François Portier

Assistant Professor at Telecom Paris within the department IDS (Image, data, signal)

I organize the S2A Seminar

Research topics

  • Monte Carlo methods
  • Semiparametric statistics
  • Survival analysis

News

  • I organize a session on Monte Carlo methods at the next ISNPS conference (which has been rescheduled to 2021)

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

f-Divergence Expectation Iteration Scheme. With Kamelia Daudel, Randal Douc and François Roueff. PDF

High dimensional regression for regenerative time-series: an application to road traffic modeling. With Mohammed Bouchouia. PDF

Empirical risk minimization under random censorship: theory and practice. With Guillaime Ausset and Stéphan Clémençon. 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

https://sites.google.com/site/fportierwebpage/home/Untitled.jpg?attredirects=0

19 place Marguerite Perey, 91120 Palaiseau, France

Office: 5C22

francois.portier_gmail_com

Papers

Adaptive importance sampling by kernel smoothing. Accepted in Annals of statistics. With Bernard Delyon. PDF

Monte Carlo integration with a growing number of control variates. Journal of applied probability. 2019. With Johan Segers. PDF

Rademacher complexity for Markov chains : Applications to kernel smoothing and Metropolis-Hastings. Bernoulli. 2019. 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

PhD students

Rémi Leluc. With Pascal Bianchi.

Kamelia Daudel. With Randal Douc and François Roueff.

Guillaume Ausset. With Stéphan Clémençon.

Kevin Elgui. With Pascal Bianchi.

Other Links

Arthur Charpentier's blog about statistics, actuarial sciences and R,

Christian Robert's blog about Bayesian statistics and Monte Carlo methods,

MathSciNet, arXiv,

more about the wind in Bretagne.