Nicolas Bousquet

Seal measuring campaign - Canada 2008

Scientific Director at Quantmetry
Associate Professor at Sorbonne Université (Université Pierre-et-Marie Curie)

                                                                                      Team "Statistics, Data, Algorithms"

Desk (UPMC): 15-25.203
Presence (UPMC) : Tuesday-Wednesday


nbousquet 'at '
nicolas.bousquet 'at'

Research Gate / LinkedIn
Main interests
:   Bayesian statistics, treatment of uncertainties and risk in industrial and ecological resource management, machine learning

Janvier-Avril 2018

Cours M2 Modélisation et Statistique Bayésienne Computationnelle (UPMC)
                  (Bayesian Modeling and Computational Statistics)

Research papers

      N. Benoumechiara, B. Michel, P. Saint-Pierre, N. Bousquet (2018). Detecting and modeling worst-case dependence structures between random inputs of computational reliability models

      N. Thiebaut, A. Simoulin, K. Neuberger, I. Ibnouhsein, N. Bousquet, N. Reix, S. Molière, C. Mathelin (2018). An innovative solution for breast cancer textual big data analysis 
      N. Bousquet, T. Klein, V. Moutoussamy (2018). Approximation of limit state surfaces in monotonic Monte Carlo settings, with applications to classification
                                                                                        SIAM Journal of Uncertainty Quantification
, 6: 1-33.
      N. Bousquet (2018). Modeling extreme events in energy companies. In: Statistics Reference Online (Wiley Stats Ref), DOI: 10.1002/9781118445112.stat08011

      S. Fu, M. Couplet, N. Bousquet (2017). An adaptive kriging method for solving nonlinear inverse statistical problems Environmetrics, 28 (4).
N. Pérot, N. Bousquet (2017). Functional Weibull-based models of steel fracture toughness for structural risk analysis: estimation and selection. Reliability Engineering and System Safety, 165: 355-367

      L.J. Wolfson, N. Bousquet (2016). Elicitation. In: Statistics Reference Online (Wiley Stats Ref), DOI: 10.1002/9781118445112.stat00231.pub2
      M. Keller, A.-L. Popelin, N. Bousquet, E. Remy (2015). Nonparametric estimation of the probability of detection of flaws in an industrial component, from destructive and nondestructive testing data,
                                                                                                   using Approximate Bayesian Computation. Risk Analysis, 35: 1595-1610
      A. Pasanisi, C. Roero E. Remy, N. Bousquet (2015). On the practical interest of discrete Inverse Polya and Weibull-1 models in industrial reliability studies.
                                                                                                         Quality and Reliability Engineering International
(in press).   
     S. Fu, G. Celeux, N. Bousquet, M. Couplet (2015). Bayesian inference for inverse problems occuring in uncertainty analysis.
                                                                                                                                           International Journal for Uncertainty Quantification, 5(1): 73-98
       N. Bousquet, M. Fouladirad, A. Grall, C. Paroissin (2015). Bayesian gamma processes for optimizing condition-based maintenance under uncertainty.
                                                                                                                                            Applied Stochastic Models in Business and Industry, 31(3): 360-379
      P. Lemaître, E. Sergienko, A. Arnaud, N. Bousquet,  F. Gamboa, B. Iooss (2015)  Density modification based reliability sensitivity indices.
                                                                                                                                                   Journal of Statistical Computation  and Simulation,
85: 1200-1223
     N. Bousquet (2012).  Accelerated Monte Carlo estimation of  exceedance probabilities under monotonicity constraints. Annales de la Faculté des Sciences de Toulouse, 21(3):  557-591 (arxiv)
      A. Pasanisi, S. Fu, N. Bousquet (2012). Estimating discrete Markov models from various incomplete data schemes. Computational Statistics & Data Analysis 56(9): 2609-2625

N. Bousquet (2010). Eliciting vague but proper maximal entropy priors in Bayesian experiments. Stat. Papers. 51: 613-62

     N. Bousquet  (2008). Diagnostics of prior-data agreement in applied Bayesian analysis. Journal of Applied Statistics, 35: 1011-1029
     H. Bertholon, N. Bousquet, G. Celeux (2006). An alternative competing risk model to the Weibull distribution in lifetime data analysis. Lifetime Data Analysis, 12:  481-504
     N. Bousquet (2005). Eliciting prior distributions for Weibull inference in an industrial context. Communications in Dependability and Quality Management, 8: 12-19.

