Frédéric Ouimet

Short CV: I completed my PhD in mathematics at Université de Montréal in May 2019 under Louis-Pierre Arguin and Alexander Fribergh. From September 2019 to May 2021, I was a postdoctoral scholar at Caltech under Maksym Radziwill. From June 2021 to August 2022, I was a postdoctoral researcher at McGill University under Christian Genest. From September 2022 to August 2023, I was a CRM-Simons postdoctoral fellow at Université de Montréal under Christian Genest. I am currently a postdoctoral researcher at McGill University under Christian Genest. I have also been teaching at Université du Québec à Montréal since 2018.

Interests: My current interests lie in mathematical statistics, specifically in asymptotic statistics, multivariate analysis, and nonparametric estimation (looking particularly at Bernstein estimators, asymmetric kernel estimators, and other smoothing methods). In probability, I'm interested in the extremal properties of branching processes and log-correlated near-Gaussian fields. (This includes the Riemann zeta function on the critical line when the imaginary part is randomized, and some of its approximations.) In finance, I'm interested in the fluctuations and ruin theory for spectrally negative Levy processes.

Email: frederic.ouimet.23@gmail.com

2024

[44] On Wilks' joint moment formulas for embedded principal minors of Wishart random matrices.

Genest, C., Ouimet, F. and Richards, D. (2024). Accepted for publication in Stat. 7 pp. (arXiv)

[43] Deficiency bounds for the multivariate inverse hypergeometric distribution.

Ouimet, F. (2024). Statistical Papers, 65, 11 pp. (arXiv)

[42] Asymptotic comparison of negative multinomial and multivariate normal experiments.

Genest, C. and Ouimet, F. (2024). Statistica Neerlandica, 78 (2), 427-440. (arXiv)

[41] Central and noncentral moments of the multivariate hypergeometric distribution.

Ouimet, F. (2024). ArXiv paper. arXiv:2404.09118. 4 pp. (arXiv)

2023

[40] Moments of the negative multinomial distribution.

Ouimet, F. (2023). Mathematical and Computational Applications, 28 (4), 85, 13 pp. (arXiv)

[39] A refined continuity correction for the negative binomial distribution and asymptotics of the median.

Ouimet, F. (2023). Metrika, 86 (7), 827-849. (arXiv)

[38] Miscellaneous results related to the Gaussian product inequality conjecture for the joint distribution of traces of Wishart matrices.

Genest, C. and Ouimet, F. (2023). Journal of Mathematical Analysis and Applications, 523 (1), 10 pp. (arXiv)

[37] Minimax properties of Dirichlet kernel density estimators.

Bertin, K., Genest, C., Klutchnikoff, N. and Ouimet, F. (2023). Journal of Multivariate Analysis, 195, 16 pp. (arXiv)

[36] Goodness-of-fit tests for the Laplace, Gaussian and exponential power distributions based on $\lambda$-th power skewness and kurtosis.

Desgagné, A., Lafaye de Micheaux, P. and Ouimet, F. (2023). Statistics, 57 (1), 94-122. (arXiv) (code)

[35] The Gaussian product inequality conjecture for multinomial covariances.

Ouimet, F. (2023). ArXiv paper. arXiv:2209.01505. 8 pp. (arXiv)

[34] A bridge between the circular and linear normal distributions.

Ouimet, F. (2023). ArXiv paper. arXiv:2312.17202. 5 pp. (arXiv)

2022

[33] A comprehensive empirical power comparison of univariate goodness-of-fit tests for the Laplace distribution.

Desgagné, A., Lafaye de Micheaux, P. and Ouimet, F. (2022). Journal of Statistical Computation and Simulation, 92 (18), 3743-3788. (arXiv) (code)

[32] On the boundary properties of Bernstein estimators on the simplex.

Ouimet, F. (2022). Open Statistics, 3 (1), 48-62. (arXiv)

[31] Local normal approximations and probability metric bounds for the matrix-variate T-distribution and its application to Hotelling's T statistic.

Ouimet, F. (2022). AppliedMath, 2 (3), 446-456. (arXiv)

[30] A combinatorial proof of the Gaussian product inequality beyond the MTP2 case.

Genest, C. and Ouimet, F. (2022). Dependence Modeling, 10 (1), 236-244. (arXiv)

[29] Refined normal approximations for the central and noncentral chi-square distributions and some applications.

Ouimet, F. (2022). Statistics, 56 (4), 22 pp. (arXiv)

[28] Refined normal approximations for the Student distribution.

Ouimet, F. (2022). Journal of Classical Analysis, 20 (1), 23-33. (arXiv)

[27] Logarithmically complete monotonicity of a matrix-parametrized analogue of the multinomial distribution.

Ouimet, F. and Qi, F. (2022). Mathematical Inequalities & Applications, 25 (3), 703-714. (arXiv)

[26] On the Le Cam distance between multivariate hypergeometric and multivariate normal experiments.

Ouimet, F. (2022). Results in Mathematics, 77 (1), 11 pp. (arXiv)

[25] A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications.

