Publications of Vlad Stefan BARBU

Habilitation (HDR)

  • V. S. Barbu. Contributions to Statistical and Probabilistic Topics for semi-Markov and Markov Processes. Habilitation manuscript, University of Rouen - Normandy, 2017.

Book

  • V. S. Barbu, N. Limnios. Semi-Markov Chains and Hidden Semi-Markov Models toward Applications-Their use in Reliability and DNA Analysis, Lecture Notes in Statistics, vol. 191, Springer, New York 2008.

Referee par Martin Crowder (London Imperial College) : "...Overall, this is a stimulating book. As it says, the discrete-time framework has been underused in the past in view of the fact that much real data in practice (I would even say most) is recorded in discrete time. Also, the applications listed, particularly the DNA sequencing, are important and timely." (International Statistical Review, 77, 2, page 307, 2009)

Articles in international peer reviewed journals

  • V. S. Barbu, C. Bérard, D. Cellier, M. Sautreuil, N. Vergne. SMM: An R package for estimation and simulation of discrete-time semi-Markov models, to appear in The R Journal,1-21, 2018.
  • V. S. Barbu, N. Vergne. Reliability and survival analysis for drifting Markov models: modelling and estimation, Methodology and Computing in Applied Probability, 1-23, 2018.  DOI: 10.1007/s11009-018-9682-8
  • V. S. Barbu, S. Beltaief, S. Pergamenshchikov. Robust adaptive efficient estimation for semi-Markov nonparametric regression models, Statistical Inference for Stochastic Processes, 1-48, 2018. https://doi.org/10.1007/s11203-018-9186-8
  • V. S. Barbu, A. Karagrigoriou, V. Preda. Entropy and divergence rates for Markov chains: III. The Cressie and Read case and applications, Proceedings of the Romanian Academy-series A: Mathematics, Physics, Technical Sciences, Information Science, 19(3), 413-421, 2018.
  • V. S. Barbu, A. Karagrigoriou, V. Preda. Entropy and divergence rates for Markov chains: II. The weighted case, Proceedings of the Romanian Academy-series A: Mathematics, Physics, Technical Sciences, Information Science, 19(1), 3-10, 2018.
  • P. A. Ulmeanu, V. S. Barbu, V. Tanasiev, A. Badea. Hidden Markov models revealing the household thermal profiling from smart meter data, Journal of Energy and Buildings, 154, 127-140, 2017. https://doi.org/10.1016/j.enbuild.2017.08.036
  • V. S. Barbu, A. Karagrigoriou, V. Preda. Entropy and divergence rates for Markov chains: I. The Alpha-Gamma and Beta-Gamma case, Proceedings of the Romanian Academy-series A: Mathematics, Physics, Technical Sciences, Information Science 18(4), 293-301, 2017.
  • V. S. Barbu, G. D'Amico, R. De Blasis. Novel advancements in the Markov chain stock model: analysis and inference, Annals of Finance, 13(2), 125-152, 2017. https://doi.org/10.1007/s10436-017-0297-9
  • V. S. Barbu, G. D'Amico, R. Manca, P. Petroni. Step semi-Markov models and application to manpower management, ESAIM: Probability and Statistics, 20, 555-571, 2016. https://doi.org/10.1051/ps/2016025
  • V. S. Barbu, A. Karagrigoriou, A. Makrides. Semi-Markov modelling for multi-state systems, Methodology and Computing in Applied Probability, 19, 1011-1028, 2017. https://doi.org/10.1007/s11009-016-9510-y
  • R. Crastes, O. Beaumais, O. Arkoun, D. Laroutis, P.-A. Mahieu, B. Rulleau, S. Hassani-Taibi, V. S. Barbu, D. Gaillard. Erosive runoff events in the European Union: Using discrete choice experiment to assess the benefits of integrated management policies when preferences are heterogeneous, Ecological Economics, 102, 105-112, 2014.
  • V. S. Barbu, J. Bulla, A. Maruotti. Estimation of the stationary distribution of a semi-Markov chain, Journal of Reliability and Statistical Studies, 5, 15-26, 2012.
  • V. S. Barbu, N. Limnios. Some algebraic methods in semi-Markov processes, In Algebraic Methods in Statistics and Probability, volume 2, series Contemporary Mathematics edited by AMS, eds. Marlos A.G. Viana and Henry P. Wynn, Urbana, 19-35, 2010.
  • V. S. Barbu, N. Limnios. Empirical estimation for discrete time semi-Markov processes with applications in reliability, Journal of Nonparametric Statistics, 18(7-8), 483-498, 2006. https://doi.org/10.1080/10485250701261913
  • V. S. Barbu, N. Limnios. Maximum likelihood estimation for hidden semi-Markov models, Comptes rendus de l'Académie des sciences, Paris, Ser. I, 342, 201-205, 2006.
  • V. S. Barbu, M. Boussemart, N. Limnios. Discrete time semi-Markov model for reliability and survival analysis, Communications in Statistics-Theory and Methods, 33(11), 2833-2868, 2004.

Chapters in peer reviewed books

  • V. S. Barbu, A. Karagrigoriou. Modeling and inference for multi-state systems, In Recent Advances in Multi-State Reliability, eds. Anatoly Lisnianski, Ilia Frenkel, Alex Karagrigoriou, Springer Series in Reliability Engineering, Springer, Berlin, 59-70, 2017.
  • A. P. Ulmeanu, V. S. Barbu, A. Budu. Improving the fault tree analysis with uncertainties for the assessment of power systems dependability, In Statistical, Stochastic and Data Analysis Methods and Applications, eds. Alex Karagrigoriou, Teresa Oliveira and Christos Skiadas, ISAST (International Society for the Advancement of Science and Technology), 63-82, 2015.
  • V. S. Barbu, N. Limnios. Reliability of semi-Markov systems in discrete time: modeling and estimation, Handbook on Performability Engineering, ed. Krishna B. Misra, Springer, 369-380, 2008.
  • V. S. Barbu, N. Limnios. Nonparametric Estimation for failure rate functions of discrete time semi-Markov processes, In Probability, Statistics and Modelling in Public Health, eds. Mikhail Nikulin, Daniel Commenges and Catherine Huber-Carol, Springer, 53-72, 2006.
  • V. S. Barbu, N. Limnios. Discrete time semi-Markov processes for reliability and survival analysis - a nonparametric estimation approach, Parametric and Semiparametric Models with Applications to Reliability, Survival Analysis and Quality of Life, eds. Narayanaswamy Balakrishnan, Mikhail Nikulin, Mounir Mesbah, Nikolaos Limnios, Birkhäuser, Collection Statistics for Industry and Technology, Boston, 487-502, 2004.

Software

Submitted Articles

  • V. S. Barbu, A. Karagrigoriou, A. Makrides. Statistical inference for a general class of distributions with time-varying parameters, 1-21, 2017.
  • V. S. Barbu, S. Beltaief, S. Pergamenshchikov. Robust adaptive efficient estimation for a semi-Markov continuous time regression from discrete data, 1-37, 2017. http://arxiv.org/abs/1710.10653