*** Some works in progress ***
On nonparametric estimation and classification for particle system model, with Yating Liu and Christophe Denis.
Consistency of change-point detection method for some point processes, with Emilie Lebarbier and Stéphane Robin
Learning time inhomogeneous SDE with neural nets, with Chiara Amorino and Hélène Halconruy
*** Preprints ***
2. Lasso type estimator and classification algorithm for high-dimensional Multivariate Hawkes Processes paths, (HAL/arxiv) 2024/07 jointly with C. Denis, R. Lacoste, L. Sansonnet.
1. Multiple change-point detection for Poisson processes (arxiv, new version), 2023/2024 jointly with D. Hawat, E. Lebarbier and S. Robin
*** Publications ***
18. Nonparametric estimation of the stationary density for Hawkes-diffusion systems with known and unknown intensity, (arxiv) with Chiara Amorino, Arnaud Gloter and Sarah Lemler. (2025) Annales de l’Institut Henri Poincaré
17. Testing procedures based on maximum likelihood estimation for Marked Hawkes processes, (arxiv) jointly with Maya Sadeler, Anna Bonnet. Computational Statistics (2025)
16. 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)
15. 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)
14. Multiclass classification for Hawkes processes (HAL) jointly with C. Denis, L. Sansonnet. Conf UAI (2022)
13. 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)
12. 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)
11. 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)
10. 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.
9. 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
8. 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.
7. Global correction of projection estimators under local constraint jointly with F.Comte (2020) in Journal of the Korean Statistical Society
6. Robust semi-parametric multiple change-points detection jointly with J-M. Bardet (HAL) (2019) Signal Processing
💡Simulation example here.
5. Mixedsde: a R package to fit mixed stochastic differential equations jointly with S. Hermann and A. Leclercq Samson (2019) (HAL) R journal
4. Nonparametric estimation in a multiplicative censoring model with symmetric noise jointly with F. Comte, (HAL) Journal of Nonparametric Statistics (2016)
3. Bidimensional random effect estimation in mixed stochastic differential model jointly with V. Genon-Catalot, (HAL) Stochastic Inference for Stochastic Processes (2015)
2. Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model Metrika (2016), (HAL)
1. 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