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 et 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 et A. Guyader. Fluctuation Analysis of Adaptive Multilevel Splitting.
Annals of Applied Probability, To Appear, 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.