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
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,
more about the wind in Bretagne.