Publications

*** Working papers ***

📄 ERM-LASSO classification rule for Multivariate Hawkes Processes paths, jointly with C. Denis, R. Lacoste, L. Sansonnet. 

*** Preprints ***
📄 Multiple change-point detection for Poisson processes (HAL, arxiv) 2023/02 jointly with E. Lebarbier and S. Robin  

*** Publications *** 

📄Bats Monitoring: A Classification Procedure of Bats Behaviors based on Hawkes Processes (HAL) jointly with C. Denis, R. Lacoste,  L. Sansonnet,  Y. Bas. JRSSC, (2024)
📄 Nonparametric plug-in classifier for multiclass classification of S.D.E. paths (HAL, arxiv) jointly with C. Denis, E. Ella-Mintsa, V.C. Tran. Scandinavian Journal of Statistics (2024) 

📄 Multiclass classification for Hawkes processes (HAL) jointly with C. Denis, L. Sansonnet. Conf UAI (2022)

📄 On the nonparametric inference of coefficients of self-exciting jump-diffusion (HAL) jointly with C. Amorino, A. Gloter, S. Lemler Electronic Journal of Statistics (2022)

📄 Neuronal network inference and membrane potential model using Hawkes processes (HAL) (2021)
jointly with A. Bonnet , F. Gindraud and  S. Lemler, in Journal of Neuroscience methods (link). (details on code here)

📄 A ridge estimator of the drift from discrete repeated observations of the solutions of a stochastic differential equation (HAL) jointly with C. Denis and M. Martinez, Bernoulli (2021)

📄 Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process
jointly with S. Lemler (2019) Stochastic Inference for Stochastic Processes
💡Simulation example here.

📄 Exponential ergodicity for diffusions with jumps driven by a Hawkes process jointly with S. Lemler and Eva Löcherbach (2020) Theory of Probability and Mathematical Statistics

📄Consistent procedures for multiclass classification of discrete diffusion paths jointly with C. Denis and M. Martinez (HAL) (2020) Scandinavian Journal of Statistics
💡Simulation example here.
📄Global correction of projection estimators under local constraint jointly with F.Comte (2020) in Journal of the Korean Statistical Society 

📄Robust semi-parametric multiple change-points detection jointly with J-M. Bardet (HAL)  (2019) Signal Processing
💡Simulation example here.

📄 Mixedsde: a R package to fit mixed stochastic differential equations jointly with S. Hermann and A. Leclercq Samson (2019)  (HAL)  R journal

📄Nonparametric estimation in a multiplicative censoring model with symmetric noise jointly with F. Comte, (HAL) Journal of Nonparametric Statistics (2016) 

📄Bidimensional random effect estimation in mixed stochastic differential model jointly with V. Genon-Catalot, (HAL) Stochastic Inference for Stochastic Processes (2015) 

📄Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model Metrika (2016), (HAL)

📄New adaptive strategies for nonparametric estimation in linear mixed models Journal of Statistical Planning and Inference (2014), (HAL)

*** Packages R ***

mixedsde with A. Samson and S. Hermann, on CRAN

CptPointProcess with E. Lebarbier and S. Robin, on Github

Other codes and paper illustration available on github  : https://github.com/charlottedion