Livre

  • A. Brouste (2017) Statistical Inference in Financial and Insurance Mathematics with R, ISTE Press - Elsevier, 202 p. [book, erratum].
Publications
Mathematical, computational and applied statistics
  • S. Ben-Hariz, A. Brouste, C. Cai and M. Soltane (2023) Fast and asymptotically efficient estimation in an autoregressive process with fractional type noise, Statistical Planning and Inference, forthcoming.
  • A. Brouste, C. Dutang, L. Hovsepyan and T. Rohmer (2023) One-step closed-form estimator for generalized linear model with categorical explanatory variables, Statistics and Computing, 33(138) [article].
  • A. Brouste and C. Farinetto (2023) Fast and asymptotically efficient estimation in the Hawkes processes, Japanese Journal of Statistics and Data Science, 6, 361-379 [article].
  • S. Ben-Hariz, A. Brouste, Y. Esstafa and M. Soltane (2023) Fast calibration of weak FARIMA models, ESAIM PS, 27, 156-173 [article].
  • A. Brouste, C. Dutang and T. Rohmer (2022) A closed-form alternative estimator for GLM with categorical explanatory variables, Communications in Statistics - Simulation and Computation [article].
  • A. Brouste (2021) Testing the accuracy of WIM systems: application to a B-WIM case, Measurement, 185 [article].
  • A. Brouste, C. Dutang and D. Noutsa Mieniedou (2021) OneStep - Le Cam's one-step estimation procedure, R Journal, 13(1), 366-377 [article].
  • A. Brouste, M. Soltane and E. Votsi (2020) One-step estimation for the fractional Gaussian noise model at high-frequency, ESAIM PS, 24, 827-841 [article].
  • A. Brouste, C. Cai, M. Soltane and L. Wang (2020) Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise, Statistical Inference for Stochastic Processes, 23(2), 301-318 [article].
  • A. Brouste, C. Dutang and T. Rohmer (2020) Closed-form Maximum Likelihood Estimator for Generalized Linear Models in the case of categorical explanatory variables: Application to insurance loss modeling, Computational Statistics, 35, 689-724 [article].
  • E. Votsi and A. Brouste (2019) Confidence intervals for risk indicators in semi-Markov models: an application to wind energy production, Journal of Applied Statistics, 49(10), 1756-1773 [article].
  • A. Brouste and H. Masuda (2018) Efficient estimation of stable Lévy process with symmetric jumps, Statistical Inference for Stochastic Processes, 21, 289-307 [article].
  • A. Brouste and M. Fukasawa (2018) Local asymptotic normality property for fractional Gaussian noise under high-frequency observations, The Annals of Statistics, 46(5), 2045-2061 [article].
  • A. Brouste and C. Dutang (2016) Closed-form and numerical computations of actuarial indicators in ruin theory and claim reserving, Bulletin Français d'Actuariat, 16(31), 111-137 [article].
  • A. Bensoussan and A. Brouste (2016) Cox-Ingersoll-Ross model for wind speed modeling and forecasting, Wind Energy, 19(7), 1355-1365 [article].
  • A. Brouste, J. Istas and S. Lambert-Lacroix (2016) Conditional fractional Gaussian fields with the package FieldSim, R Journal, 8(1), 38-47 [article].
  • J. Tang, A. Brouste and K. Tsui (2015) Some improvements of wind speed Markov chain modeling, Renewable Energy, 81, 52-56 [article].
  • A. Brouste, C. Cai and M. Kleptsyna (2014) Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noises, Mathematical Methods of Statistics, 23(2), 103-115 [article].
