Research

I have completed my PhD in Applied mathematics under supervision of Clémentine Prieur and Maëlle Nodet.

Research interests

dimension reduction methods, especially reduced basis methods ;
use of reduced-order models in stochastic sensitivity analysis;
uncertainty propagation and sensitivity analysis of financial models.

Research projects

CELESTE team (mathematical statistics and learning)
MOISE team (mathematical and numerical modelling in environmental applications)
Costa-Brava ANR project (sensitivity and uncertainty analysis for complex models)
GDR MASCOT NUM (stochastic analysis methods for codes and numerical treatments)

Collaborators' web pages

In order of appearance :-)

Papers

Preprints, working papers

Grandjacques M., Janon A., Adrot O., Delinchant B., Pick-freeze estimation of Projection on the past sensitivity indices for models with dependent causal processes inputs, 2014.
Janon A., Multifidelity variance reduction for pick-freeze Sobol index estimation, 2013.
Janon A., Global optimization using Sobol indices, 2019.

Accepted papers

Janon, A., Nodet M., Prieur C. Certified reduced basis solutions of viscous Burgers equation parametrized by initial and boundary values, 2010. To appear in Mathematical Modelling and Numerical Analysis.
Janon, A., Nodet M., Prieur C. Uncertainties assessment in global sensitivity indices estimation from metamodels, 2011. To appear in International Journal for Uncertainty Quantification.
Old version: Confidence intervals of sensitivity indices for reduced basis metamodels.
Gamboa F., Janon A., Klein T., Lagnoux A. Sensitivity indices for multivariate outputs, 2013. Accepted in Comptes Rendus de l'Académie des Sciences.
Janon, A., Klein T., Lagnoux A., Nodet M., Prieur C. Asymptotic normality and efficiency of two Sobol index estimators, 2012. Accepted in ESAIM: Probability and Statistics.
Gamboa F., Janon A., Klein T., Lagnoux A. Sensitivity indices for multivariate and functional outputs, 2013. Accepted in Electronic Journal of Statistics (EJS).
Janon A., Nodet M., Prieur C. Goal-oriented error estimation for reduced basis method, with application to certified sensitivity analysis, 2015. Accepted in Journal of Scientific Computing.
de Castro Y., Janon A. Randomized pick-freeze for sparse Sobol indices estimation in high dimension, 2015. Accepted in ESAIM: Probability and Statistics.
Gamboa F., Janon A., Klein T., Lagnoux A., Prieur C. Statistical inference for Sobol pick freeze Monte Carlo method, 2015. Accepted in Statistics.
Janon A., Nodet M., Prieur Ch., Prieur C. Global sensitivity analysis for the boundary control of an open channel, Accepted in Mathematics of Control, Signals, and Systems
Cousin A., Janon A., Maume-Deschamps V., Niang I. On the consistency of Sobol indices with respect to stochastic ordering of model parameters, 2018, Accepted in ESAIM Probability&Statistics.
Janon, A., Nodet M., Prieur C., Prieur C. Goal-oriented error estimation for fast approximations of non-linear problems, 2018, ESAIM Math. modelling and numerical analysis.
Gilquin L., Arnaud E., Prieur C., Janon A. Making best use of permutations to compute sensitivity indices with replicated orthogonal arrays, 2018 Reliability Engineering and System Safety. .

Proceedings

Janon, A., Nodet M., Prieur C. Certified metamodels for sensitivity indices estimation (accepted in ESAIM Proc.)
Cartailler T., Guaus A., Janon A., Monod H., Prieur C., Saint-Geours N. Sensitivity analysis and uncertainty quantification for environmental models
Janon A., Nodet M., Prieur Ch., Prieur C. Global sensitivity analysis for the boundary control of an open channel, IEEE Conf. on Decision and Control (CDC'14), Los-Angeles, 2014.

