Probability and statistics
The team has theoretical interests mostly in:
- stochastic modeling: theoretical investigations of probabilistic models and their numerical evaluation by means of Monte-Carlo and deterministic schemes,
- statistical inference: theoretical studies of estimators, estimation algorithms and statistical tests.
Keywords:
- Asymptotic approximations
- Change-point analysis
- Control charts
- Copulas
- Experimental design
- Functional data analysis
- Markovian modeling
- Missing/incomplete observations
- Mixtures of distributions and regressions
- Models for high dimensional data
- Lévy processes
- Piecewise deterministic Markov processes
- Semiparametric statistics
- Spatial and temporal sampling
- Survival analysis
Main application areas:
Selected recent publications:
Z. Al Masry, S. Mercier and G. Verdier (2018). Generalized method of moments for an extended gamma process. Communications in Statistics-Theory and Methods, 47(15), 3687-3714.
F. Avram, J.L. Perez, and K. Yamazaki (2018). Spectrally negative Lévy processes with Parisian reflection below and classical reflection above. Stochastic processes and Applications, 128(1), 255-290.
L. Bordes, C. Paroissin and A. Salami (2018). Extension of the parametric delta method with an application to an inference method for a degradation model, forthcoming in the Journal of Statistical Theory and Practice.
A. Bücher and I. Kojadinovic (2018), A note on conditional versus joint unconditional weak convergence in bootstrap consistency results, forthcoming in the Journal of Theoretical Probability.
M. Fouladirad, A. Grall and C. Paroissin (2018). Optimal replacement policies sensitivity to lifetime parameter estimates. European Journal of Operational Research, 266(3): 963-975.
M. Hofert, I. Kojadinovic, M. Mächler and J. Yan (2018), Elements of Copula Modeling with R, forthcoming in the Springer UseR! Series, 277 pages.
L. Huguenin, Y. Lalanne, N. Bru, M. Lissardy, F. D’Amico, M. Monperrus and M.N. de Casamajor (2018). Identifying benthic macrofaunal assemblages and indicator taxa of intertidal boulder fields in the south of the Bay of Biscay (northern Basque coast). A framework for future monitoring. Regional Studies in Marine Science, 20:13-22.
W. Kahle, S. Mercier and C. Paroissin (2016). Degradation processes in reliability. ISTE-Wiley.
C. Kermorvant, N. Caill-Milly, F. D’Amico, N. Bru, F. Sanchez, M. Lissardy and J. Brown (2017). Optimization of a survey using spatially balanced sampling: a single-year application of clam monitoring in the Arcachon Bay (SW France). Aquatic Living Ressources. 30, 37.
B. Liquet, K. Mengersen, A. N. Pettitt and M. Sutton (2017). Bayesian Variable Selection Regression Of Multivariate Responses For Group Data. Bayesian Analysis 12(4). Winners of the Lindley Prize.
S. Mercier and I. Castro (2018). Stochastic comparisons of imperfect maintenance models for a gamma deteriorating system, forthcoming in the European Journal of Operational Research.
M. Sutton, R. Thiebaut and B. Liquet (2018). Sparse group subgroup Partial Least Squares with application to genomics data. Statistics in Medicine. 37(23) 3338-3356.
W. Tinsson (2010). Plans d'expérience : constructions et analyses statistiques. Collection mathématiques et applications, 67. Springer.
