Scientific Publications
- Yannick Baraud and Juntong Chen. Robust estimation of a regression function in exponential families. J. Statist. Plann. Inference 233, Paper No. 106167, 25 pp, 2024.(Publication) (Pre-Print)
- Yannick Baraud. From robust tests to Bayes-like posterior distributions. Probab. Theory Related Fields 188, no. 1-2, 159–234, 2023. (Publication) (Pre-Print)
- Yannick Baraud, Hélène Halconruy and Guillaume Maillard. Robust density estimation with the 𝕃1-loss. Applications to the estimation of a density on the line satisfying a shape constraint. To appear in the Annales of de l’Institut Henri Poincaré (Available Pre-print ; 2022)
- Guillaume Maillard, Aggregated hold out for sparse linear regression with a robust loss function. Electron. J. Statist. 16(1): 935-997 (2022). (Publication) (Pre-Print)
- Hélène Halconruy, Malliavin calculus for marked binomial processes and applications. Electron. J. Probab. 27 (2022), article no. 164, 1–39. (Publication)
- Juntong Chen, Estimating a regression function in exponential families by model selection. Bernoulli 30(2) (2024) 1669–1693 (Publication) (Pre-Print )
- Juntong Chen, Robust nonparametric regression based on deep ReLU neural networks. J. Stat. Plan. Inference. (2024) 233 106182. (Publication)
- Gaspard Bernard, Thomas Verdebout. On testing the equality of latents roots of scatter matrices. Journal of Multivariate Analysis Volume 199, (2024) 105232 (Publication) (Pre-print)
- Hélène Halconruy. The insider trading problem in a jump-binomial model. Decisions Econ Finan 46, 379–413 (2023) (Publication) (Pre-Print)
- Alexandre Lecestre, Robust Estimation in Finite Mixture Models. ESAIM: Probability and Statistics, Volume 27, 2023, 402–460 (Publication) (Pre-Print)
- Guillaume Maillard, Local asymptotics of cross-validation around the optimal model. (HAL/pre-print)
- Guillaume Maillard, A Model-Based Approach To Density Estimation In Sup-Norm. (HAL/pre-print)
- Guendalina Palmirotta, Christophe Ley. Space science from a directional statistical point of view. (Pre-Print )
- Juntong Chen, Estimator selection for regression functions in exponential families with application to change point detection. (Pre-Print)
- Alexandre Lecestre, Robust estimation for ergodic Markovian processes. (Pre-Print)
- Gaspard Bernard, Testing for sphericity using spatial signs under elliptical directions. Submitted in 2024.
- Alexandre Lecestre, Robust estimation for possibly dependent observations: application to mixture and hidden Markov models; 2023 (Doctoral thesis)
- Juntong Chen, Robust estimation in exponential families: from theory to practice; 2023 (Doctoral thesis)
- Guillaume Maillard, Local asymptotics of cross-validation in least-squares density estimation. 2021 (Pre-print)
- Hélène Halconruy, Nicolas Marie. Kernel Selection in Nonparametric Regression. Mathematical Methods of Statistics; 2020 (Publication) (Pre-Print)
- Yannick Baraud, Lucien Birgé. Robust Bayes-like estimation: Rho-Bayes estimation. Annals of Statistics; 2020 (Publication) (Pre-Print)
- Yannick Baraud. Tests and estimation strategies associated to some loss functions. Probability Theory and Related Fields; 2021 (Publication) (Pre-Print)
- Guillaume Maillard, Sylvain Arlot, Matthieu Lerasle. Aggregated hold-out. Journal of Machine Learning Research; 2021 (Publication ) (Pre-Print)
- Yannick Baraud, Ivan Nourdin and Giovanni Peccati. Estimating the number of infected persons; 2020 (Pre-Print)
Presentations at scientific events
SanDAL Winter School, University of Luxembourg, Esch-Sur-Alzette, Luxembourg (07-11/12/2020)
- “p-estimation in Mixture Models”; A. Lecestre;
- “Robust estimation of a regression function in exponential families”; J. Chen
Séminaire Parisien de Statistique, Paris, France (12/04/2021)
- “How to build a robust estimator for a given loss?”; Prof. Y. Baraud
- “First order asymptotics of (aggregated) hold-out in least-squares density estimation”; G. Maillard
Mixtures Hidden Markov Models (MHC2021), Institut de Mathématique d’Orsay, Paris, France (01-04/06/2021)
- “Robust Estimation in Finite Mixture Models”; A. Lecestre
Groupe de travail modélisation stochastique du LPSM, Paris, France (01/2022)
- “Calcul de Malliavin pour des processus binomiaux marqués et délit d’initié dans le modèle trinomial.” ; Dr. H. Halconruy
Séminaire Bachelier, Institut Henri Poincaré, Paris, France (04/02/2022)
- “Délit d’initié dans un modèle trinomial revisité : une application du calcul de Malliavin pour des processus binomiaux marqués.” ; Dr. H. Halconruy
LMO Statistics Seminar, Orsay, France (17/03/2022)
- “Robust estimation in hidden Markov models.”; A. Lecestre
Séminaire de probabilités et statistiques du LMM, Le Mans Université, Le Mans, France (26/04/2022)
