Frédéric
Cérou
Inria research
scientist
Contact:
F. Cerou
Inria Rennes
Bretagne Atlantique
Aspi
project-team
Campus de
Beaulieu, 35042 Rennes cedex, France
Tel: +33 (0) 2
99 84 72 29, Fax: +33 (0) 2 99 84 71 71
email: Frederic.Cerou@inria.fr
Publications:
Articles
in Journals
[1]
F. Cérou, Long time behaviour for some dynamical noise-free
nonlinear filtering problems, SIAM Journal on Control and
Optimization 38, 4, 2000, pages 1086-1101.
[2]
Cérou, Frédéric; Guyader, Arnaud Nearest neighbor
classification in infinite dimension. ESAIM Probab. Stat. 10
(2006), 340--355 (electronic).
[3]
Cérou, Frédéric; Del Moral, Pierre; LeGland, François;
Lezaud, Pascal Genetic genealogical models in rare event
analysis. ALEA Lat. Am. J. Probab. Math. Stat. 1 (2006),
181--203 (electronic). pdf
[4]
Cérou, Frédéric; Guyader, Arnaud Adaptive multilevel
splitting for rare event analysis. Stoch. Anal. Appl. 25
(2007), no. 2, 417--443.
[5]
F.
Cérou, T. Furon et A. Guyader. Experimental Assessment of
the Reliability for Watermarking and Fingerprinting
Schemes.
EURASIP
Journal on Information Security, Article
ID 414962,
2008.
[6]
Gérard Biau, Frédéric Cérou, and Arnaud Guyader. Rates of
Convergence of the Functional k-Nearest
Neighbor
Estimate. IEEE Transactions on Information Theory 56(4):2034
- 2040, 2010. pdf
[7]
Gérard Biau, Frédéric Cérou, and Arnaud Guyader. On the rate
of convergence of the bagged nearest neighbor estimate.
Journal of Machine Learning Research 11(Feb):687−712, 2010.
pdf
[8]
Frédéric Cérou, Pierre Del Moral, Arnaud Guyader. A
nonasymptotic variance theorem for unnormalized Feynman-Kac
particle models. Annales de l’IHP (B) 47(3), 2011. pdf
[9]
F. Cérou, A. Guyader, T. Lelièvre et D. Pommier. A
Multiple Replica Approach to Simulate Reactive Trajectories.
Journal of Chemical Physics, 134, 054108, 2011.
[10]
F. Cerou, A. Guyader, R. Rubinstein, R. Vaisman. On the Use
of Smoothing to Improve the Performance of the Splitting
Method. Stochastic Models, Special issue to honor Marcel F.
Neuts 75th Birthday. To appear, 2011. pdf
[11]
F. Cérou, P. Del Moral, T. Furon, A. Guyader. Sequential
Monte Carlo for Rare Event Estimation.
Statistics and Computing. Vol. 22 (3), pp. 795-808, 2012.
[13]
F. Cérou, A. Guyader, T. Lelièvre et F. Malrieu. On the
Length of One-Dimensional Reactive Paths.
ALEA Latin American Journal of Probability and Mathematical
Statistics, Vol. 10 (1), pp. 359-389, 2013. pdf
[14]
G. Biau, F. Cérou and A. Guyader. New Insights into
Approximate Bayesian Computation.
Annales de l'IHP (Probability and Statistics), Vol. 51 (1), 376-403, 2015. pdf
[15]
F. Cérou and A. Guyader.
Fluctuation Analysis of Adaptive Multilevel Splitting.
The Annals of Applied Probability, Vol. 26 (6), 3319–3380, 2016. pdf
Articles
in Contributed Volumes
[1]
R. A. Carmona, F. Cérou, Transport by incompressible random
velocity fields : simulations & mathematical
conjectures, in : Stochastic Partial Differential Equations
: Six Perspectives, R. A. Carmona and B. L. Rozovskii,
editors, Mathematical Surveys and Monographs, 64, AMS,
Providence, RI, 1999, ch. 4, pages 153-181.
[2]
F. Cérou, F. Le Gland, N. J. Newton, Stochastic particle
methods for linear tangent filtering equations, in : Optimal
Control and Partial Differential Equations. In honour of
professor Alain Bensoussan's 60th birthday, J.-L. Menaldi,
E. Rofman, and A. Sulem, editors, IOS Press, Amsterdam,
2001, pages 231-240.
