Literatura académica sobre el tema "Comptage de modèles"
Crea una cita precisa en los estilos APA, MLA, Chicago, Harvard y otros
Consulte las listas temáticas de artículos, libros, tesis, actas de conferencias y otras fuentes académicas sobre el tema "Comptage de modèles".
Junto a cada fuente en la lista de referencias hay un botón "Agregar a la bibliografía". Pulsa este botón, y generaremos automáticamente la referencia bibliográfica para la obra elegida en el estilo de cita que necesites: APA, MLA, Harvard, Vancouver, Chicago, etc.
También puede descargar el texto completo de la publicación académica en formato pdf y leer en línea su resumen siempre que esté disponible en los metadatos.
Artículos de revistas sobre el tema "Comptage de modèles"
Gouriéroux, Christian y Alain Monfort. "Modèles de comptage semi-paramétriques". Contributions économétriques 73, n.º 1-2-3 (9 de febrero de 2009): 525–50. http://dx.doi.org/10.7202/602238ar.
Texto completoRopars, Carole, Philippe Le Goffe y Frank Rieusset. "Pollutions accidentelles des eaux de surface : une application des modèles de comptage". Économie & prévision 213, n.º 1 (2018): 1–18. http://dx.doi.org/10.3406/ecop.2018.8228.
Texto completoRopars-Collet, Carole, Philippe Le Goffe y Frank Rieusset. "Pollutions accidentelles des eaux de surface : une application des modèles de comptage". Économie & prévision 213, n.º 1 (2018): 1. http://dx.doi.org/10.3917/ecop.213.0001.
Texto completoBigsby, Hugh. "Le modèle spatial de rendement est-il une solution plus pertinente pour l¿exploitation des forêts tropicales ?" BOIS & FORETS DES TROPIQUES 314, n.º 314 (1 de diciembre de 2012): 57. http://dx.doi.org/10.19182/bft2012.314.a20491.
Texto completoGuillotin, Yves y Salima Hamouche. "Capital humain et mobilité hiérarchique des salaires. Une approche par les modèles de comptage". Revue économique 49, n.º 3 (1998): 901–11. http://dx.doi.org/10.3406/reco.1998.410020.
Texto completoGuillotin, Yves y Salima Hamouche. "Capital humain et mobilité hiérarchique des salaires. Une approche par les modèles de comptage". Revue économique 49, n.º 3 (mayo de 1998): 901. http://dx.doi.org/10.2307/3502819.
Texto completoHamouche, Salima y Yves Guillotin. "Capital humain et mobilité hiérarchique des salaires. Une approche par les modèles de comptage". Revue économique 49, n.º 3 (1 de mayo de 1998): 901–11. http://dx.doi.org/10.3917/reco.p1998.49n3.0901.
Texto completoAchukwi, M. D., V. N. Tanya, O. Messiné y L. M. Njongmeta. "Etude comparative de l’infestation des bovins Namchi (Bos taurus) et Goudali de Ngaoundéré (Bos indicus) par la tique adulte Amblyomma variegatum". Revue d’élevage et de médecine vétérinaire des pays tropicaux 54, n.º 1 (1 de enero de 2001): 37. http://dx.doi.org/10.19182/remvt.9803.
Texto completoGamboa, Luis Fernando. "Strategic Uses of Mobile Phones in the BoP: Some Examples in Latin American Countries". Lecturas de Economía, n.º 71 (23 de febrero de 2010): 209–34. http://dx.doi.org/10.17533/udea.le.n71a4820.
Texto completoBARNOUIN, J., N. GEROMEGNACE, M. CHASSAGNE, N. DORR y P. SABATIER. "Facteurs structurels de variation des niveaux de comptage cellulaire du lait et de fréquence des mammites cliniques dans 560 élevages bovins répartis dans 21 départements français". INRAE Productions Animales 12, n.º 1 (23 de febrero de 1999): 39–48. http://dx.doi.org/10.20870/productions-animales.1999.12.1.3853.
