Articles and preprints
Preprints
- F. Ben Said, A. Alfonsi, A. Dutfoy, C. Goeury, M. Jodeau,
J. Reygner, F. Zaoui
A tree-based Polynomial
Chaos expansion for surrogate modeling and sensitivity analysis of
complex numerical models
Preprint (arXiv:2509.13384)
- L.-P. Chaintron, G. Conforti, J. Reygner
Gibbs principle with
infinitely many constraints: optimality conditions and stability
Preprint (arXiv:2410.20858)
- N. Champagnat, T. Lelièvre, M. Ramil, J. Reygner,
D. Villemonais
Quasi-stationary
distribution for kinetic SDEs with low regularity
coefficients
Preprint (arXiv:2410.01042)
Articles (HAL and arXiv versions may not be up to date)
- F. Panloup, J. Reygner
Asymptotically unbiased
approximation of the QSD of diffusion processes with a decreasing
time step Euler scheme
Annals of Applied Probability, 36(2):1377-1415,
2026 (arXiv:2308.16196)
- G. Perrin, J. Reygner, V. Chabridon
Enhancing Reliability
Analysis with Limited Observations: A Statistical Framework for
System Safety Margins
Structural Safety, 119:102670, 2026 (hal-04708388)
- L. Journel, T. Lelièvre, J. Reygner
Condensation in Fleming–Viot particle systems with
fast selection mechanism
ALEA Latin American Journal of Probability and
Mathematical Statistics, 22:825-857, 2025 (arXiv:2407.02054)
- P. Monmarché, J. Reygner
Local convergence rates
for Wasserstein gradient flows and
McKean-Vlasov equations with multiple stationary solutions
Probability Theory and Related Fields, 2025
(arXiv:2404.15725)
- T. Lelièvre, M. Ramil, J. Reygner
Estimation
of statistics of transitions and Hill relation for Langevin
dynamics
Annales de l'Institut Henri Poincaré :
Probabilités
et Statistiques, 60(3):1645-1683, 2024
(arXiv:2206.13264)
- F.-B. Cartiaux, F. Legoll, A. Libal, J. Reygner
Survival probability of
structures under fatigue: a data-based approach
Probabilistic Engineering Mechanics, 77:103657, 2024
(arXiv:2403.05397)
- F.-B. Cartiaux, A. Ehrlacher, F. Legoll, A. Libal, J. Reygner
Probabilistic
formulation of Miner's rule and application to
structural fatigue
Probabilistic Engineering Mechanics, 74:103500, 2023
(arXiv:2303.14504)
- L. Pillaud-Vivien, J. Reygner, N. Flammarion
Label
noise (stochastic) gradient descent implicitly solves the Lasso for
quadratic parametrisation
Proceedings of Thirty Fifth Conference on Learning Theory, PMLR
178:2127-2159, 2022
(arXiv:2206.09841)
- F. Bouchet, J. Reygner
Path
integral derivation and numerical computation of large deviation
prefactors for non-equilibrium dynamics through matrix Riccati
equations
Journal of Statistical Physics, 189:21, 2022
(arXiv:2108.06916)
- T. Lelièvre, M. Ramil, J. Reygner
Quasi-stationary
distribution for the Langevin process in
cylindrical domains, part I: existence, uniqueness and long-time
convergence
Stochastic Processes and their Applications, 144:173-201, 2022
(arXiv:2101.11999, part
II by M. Ramil is
available here)
- T. Lelièvre, M. Ramil, J. Reygner
A probabilistic
study of the kinetic Fokker-Planck
equation in cylindrical domains
Journal of Evolution Equations, 22:38, 2022
(arXiv:2010.10157)
- J. Reygner, A. Touboul
Reweighting
samples under covariate shift using a Wasserstein distance
criterion
Electronic Journal of Statistics, 16(1):3278-3314, 2022
(arXiv:2010.09267)
- S. Boyaval, S. Martel, J. Reygner
Finite-Volume
approximation of the invariant measure of a viscous stochastic scalar
conservation law
IMA Journal of Numerical Analysis, 42(3):2710-2770, 2022
(arXiv:1909.08899)
- S. Martel, J. Reygner
Viscous
scalar conservation law with stochastic forcing: strong solution and
invariant measure
Nonlinear Differential Equations and Applications NoDEA,
27(3):34, 2020
(arXiv:1905.07908)
- S. Cazeau, M. Toulemont, P. Ritter,
J. Reygner
Statistical
ranking of electromechanical dyssynchrony parameters for
CRT
Open Heart, 6:e000933, 2019
(complement)
- T. Lelièvre, L. Pillaud-Vivien,
J. Reygner
Central
Limit Theorem for stationary Fleming–Viot particle systems in
finite
spaces
ALEA Latin American Journal of Probability and
Mathematical Statistics, 15:1163-1182, 2018
(arXiv:1806.04490)
- J. Reygner
Equilibrium