  • A. Bensoussan, P. Bertrand and A. Brouste (2014) A generalized linear model approach to seasonal aspects of wind speed modeling, Journal of Applied Statistics, 41(8), 1694-1707 [article].
  • A. Brouste, M. Fukasawa, H. Hino, S. Iacus, K. Kamatani Y. Koike, H. Masuda, R. Nomura, Y. Shimuzu, M. Uchida and N. Yoshida (2014) The YUIMA Project : a Computational Framework for Simulation and Inference of Stochastic Differential Equations, Journal of Statistical Software, 57(4), 1-51 [article].
  • A. Brouste and C. Cai (2013) Controlled drift estimation in fractional diffusion linear systems, Stochastics and Dynamics, 13(3) [article].
  • A. Brouste and S. Iacus (2013) Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package, Computational Statistics, 28(4), 1529-1547 [article].
  • A. Bensoussan, P. Bertrand and A. Brouste (2012) Forecasting the energy produced by a windmill on a yearly basis, Stochastic Environmental Research and Risk Assessment, 26(8), 1109-1122 [article].
  • A. Brouste and M. Kleptsyna (2012) Kalman type filter under stationary noises, Systems and Control Letters, 61, 1229-1234 [article].
  • A. Brouste, M. Kleptsyna and A. Popier (2012) Design for estimation of drift parameter in fractional diffusion system, Statistical Inference for Stochastic Processes, 15(2), 133-149 [article].
  • A. Brouste, M. Kleptsyna and A. Popier (2011) Fractional diffusion with partial observations, Communications in Statistics - Theory and Methods, 40(19-20), 3479-3491 [article].
  • A. Brouste, J. Istas and S. Lambert-Lacroix (2010) On simulation of manifold indexed fractional Gaussian fields, Journal of Statistical Software, 36(4), 1-14 [article].
  • A. Brouste and M. Kleptsyna (2010) Asymptotic properties of MLE for partially observed fractional diffusion system, Statistical Inference for Stochastic Processes, 13(1), 1-13 [article].
  • A. Brouste (2010) Asymptotic properties of MLE for partially observed fractional diffusion system with dependent noise, Journal of Statistical Planning and Inference, 140, 551-558 [article].
  • A. Brouste, J. Istas and S. Lambert-Lacroix (2007) On fractional Gaussian random fields simulations, Journal of Statistical Software, 23(1), 1-23 [article].
    • Applied mathematics
  • D. Mandal, M. Bentahar, A. El Mahi, A. Brouste, R. El Guerjouma, S. Montresor, F.-B. Cartiaux (2022) Acoustic Emission Monitoring of Progressive Damage of Reinforced Concrete T-Beams under Four-Point Bending, Materials, 15(10).
  • A. Bensoussan, A. Brouste, F.-B. Cartiaux, C. Mathey and L. Mertz (2021) Mathematical formulation of a dynamical system with dry friction subjected to external forces, Physica D: Nonlinear Phenomena, 421 [article].
  • A. Brouste, F. Renard, J.-P. Gratier and J. Schmittbuhl (2007) Variety of stylolites morphologies and statistical characterization of the amount of heterogeneities in the rock, Journal of Structural Geology, 29, 422-434 [article].
  • T. Candela, F. Renard, M. Bouchon, A. Brouste, D. Marsan, J. Schmittbuhl and C. Voisin (2009) Characterization of Fault Roughness at Various Scales: Implications of Three-Dimensional High Resolution Topography Measurements, Pure and Applied Geophysics, 166(10-11), 1817-1851 [article].
Chapitre d'ouvrages

