Prof. Dr. Fadoua Balabdaoui

Adjunct professor at the Seminar für Statistik, ETH
Associate Professor at University ParisDauphine (on leave)
phone +41 44 632 7584
email fadoua.balabdaoui@stat.math.ethz.ch

Education

1999 Diplome d'Ingenieur Civil, Ecole des Mines de Paris, France
2004 PhD in Statistics, University of Washington, Seattle, USA
2006 Postdoc, University of Göttingen, Germany
2012 Habilitation a Diriger la Recherche, University ParisDauphine

Teaching

Time Series Analysis (MS, ETH, Fall 2020)
Inference in NonClassical Regression Models (BS & MS, ETH, Spring 2020)
Mathematical Tools in Machine Learning (MS, ETH, Fall 2019) script typed by S. Gaudlitz
Probability and Statistics (BS, ETH, Spring 2019)
On Hypothesis Testing (BS & MS, ETH, Fall 2017 & 2018) script typed by D. Markwalder
Statistical Inference under Shape Restriction (BS & MS, ETH, Spring 2017)
Fundamentals of Mathematical Statistics (BS & MS, ETH, Fall 2016)
Likelihood inference (Master, University of Zurich, Fall 2015)
Introduction to Measure Theory (L3  MIDO, ParisDauphine)
Mathematical Statistics (L3  MIDO, ParisDauphine)
Statistical tests (Master 2  ISF, ParisDauphine)
Statistics (L2  MIDO, ParisDauphine)
Real Analysis (L1  DEGEAD, ParisDauphine)

Research Interests

Nonparametric estimation under shape constraints
Approximation theory  Splines
Empirical processes
Testing problems
Machine Learning

Service to the scientific community

2020 : Associate Editor for Statistics and Probability Letters
2009  present: Associate Editor for the Electronic Journal of Statistics
2014  2015: Academic advisor for the international relationships at Université Paris Dauphine
2014  2015: Administrative and academic coadvisor (with F. Huveneers) for the course Real Analysis (L1  DEGEAD)

Students supervised or to be

Gabriella de FournasLabrosse (Master, 09/2017  01/2018)
Christopher Fragneau (PhD, 09/2017  : cosupervised with C. Durot)
Yulia Kulagina (Master, 09/2017  01/2018 and PhD, 08/2018  )
Isaia Albisetti (Master, 11/2018  04/2019)
Maxime Lavech du Bos (Master, 11/2018  04/2019)
Lilian Mueller (Master, 09/2019  01/2020) (Winner of the ETHmedal for outstanding Master's thesis)
Anja L. Wiegel (Master, 03/2020  08/2020)
Harald Besdziek (PhD, 12/2020  )

Working Papers

On linear misspecification in highdimensional single index models.
(with C. Durot and C. Fragneau)
Estimation of mixture complexity: a comparative study.
(with Y. Kulagina and L. Mueller)
Mestimators in mixture models: A case of noindentifiability and choice of penalty.
(with L. Mueller and Y. Kulagina)


