Agrégation d'informations et alternative au krigeage en environnement aléatoire

Nous définissons une notion d'information d'une variable aléatoire, qui permet en particulier de modéliser les erreurs d'estimation. Nous bâtissons un opérateur d'agrégation d'informations, qui reste cohérent avec la réduction des erreurs d'estimation lors de la réitération d'observations d'une même variable aléatoire. Nous évoquons alors les problèmes liés à l'usage du krigeage en environnement bruité, et proposons l'usage de l'opérateur d'agrégation comme alternative à la construction de surfaces de réponse et à l'estimation de la variance de krigeage. Un algorithme d'optimisation utilisant ces surfaces de réponse alternatives est proposé. Quelques applications numériques illustrent enfin l'intérêt de ces surfaces de réponse et de l'algorithme proposé.Agrégation d'informations; krigeage; optimisation globale; fonction objectif bruitée; potentiel; fonction d'information

Ruin problem in a changing environment and application to the cost of climate change for an insurance company

In this paper we obtain asymptotics for ruin probability in a risk model where claim size distribution as well as claim frequency change over time. This is a way to take into account observed and/or projected changes, due to climate change, in some specific weather-related events like tropical storms for instance. Some examples will be presented in order to illustrate the theory and start a discussion on the possible cost of climate change for an insurance company who wants to remain financially solvent

Mind wandering and driving: a responsibility case-control study

Objective To assess the association between mind wandering (i.e. thinking unrelated to the task at hand) and the risk of being responsible for the crash. Design Responsibility case-control study. Setting Adult emergency department of the Bordeaux University hospital (France) from April 2010 to August 2011. Participants 955 injured drivers presenting as a result of motor vehicle crash. Main outcome measures The main outcome variable was responsibility for the crash. Exposures were mind wandering, external distraction, negative affect, alcohol use, psychotropic medicine use, and sleep deprivation. Potential confounders were sociodemographic and crash characteristics. Results Beyond classical risk factors found to be associated with responsibility, the results showed that intense mind wandering was associated with being responsible for a crash (17% [responsible] vs. 9% [not responsible]; adjusted OR [95% CI]=2.12 [1.37-3.28]). Conclusions Mind wandering while driving, by decoupling attention from visual and auditory perceptions, may jeopardize the ability of the driver to incorporate information from the environment, thereby threatening safety on the roads. Our findings provide support for the latest research designed to develop systems to detect periods of driving vulnerability related to inattention. In addition, further research is recommended to assess how these results could lead to innovative interventions such as attentional training for drivers at risk of inattention

Bayesian Inference with M-splines on Spectral Measure of Bivariate Extremes

International audienc