Texto completoTesis sobre el tema "Comptage de modèles"
Alaya, Elmokhtar Ezzahdi. "Segmentation de Processus de Comptage et modèles Dynamiques". Thesis, Paris 6, 2016. http://www.theses.fr/2016PA066062.
Texto completoIn the first part of this thesis, we deal with the problem of learning the inhomogeneous intensity of a counting process, under a sparse segmentation assumption. We introduce a weighted total-variation penalization, using data-driven weights that correctly scale the penalization along the observation interval. In the second part, we study the binarization technique of continuous features, for which we construct a specific regularization. This regularization is called “binarsity”, it computes the different values of a parameter. In the third part, we are interested in the dynamic regression models of Aalen and Cox with time-varying covariates and coefficients in high-dimensional settings. For each proposed estimation procedure, we give theoretical guaranties by proving non-asymptotic oracle inequalities in prediction. We finally present proximal algorithms to solve the underlying studied convex problems, and we illustrate our methods with simulated and real datasets
Karaki, Muath. "Opérateurs de composition sur les espaces modèles". Thesis, Lille 1, 2015. http://www.theses.fr/2015LIL10075/document.
Texto completoThis thesis concerns the study of composition operators on model spaces. Let [Phi] be an analytic function on the unit disk into itself and let [Théta] be an inner function, that is a holomorphic function bounded by 1 such that the radial limits on the unit circle are of modulus 1 almost everywhere with respect to Lebesgue measure. With this function [Théta], we associate the model space K[Théta], defined as the set of functions f ∈ H², which are orthogonal to the subspace [Théta]H². Here H² is the Hardy space on the unit disc. These subspaces are important in operator theory because they are used to model a large class of contractions on Hilbert space. The first problem which we are interested in concerns the compactness of the composition operator C[Phi] as an operator on H² into H². Recently, Lyubarskii and Malinnikova have obtained a nice criterion for the compactness of these operators which is related to the Nevanlinna counting function. This criterion generalizes the classical criterion of Shapiro. In the first part of the thesis, we generalize this result of Lyubarskii-Malinnikova to a more general class of subspaces, known as de Branges-Rovnyak spaces or some subspaces of them. The techniques that are used are particular Bernstein type inequalities of these spaces.The second problem in which we are interested in this thesis concerns the invariance of K[Théta] under C[Phi]. We present a group structure on the unit disc via the automorphisms which fix the point 1. Then, through theinduced group action, each point of the unit disc produces an equivalence class which turns out to be a Blaschke sequence. Moreover, the corresponding Blaschke products are minimal solutions of the functional equation [Psi]°[Phi]=[Lambda][Psi] where [Lambda] is a unimodular constant and is an automorphism of the unit disc. These results are applied in the invariance problem of the model spaces by the composition operator
Diallo, Alpha Oumar. "Inférence statistique dans des modèles de comptage à inflation de zéro. Applications en économie de la santé". Thesis, Rennes, INSA, 2017. http://www.theses.fr/2017ISAR0027/document.
Texto completoThe zero-inflated regression models are a very powerful tool for the analysis of counting data with excess zeros from various areas such as epidemiology, health economics or ecology. However, the theoretical study in these models attracts little attention. This manuscript is interested in the problem of inference in zero-inflated count models.At first, we return to the question of the maximum likelihood estimator in the zero-inflated binomial model. First we show the existence of the maximum likelihood estimator of the parameters in this model. Then, we demonstrate the consistency of this estimator, and let us establish its asymptotic normality. Then, a comprehensive simulation study finite sample sizes are conducted to evaluate the consistency of our results. Finally, an application on real health economics data has been conduct.In a second time, we propose a new statistical analysis model of the consumption of medical care. This model allows, among other things, to identify the causes of the non-use of medical care. We have studied rigorously the mathematical properties of the model. Then, we carried out an exhaustive numerical study using computer simulations and finally applied to the analysis of a database on health care several thousand patients in the USA.A final aspect of this work was to focus on the problem of inference in the zero inflation binomial model in the context of missing covariate data. In this case we propose the weighting method by the inverse of the selection probabilities to estimate the parameters of the model. Then, we establish the consistency and asymptotic normality of the estimator offers. Finally, a simulation study on several samples of finite sizes is conducted to evaluate the behavior of the estimator
Zou, Tingxiang. "Structures pseudo-finies et dimensions de comptage". Thesis, Lyon, 2019. http://www.theses.fr/2019LYSE1083/document.