Articles
in Conference Proceedings
[1]
F. Cerou, R. Rakotozafy, Implémentation parallèle du
filtrage non--linéaire pour la trajectographie passive, in:
Actes du 1er Colloque Africain sur la Recherche en
Informatique, Yaoundé 1992, M. Tchuente, editors,
pages~211--221, 1992.
[2]
F. Campillo, F. Cérou, E. Pardoux, Numerical method for
ergodic stochastic control problems: Application to vehicle
suspension systems, in: Proceedings of the 31st IEEE
Conference on Decision and Control, Tucson, IEEE--CSS,
pages~2056--2061, 1992.
[3]
F. Campillo, H. Bernier, F. Cérou, F. Le Gland, R.
Rakotozafy, Massively parallel computing for non--linear
filtering,
in:
Science on the Connection Machine System, Proceedings of the
2nd European CM Users Meeting, Meudon 1993, A.~S. J.M.
Alimi, H. Scholl, editors, Thinking Machines Corporation,
pages~81--91, Cambridge, MA, 1995.
[4]
F. Cérou, F. Le Gland, Efficient particle filters for
residual generation in partially observed SDE's, in :
Proceedings of the 39th Conference on Decision and Control,
Sydney, IEEE-CSS, pages 1200-1205, December 2000.
[5]
L. Noirie, F. Cerou, G.V. Moustakides, O. Audouin and P.
Peloso, "New transparent optical monitoring of the eye and
BER using asynchronous under-sampling of the signal,"
Proceedings 28th European Conference on Optical
Communications, ECOC'2002, vol. 5, pp. 1-2, Copenhagen,
Denmark, Sept. 2002.
[6]
G.V. Moustakides, F. Cerou, O. Audouin and L Noirie, "Eye
diagram reconstruction using asynchronous imperfect
sampling, application to BER estimation for fiber-optic
communication systems," Proceedings 11th European Signal
Processing Conference, EUSIPCO'2002, vol. III, pp. 375-378,
Toulouse, France, Sept. 2002.
[7]
F. Cérou, P. Del Moral, F. Le Gland, P. Lezaud, Limit
theorems for the multilevel splitting algorithm in the
simulation of rare events, in : Proceedings of the 2005
Winter Simulation Conference, Orlando 2005, M. E. Kuhl, N.
M. Steiger, F. B. Armstrong, J. A. Joines, editors, December
2005.
[8]
Qinghua Zhang, Fabien Campillo, Frédéric Cérou and François
Le Gland, Nonlinear System Fault Detection and Isolation
Based on Bootstrap Particle Filters, Proceedings of the
joint 44th IEEE Conference on Decision and Control and 8th
European Control Conference, Seville, December 12-15, 2005,
pp. 3821-3826
[9]
Frédéric Cérou, Pierre Del Moral, François Le Gland, Arnaud
Guyader, Pascal Lezaud, and Hélène Topart, Some Recent
Improvements to Importance Splitting, Proceedings of the 6th
International Workshop on Rare Event Simulation, Bamberg,
October 9-10, 2006.
[10]
Gabriel Charlet, Jérémie Renaudier, Haik Mardoyan, Oriol
Bertran~Pardo, Frédéric Cérou, Patrice Tran, and
Sébastien Bigo. 12.8Tbit/s transmission of 160 channels PDM
QPSK (160x2x40Gb/s) with coherent detection over 2,550km.
ECOC, 2007.
[11]
F. Cérou, A. Guyader, Adaptive particle techniques and rare
event estimation, ESAIM Proceedings 19, 2007,
p.
65--72 (electronic).
[12]
G. Charlet, M. Salsi, H. Mardoyan, P. Tran, J. Renaudier, S.
Bigo, M. Astruc, P. Sillard, L. Provost, F. Cérou
Transmission of 81 channels at 40Gbit/s over a
Transpacific-Distance Erbium-only Link, using PDM-BPSK
Modulation, Coherent Detection, and a new large effective
area fibre. ECOC 2008. pdf
[13]
F. Cerou, P. Del Moral, T. Furon, A. Guyader, Rare event
simulation for a static distribution, RESIM 2008,
Rennes.
pdf
[14]
T. Furon and A. Guyader and F. Cérou. On the design and
optimisation of Tardos probabilistic fingerprinting codes
Proc.
of the 10th Information Hiding Workshop, Springer-Verlag,
vol. LNCS, Santa Barbara, Cal, USA, May, 2008. pdf.
