Patricia Reynaud-Bouret

Laboratoire J. A. Dieudonné

U.M.R. C.N.R.S. N° 7351
Université de Nice Sophia-Antipolis

Parc Valrose
06108 Nice Cedex 2

France

 

E-mail : reynaudb—at—unice.fr






 

Curriculum Vitae

*     2008-        : CNRS Researcher at Nice Sophia-Antipolis University.  (Directeur de Recherche since 2014)

*     2003-2008 : Researcher (Chargée de Recherche) au DMA (ENS-Paris).

*     2002-2003 : Postdoctoral Studies at the  School of Mathematics  (Georgia Institute of Technology, Atlanta, USA)  with  C. Houdré

*     1999-2002 : PhD Thesis at  Département de Mathématiques d'Orsay (Paris XI)

PhD advisor : P. Massart

Title : Estimation adaptative de l'intensité de certains processus ponctuels par sélection de modèle 

Research interest

*      Adaptive Statistics : Model selection, Thresholding,  Aggregated tests,  Lasso, Lepski's  method

*      Point processes : Hawkes, Poisson, Aalen

*      Concentration inequalities

*      Neurosciences : analysis of spikes trains and functional connectivity

*      Genomics : detection of favored or avoided distances,  analysis of NGS data



     HDR Manuscript
                            TitleAdaptive statistical inference for some point processes (Poisson, Aalen, Hawkes)

     Students

                PhD Students :

                            Julien Chevallier (2013- ) [co-advisor  François Delarue]
                            Mélisande Albert (2012- ) [co-advisor Magalie Fromont]
                            Laure Sansonnet (2009-2013) [co-advisor Vincent Rivoirard] ex-PostDoc (UCL, Belgium), currently MdC at AgroParisTech
                            Salima El Kolei (2009-2012) [co-advisor Frédéric Patras] ex-statistician expert for SAFRAN, currently teacher at ENSAI (Rennes)
                           

                Other M2 Students :

                            Amel Rouis (2011) currently, biostatistician at  CHU - Nice
                            José Bonnet (2013) currently, research engineer EDF-LJAD on the prediction of sismic activity
                            Imen Chaarana (2015)

Publications

*   [22] Lerasle, Matthieu ; Fromont, Magalie ; Reynaud-Bouret, Patricia Family Wise Separation Rates for multiple testing To appear in Annals of Statistics.

*   [21] Lerasle, Matthieu ; Magalhães, Nelo ; Reynaud-Bouret, Patricia Optimal kernel selection for density estimation To appear in High Dimensional Probability VII : The Cargese Volume.

*   [20] Chevallier, Julien ; Cáceres, María José ; Doumic, Marie ; Reynaud-Bouret, Patricia Microscopic approach of a time elapsed neural model, Mathematical Models and Methods in Applied Sciences, 25(14), 2669-2719 (2015).

*   [19] Albert, Mélisande ; Bouret, Yann ; Fromont, Magalie ; Reynaud-Bouret, Patricia Bootstrap and permutation tests of independence for point processes, Annals of Statistics, 43(6), 2537-2564 (2015).

*   [18] Tuleau-Malot, Christine ; Rouis, Amel ; Grammont, Franck ; Reynaud-Bouret, Patricia Multiple tests based on a Gaussian approximation of the Unitary Events method with delayed coincidence count, Neural Computation, 26(7), 1408-1454 (2014).

*   [17] Reynaud-Bouret, Patricia ; Rivoirard, Vincent ; Grammont , Franck ;  Tuleau-Malot, Christine Goodness-of-fit tests and nonparametric adaptive estimation for spike train analysis, Journal of Mathematical Neuroscience, 4:3 (2014).

*   [16] Reynaud-Bouret, Patricia Concentration inequalities, counting processes and adaptive statistics, ESAIM Proc. (proceedings of  "Journées MAS 2012"), 44, 79-98 (2014).

*   [15] Reynaud-Bouret, Patricia ; Rivoirard, Vincent; Tuleau-Malot, Christine Inference of functional connectivity in Neurosciences via Hawkes processes, 1st IEEE Global Conference on Signal and Information Processing, Austin, Texas (2013).

*   [14] Hansen, Niels R. ; Reynaud-Bouret, Patricia ; Rivoirard, Vincent Lasso and probabilistic inequalities for multivariate point processes, Bernoulli, 21(1), 83-143 (2015).

*   [13]  Fromont, Magalie ; Laurent, Béatrice ; Reynaud-Bouret, Patricia The two-sample problem for Poisson processes: adaptive tests with a non-asymptotic wild bootstrap approach, Annals of Statistics, 41(3), 1431-1461 (2013).

*   [12]  Fromont, Magalie ; Laurent, Béatrice ; Lerasle, Matthieu ; Reynaud-Bouret, Patricia Kernels based tests with non-asymptotic bootstrap approaches for two-sample problems, JMLR : Workshop and Conference Proceedings, 23, 25th Annual Conference on Learning Theory, 23.1–23.22 (2012).

*      [11]  Doumic -Jauffret, Marie ; Hoffmann, Marc ; Reynaud-Bouret, Patricia ; Rivoirard, Vincent  Nonparametric estimation of the division rate of a size-structured population, SIAM Journal on Numerical Analysis, 50, 925-950 (2012).