    With a focus in ecology, fishery science and natural resource management 

     N. Bousquet, E. Chassot, E. Dortel, J. Million, A. Fonteneau, J.-P. Hallier (2017). A Bayesian Brownie-Petersen model for assessing the mortality and abundance of Indian Ocean tunas.
                                                                                                                                             Application to skipjack (Katswonus pelamis). In revision.
     E. Dortel, F. Sardenne, N. Bousquet, E. Rivot, J. Million, G. Le Croizier, E. Chassot  (2015). An integrated Bayesian modelling approach for the growth of Indian Ocean yellowfin tuna
                                                                                                      Fisheries Research, 163: 69-84
     N. Bousquet, E. Chassot, D. Duplisea, M. Hammill (2014). Forecasting the major influences of predation and environment on cod recovery in the  northern Gulf of St. Lawrence.
                                                                                                          PloS ONE
9(2): e82836     
     B. Archambault, O. Lepape, N. Bousquet, E. Rivot (2014). Density dependence can be revealed by modeling the variance in the stock-recruitment process: an application to flatfishes.
                                                                                                           ICES Journal of Marine Science, doi: 10.1093/icejms/fst203
     E. Dortel, F. Massot-Granier, E. Rivot, J. Million, J.-P. Hallier, E. Morize, J.-M. Munaron, N. Bousquet,  E. Chassot (2013). Accounting for Age Uncertainty in Growth Modeling, the
                                                                                                              Case Study of Yellowfin Tuna (Thunnus albacares) of the Indian Ocean. PloS ONE 8(4): e60886          
      N. Bousquet,  N. Cadigan, T. Duchesne, L.-P. Rivest (2010). Detecting and correcting underreported catches in fish stock assessment : trial of a new method. Canadian Journal
                                                                                                              of Fisheries and Aquatic Sciences, 67(8): 1247-1261
      E. Chassot, D. Duplisea, M. Hammill, A. Caskenette, N. Bousquet, Y. Lambert, G. Stenson (2009). The role of predation by harp seals (Phoca groenlandica) in the collapse and
                                                                                                            non-recovery of northen Gulf of St. Lawrence cod (Gadus morhua). Marine Ecology Progress Series379: 279-297      
     N. Bousquet, T. Duchesne, L.-P. Rivest (2008). Redefining the maximum sustainable yield for the Schaefer population model including multiplicative environmental noise
                                                                                                           Journal of Theoretical Biology, 254: 65-7

  Book chapter
  Considérations décisionnelles pour la construction d'un ouvrage de protection contre les crues (with E. Parent, J. Bernier, A. Pasanisi, M. Keller).  In: Approches Statistiques du Risque. Technip, 2014 (link - slides)

  N. Pérot, N. Bousquet, M. Marques (2015). Method for determining the strength distribution and the ductile-brittle transition temperature of a steel product subjected to thermal variations.
  European Patent Deposit WO-2015-165962 (A1)
  E. De Oliveira, D. Vautrin, N. Bousquet, K. Zoubert-Ousseni (2016). Process for managing a power pump water circuit of an electric production installation. INPI Deposit  1653811

