SanDAL Promotional Materials

Public Documents

Scientific Publications

  • “Insider’s problem in the trinomial model: a discrete jump process point of view”, H. Halconruy; submitted in June 2021.
  • “Malliavin calculus for marked binomial processes: portfolio optimisation in the trinomial model and compound Poisson approximation”; H. Halconruy; submitted in April 2021.
  • “Aggregated hold-out for sparse linear regression with a robust loss function”; Guillaume Maillard; Electronic Journal of Statistics; 2021 (pre-print)
  • “Aggregated hold-out”; Guillaume Maillard, Sylvain Arlot, Matthieu Lerasle; Journal of Machine Learning Research; 2021 (pre-print)”Robust Estimation in Finite Mixture Models”; Lecestre, Alexandre; Annales de l’Institut Henri Poincaré – Probabiités et Statistiques; 2021 (pre-print)
  • “Tests and estimation strategies associated to some loss functions”; Baraud, Yannick; Probability Theory and Related Fields; 2021 (pre-print)
  • “Robust Bayes-like estimation: Rho-Bayes estimation”; Baraud, Yannick; Birgé, Lucien; Annals of Statistics; 2020 (pre-print)
  • “Kernel Selection in Nonparametric Regression”; H. Halconruy & N. Marie; Mathematical Methods of Statistics; 2020 (pre-print)
  • “Robust Estimation of a Regression Function in Exponential Families”; Baraud, Yannick; Chen, Juntong; 2020 (pre-print)
  • “Estimating the number of infected persons”; Yannick Baraud, Ivan Nourdin and Giovanni Peccati; 21 April 2020 (pre-print).

Presentations at scientific events

  • SanDAL Winter School
    • “p-estimation in Mixture Models”; Alexandre Lecestre; 8 December 2020
    • “Robust estimation of a regression function in exponential families”; Chen, Juntong; 9 December 2020
  • Séminaire Parisien de Statistique
    • “How to build a robust estimator for a given loss?”; Yannick Baraud; 12 April 2021
    • “First order asymptotics of (aggregated) hold-out in least-squares density estimation”; Guillaume Maillard; 12 April 2021
  • Mixtures Hidden Markov Models (MHC2021)
    • “Robust Estimation in Finite Mixture Models”; Alexandre Lecestre; 3 June 2021; Paris, France