Ouimet, F. (2022). Journal of Multivariate Analysis, 189, 17 pp. (arXiv)

[24] An improvement of Tusnady's inequality in the bulk.

Ouimet, F. (2022). Advances in Applied Mathematics, 133, 24 pp. (arXiv)

[23] Asymptotic properties of Dirichlet kernel density estimators.

Ouimet, F. and Tolosana-Delgado, R. (2022). Journal of Multivariate Analysis, 187, 25 pp. (arXiv)

[22] A multivariate normal approximation for the Dirichlet density and some applications.

Ouimet, F. (2022). Stat, 11 (1), e410, 13 pp. (arXiv)

2021

[21] Moments of the Riemann zeta function on short intervals of the critical line.

Arguin, L.-P., Ouimet, F. and Radziwill, M. (2021). The Annals of Probability, 49 (6), 3106-3141. (arXiv)

[20] Asymptotic properties of Bernstein estimators on the simplex.

Ouimet, F. (2021). Journal of Multivariate Analysis, 185, 20 pp. (arXiv)

[19] Bounding means of discrete distributions.

Bax, E. and Ouimet, F. (2021). IEEE International Conference on Big Data, December 15-18, 2021, Orlando, FL, USA. 5024-5032. (arXiv)

[18] Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin.

Boglioni Beaulieu, G., Lafaye de Micheaux, P. and Ouimet, F. (2021). Dependence Modeling, 9, 424-438. (arXiv)

[17] A study of seven asymmetric kernels for the estimation of cumulative distribution functions.

Lafaye de Micheaux, P. and Ouimet, F. (2021). Mathematics, 9 (20), 2605, 35 pp. (arXiv)

[16] A precise local limit theorem for the multinomial distribution and some applications.

Ouimet, F. (2021). Journal of Statistical Planning and Inference, 215, 218-233. (arXiv)

[15] On the Le Cam distance between Poisson and Gaussian experiments and the asymptotic properties of Szasz estimators.

Ouimet, F. (2021). Journal of Mathematical Analysis and Applications, 499 (1), 18 pp. (arXiv)

[14] A counterexample to the existence of a general central limit theorem for pairwise independent identically distributed random variables.

Avanzi, B., Boglioni Beaulieu, G., Lafaye de Micheaux, P., Ouimet, F. and Wong, B. (2021). Journal of Mathematical Analysis and Applications, 499 (1), 13 pp. (arXiv)

[13] General formulas for the central and non-central moments of the multinomial distribution.

Ouimet, F. (2021). Stats, 4 (1), 18-27. (arXiv)

2020

[12] Explicit formulas for the joint third and fourth central moments of the multinomial distribution.

Ouimet, F. (2020). ArXiv paper. arXiv:2006.09059. 7 pp. (arXiv)

2019

[11] Extremes of log-correlated random fields and the Riemann-zeta function, and some asymptotic results for various estimators in statistics.

Ouimet, F. (2019). Papyrus, Université de Montréal, PhD thesis, 425 pp. (slides)

[10] Large deviations and continuity estimates for the derivative of a random model of $\log|\zeta|$ on the critical line.

Arguin, L.-P. and Ouimet, F. (2019). Journal of Mathematical Analysis and Applications, 472 (1), 687-695. (arXiv)

[9] Complete monotonicity of a ratio of gamma functions and some combinatorial inequalities for multinomial coefficients.

Ouimet, F. (2019). arXiv:1907.05262. ArXiv paper. 8 pp. (arXiv)

[8] Discretization of the maximum for the derivatives of a random model of $\log|\zeta|$ on the critical line.

Arguin, L.-P., Ouimet, F. and Webb, C. (2019). ArXiv paper. arXiv:1907.08838. 4 pp. (arXiv)

2018

[7] Poisson-Dirichlet statistics for the extremes of a randomized Riemann zeta function.

Ouimet, F. (2018). Electronic Communications in Probability, 23, no. 46, 15 pp. (arXiv)

[6] Complete monotonicity of multinomial probabilities and its application to Bernstein estimators on the simplex.

Ouimet, F. (2018). Journal of Mathematical Analysis and Applications, 466 (2), 1609-1617. (arXiv)

[5] A uniform $L^1$ law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator.

Lafaye de Micheaux, P. and Ouimet, F. (2018). Statistics & Probability Letters, 142, 109-117. (arXiv)

[4] Maxima of branching random walks with piecewise constant variance.

Ouimet, F. (2018). Brazilian Journal of Probability and Statistics, 32 (4), 679-706. (arXiv)

2017

[3] Geometry of the Gibbs measure for the discrete 2D Gaussian free field with scale-dependent variance.

Ouimet, F. (2017). ALEA, 14 (2), 851-902. (arXiv)

2016

[2] Extremes of the two-dimensional Gaussian free field with scale-dependent variance.

Arguin, L.-P. and Ouimet, F. (2016). ALEA, 13 (2), 779–808. (arXiv)

ArXiv

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Publons (Web of Science)