Texto completoThis thesis is about the model theory of pseudofinite structures with the focus on groups and fields. The aim is to deepen our understanding of how pseudofinite counting dimensions can interact with the algebraic properties of underlying structures and how we could classify certain classes of structures according to their counting dimensions. Our approach is by studying examples. We treat three classes of structures: The first one is the class of H-structures, which are generic expansions of existing structures. We give an explicit construction of pseudofinite H-structures as ultraproducts of finite structures. The second one is the class of finite difference fields. We study properties of coarse pseudofinite dimension in this class, show that it is definable and integer-valued and build a partial connection between this dimension and transformal transcendence degree. The third example is the class of pseudofinite primitive permutation groups. We generalise Hrushovski's classical classification theorem for stable permutation groups acting on a strongly minimal set to the case where there exists an abstract notion of dimension, which includes both the classical model theoretic ranks and pseudofinite counting dimensions. In this thesis, we also generalise Schlichting's theorem for groups to the case of approximate subgroups with a notion of commensurability
Sim, Tepmony. "Estimation du maximum de vraisemblance dans les modèles de Markov partiellement observés avec des applications aux séries temporelles de comptage". Thesis, Paris, ENST, 2016. http://www.theses.fr/2016ENST0020/document.
Texto completoMaximum likelihood estimation is a widespread method for identifying a parametrized model of a time series from a sample of observations. Under the framework of well-specified models, it is of prime interest to obtain consistency of the estimator, that is, its convergence to the true parameter as the sample size of the observations goes to infinity. For many time series models, for instance hidden Markov models (HMMs), such a “strong” consistency property can however be difficult to establish. Alternatively, one can show that the maximum likelihood estimator (MLE) is consistent in a weakened sense, that is, as the sample size goes to infinity, the MLE eventually converges to a set of parameters, all of which associate to the same probability distribution of the observations as for the true one. The consistency in this sense, which remains a preferred property in many time series applications, is referred to as equivalence-class consistency. The task of deriving such a property generally involves two important steps: 1) show that the MLE converges to the maximizing set of the asymptotic normalized loglikelihood; and 2) show that any parameter in this maximizing set yields the same distribution of the observation process as for the true parameter. In this thesis, our primary attention is to establish the equivalence-class consistency for time series models that belong to the class of partially observed Markov models (PMMs) such as HMMs and observation-driven models (ODMs)
Phi, Tien Cuong. "Décomposition de Kalikow pour des processus de comptage à intensité stochastique". Thesis, Université Côte d'Azur, 2022. http://www.theses.fr/2022COAZ4029.
Texto completoThe goal of this thesis is to construct algorithms which are able to simulate the activity of a neural network. The activity of the neural network can be modeled by the spike train of each neuron, which are represented by a multivariate point processes. Most of the known approaches to simulate point processes encounter difficulties when the underlying network is large.In this thesis, we propose new algorithms using a new type of Kalikow decomposition. In particular, we present an algorithm to simulate the behavior of one neuron embedded in an infinite neural network without simulating the whole network. We focus on mathematically proving that our algorithm returns the right point processes and on studying its stopping condition. Then, a constructive proof shows that this new decomposition holds for on various point processes.Finally, we propose algorithms, that can be parallelized and that enables us to simulate a hundred of thousand neurons in a complete interaction graph, on a laptop computer. Most notably, the complexity of this algorithm seems linear with respect to the number of neurons on simulation
Saint, Pierre Philippe. "Modèles multi-états de type Markovien et application à l'asthme". Phd thesis, Université Montpellier I, 2005. http://tel.archives-ouvertes.fr/tel-00010146.
