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 de 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


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

     Students

                PhD Students :
                          
                            Laure Sansonnet (2009- ) [co-advisor Vincent Rivoirard]
                            Salima El Kolei (2009- ) [co-advisor Frédéric Patras]

Publications



*      [11]  Doumic -Jauffret, Marie ; Hoffmann, Marc ; Reynaud-Bouret, Patricia ; Rivoirard, Vincent  Nonparametric estimation of the division rate of a size-structured population, to appear in SIAM Journal on Numerical Analysis.

*   [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  Ann. Statist., 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

*      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



Links

*     LJAD's weekly Seminar in Probability and Statistics


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

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

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

*      Associate Editor  of ESAIM PS

*      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,  Thomas Laloë

  Others : Christian Houdré, Marie Doumic, Marc Hoffmann, Niels Richard Hansen

*      Mathematics and Biology at LJAD

      Materials

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

*      SMPGD slides

*      Size-structured population