- “Maximisation de l’utilité espérée et calcul de sensibilité dans un modèle trinomial avec initié.” ; Dr. H. Halconruy
International Symposium on non-parametric statistics (ISNPS 2022), Paphos, Cyprus (20-24/06/2022)
- “Robust density estimation under a shape constraint.”; Prof. Y. Baraud, Dr. G. Maillard, Dr. H. Halconruy
- “Robust estimation of a regression function in exponential families”; J. Chen
- “Robust estimation in finite state space hidden Markov models.”; A. Lecestre
IMS International meeting 2022, London, UK (27-30/06/2022)
- “Robust estimation of a regression function in exponential families”; Y. Baraud
- “Robust density estimation under a shape constraint”; Dr. H. Halconruy
- “Robust estimation of a regression function in exponential families”; J. Chen
- “Robust estimation in finite state space hidden Markov models.”; A. Lecestre
3-Day meeting for Statisticians, Paris, France (18-20/07/2022)
- “Robust density estimation in TV under a shape constraint.”; Dr. G. Maillard and Dr. H Halconruy
Statmathappli summer school, Fréjus, France (29/08-02/09/2022)
- “Robust estimation in Total Variation distance under a shape constraint.”; Dr. G. Maillard
- “Robust estimation in finite state space hidden Markov models”; J. Chen
- “Robust estimation in finite state space hidden Markov models.”; A. Lecestre
Luxembourg-Waseda Conference on Modelling and Inference for Complex Data, Esch-Sur-Alzette, Luxembourg (23-25/01/2023)
- “Breakthrough of directional statistics in space science.”; Dr. G. Palmirotta
Seminar Series on the Mathematics of Data Science, University of Twente, Enschede, Netherlands (27/02/2023)
- “Robust estimation of a regression function in exponential families”; J. Chen
Journées SL2R, Université de Reims Champagne-Ardenne, Reims, France (06-07/04/2023)
- “How to solve invariant systems of differential equations on SL(2,R)?”; Dr. G. Palmirotta
International Conference on Robust Statistics, Toulouse, France (22-26/05/2023)
- “Robust estimation in finite state space hidden Markov models.”; A. Lecestre
Data Science Summer School, University of Luxembourg, Esch-Sur-Alzette, Luxembourg (07-09/07/2023)
- “Directional Statistics and Machine Learning for Crater Detection in Space.”; Dr. G. Palmirotta
23rd European Young Statisticians Meeting (online; 11-15/09/2023)
- “Robust estimation for Markovian mixing processes.”; A. Lecestre
TMU International Conference on Statistical Modelling and Inference, Tokyo, Japan (01-02/11/2023)
- “Breakthrough of directional statistics in space science.”; Dr. G. Palmirotta (online)
CFE-CM Statistics 2023 conference, Berlin, Germany (16-18/12/2023)
- “Multivariate sign tests for sphericity: Dealing with skewness and dependent observations”; Dr. G. Bernard
2023 IMS International Conference on Statistics and Data Science, Lisbon, Portugal (18-21/12/2023)
- “Robust estimation for mixing Markovian processes.”; A. Lecestre (invited talk)
HiTec and CoDES 2024, Limassol, Cyprus (23-25/03/2024)
- “Multivariate sign tests for sphericity: Dealing with skewness and dependent observations”; Dr. G. Bernard
Stochastic Dynamics and Stochastic Equations, Bernoulli Center program at EPFL, Lausanne, Switzerland (27/03/2024)
- “Malliavin Calculus for SDEs driven by non-Gaussian processes”; Dr. Y. Nachit
Fractional Brownian Motion and its Applications, University of Luxembourg, Luxembourg (23-24/04/2024)
- “Densities for solutions of SDEs driven by non-Gaussian processes”; Dr. Y. Nachit
Conference Honoring Andrew Barron: Forty Years at the Interplay of Information Theory, Probability and Statistical Learning, Yale University in New Haven, USA, (26/04/2024)
- “From Information Theory to Robust Bayesian Statistics”; Y. Baraud
Junior Probability Seminar, University of Oxford, UK (13/06/2024)
- “Testing for sphericity under elliptical directions”; Dr. G. Bernard
Journées de Statistiques de la SFdS 2023, Brussels, Belgium (03-07/07/2023)
- “Multivariate sign tests for sphericity: Dealing with skewness and dependent observations”; Dr. G. Bernard
ICORS meets DSSV 2024, George Mason University, Washington, USA (28/07-01/08/2024)
- “Testing for sphericity using spatial signs under elliptical directions.”; Dr. G. Bernard
Joint Statistics Seminar, Katholiek Universities of Leuven, Belgium (17/10/2024)
- “Testing for sphericity using spatial signs under elliptical directions.”; Dr. G. Bernard
Annual Meeting of the RSSB 2023, Louvain-la-Neuve, Belgium (19-20/10/2023)
- “Multivariate sign tests for sphericity: Dealing with skewness and dependent observations”; Dr. G. Bernard
IMS International Conference on Statistics and Data Science (ICSDS) 2024, Nice, France (16-19/12/2024)
- “Asymptotics of sphericity tests for heavy-tailed correlated data”; Dr. G. Bernard