  Conference papers 
   N. Bousquet, F. Corset (2015). Exploring asymptotics of the MLE of imperfect repair ARA1 models for single data trajectories. MMR Congress, Tokyo
   J. Bect, N. Bousquet, B. Iooss et al. (2014). Uncertainty quantification and reduction for the monotonicity properties of expensive-to-evaluate computer models. UCM 2014, Sheffield.
   N. Bousquet, F. Douard (2014). Analyse bayésienne d'intensités de défaillance pour les études de gestion d'actif. Lambda-Mu 19, Dijon. Best Presentation Award
   J. Bect, N. Bousquet, B. Iooss et al. (2014). Quantification et réduction de l’incertitude concernant les propriétés de monotonie d’un code de calcul coûteux à évaluer. SFdS congress, Rennes
   M. Fouladirad, C. Paroissin, N. Bousquet, A. Grall (2013). Bayesian optimization of condition-based maintenance under uncertainty. MMR Proceedings, Stellenbosch.
   V. Moutoussamy, N. Bousquet, B. Iooss, P. Rochet, T. Klein, F. Gamboa (2013). Comparing conservative estimations of failure probabilities using sequential designs of experiments in monotone frameworks. ICOSSAR, NY
   E. Dortel, F. Sardenne, G. Le Croizier, N. Bousquet, E. Chassot (2012). An integrated Bayesian hierarchical model for growth of Indian Ocean yellowfin tuna. Indian Ocean Tagging Symposium, Mauritius.
   E. Chassot, L. Dubroca, N. Bousquet, E. Dortel, S. Bonhommeau (2012).  Two-stanza growth for tropical tunas: myth or reality?  Indian Ocean Tagging Symposium, Mauritius.
   N. Bousquet, E. Chassot, E. Dortel, J. Million, J.P. Eveson, J.-P. Hallier, A. Fonteneau (2012). Preliminary assessments of tuna mortality rates from a Bayesian Brownie-Petersen model. Indian Ocean Tagging Symposium.
   A.-L. Popelin, R. Sueur, N. Bousquet (2012). Encadrement et estimation de probabilités de défaillance dans un cadre monotone d'analyse de fiabilité structurale. Lambda-Mu 18, Tours, France.
   M. Keller, N. Bousquet (2012).  Estimation of a flaw size distribution from a data mixture based on destructive tests and non-destructive in-service inspections. ESREL-PSAM congress, Helsinki, Finland.
   S. Fu, M. Couplet, N. Bousquet (2011). An adaptive kriging method for characterizing uncertainty in inverse problems. ISI congress, Dublin, Ireland
   N. Bousquet (2011). Encadrement et estimation parcimonieuse de probabilités de dépassement en sortie d’un code de calcul monotone. SFdS congress, Tunis, Tunisia
   N. Bousquet (2011). Calculating failure probabilities through constrainted Monte Carlo acceleration methods. MMR congress, Beijing, China
  M. Keller, A. Pasanisi,  E. Parent, N. Bousquet (2010). Bayesian and frequentist parametric prediction of a tail probability in an industrial reliability context. ISBA congress (poster), Benidorm, Spain.
   A. Pasanisi, S. Fu, N. Bousquet (2010). Estimation de modèles markoviens discrets dans un cadre industriel fiabiliste à données manquantes. SFdS congress, Marseille, France.                 
  A. Pasanisi, E. de Rocquigny, E. Parent, N. Bousquet (2009). Some useful features of the Bayesian setting while dealing with uncertainties in industrial practice. ESREL 09, Prague, Czech Republic
  N. Bousquet (2009). Calibrating Weibull priors using virtual data. MMR congress, Moscow, Russia  
  N. Bousquet, T. Duchesne, L.-P. Rivest (2008) . Definition and estimation of biological reference points for halieutic resource management in stochastic frameworks, SSC-SFdS congress, Ottawa, Canada
   N. Bousquet, G. Celeux (2006). Measures of Bayesian discrepancy between prior beliefs and data knowledge. ESREL 06, Lisbon, Portugal  +  Poster at ISBA congress (Benidorm, Spain)
   N. Bousquet, G. Celeux, F. Billy, E. Remy (2006). Notions et mesures de cohérence bayésienne entre connaissance a priori et données observées. Lambda-Mu 15, Lille, France
   N. Bousquet, G. Celeux, F. Billy, E. Remy (2006). Inférence des paramètres d'une loi de Weibull - Approches classique et bayésienne.  Lambda-Mu 15, Lille, France
   F. Josse, N. Bousquet, G. Celeux (2006). Vraisemblance d'enchaînements causaux: validation d'un explication a priori confrontée au retour d'expérience. Lambda-Mu 15, Lille, France
   F. Billy, N. Bousquet, G. Celeux (2005). Modelling and eliciting expert knowledge with fictitious data in: Proceedings of the Workshop on the use of Expert Judgement for decision-making, CEA Cadarache
   N. Bousquet, G. Celeux, E. Remy (2005). A protocol for integrating FED and expert data in a study of durability in: Proceedings of the Workshop on the use of Expert Judgement for decision-making, CEA Cadarache
   N. Bousquet (2005).  Choosing prior distributions for Weibull inference in a durability context: some propositions, International Symposium on Stochastic Models in Reliability, Safety, Security and Logistics, Israel
   H. Bertholon, N. Bousquet, G. Celeux (2004). Un modèle de durée de vie à risques concurrents. SFdS congress, Montpellier, France + Poster at MMR congress (Sante Fe, USA)

  Avantages et enjeux de l'analyse statistique bayésienne en durée de vie industrielle. Lettre Techniques de l'Ingénieur : Risques Industriels, No 23, mars-avril 2007.
  Mathématiques de la Planète Terre (2013) :   Pour une pêche maximale durable  / Quelle hauteur pour la digue ?