Texto completoLupeau, Alexandre. "Étude et modélisation du comportement d'un écoulement annulaire dispersé : application à la mesure de débit de gaz humide à l'aide d'un débitmètre à Venturi". École nationale supérieure de l'aéronautique et de l'espace (Toulouse ; 1972-2007), 2005. http://www.theses.fr/2005ESAE0013.
Texto completoAubert, Julie. "Analyse statistique de données biologiques à haut débit". Thesis, Université Paris-Saclay (ComUE), 2017. http://www.theses.fr/2017SACLS048/document.
Texto completoThe technological progress of the last twenty years allowed the emergence of an high-throuput biology basing on large-scale data obtained in a automatic way. The statisticians have an important role to be played in the modelling and the analysis of these numerous, noisy, sometimes heterogeneous and collected at various scales. This role can be from several nature. The statistician can propose new concepts, or new methods inspired by questions asked by this biology. He can propose a fine modelling of the phenomena observed by means of these technologies. And when methods exist and require only an adaptation, the role of the statistician can be the one of an expert, who knows the methods, their limits and the advantages.In a first part, I introduce different methods developed with my co-authors for the analysis of high-throughput biological data, based on latent variables models. These models make it possible to explain a observed phenomenon using hidden or latent variables. The simplest latent variable model is the mixture model. The first two presented methods constitutes two examples: the first in a context of multiple tests and the second in the framework of the definition of a hybridization threshold for data derived from microarrays. I also present a model of coupled hidden Markov chains for the detection of variations in the number of copies in genomics taking into account the dependence between individuals, due for example to a genetic proximity. For this model we propose an approximate inference based on a variational approximation, the exact inference not being able to be considered as the number of individuals increases. We also define a latent-block model modeling an underlying structure per block of rows and columns adapted to count data from microbial ecology. Metabarcoding and metagenomic data correspond to the abundance of each microorganism in a microbial community within the environment (plant rhizosphere, human digestive tract, ocean, for example). These data have the particularity of presenting a dispersion stronger than expected under the most conventional models (we speak of over-dispersion). Biclustering is a way to study the interactions between the structure of microbial communities and the biological samples from which they are derived. We proposed to model this phenomenon using a Poisson-Gamma distribution and developed another variational approximation for this particular latent block model as well as a model selection criterion. The model's flexibility and performance are illustrated on three real datasets.A second part is devoted to work dedicated to the analysis of transcriptomic data derived from DNA microarrays and RNA sequencing. The first section is devoted to the normalization of data (detection and correction of technical biases) and presents two new methods that I proposed with my co-authors and a comparison of methods to which I contributed. The second section devoted to experimental design presents a method for analyzing so-called dye-switch design.In the last part, I present two examples of collaboration, derived respectively from an analysis of genes differentially expressed from microrrays data, and an analysis of translatome in sea urchins from RNA-sequencing data, how statistical skills are mobilized, and the added value that statistics bring to genomics projects
Prezotti, Filho Paulo Roberto. "Periodic models and variations applied to health problems". Thesis, Université Paris-Saclay (ComUE), 2019. http://www.theses.fr/2019SACLC015.
