Research interests
Latent variable models, Hidden Markov Models
Non-homogeneous hidden
Markov chain avec P.
Ailliot
Non-parametric filtering (ex: talk),
Non-linear state-space models (ex: talk),
Parameter estimation (ex: talk),
Multivariate Markov-switching Autoregressive model (ex: talk),
Mixture models for functionnal data with M.
Giacofci and
M. Morvan ,
Environmental statistics
Space-time stochastic
generators for weather variables (wind, temperature, sea
state, etc) with P.
Ailliot ,
J. Bessac (ex: review),
Correction of meteorological forecast with stochastic models
with A. Cuzol and G. Jouan,
Metocean, stochastic wind-wave models,
Data assimilation and analog data assimilation (ex: talk)
Machine learning and health statistics
Decision trees with
multivariate splits with A. Poterie,
applied to medical statistics, NIR spectrometry data
Decision NASH, arthritis, Cancer, metabolomic, intestinal
gut and sport performances
Various
2020- ... Membre du bureau et facilitatrice d'
AMIES
2020- ... Membre nommée du
CNU (section 26)
2020- ... Membre du bureau de la commission recherche de
l'université de Rennes 1
2020- ... Responsable de l'équipe de statistique de l'
IRMAR
Some collaborators
P. Ailliot
(UBO, Brest),
A. Cuzol (UBS, Vannes), J. Bessac
(Argonne, Chicago), M.
Giacofci (UR2, Rennes), P. Tandeo (IMT,
Brest)
Some research projects
Nonparametric Data Assimilation: a data-driven approach
(ECOS Sud)
with J. Ruiz (UMI-IFAECI, Argentina), P. Ailliot (UBO,
France), P. Tandeo (IMT, France)
Understanding and estimating the space-time evolution of
geophysical systems constitute a challenge in geosciences. For
an efficient restitution of geophysical fields, classical
approaches typically combine a physical model based on fluid
dynamics equations and remote sensing data or in situ
observations. These approaches are generally referred to as
data assimilation methods and stated as inverse problems for
dynamical processes. A key feature of data assimilation
schemes is that they strongly rely on repeated simulations of
an explicitly known dynamical model. This may greatly limit
their application range as well as their computational
efficiency. As an alternative, the amount of observation and
simulation data has grown very quickly in the last decades.
The availability of such historical datasets strongly advocate
for exploring implicit data-driven schemes to build realistic
statistical simulations of the dynamics and replace the
dynamical model.
DESIRES (ERANET MED)
This project aims to develop an Internet-based,
multi-parametric electronic platform for optimum design of
desalination plants, supplied by Renewable Energy Sources
(RES). The platform will rely upon
1) a solar, wind and wave energy potential database,
2) existing statistical algorithms for processing
energy-related data,
3) information regarding the inter-annual water needs, 3) a
database with the technical characteristics of desalination
plant units and the RES components, and
4) existing algorithms for cost effective design, optimal
sizing and location selection of desalination plants.
DESIRES web
site
SEACS (projet inter labex)
Stochastic modEl-dAta-Coupled representationS for the
analysis, simulation and reconstruction of upper ocean
dynamics This project aims at exploring novel statistical and
stochastic methods to address the emulation, reconstruction
and forecast of fine-scale upper ocean dynamics.
PhD student: Thi Tuyet Trang Chau
Meteobs-bzh
Weather forecast for Bretagne (France), a historical databases
from 2007 to 2019/03,
Meteobs-bzh
Workshops co-organisation
Workshop "Machine learning and uncertainties in climate
simulations", Brest 2021,
webpage
Workshop "Statistical models for weather and climate",
Rennes, Nov. 2018
webpage
Workshop "Functional Data Analysis 2018", Rennes, Oct. 24-26,
2018,
webpage
Workshop "Data Science & environment", Brest, July 04-07,
2017
webpage
"Workshop on Stochastic Weather Generators" , Vannes, May
17-20, 2016
webpage
"Workshop on Stochastic Weather Generators" , Avignon,
September 17-19, 2014
webpage
Colloque "Analyse de données spatio-temporelles en
océano-météo", 28-29 novembre 2013, Landéda
webpage
Colloque "Analyse de données spatio-temporelles en
océano-météo", 03-05 juillet 2013, Ile de Berder
webpage
"Workshop on Stochastic Weather Generators" May 29th-June 1st,
2012, Roscoff,
webpage
Journées "Méthodes statistiques spatio-temporelles en
environnement"
"Spatio-temporal Stochastic Models with Environmental and
Marine Applications"
Softwares development
xMSannotator_vamos
a R package for network based metabolomic annotation.
Largely inspired from yufree/xMSannotator.
The code has been developped and validated thanks to the
expertise of Shareen Malik.
Available on request for public research (send an
email to valerie dot monbet at univ-rennes1 dot fr).
NHMSAR
a R package including estimation of non homogeneous Markov
switching models simulation validation by parametric
bootstrap Lasso and Scad penalty for the autoregressive and
precision matrices available on CRAN
Metocean Time Series
a Matlab® toolbox (with M. Prevosto, P. Ailliot, P.F. Marteau)
including:
estimation of parametrical and non parametrical models for
multivariate sea state processes (Hs, Tp, Wind speed, Wind
directions) parametrical and non parametrical simulation for
multivariate sea state processes estimation of persistence
statistics such as duration of storms non parametric filtering
a bootstrap validation method for complex models download
METIS toolbox download documentation (pdf) To get the toolbox
for public research and non commercial use, just send me an
email : I'll send it to you!