  • F.-B. Cartiaux, V. Le Corvec, J. Semiao and A. Brouste (2023) Bridge Weigh-in-Motion: Feedback on various types of bridges, in Life-Cycle of Structure and Infrastructure Systems, CRC Press [article].
  • A. Bensoussan and A. Brouste (2020) Optimal bidding in wind farm management, in Optimization of Wind Energy Conversion Systems edited by K. Maalawi, IntechOpen [article].
  • A. Bensoussan and A. Brouste (2018) Marginal Weibull diffusion model for wind speed modeling and forecasting in Renewable Energy: Forecasting and Risk Management edited by P. Drobinski, M. Mougeot, D. Picard, R. Plougonven and P. Tankov, Springer [book].
  • A. Bensoussan, P. Bertrand and A. Brouste (2015) Estimation theory for GLM in Future Perspectives in Risk Models and Finance edited by A. Bensoussan, D. Guegan and C. Tapiero, Springer [book].
Actes de conférences

  • P. Béquin, A. Brouste, J.-P. Dalmont and S. Maugeais (2024) Weakly nonlinear propagation in tubes: from brass instruments to noise propagation, proceedings of the 10th Convention of the European Acoustics Association 2023 [article].
  • J. Semiao, V. Le Corvec, F.-B. Cartiaux, A. Brouste and B. Jacob (2023) Over-weight truck detection with B-WIM system, communication in PIARC23.
  • F.-B. Cartiaux, V. Fort, P. Pelletier, B. Jacob, and A. Brouste (2023) Combined Bridge Weigh-In-Motion and Structural Health Monitoring on Road Bridges: Case Study on the Salso Viaduct (Italy) , in European Workshop on Structural Health Monitoring. EWSHM 2022. edited by P. Rizz and A. Milazzo, Lecture Notes in Civil Engineering, 254, Springer [article].
  • F.-B. Cartiaux, V. Le Corvec, J. Semiao, B. Jacob, F. Schmidt, A. Brouste, A. Ehrlacher (2021) Real Condition Experiment on a new Bridge Weigh-in-Motion Solution for the Traffic Assessment on Road Bridges, proceedings IABSE Congress Ghent 2021, 1242-1248 [actes].
  • A. Bensoussan, P. Bertrand, A. Brouste, N. Haouas, M. Fhima and D. Koulibaly (2014) Confidence intervals for annual wind power production, ESAIM Proceedings, 44, 150-158 [article].
Preprints

  • A. Brouste, N. Dugué and W. Meskini Speeding up the training of neural networks with the one-step procedure, submitted.
  • A. Bensoussan, A. Brouste, M.-A. Morlais, F.-B. Cartiaux and J. Semiao Stochastic maintenance for a large fleet of structures, submitted [article].
  • A. Brouste and Y. Esstafa One-step corrected projected stochastic gradient descent for statistical estimation, submitted [article].
  • D. Mandal, M. Bentahar, A. El Mahi, A. Brouste, R. El Guerjouma, S. Montresor, F.-B. Cartiaux and J. Semiao Acoustic emission monitoring of damage modes in reinforced concrete by using a frequency domain shape tracing approach, submitted.
  • A. Brouste, L. Denis and T. Ngo Efficient estimation for stochastic differential equations driven by a stable Lévy process, submitted [article].
Document de travail

  • A. Brouste, A. Matoussi, T. Rohmer, C. Dutang, V. Désert, E. Gales, P. Golhen, B. Milleville and W. Lekeufack, Solvency tuned premium for a composite loss distribution [article].
Mémoires scientifiques

  • A. Brouste (2014) Contributions à la statistique des processus fractionnaires, Mémoire d'Habilitation à Diriger des Recherches, Université du Maine [pdf].
  • A. Brouste (2006) Etude d'un processus bifractal et application statistique en géologie, Thèse de Doctorat, Université Joseph Fourier Grenoble 1 [pdf].
Doctorants

  • Marie Badreau (2022-...) Statistique asymptotique pour les séries chronologiques quasi-instables ou à mémoire longue, en codirection avec Youssef Esstafa et Frédéric Proïa.
  • Lilit Hovsepyan (2021-...) Efficient estimation procedures in statistical experiments in insurance and finance, en codirection avec Irene Votsi et Laurent Denis.
  • Marius Soltane (2018-2020) Statistique asymptotique de certaines séries chronologiques à mémoire, UBL, en codirection avec Frédéric Proïa [pdf]. Marius Soltane est Maitre de Conférences à l'Université Technologique de Compiègne.
  • Chunhao Cai (2011-2014) Analyse statistique de quelques modèles de processus de type fractionnaire, UNAM, en codirection avec Marina Kleptsyna [pdf]. Chunhao Cai est Associated Professor à l'Université de Sun-Yat Sen (Zhuhai Campus).
Séminaires et Conférences
Conferences

Seminars