[15]
F. Cérou, T. Furon, A. Guyader et L. Pérez-Freire.
Estimating the minimal length of Tardos code. Information
Hiding 2009, Darmstadt, juin 2009.
[16]
F. Cérou, T. Furon, A. Guyader et C. Jégourel. Estimating
the Probability of False Alarm. DSP 2009, Santorin, juillet
2009.
[17]
Massimiliano Salsi, Clemens Koebele, Donato Sperti, Patrice
Tran, Patrick Brindel, Haik Mardoyan, Sebastien Bigo,
Aurélien Boutin, Frederic Verluise, Pierre Sillard, Marianne
Astruc, Lionel Provost, Frederic Cerou, Gabriel Charlet.
Transmission of 2x100Gb/s PDM QPSK over two modes over 20km
of prototype few-mode fiber, using LCOS-based mode
mux/demux. OFC 2011 (post deadline). pdf
Research
and Technical Reports
[1]
Fabien Campillo, Frédéric Cérou, François Le Gland and Rivo
Rakotozafy, Particle and Cell Approximations for Nonlinear
Filtering, RR-2567, INRIA, June 1995. ps/pdf
[2]
Fabien Campillo, Hervé Bernier, Frédéric Cérou, François Le
Gland and Rivo Rakotozafy, Parallélisme de Données et
Filtrage Non Linéaire. Analyse de Performance, [in French]
RT-167, INRIA, November 1994. ps/pdf
[3]
F. Cérou, P. Del Moral, F. Le Gland, P. Lezaud, Genetic
genealogical models in rare event analysis, Publication du
Laboratoire de Statistique et Probabilités, Université Paul
Sabatier, Toulouse, 2002.
[4]
F. Cérou, P. Del Moral, F. Le Gland, On genealogical trees
and Feynman-Kac models in path space and random media,
Publication du Laboratoire de Statistique et Probabilités,
Université Paul Sabatier, Toulouse, 2002.
[5]
F. Cérou, Extended Kalman filter for turbo-synchronization.
Application to DVB-RCS, Rapport de Recherche 5443, INRIA,
December 2004. ps/pdf
[6]
F. Cérou, A. Guyader, Nearest neighbor classification in
infinite dimension, Rapport de Recherche 5536, INRIA, March
2005. ps/pdf
[7]
Frédéric Cérou, Teddy Furon, Arnaud Guyader, Experimental
assessment of the reliability for watermarking and
fingerprinting schemes. Rapport de Recherche 6636, INRIA,
September 2008. ps/pdf
Patents
[1]
INRIA: A. Benveniste, F. Cerou, G.V. Moustakides
(alphabetically); ALCATEL: O. Audouin, M. Manzanedo, L.
Noire, D. Penninckx, "Measurement of Q-factor using
asynchronous sampling of the signal," Sponsored by ALCATEL,
France. European Patent Specification Number: EP1311078.
United States Patent Number: 6,744,496 B2.
[2]
F. Cerou, T. Furon and A. Guyader. «Computer checking tool».
Sponsored by Inria and Universite Rennes 2. French patent
number FR2935058.
[3]
G. Charlet, M. Salsi, J. Renaudie, F. Cerou. «A decision
directed algorithm for adjusting a polarization
demultiplexer in a coherent detection optical receiver».
Sponsored by Alcatel Lucent. European patent number
EP2169867.
Misc
[1]
F.Campillo, F. Cérou, F. Le Gland, and R. Rakotozafy.
Algorithmes parallèles pour le filtrage non linéqire et les
équations aux dérivées partielles stochastiques. Bulletin de
Liaison de la Recherche en Informatique et en Automatique,
141, 21-24, 1993.
[2]
F. Campillo F. Cérou, D. Miglior. Simulation : De la loi
uniforme aux équations différentielles stochastiques. 1997.
Web
site with
java applets.