Christophette Blanchet-Scalliet

According to our database, Christophette Blanchet-Scalliet authored at least 8 papers between 2004 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Gaussian Process Regression on Nested Spaces.

Christophette Blanchet-Scalliet, Bruno Demory, Thierry Gonon, Céline Helbert

SIAM/ASA J. Uncertain. Quantification, June, 2023

2021

A sampling criterion for constrained Bayesian optimization with uncertainties.

Mohamed Reda El Amri, Rodolphe Le Riche, Céline Helbert, Christophette Blanchet-Scalliet

CoRR, 2021

2020

Robust optimization: A kriging-based multi-objective optimization approach.

Mélina Ribaud, Christophette Blanchet-Scalliet, Céline Helbert, Frédéric Gillot

Reliab. Eng. Syst. Saf., 2020

Joint law of an Ornstein-Uhlenbeck process and its supremum.

Christophette Blanchet-Scalliet, Diana Dorobantu, Laura Gay

J. Appl. Probab., 2020

2019

The De Vylder-Goovaerts conjecture holds within the diffusion limit.

Stefan Ankirchner, Christophette Blanchet-Scalliet, Nabil Kazi-Tani

J. Appl. Probab., 2019

Four algorithms to construct a sparse kriging kernel for dimensionality reduction.

Christophette Blanchet-Scalliet, Céline Helbert, Mélina Ribaud, Céline Vial

Comput. Stat., 2019

2013

The density of a passage time for a renewal-reward process perturbed by a diffusion.

Christophette Blanchet-Scalliet, Diana Dorobantu, Didier Rullière

Appl. Math. Lett., 2013

2004

Hazard rate for credit risk and hedging defaultable contingent claims.

Christophette Blanchet-Scalliet, Monique Jeanblanc

Finance Stochastics, 2004