Dr. Michaël Chichignoud
ATTENTION: this page is not updated since August 2014.
I currently work in a hedge fund as data analyst, you can reach me via LinkedIn.
Before, I did a Post Doctoral Associate at ETH Zurich with Prof. van de Geer.
I defended my PhD (under the supervision of Oleg Lepski) in November 2010 at University of Provence (Marseille, France).
- Mathematical statistics, learning theory (classification and clustering)
- Nonparametric and linear regressions (with high-dimensional data)
- Data-driven procedures, concentration inequalities
- Bandwidth selection in kernel empirical risk minimization via the gradient (with S. Loustau), submitted http://arxiv.org/abs/1401.6882
- Adaptive Noisy Clustering (with S. Loustau), submitted http://arxiv.org/abs/1306.2194
- A Robust, Fully Adaptive M-estimator for Pointwise Estimation in Heteroscedastic Regression (with J. Lederer), Bernoulli 2014, Vol. 20, No. 3, 1560-1599, Short_Version Long_Version
- Minimax and minimax adaptive estimation in multiplicative regression : locally bayesian approach, Probability Theory and Related Fields 153, (2012) 543-586, Pdf
- On the calibration of the LASSO (with J. Lederer, S. Van de Geer and M. Wainwright), work in progress
- Nonparametric multivariate regression with errors in the design (with T.M. Pham Ngoc and V. Rivoirard), work in progress
- High Dimensional Problems in non-regular Models (with S. Van de Geer), work in progress
- Pointwise Adaptive M-estimation in Nonparametric Regression (2011), Manuscript, PDF_robust
- General local Bayesian Estimator for pointwise risk in nonregular models, Preprint, PDF_GB
- PHD thesis : Statistical Performances of nonlinear estimators (under the supervision of Oleg Lepski, defended November 25th 2010), PDF_thesis
university, Ithaca, invited by Dr. Lederer, March
of Angers, invited by Dr. Loustau September
University, Paris, invited by Dr. Lacour April
Tech Institute, Atlanta, invited by Prof. Koltchinskii, February
Paris, invited by Prof. Tsybakov, May
Zürich, invited by Prof. Van de Geer, May
of Compiègne, invited by Dr. Gayraud, May
of Genoble, invited by Prof. Juditsky, April
of Nice, invited by Prof. Raynaud-Bourret, January
“Mathematical Statistics”, Marseille, December
Sabatier University, Toulouse, invited by Dr. Marteau, September
“Mathematical statistics & Applications”, Fréjus, September
“Young Probabilists & Statisticians”, Mont-Dore, May
“Young Statisticians”, Aussois, September