• D. Ginsbourger, X. Bay, O. Roustant, L. Carraro (2012), "Argumentwise invariant kernels for the approximation of invariant functions", accepted in the Annales de la Faculté des Sciences de Toulouse.
• N. Durrande, D. Ginsbourger, O. Roustant (2012), "Additive covariance kernels for high-dimensional Gaussian process modeling", accepted in the Annales de la Faculté des Sciences de Toulouse. [preprint on HAL]
• T. Muehlenstaedt, O. Roustant, L. Carraro, S. Kuhnt (2012), "Data-driven Kriging models based on FANOVA-decomposition", Statistics & Computing, 22 (3), 723-738 [preprint on HAL][slides]
• O. Roustant, J. Joucla, P. Probst (2010), “Kriging as an alternative for a more precise analysis of output parameters in nuclear safety - Large break LOCA calculation”, Applied Stochastic Models in Business and Industry, 26, 565-576.
• D. Ginsbourger, D. Dupuy, A. Badea, L. Carraro and O. Roustant (2009), "A Note on the Choice and the Estimation of Kriging Models for the Analysis of Computer Experiments", Applied Stochastic Models in Business and Industry, 25 (2), p. 115-131.

• V. Picheny, D. Ginsbourger, O. Roustant, R.T. Haftka, N-H. Kim (2010), “Adaptive designs of experiments for accurate approximation of a target region”, Journal of Mechanical Design, 132 (7), 071008 (9 pages).
• O. Roustant, J. Franco, L. Carraro, A. Jourdan (2010), "A radial scanning statistic for selecting space-filling designs in computer experiments", in A. Giovagnoli, A.C. Atkinson, B. Thorsney and C. May, "MODA - 9 - Advances in Model-Oriented Design and Analysis", Springer (Physica-Verlag), p. 189-196. [slides][software]
• L. Carraro, B. Corre, C. Helbert, O. Roustant (2005), "Construction d’un critère d’optimalité pour plans d’expériences numériques dans le cadre de la quantification d’incertitudes", Revue de Statistique Appliquée, LIII (4), p. 87-103.[free access to the pdf]

• J. Fruth, O. Roustant, S. Kuhnt (+2012), "Total interaction index: A variance-based sensitivity index for interaction screening" (submitted). [Preprint on HAL]
• N. Durrande, D. Ginsbourger, O. Roustant, L. Carraro (+2012), "Reproducing kernels for spaces of zero mean functions. Application to sensitivity analysis", in revision for the Journal of Multivariate Analysis. [Preprint on HAL]
• A. Marrel, B. Iooss, B. Laurent and O. Roustant (2009), "Calculations of Sobol indices for the Gaussian process metamodel", Reliability Engineering & System Safety, 94 (3), p.742-751 [preprint on HAL]

• O. Roustant, D. Ginsbourger, Y. Deville (+2012), "DiceKriging, DiceOptim: two R packages for the analysis of computer experiments by kriging-based metamodelling and optimization" (submitted). [preprint on HAL]

• G. Pujol, R. Le Riche, O. Roustant, X. Bay (2009), “L'incertitude en conception : formalisation, estimation”, 37 pages, dans “Optimisation multidisciplinaire en mécanique”, Hermès.
• Supplementary materials - download the R code twobars.zip

PLENARY CONFERENCES 

• O. Roustant - invited speaker (2012), "Recent advances and block-additive kernels for computer experiments", Annual Meeting of the GDR MASCOT NUM, CEA Bruyères-le-Châtel, March 21-23. [Link and slides]
• L. Carraro, O. Roustant - invited speaker (2010), "Some research results of the DICE projects", Uncertainty in Computer Models 2010 conference (UCM 2010), Sheffield (UK), July 12-14. [pdf]
• O. Roustant - invited speaker (2009), "Analytical computation of Sobol indices with a Gaussian process metamodel", 6th Autumn Symposium of the Research Training Group "Statistical Modelling”, University of Statistics, Dortmund (Germany), November 20-21. [pdf]

COMPLEMENTARY TALKS

• Y. Richet, D. Ginsbourger, O. Roustant, Y. Deville (2010), A grid computing environment for design and analysis of computer experiments, UseR! 2010.
• O. Roustant (2009), "Stochastic processes. Continuity and differentiability of sample functions", talk at EMSE, march 2009. [pdf]
• B. Gauthier, L. Carraro, O. Roustant (2007), "Model-robust designs for assessing the uncertainty of simulator outputs with linear meta-models", ENBIS 7 Dortmund (Germany), September. [pdf]
• O. Roustant, D. Dupuy, C. Helbert (2007), "Robust estimation of the variogram in computer experiments", ENBIS 7 Dortmund (Germany), September. [pdf]

• M. Lutz, X. Boucher, O. Roustant (2012), "Information Technologies capacity planning in manufacturing systems: proposition for a modelling process and application in the semiconductor industry", published online in Computers in Industry.
• M. Lutz, X. Boucher, M.-A. Girard, O. Roustant (2012), "Couplage entre système de production industriel et technologies de l’information : modélisation et création de connaissance", accepté dans Ingénierie des Systèmes d'Information.
• M. Lutz, O. Roustant, X. Boucher (2011), "Monitoring an Industrial Information System Using R with Holt-Winters Filtering and QN Robust Standard Deviation Estimator", Journal of Computer Resource Management, 129, p. 44-51.
• O. Roustant, J-P. Laurent, X. Bay, L. Carraro (2005), "A bootstrap approach to the pricing of weather derivatives", Bulletin Français d’Actuariat, p. 163-171
• O. Roustant, J-P. Laurent, X. Bay, L. Carraro (2004), "Estimation risk in the pricing of weather derivatives", Banque & Marchés, 72, p. 5 -16
• O. Roustant (2002), "Une application de deux modèles économétriques de température à la gestion des risques climatiques (2ème partie)", Banque & Marchés, 59, p. 36-44
• O. Roustant (2002), "Une application de deux modèles économétriques de température à la gestion des risques climatiques (1ère partie)", Banque & Marchés, 58, p. 22-29

• A. Pascaud, O. Roustant, S. Sauvage, P. Coddeville (2011), Un modèle de régression pour données censurées de retombées atmosphériques, Actes du colloque Les STIC pour l'Environnement, Ed. Mines ParisTech, p. 71-84.

• M. Moréno, O. Roustant (2003), « Modélisation des températures », in: « La réassurance : approche technique », Blondeau J. et Partrat C., Economica, pages 600-615

• A. Pascaud, O. Roustant, S. Sauvage, P. Coddeville (2011), "Forecasting atmospheric deposition concentrations in France", Acid Rain 2011, June 15-18, Beijing (China).
• M. Lutz, X. Boucher, O. Roustant, M.A. Girard (2011), Modelling a complex distributed production information system, ROADEF 2011, March 2-4. [pdf]

PLENARY CONFERENCES 

• O. Roustant - invited speaker (2004), "Modélisation statistique de la température pour l'évaluation des produits dérivés climatiques : état des lieux, limites et perspectives", Société Française de Statistique, journée "Produits dérivés climatiques" du groupe Finance-Assurances, January 29.

• HDR (Accreditation to supervise PhD students), "Statistical models and methods for computer experiments", 2011. Director: L. Carraro. [slides:  .pptx, .pdf][report: pdf][photos: talk, jury, questions, finish!]
• PhD, "Produits dérivés climatiques : aspects économétriques et financiers", 2003. Director: Jean-Paul Laurent. [pdf]