Patricia Reynaud-Bouret Laboratoire J. A. Dieudonné U.M.R. C.N.R.S. N° 6621 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.

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 modèle

Research interest

Adaptive Statistics

Point processes

Concentration inequalities

Application to the detection of favored or avoided distances on the DNA sequence via Hawkes processes

Publications

[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)

[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) 

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

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

[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)

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

  [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)

[8] Reynaud-Bouret, Patricia ; Schbath, Sophie Adaptive estimation for Hawkes processes; application to genome analysis to appear in Annals of Statistics.

Preprints

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

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

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

   Fromont, Magalie ; Laurent, Béatrice ; Reynaud-Bouret, Patricia Adaptive test of homogeneity for a Poisson process (under revision)

Reynaud-Bouret, Patricia ; Rivoirard, Vincent ; Tuleau-Malot, Christine Adaptive density estimation: a curse of support?

Links

Scientific responsability of the ANR project ATLAS : From Applications to Theory in Learning and Adaptive Statistics (administration : Gilles Stoltz)

WORKSHOP ATLAS : September 10th -18th   click here

Coworkers :

Some Members of ATLAS : Vincent Rivoirard, Béatrice Laurent, Magalie Fromont, Sophie Schbath, Emmanuel Roy, Philippe Marchal, Djalil Chafai

  Statistics Team of LJAD : Yannick Baraud, Christine Tuleau

  Others : Christian Houdré, Marie Doumic, Marc Hoffmann

Mathematics and Biology at LJAD

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