  Preprints & research reports
    Reference priors for nuisance parameters of Bayesian sequential population models
    Elicitation of Weibull and extreme value priors
    Monte Carlo acceleration of failure probabilities using monotone computer codes
    Risk criteria under uncertainty in flood assessment (with E. de Roquigny, P. Bernardara and N. Goutal)
   Effective data sizes in censored experiments
    Bayesian prey-predator models applied to cods and seals in St Lawrence (with  E. Chassot, M. Hammill, D. Duplisea)
   Bayesian inference for inverse problems occuring in uncertainty analysis (with S. Fu, G. Celeux and M. Couplet). INRIA RR-7995
    A Bayesian analysis of industrial lifetime data with Weibull distributions. INRIA RR-6025
    Subjective Bayesian statistics: agreement between prior and data. INRIA RR-5900
    An alternative competing risk model to the Weibull distribution in lifetime data analysis (with H. Bertholon and G. Celeux). INRIA RR-5265

  Project Coordination


  Associated Projects
  ANR Project AMMSI
  European Project CoForTips (FP7 ERA-NET BioDiverSa2)
  European Project MATCHING (H2020)

   Organization & administration
   Board of Groupe "Statistique et Environnement" (SFdS) : member elected 2012-...
   Board of Groupe "Jeunes Statisticiens" de la Société Française de Statistique (Young Statisticians Group within the French Statistical Society : 2010-2012)
   Organizing Committee Member : 1er Forum Emploi Mathématique (January 2012)  and 2ème Forum Emploi Mathématique (January 2013)
   Journée SFdS Traitement de l'Expertise en Gestion du Risque - Groupe SFdS Fiabilité et Incertitudes
   Organization of the METADEB workshop (2015)

  Some invited talks 

   Quelques principes de modélisation bayésienne utiles en traitement des incertitudes. CEA/DAM, Bruyères-Le-Châtel, 2016
   Some ideas about Bayesian prior elicitation. Applications in reliability and risk analysis. University of Pavia, Italy, 2014
   Accelerated Monte Carlo methods under form constraints in structural reliability analysis.
Mathematical Methods in Reliability 2013
   Estimating tuna mortality rates using a Bayesian Brownie-Petersen model.
Indian Ocean Tuna Tagging Symposium, Indian Ocean Tuna Commission (IOTC), Mauritius
   Estimation de probabilité faible sous des hypothèses de code de calcul monotone.
Journées MAS 2010, Bordeaux (invited session) + Atelier du GdR Mascot-Num, Paris
   Bounding and estimating probabilities of extreme events in natural resources management
. NICDS Workshop, Montreal (2010)
   Analyse séquentielle de populations avec des prises sous-reportées : approche statistique par données censurées. Jeudis du CRH, Sète (2009) 
   Improving biological reference points in halieutic modelling. DFO-Memorial University Newfoundland (2007)
  Modèles de durée de vie en fiabilité et étude de risque : état de l’art et avancées récentes. Journées de l'Ingénierie. Haute Ecole Robert Schuman, Arlon (2005)
  Some seminar slides
Rencontres Statistiques de Rochebrune 2014, 2012, 2010
  Orsay Ph.D. seminar, FIMA seminar ...

   Ph.D. students
Shuai Fu (2009-2012), with Mathieu Couplet (academic advisorGilles Celeux)
  Vincent Moutoussamy (2012-2015), with Bertrand Iooss (academic advisors : Fabrice Gamboa, Thierry Klein)
  Nazih Benoumechiara (2015-2018), with Roman Sueur (academic advisors : Gérard Biau, Bertrand Michel, Philippe Saint-Pierre)

   Ph.D. thesis
   Analyse bayésienne de la durée de vie de composants industriels 
   (Elements of Bayesian analysis for the prediction of the lifetime of industrial components)
Defended on 2006, at Paris XI (Orsay) University.  Supervised by Gilles Celeux and Jean-Michel Marin.