Bibliographic studies

Janon, A. Reduced-basis solutions of affinely-parametrized linear partial differential equations, June 2010.
Janon, A. Méthodes de quadrature multi-dimensionnelles et décomposition en polynômes de chaos, Application à la quantification d'incertitude et aux méthodes stochastiques d'analyse de sensibilité, November 2010.

Talks, Posters

Reduced basis approach for dimension reduction, ANR Costa-Brava meeting, May 2010.
Une approche pour la réduction de modèle déterministe appliquée à l'analyse de sensibilité, ANR Costa-Brava meeting, November 2010.
Poster: Certified metamodels for sensitivity indices estimation, 5eme Biennale Francaise des Mathématiques Appliquées, May 2011. Proceeding, accepted in ESAIM Proc. (Best Presentation Award).
Efficacité asymptotique et application à l'estimation des indices de Sobol. Prise en compte de l'erreur de métamodèle dans l'estimation des indices de Sobol par krigeage, ANR Costa-Brava meeting, June 2011.
Métamodèles certifiés pour l'analyse de sensibilité, Quatrièmes rencontres des jeunes statisticiens, Aussois, Sept. 2011.
Métamodèles bases réduites pour l'analyse de sensibilité, Journées de l'Atelier modélisation du Cluster Environnement, Grenoble, Oct. 2011.
Normalité asymptotique de la méthode de Sobol et métamodèles, Partie II. Réduction de variance pour l'estimation des indices de Sobol sur modèles multifidélité, Partie III. Vers un métamodèle certifié pour les équations shallow water, ANR Costa-Brava meeting, Nov. 2011.
Poster: Certified metamodels for sensitivity indices estimation, Workshop RB-PGD-POD model reduction techniques, Cachan, Nov. 2011.
Métamodèles base réduite pour l'analyse de sensibilité, Journées du GDR MASCOT-NUM, Arpajon, Mar. 2012.
Reduced Basis Surrogate Models and Sensitivity Analysis, SIAM Conference on Uncertainty Quantification, Raleigh (NC, USA), Apr. 2012.
Métamodèles et analyse de sensibilité, Séminaire du laboratoire SAF, ISFA, Université Lyon 1, Apr. 2012.
Normalité asymptotique et efficacité dans l'estimation des indices de Sobol, 44emes Journées de Statistique, Bruxelles, May 2012. Résumé.
Métamodèles base réduite pour l'analyse de sensibilité, Journées MAS, Clermont-Ferrand, Aug. 2012. Proceeding (submitted).
Borne d'erreur sortie-dépendante dans les métamodèles base réduite, ANR Costa Brava meeting, Sep. 2012.
Analyse de sensibilité et réduction de dimension, séminaire du laboratoire Jean Dieudonné, Université de Nice, Jan. 2013.
Analyse de sensibilité et réduction de dimension, séminaire ESP et MIP, Université Toulouse 3, Jan. 2013.
Analyse de sensibilité et réduction de dimension, groupe de travail INRA Jouy-en-Josas, Mar. 2013.
A generalization of Sobol indices for multi-valued outputs, ANR Costa Brava, April 2013.
Approches intrusives pour l'analyse de sensibilité, Ecole-chercheurs Analyse de sensibilité, propagation d'incertitudes et exploration numérique de modèles en sciences de l'environnement (ASPEN), Les Houches, Avril 2013.
SIAM UQ '14, Savannah.
SIAM UQ '14, Savannah.
MCQMC 2014 Leuven

Software

I have developed and implemented (in C++ and Fortran) certified reduced-order (reduced basis) schemas for Burgers and Shallow-Water equations, as well as Monte-Carlo sensitivity analysis procedures (in C++ and R).

I have also contributed to the CompModSA package (sensitivity analysis using surface responses), and to the sensitivity package (sensitivity analysis in R).

Editorial activities

Referee for ESAIM Proceedings, SIAM Journal of Uncertainty Quantification and Journal of Statistical Computation and Simulation.

Miscellanea

I co-maintain the GDR Mascot-Num website.

I co-organized the SEME January 2019 at Orsay.