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Nom et
prénom: Mhamed-Ali El-Aroui
Email:Mhamed.Elaroui@isg.rnu.tn
Titre Scientifique: Ph.D.
in Applied Mathematics (ENSIMAG Grenoble)
Titre Administratif: Associate-Professor
of Quantitative Methods at ISG de Tunis
Adresse Administrative: ISG de Tunis,
41 Av. de la Liberté. Bardo 2000.TUNISIA. Department of Economics
and Quantitative-Methods
Tél: (+216)
71 560 313
Fax: 216
71 568 767
Langues: Arabe,
Français, Anglais. |
Education
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1996 : PhD in Applied Mathematics (Statistics).
Dissertation topic: Statistical tools for Software Reliability Analysis.
Advisor: Prof J.L. Soler, LMC-IMAG Grenoble, France. Defended september
20, 1996. Graduated with honors.
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91-92 : Master of Sciences in Statistics and
Probability. University Joseph Fourier, Grenoble. Graduated with honors.
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89-92 : Graduate course at the ENSIMAG, Engineering
School Teaching Computer Science and Applied Mathematics, Grenoble.
Special field of study: Statistics and Probability. Graduated with
honors.
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87-89 : Undergraduate training for the competitive
entrance examinations to French Engineering Schools. Lycée
Masséna, Nice.
Publications
1. El Aroui, M.A. & Diebolt, J. (2002), ``On the use of the Peaks
Over Thresholds method for estimating out-of-sample quantiles''. Computational
Statistics and Data Analysis, 39, No. 4. pp. 453-475. June 2002.
3. Diebolt, J; El Aroui, M.A; Durbec, V. & Villain, B. (2000),
``Estimation of Extreme Quantiles: Empirical tools for Methods Assessment
and Comparison''. International Journal of Reliability, Quality and
Safety Engineering, 7, No. 1. pp. 75-94.
4. Crétois, E; El Aroui M.A & Gaudoin, O (1999) ``U-plot
Method for testing the Goodness-of-fit of the Power-Law-Process''.
Communications in Statistics : Theory and Methods, 28, No. 7. pp.
1731-1747.
5. El Aroui, M.A. (1999), ``The Predictive-Sequential goodness-of-fit
approach: a study of the exponential distribution case''. Sequential
Analysis, 18, No. 3-4. pp. 189-202.
6. El Aroui, M.A. & Lavergne, C. (1996), ``Generalized Linear
Models in Software Reliability: parametric and semi-parametric approaches''.
IEEE Trans. on Reliability, 45, No. 3. pp. 463-470. September 1996.
7. El Aroui, M.A. & Soler, J.L. (1996), ``A
Bayes Nonparametric Framework for Software Reliability Analysis''. IEEE
Trans. on Reliability, 45, No. 4. pp. 652-660. December 1996.
Conferences and workshops
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El Aroui, M.A. & Gaudoin, O. (2003), ``On
the use of Prequential Tools for Assessing the Goodness-Of-Fit of
Stochastic Processes''. 54th session of the International Statistical
Institute ISI 2003. Berlin (Germany). August 13-20, 2003.
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El Aroui, M.A. & Diebolt, J. (2000), ``A
study of the Excesses over Thresholds method for estimating extreme
quantiles''. 2nd International Conference on Mathematical Methods
in Reliability MMR'2000, Bordeaux (France). July 4-7, 2000.
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Crétois, E. & El Aroui, M.A. &
Gaudoin, O. (1999) ``Software-reliability model selection: a new look
on the U-plot method''. 5th ISSAT International Conference on Reliability
and Quality in Design, Las Vegas (USA). August 11-13, 1999.
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Bouassida, R. & El Aroui, M.A. & Limam,
M. (1999) ``Multivariate Control Chart Interpretation: Neural Computing
vs Hotelling's T2 Decomposition''. CIMCA 99 (International Conference
on Computational Intelligence for Modelling, Control and Automation),
Vienna (Austria). February 99.
Published in Computational Intelligence for Modelling, Control &
Automation : Neural Networks & Advanced Control Strategies, IOS
Press (1999), pp. 34-39.
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Crétois, E. & El Aroui, M.A. &
Gaudoin, O. (1998) ``Tests préquentiels d'adéquation
aux modéles de croissance de fiabilité''. XXXth ASU
(Statistics Users Association) Conference, Rennes (France). Mai 98.
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El Aroui, M.A. & Lavergne, C. (1995) ``Construction
and Choice of Models in Software Reliability''. ``Lecture Notes of
the Third ISI International Summer School on Model Choice and Design
of Experiments''. Izmir (Turkey), September 95.
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El Aroui, M.A. & Soler J.L. (1995) ``Evaluation
bayésienne des performances des équipes de correction
de logiciels''. XXVIIth ASU (Statistics Users Association) Conference,
Jouy-en-Josas (France), May 95.
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El Aroui, M.A. & Lavergne, C. (1994) ``Modèles
linéaires généralisés et modèles
semi-paramétriques en Fiabilité des logiciels''. XXVIth
ASU Conference, Neuchâtel (Switzerland). May 94.
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El Aroui et al (1993) ``Variable amplitude fatigue
modelling''. Sixth ECMI Conference (European Consortium for Mathematics
in Industry). Grenoble (France). Sept. 93.
Research
Research Interests
- Spatial statistics
- Extreme Events Modelling
- Knowledge Transfer Modelling
- GLM’s: Applications and Extensions
- Stochastic Models for Reliability and Quality control
Projects and Labs Memberships
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1997-2004 : LARODEC,
ISG de Tunis.
Member of LARODEC Laboratory of Operational Research, Decision and
Process Control.
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1996-97 : INRIA
Rhône-Alpes, Gronoble.
Post-Doc, Project IS2 (Statistical Inference for Industry and Health).
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1992-96 : LMC-IMAG,
Grenoble.
Ph.D. in the Statistics and Stochastical Modelling department.
Research Collaboration
Knowledge Transfer and R&D Strategies
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with Pr. Shyama Ramani, Gael,
INRA Grenoble.
GLM’s, Extreme and Spatial Statistics
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with Pr. Christian Lavergne and Pr. Jean
Diebolt, IS2, INRIA Rhône-Alpes.
Complex System Reliability
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with Pr. Olivier Gaudoin, SMS,
LMC-IMAG
Teaching
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2002-03: Associate Professor at ISG (Management
School, University of Tunis) in Statistics (Statistical Simulation
for Financial Markets, Applied Statistics and Multivariate Data Analysis)
and Systems Reliability, graduate level (240 hours a year).
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97-02: Assistant Professor at ISG (Management
School, University of Tunis) in Statistics (Mathematical Statistics,
Applied Statistics and Multivariate Data Analysis) and Statistical
Quality Control, graduate level (240 hours a year).
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93-97: Teaching Assistantship at ENSIMAG (Grenoble)
in Statistics (Applied statistics and Multivariate Data Analysis)
and Computer Science (Splus), graduate level (90 hours a year).
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92-93: Teaching Assistantship at University
Joseph Fourier (Grenoble) in Mathematics, undergraduate level (64
hours).
Interesting Links
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International Statistical Institute ISI
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World Summit on the Information Society Tunis
2005
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