François Portier
Assistant Professor at Telecom ParisTech within the department IDS (Image, data, signal)
I organize the S2A Seminar
Research topics
- Monte Carlo methods
- Dimension reduction in regression
- Survival analysis (CURE models)
- Copula modelling
Lecture notes
Lecture notes on ordinary least squares. PDF
Recent talks
A guided tour in Monte Carlo. slides (used at KUL in march 2019)
New Papers
Empirical risk minimization under random censorship: theory and practice. With Guillaime Ausset and Stéphan Clémençon. PDF
Adaptive importance sampling by kernel smoothing. With Bernard Delyon. PDF
Parametric versus nonparametric : the fitness coefficient. With Gildas Mazo. PDF
On an extension of the promotion time cure model. With Anouar El Ghouch and Ingrid Van Keilegom. PDF
Monte Carlo integration with a growing number of control variates. With Johan Segers. PDF
46, rue Barrault, 75634 Paris, France
Office: E 302
Phone: +33 1 45 81 77 03
francois.portier_gmail_com
Papers
Rademacher complexity for Markov chains : Applications to kernel smoothing and Metropolis-Hasting. Accepted in Bernoulli. With Patrice Bertail. PDF
Asymptotic optimality of adaptive importance sampling. NeurIPS. 2018. With Bernard Delyon. PDF
Integral estimation based on Markovian design. Advances in applied probability. 2018. With Romain Azais and Bernard Delyon. PDF
Beating Monte Carlo Integration: a Nonasymptotic Study of Kernel Smoothing Methods. AISTAT. 2018. With Stéphan Clémençon.
On the weak convergence of the empirical conditional copula under a simplifying assumption. Journal of Multivariate Analysis. 2018. With Johan Segers. PDF
Efficiency and bootstrap in the promotion time cure model. Bernoulli. 2017. With Anouar El Ghouch and Ingrid Van Keilegom. PDF
On the asymptotics of Z-estimators indexed by the objective functions. Electronic Journal of Statistics. 2016. PDF
An empirical process view of inverse regression. Scandinavian Journal of Statistics. 2016. PDF
Integral approximation by kernel smoothing. Bernoulli. 2016. With Bernard Delyon. PDF
Bootstrap testing of the rank of a matrix via least squared constrained estimation. Journal of the American Statistical Association. 2014. With Bernard Delyon. PDF
Optimal function: A new approach for covering the central subspace. Journal of Multivariate Analysis. 2013. With Bernard Delyon. PDF
Thesis
Réduction de la dimension en régression. PDF
I received my Ph.D. from Université de Rennes 1, IRMAR, under the supervision of Bernard Delyon (defended in July 2013).
Other Links
A nice blog about statistics, actuarial sciences and R,
more about the wind in Bretagne.