Texto completoThis manuscript deals with some extensions to time series taking integer values of the autoregressive periodic parametric model established for series taking real values. The models we consider are based on the use of the operator of Steutel and Van Harn (1979) and generalize the stationary integer autoregressive process (INAR) introduced by Al-Osh & Alzaid (1987) to periodically correlated counting series. These generalizations include the introduction of a periodic operator, the taking into account of a more complex autocorrelation structure whose order is higher than one, the appearance of innovations of periodic variances but also at zero inflation by relation to a discrete law given in the family of exponential distributions, as well as the use of explanatory covariates. These extensions greatly enrich the applicability domain of INAR type models. On the theoretical level, we establish mathematical properties of our models such as the existence, the uniqueness, the periodic stationarity of solutions to the equations defining the models. We propose different methods for estimating model parameters, including a method of moments based on Yule-Walker equations, a conditional least squares method, and a quasi-maximum likelihood method based on the maximization of a Gaussian likelihood. We establish the consistency and asymptotic normality of these estimation procedures. Monte Carlo simulations illustrate their behavior for different finite sample sizes. The models are then adjusted to real data and used for prediction purposes.The first extension of the INAR model that we propose consists of introducing two periodic operators of Steutel and Van Harn, one modeling the partial autocorrelations of order one on each period and the other capturing the periodic seasonality of the data. Through a vector representation of the process, we establish the conditions of existence and uniqueness of a solution periodically correlated to the equations defining the model. In the case where the innovations follow Poisson's laws, we study the marginal law of the process. As an example of real-world application, we are adjusting this model to daily count data on the number of people who received antibiotics for the treatment of respiratory diseases in the Vitória region in Brazil. Because respiratory conditions are strongly correlated with air pollution and weather, the correlation pattern of the daily numbers of people receiving antibiotics shows, among other characteristics, weekly periodicity and seasonality. We then extend this model to data with periodic partial autocorrelations of order higher than one. We study the statistical properties of the model, such as mean, variance, marginal and joined distributions. We are adjusting this model to the daily number of people receiving emergency service from the public hospital of the municipality of Vitória for treatment of asthma. Finally, our last extension deals with the introduction of innovations according to a Poisson law with zero inflation whose parameters vary periodically, and on the addition of covariates explaining the logarithm of the intensity of the Poisson's law. We establish some statistical properties of the model, and we use the conditional maximum likelihood method to estimate its parameters. Finally, we apply this modeling to daily data of the number of people who have visited a hospital's emergency department for respiratory problems, and we use the concentration of a pollutant in the same geographical area as a covariate
Este manuscrito trata de algumas extensões para séries temporais de valores inteiros domodelo paramétrico periódico autorregressivo estabelecido séries temporais de valores reais. Osmodelos considerados baseiam-se no uso do operadorde Steutel e Van Harn (1979) e generalizamo processo autorregressivo depara números inteiros estacionários (INAR) introduzidos por Al-Osh & Alzaid(1987) para séries de contagem periodicamente correlacionadas. Essas generalizações incluem aintrodução de um operador periódico, a consideração de uma estrutura de autocorrelação mais complexa,cuja ordem é maior do que um, o aparecimentode inovações de variâncias periódicas, e também ainflação zero em relação a uma lei discreta dadana família de distribuições exponenciais, bem comoo uso de covariáveis explicativas. Essas extensões enriquecem muito o domínio de aplicabilidade dosmodelos do tipo INAR. No nível teórico, estabelecemospropriedades matemáticas de nossos modeloscomo a existência, a unicidade, e a estacionariedadeperiódica de soluções para as equações que definemos modelos. Propomos três métodos para estimarparâmetros de modelos, incluindo um métodode momentos baseado nas equações de Yule-Walker,um método de mínimos quadrados condicionais e ummétodo de quasi-máxima verossimilhança (QML) baseadona maximização de uma probabilidade Gaussiana. Estabelecemos a consistência e a normalidadeassintótica desses procedimentos de estimativa. Assimulações de Monte Carlo ilustram seus comportamentospara diferentes tamanhos de amostras finitas.Os modelos são então ajustados para dados reais eusados para fins de previsão. A primeira extensão domodelo INAR que propomos consiste na introdução de dois operadores periódicos de Steutel e VanHarn, o primeiro atua modelando as autocorrelações parciais de ordem um em cada período e o outro capturando a sazonalidade periódica dos dados.Através de uma representação vetorial do processo,estabelecemos as condições existência e unicidadede uma solução periodicamente correlacionada às equações que definem o modelo. No casoem que as inovações seguem as leis de Poisson,estudamos a lei marginal do processo. Como umexemplo de aplicação no mundo real, estamos ajustandoeste modelo aos dados diários de contagemdo número de pessoas que receberam antibióticos para o tratamento de doenças respiratórias na região de Vitória, Brasil. Como as condições respiratórias estão fortemente correlacionadas com a poluição doar e o clima, o padrão de correlação dos números diários de pessoas que recebem antibióticos mostra,entre outras características, a periodicidade semanale a sazonalidade. Em seguida, estendemosesse modelo para dados com autocorrelações parciaisperiódicas de ordem maior que um. Estudamosas propriedades estatísticas do modelo, como média,variância, distribuições marginais e conjuntas. Ajustamosesse modelo ao número diário de pessoascom problema respiratório que receberam atendimentode emergência no pronto-atendimento da redepública do município de Vitória. Finalmente, nossa última extensão trata da introdução de inovações de acordo com uma lei de Poisson com inflação zero cujos parâmetros variam periodicamente, e daadição de covariáveis explicando o logaritmo da intensidadeda lei de Poisson. Estabelecemos algumaspropriedades estatísticas do modelo e usamoso método QML para estimar seus parâmetros. Porfim, aplicamos essa modelagem aos dados diários sobre o número de pessoas que visitaram o departamentode emergência de um hospital por problemasrespiratórios e usamos como covariável a sérieconcentrações diárias e um poluente medido namesma área geográfica
Libros sobre el tema "Comptage de modèles"
Gaudreault, Normand. Parle-moi de ton livre: 15 modèles de compte-rendus de romans pour des élèves des niveaux moyen et intermédiaire. Gatineau, PQ: Cahiers d'activities N.G., 2000.
Buscar texto completoLANDIVAR, Diego, ed. Expériences pédagogiques depuis l'Anthropocène. Editions des archives contemporaines, 2021. http://dx.doi.org/10.17184/eac.9782813004239.
Texto completoCapítulos de libros sobre el tema "Comptage de modèles"
KARLIS, Dimitris y Katerina ORFANOGIANNAKI. "Modèles de régression de Markov pour les séries chronologiques de comptage des séismes". En Méthodes et modèles statistiques pour la sismogenèse, 165–80. ISTE Group, 2023. http://dx.doi.org/10.51926/iste.9037.ch6.
Texto completoPROVAN, Gregory. "Diagnostic des systèmes stochastiques". En Diagnostic et commande à tolérance de fautes 1, 145–66. ISTE Group, 2024. http://dx.doi.org/10.51926/iste.9058.ch4.
Texto completoVENTRE, Jeanne, José-Maria FULLANA, Pierre-Yves LAGRÉE, Francesca RAIMONDI y Nathalie BODDAERT. "Modèles d’ordre réduit du flux sanguin : application aux sténoses artérielles". En Écoulements biologiques dans les grands vaisseaux, 163–83. ISTE Group, 2023. http://dx.doi.org/10.51926/iste.9065.ch6.
Texto completoMENUT, Laurent. "La modélisation de chimie-transport". En Modélisation de la pollution atmosphérique régionale, 125–53. ISTE Group, 2024. http://dx.doi.org/10.51926/iste.9102.ch6.
Texto completo"Vers une pensée comptable scientifique". En Théories et modèles comptables, 1–44. Presses de l'Université du Québec, 2011. http://dx.doi.org/10.2307/j.ctv18ph17q.4.
Texto completoKOVALENKO, Igor Nikolaevich. "Système de file d’attente avec rappels de type premier entré, premier sorti par Laszlo Lakatos et ses modifications". En Théorie des files d’attente 1, 111–20. ISTE Group, 2021. http://dx.doi.org/10.51926/iste.9001.ch4.
Texto completoSIGRIST, Jean-François. "Méthodes « basses fréquences » en vibroacoustique des navires". En Interactions fluide-structure, 39–59. ISTE Group, 2022. http://dx.doi.org/10.51926/iste.9078.ch2.
Texto completoLEBLOND, Cédric. "Méthodes « avancées » en vibro-acoustique des structures navales". En Interactions fluide-structure, 87–118. ISTE Group, 2022. http://dx.doi.org/10.51926/iste.9078.ch4.
Texto completoCOTTINEAU, Clémentine. "Modéliser les inégalités dans l’espace géographique". En Les inégalités dans l’espace géographique, 187–219. ISTE Group, 2022. http://dx.doi.org/10.51926/iste.9088.ch6.