*   [10] Reynaud-Bouret, Patricia ; Rivoirard, Vincent ; Tuleau-Malot, Christine Adaptive density estimation: a curse of support?  J. Statist. Plann. Inference, 141, 115-139 (2011).

*   [9]  Fromont, Magalie ; Laurent, Béatrice ; Reynaud-Bouret, Patricia  Adaptive test of homogeneity for a Poisson process Ann. Inst. H. Poincaré Probab. Statist. 47 (1), 176-213 (2011).

*   [8] Reynaud-Bouret, Patricia ;  Schbath, Sophie  Adaptive estimation for Hawkes processes; application to genome analysis  Annals of Statististics, 38(5), 2781-2822 (2010).

*   [7] Reynaud-Bouret, Patricia ;  Rivoirard, Vincent Near optimal thresholding estimation of a Poisson intensity on the real line  Electronic Journal of Statistics, 4, 172-238 (2010).

*   [6] Houdré, Christian ; Marchal, Philippe ; Reynaud-Bouret, Patricia Concentration for norms of infinitely divisible vectors with independent components.  Bernoulli, 14(4), 926-948 (2008).

*      [5] Reynaud-Bouret, Patricia ; Roy, Emmanuel   Some non asymptotic tail estimates for Hawkes processes. Bulletin of the Belgian Mathematical Society-Simon Stevin, 13(5), 883-896 (2007)  (old version here).

*      [4] Reynaud-Bouret, Patricia   Penalized projection estimators of the Aalen multiplicative intensity.  Bernoulli, 12(4), 633-661 (2006).

*      [3] Reynaud-Bouret, Patricia   Compensator and exponential inequalities for some suprema of counting processes. Statistics and Probability Letters, 76(14), 1514-1521 (2006).

*      [2] Houdré, Christian ; Reynaud-Bouret, Patricia   Exponential inequalities, with constants, for U-statistics of order two. Stochastic inequalities and applications, Progr. Probab., 56 Birkhäuser, Basel, 55-69 (2003)

*      [1] Reynaud-Bouret, Patricia   Adaptive estimation of the intensity of inhomogeneous Poisson processes via concentration inequalities. Probab. Theory Related Fields 126 (1), 103-153 (2003)


Preprints


*   Jiang, Xin ; Reynaud-Bouret, Patricia ; Rivoirard, Vincent ; Sansonnet, Laure ; Willett, Rebecca A data-dependent weighted LASSO under Poisson noise

*   Albert, Mélisande ; Bouret, Yann ; Fromont, Magalie ; Reynaud-Bouret, Patricia A Distribution Free Unitary Events Method based on Delayed Coincidence Count

*   Reynaud-Bouret, P. ; Tuleau-Malot, C. ; Rivoirard, V. ; Grammont, F. (preliminary work for [17]) Spike trains as (in)homogeneous Poisson processes or Hawkes processes: non-parametric adaptive estimation and goodness-of-fit tests.

*   Tuleau-Malot, C. ; Rouis, A. ; Reynaud-Bouret, P. ; Grammont, F. (preliminary work of [18]) Multiple Tests Based on a Gaussian Approximation of the Unitary Events.

*   Reynaud-Bouret, Patricia ;  Rivoirard, Vincent (preliminary work for [7]) Calibration of thresholding rules for Poisson intensity estimation

*   Reynaud-Bouret, Patricia ;  Rivoirard, Vincent (preliminary work for [7]) Adaptive thresholding estimation of a Poisson intensity with infinite support

*      Houdré, Christian ; Reynaud-Bouret, Patricia (preliminary work for [6])  Concentration for Infinitely Divisible Vectors with Independent Components

Responsibilities

*      Associate Editor  of ESAIM PS

*      ANR Calibration

*      PEPS  Bio-Maths : "Estimation de graphes de dépendance entre neurones thalamiques et cortico-thalamiques via des modèles de Hawkes multivariés"

*     Axe Modélisation Théorique et Computationnelle en Neuroscience et Sciences Cognitives


Links


*     LJAD's weekly Seminar in Probability and Statistics


*    Fifth edition of "Journées Statistiques du Sud", June 14th-16th 2011.

*     ANR project ATLAS : From Applications to Theory in Learning and Adaptive Statistics (administration : Gilles Stoltz) (2006-2010)

                              WORKSHOP ATLAS : September 10th -18th 2009  click here

*      Coworkers :

          LJAD : François Delarue, Franck Grammont, Thomas Laloë, Matthieu Lerasle, Christine Tuleau-Malot

          National : Equipe RNRPMarie Doumic-Jauffret, Anne-Laure Fougères, Magalie Fromont, Marc Hoffmann, Béatrice Laurent, Philippe Marchal, Franck PicardVincent Rivoirard, Etienne Roquain, Emmanuel Roy, Sophie Schbath  

          International : María José Cáceres, Niels Richard Hansen, Christian Houdré, Rebecca Willett, Xin Jiang

      Materials

*      Course on point processes : 1, 2, 3, 4.

*      Hawkes and Genomics

*      Size-structured population

*      Point processes, concentration and adaptive statistics

*      Course on Hawkes processes and applications to neuroscience and genomics