Address

Email : elhoucine.bergou@inra.fr Adresse : INRA - Unité MaIAGE                  Bâtiment 210                  Domaine de Vilvert                  78352 JOUY-EN-JOSAS CEDEX Tél : +33 (0)1 34 65 22 25 Secrétariat : +33 (0)1 34 65 22 31

Current position

I am a researcher in the MaIAGE team at INRA in Jouy-en-Josas, France.

Research Interests

• Convex & Large-scale Optimization

• Data Assimilation
  • Sequential data assimilation (Kalman filtering)
  • Variational data assimilation (3DVAR/4DVAR)
  • Least-squares problems

Publications

E. Bergou, S. Gorbunov and P. Richtàrik, 2018, Stochastic Three Points Method for Minimizing Nonconvex, Convex and Strongly Convex Functions.

[Paper]

E. Bergou, S. Gratton and L. N. Vicente, 2016, Levenberg-Marquardt methods based on probabilistic gradient models and inexact subproblem solution, with application to data assimilation, SIAM Journal on Uncertainties Quantification (SIAM/ASA JUQ), 4/1/924-951, DOI: 10.1137/140974687.

J. Mandel, E. Bergou, S. Gurol and S. Gratton, 2016, Hybrid Levenberg–Marquardt and weak constraint ensemble Kalman smoother method, Nonlinear Processes in Geophysics Journal, 23/59-73, DOI: 10.5194/npg-23-59-2016.

E. Bergou, S. Gratton and J. I. Tshimanga, 2014, The exact condition number of the truncated singular value solution of a linear ill-posed problem, SIAM Journal on Matrix Analysis and Applications (SIMAX), 23/3/519-534, DOI: 10.1137/120869286.

E. Bergou, J. Mandel and S. Gratton, 2016, On the convergence of a non-linear ensemble Kalman smoother. Submitted at Applied Numerical Mathematics.

E. Bergou, 2014, Numerical methods for least-squares problems with application to data assimilation. PhD Thesis.