   Teaching / Examination
    2009: High School CCP examination (TIPE) : member of the board
  2010: Multivariate modelling, probabilistic inversion & accelerated Monte Carlo methods. Tutoriel SFdS "Traitement des Incertitudes".
   2003-2007: Level-1 and 2 courses in algebra & numerical analysis (University Paris XI - Jean Monnet / IUT Orsay)
    2009-2011: Lecturer at Paris-Dauphine University (Level-3): Exploratory and computational statistics
    2010-2011 :  Professional Course Méthodes Avancées du Traitement des Incertitudes, Laboratoire National de Métrologie et d'Essais
    2012 : Special Course (Level-4) on Statistical Bayesian Theory and Applications (University Rennes-2)
    2012: Special Course (Level-4) on Decisional Bayesian Statistics (Universidad Central de Venezuela - Caracas)   (slides and codes here)
    2013 : Guest examiner at IFREMER (recruitment commission)
    2015-2017 : Non-permanent professor at ENSAI
  Software tools
   The QUANFRE project: a professional engineering software developed for EDF in collaboration with NOEO, incorporating frequentist and new Bayesian  methods
                                               for the computation of lifetime statistical decision-helping tools. The mathematical code is freeware and written jointly in C / R, to be used
                                               in Windows and Unix operating systems. The packaging software uses the .NET technology.

      The SIMCAB-Bayes project: R/C tools with Excel interfaces for Windows OS for frequentist and Bayesian computation of a prey-predator Bayesian model
                                                 (first version is described here). This is the evolving result of various studies led with biologists from
                                                  Department Fisheries and Oceans Canada and the Institut de Recherche pour le Développement.
                                                 The current version can be downloaded by interested researchers from both organisms using a password. Just send me an email to get it!
     From 2013: R package MISTRAL (Methods In STructural Reliability AnaLysis), by V. Moutoussamy, B. Iooss and other contributors

   Journal / book Referee
    BA - CSDA - CS - IEEE Trans. Reliab. - TEST Statistics in Medicine
   ASCE-ASME Journal of Risk and Uncertainty - Entropy - Stat (ISI)
    Ecological Modelling - ICES Journal of Marine Science - J. Theoretical Biology
    Springer-Verlag Quaes

  Short bio
   Engineer graduated in applied mathematics, statistics and computer science from ENSIMAG (2003)
    Master of research in applied mathematics (Joseph Fourier University, Grenoble, 2003)
    Ph. D. in Mathematics (Paris XI University / INRIA U.R. Futurs, Orsay, 2006)
    Post-doctoral internship at Laval University, Québec, Canada (2007-2008) with Thierry Duchesne and Louis-Paul Rivest
   Research engineer at EDF R&D (2008-2013)
   Senior Research Scientist at EDF R&D  2013-2017
   R&D Project Manager at EDF R&D 2016-2017

    Member of the Gnedenko e-forum (Reliability, Safety, Security)
    Former member of the European network of Excellence PASCAL project
    Former member of the INRIA Select team
    Two interesting working groups: GdR Mascot-Num, GdR Mathématiques et Entreprise       
    Read this article from The Economist  (January 7 th 2006) to realize the significance of Bayesian statistics in life!
   Read this article from Sciences au Sud  (May-June-July 2015) about our work with Emmanuel Chassot and many other people about Indian Ocean tunas

   Available webpages of (some of) my coauthors
   Sophie Ancelet - Henri Bertholon - Sylvain Bonhommeau - Noel Cadigan - Amanda Caskenette - Gilles Celeux
   Emmanuel Chassot - Emmanuelle Dortel - Thierry Duchesne - Daniel Duplisea - Mitra Fouladirad - Shuai Fu - Fabrice Gamboa 
   Jean-Pierre HallierMike Hammill -   Bertrand Iooss - Thierry Klein - Yvan Lambert - Eric Parent - Christian Paroissin
   Louis-Paul Rivest - Etienne RivotGary Stenson
  My Google twin in research: here

   Useful links
   Webmail EDF
   Portail Domicile IFREMER
   Biodiversa - Fondation pour la Recherche sur la Biodiversité

   Other miscellaneous (in French) 
   Terres amères (Prix Arthur-Rimbaud), Maison de Poésie, 2001.
   Frondaisons (Prix Ecrits en Cité), Bacchanales, 2003.
   Textes divers, Rimbaud Vivant & Le Coin de Table, 2003-2005.

  Other other miscellaneous (family, friends et al.)                                                                                                                           
  Itinéraires polaires
  Le Monde d'Ida + PostPoète
  Lady Chatterton
  Captain Americano
Roland Guarrigue
  Divine Machine