Publications and Accepted Papers 
F. Balabdaoui and P. Groeneboom (2021).
Profile least squares estimators in the monotone single index model, to appear in the Festschrift of Christine ThomasAgnan.
I. Albisetti. F. Balabdaoui and H. Holzmann (2020). Testing for spherical symmetry, accepted for publication in Journal of Multivariate Analysis.
F. Balabdaoui and Y. Kulagina (2020). Complete monotone distributions: mixing, approximation and estimation of number of species, accepted for publication in Computational Statistics and Data Analysis.
M. Lavech, F. Balabdaoui and J. Heidenreich (2020). Modeling strainstress curves with neural networks: a scalable alternative to the return mapping algorithm, Computational Materials Science. 178, 110.
F. Balabdaoui and G. de FournasLabrosse (2020). Least squares estimation of a completely monotone pmf: From Analysis to Statistics, Journal of Statistical Planning and Inference . 206, 5571.
F. Balabdaoui, G. de FournasLabrosse and J. Giguelay (2019). Multiple monotonicity of discrete distributions: The case of the Poisson model, Electronic Journal of Statistics . 13, 17441758.
F. Balabdaoui, P. Groeneboom and K. Hendrickx (2019). Score estimation in the monotone single index model, Scandinavian Journal of Statistics . 46, 517544.
F. Balabdaoui, C. Durot and H. Jankowski (2019). Least squares estimation in the monotone single index model, accepted in Journal of Bernoulli .
F. Balabdaoui and C. Doss (2018). Inference for a mixture of symmetric distributions under logconcavity, Journal of Bernoulli . 24, 10531071.
F. Balabdaoui, C. Durot and F. Koladjo (2018). Testing convexity of a discrete distribution, Statistics and Probability Letters . 137, 813.
F. Balabdaoui (2017). Revisiting the HodgesLehmann estimator in a location mixture model: is asymptotic normality good enough?, Electronic Journal of Statistics . 11, 45634595.
W. Wei, F.Balabdaoui and L. Held (2017). Calibration tests for multivariate Gaussian forecasts, Journal of multivariate analysis. 154, 216233.
F. Balabdaoui, C. Durot and F. Koladjo (2017). On asymptotics of the discrete convex LSE of a pmf, Journal of Bernoulli . 23, 14491480.
F. Balabdaoui and S. Basu (2016). Letter to the Editor. Comments on GroparuCojocaru and Doray (2013), Communications in Statistics  Simulation and Computation .46, 38333840.
F. Balabdaoui and H. K. Jankowski (2016). Maximum Likelihood estimation of a unimodal probability mass function, Statistica Sinica . 26, 10611086.
F. Balabdaoui and C. Durot (2015). Marshall lemma in discrete convex estimation, Statistics and Probability Letters 99, 143148.
F. Balabdaoui and C. Butucea (2014). On location mixtures with Polya frequency components, Statistics and Probability Letters 95, 144149.
F. Balabdaoui (2014). Global convergence of the logconcave MLE when the truth is geometric, Journal of Nonparametric Statistics 26, 2159.
F. Balabdaoui and J. A. Wellner (2014). Chernoff's density is logconcave, Journal of Bernoulli 20, 231244.
N. Akakpo, F. Balabdadoui and C. Durot (2014). Testing monotonicity via local least concave majorants, Journal of Bernoulli 20, 514544.
F. Balabdaoui (2013). Discussion on "How to find an appropriate clustering for mixed type variables with application to socioeconomic stratification" by Christian Henning and Tim Liao, JRSSC 62, 309369.
F. Balabdaoui, H. Jankowski, K. Rufibach and M. Pavlides (2013). Asymptotic distribution of the discrete logconcave MLE and related applications, JRSSB 75, 769790.
F. Balabdaoui and K. Filali (2012). Efficient computation of the cdf of the distribution of the maximal difference between a Brownian bridge and its concave majorant, Journal of Statistical Computation and Simulation 82, 405418.
F. Balabdaoui and J. Pitman (2011). The distribution of the maximal difference between Brownian bridge and its concave majorant, Bernoulli 17, 466483.
F. Balabdaoui, H. Jankowski, M. Pavlides, A.Seregin and J. A. Wellner (2011). On the Grenander estimator at zero, Statistica Sinica 21, 873899. L.Held, K. Rufibach and F. Balabadaoui (2010). A score regression approach to assess calibration of continuous probabilistic predictions, Biometrics 66, 1295\961305. F. Balabdaoui, K. Rufibach and F. Santambrogio (2010). Least Squares estimation of two ordered monotone regression curves, Journal of Nonparametric Statistics 22, 1019\961037.
Balabdaoui, F. and Wellner J. A. (2010). Estimation of a kmonotone density: characterizations, consistency and minimax lower bounds, Statistica Neerlandica 64, 4570.
Balabdaoui, F., Bissantz, K., Bissantz, N. and Holzmann, H. (2010). Demonstrating single and multiple currents through the E. coliSecYEGpore:Testing for the number of modes of noisy observations, JASA and Case Studies 105, 136\96146.
F. Balabdaoui, M. Mielke and A. Munk (2009). The likelihood ratio test for nonstandard hypotheses near the boundary on the nullwith application to the assessment of noninferiority, Statistics and Decisions 24, 7592.
Balabdaoui, F., Rufibach, K. and Wellner, J. A. (2009). Limit distribution theory for maximum likelihood estimation of a logconcave density, Annals of Statistics 37, 12991331.
Balabdaoui, F. and Rufibach, K. (2008). A second Marshall inequality in convex estimation, Statistics and Probability Letters 78(2), 118126.
Balabdaoui, F. and Wellner, J. A. (2007). Estimation of a kmonotone density: limit distribution theory and the Spline connection, Annals of Statistics 35, 25362564 .
Balabdaoui, F. and Wellner, J. A. (2007). A KieferWolfowitz theorem for convex densities, IMS LectureNotes 55, 131 .
Balabdaoui, F. (2007). Consistent estimation of a convex density at the origin, Mathematical Methods of Statistics 16, 7795 .
Tilmann Gneiting, Fadoua Balabdaoui and Adrian E. Raftery (2007). Probabilistic forecasts, calibration and sharpness, Journal of the Royal Statistical Society: Series B 69, 126 .
Raftery, A., Gneiting, T., Balabdaoui, F. and Polakowski, M. (2005). Using Bayesian Model Averaging to Calibrate Forecast Ensembles, Monthly Weather Review 133, 11551174 .
Balabdaoui,F., BocquetAppel, J.P., Lajaunie C. and Irudaya Rajan S. (2001). Spacetime evolution of the fertility transition in India, 19611991, International Journal of Population Geography 7, 129148.  