large deviations for mean-field systems with translation
invariance
Annals of Applied Probability,
28(5):2922-2965, 2018
(arXiv:1706.08780,
complement)
- F. Bouchet, J. Reygner
Generalisation
of the Eyring–Kramers transition rate formula to irreversible
diffusion processes
Annales Henri Poincaré, 17(12):3499-3532, 2016
(arXiv:1507.02104)
- B. Jourdain, J. Reygner
Optimal convergence
rate of the multitype sticky particle approximation of one-dimensional
diagonal hyperbolic systems with monotonic initial data
Discrete and Continuous Dynamical Systems - Series A,
36(9):4963-4996, 2016
(arXiv:1507.01085)
- B. Jourdain, J. Reygner
A multitype
sticky particle construction of Wasserstein stable semigroups solving
one-dimensional diagonal hyperbolic systems with large monotonic
data
Journal of Hyperbolic Differential Equations, 13(3):441-602,
2016
(arXiv:1501.01498)
- J. Reygner
Chaoticity of the
stationary distribution of rank-based interacting diffusions
Electronic Communications in Probability, 20(60):1-20, 2015
(arXiv:1408.4103)
- B. Jourdain, J. Reygner
Capital
distribution and portfolio performance in the mean-field Atlas
model
Annals of Finance, 11(2):151-198, 2015
(arXiv:1312.5660)
- B. Jourdain, J. Reygner
The small noise limit
of order-based diffusion processes
Electronic Journal of Probability, 19(29):1-36, 2014
(arXiv:1307.0490)
- B. Jourdain, J. Reygner
Propagation of
chaos for rank-based interacting diffusions and long time behaviour of
a scalar quasilinear parabolic equation
Stochastic Partial Differential Equations: Analysis and
Computations, 1(3):455-506, 2013
(arXiv:1211.4818)
- A. Gaudillière, J. Reygner
Sampling the Fermi
statistics and other conditional product measures
Annales de l'Institut Henri Poincaré : Probabilités
et Statistiques, 47(3):790-812, 2011
(arXiv:0911.4565)
- O. Durand de Gevigney, F. Meunier, C. Popa, J. Reygner,
A. Romero
Solving
coloring, minimum clique cover and kernel problems on arc intersection
graphs of directed paths on a tree
4OR - A Quarterly Journal of Operations Research, 9(2):175-188,
2011
(arXiv:0902.1182)
Proceedings, survey articles and technical reports
- G. Perrin, M. Temple-Boyer, V. Chabridon, J. Reygner
Définition d'un cadre
probabiliste pour la justification des facteurs de sécurité en
analyse de fiabilité des structures
17ème Colloque National en Calcul des Structures, CSMA, May 2026,
Giens, France (hal-05631789)
- F. Ben Said, A. Alfonsi, A. Dutfoy, K. El Kadi Abderrezzak,
C. Goeury, J. Reygner, F. Zaoui
Sensitivity
analysis in numerical modelling-based morphodynamics
Proceedings of the
XXXth TELEMAC User Conference, October 8-9, 2024 in
Chambéry, France
- F.-B. Cartiaux, F. Legoll, A. Libal, J. Reygner, J. Semiao
Application of a new method for probabilistic fatigue analysis from
strain measurements on bridges
Proceedings of the 10th European Workshop on Structural Health
Monitoring (EWSHM 2024), June 10-13, 2024 in Potsdam, Germany (hal-04632581)
- M. Ramil, T. Lelièvre, J. Reygner
Mathematical
foundations for the Parallel Replica algorithm applied
to the underdamped Langevin dynamics
MRS Communications, 12:454-459, 2022
(Springer
Nature
SharedIt version)
- M. Fathi, P. Le Bris, A. Menegaki, P. Monmarché,
J. Reygner, M. Tomasevic
Recent
progress on limit theorems for large stochastic particle
systems
ESAIM: Proceedings and Surveys (Journées SMAI 2021),
75:2-23, 2023
(hal-03711772)
- A. Touboul, J. Reygner, F. Mangeant, P. Benjamin
A
formal framework to define margins in industrial processes
Technical report IRT SystemX, 2019 (superseded by Part I of
A. Touboul's PhD
thesis)
- J. Reygner
Long
time behaviour and mean-field limit of Atlas
models
ESAIM:
Proceedings and Surveys (Journées MAS 2016 de la SMAI -
Phénomènes complexes et
hétérogènes), 60:132-143, 2017
(arXiv:1705.08140)
- J. Reygner
Merveilles du monde unidimensionnel : lois de
conservation et transport optimal
MATAPLI, 108:103-122, 2015
- F. Bouguet, F. Malrieu, F. Panloup, C. Poquet, J. Reygner
Long time behavior
of Markov processes and beyond
ESAIM: Proceedings and Surveys (Modélisation
Aléatoire et Statistique - Journées MAS 2014),
51:193-211, 2015
(arXiv:1507.05801)