Texto completoLARDEAUX, Jean-Marc y Karel SCHULMANN. "Contexte paléogéographique et paléogéodynamique de la chaîne varisque". En La chaîne varisque en France 1, 67–135. ISTE Group, 2023. http://dx.doi.org/10.51926/iste.9099.ch2.
Texto completoActas de conferencias sobre el tema "Comptage de modèles"
Ciguino, Hubermane y Bénédique Paul. "Analyse de l’impact des programmes de microfinance dans la performance des microentreprises". En Sessions du CREGED à la 30e Conférence Annuelle de Haitian Studies Association. Editions Pédagie Nouvelle & Université Quisqueya, 2021. http://dx.doi.org/10.54226/uniq.ecodev.18793_c3.
Texto completoORLIANGES, Jean-Christophe, Younes El Moustakime, Aurelian Crunteanu STANESCU, Ricardo Carrizales Juarez y Oihan Allegret. "Retour vers le perceptron - fabrication d’un neurone synthétique à base de composants électroniques analogiques simples". En Les journées de l'interdisciplinarité 2023. Limoges: Université de Limoges, 2024. http://dx.doi.org/10.25965/lji.761.
Texto completoFERRANDON, Erwan, Mathis COURANT, Camélia POPESCU, Yann LAUNAY, Sophie ALAIN y Claire LEFORT. "Un pipeline instrumental et computationnel pour visualiser des particules virales de SARS-CoV-2 en suspension". En Les journées de l'interdisciplinarité 2022. Limoges: Université de Limoges, 2022. http://dx.doi.org/10.25965/lji.684.
Texto completoCaffiau, Sybille, Patrick Girard, Dominique L. Scapin y Laurent Guittet. "Prise en compte de l'utilisateur dans le processus de conception d'une application d'édition de modèles de tâches". En the Ergonomie et Informatique Avancee Conference. New York, New York, USA: ACM Press, 2010. http://dx.doi.org/10.1145/1868650.1868665.
Texto completoDaas, M. y K. Dada. "Le flux numérique en implantologie". En 66ème Congrès de la SFCO. Les Ulis, France: EDP Sciences, 2020. http://dx.doi.org/10.1051/sfco/20206601016.
Texto completoValle, Andrea. "« Mettre au monde le monde ».. Sur la relation entre sémiotique de la production et production sémiotique". En Arts du faire : production et expertise. Limoges: Université de Limoges, 2009. http://dx.doi.org/10.25965/as.3213.
Texto completoSonesson, Göran. "Rhetoric from the standpoint of the Lifeworld". En Le Groupe μ : quarante ans de rhétorique – trente-trois ans de sémiotique visuelle. Limoges: Université de Limoges, 2010. http://dx.doi.org/10.25965/as.3106.
Texto completoInformes sobre el tema "Comptage de modèles"
Bordeleau, Raphaëlle, Mathilde Montpetit, Jade Jost, Régis Blais, Delphine Bosson-Rieutort, Géraldine Layani y Nadia Sourial. Quels seront les soins de santé de première ligne du futur ? Compte-rendu du 40e Colloque Jean-Yves Rivard. CIRANO, febrero de 2024. http://dx.doi.org/10.54932/oocl1335.
Texto completoCampbell, Bryan, Michel Magnan, Benoit Perron y Molivann Panot. Modélisation de règles budgétaires pour l’après-COVID. CIRANO, enero de 2022. http://dx.doi.org/10.54932/nesj4065.
Texto completoRousseau, Henri-Paul. Gutenberg, L’université et le défi numérique. CIRANO, diciembre de 2022. http://dx.doi.org/10.54932/wodt6646.
Texto completoIntroduction aux modèles multi-niveaux avec SPSS. Instats Inc., 2023. http://dx.doi.org/10.61700/zso05tsbfzey1469.
Texto completoIntroduction aux modèles multi-niveaux avec SPSS. Instats Inc., 2023. http://dx.doi.org/10.61700/nf9h0jhj185vz469.
Texto completo