaud, C. Prieur and H. Monod, Recursive estimation procedure of Sobol' indices based on replicated designs.
    Soumis pour publication. hal

  • E. Di Bernardino and C. Prieur, Estimation of extreme Multivariate Conditional-Tail-Expectation.
    Soumis pour publication.



  • Rapports de contrats


  • J.M. Bardet et C. Prieur, Propriétés rhéologiques de la pâte de ciment.
    Rapport de contrat, (2003).