# Publications

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## Preprints

Preprints

- Some new Stein operators for product distributions (with G. Mijoule and R. Gaunt)
- Stein-type covariance identities: Klaassen, Papathanasiou and Olkin-Shepp type bounds for arbitrary target distributions (with M. Ernst and G. Reinert)
- Stein operators, kernels and discrepancies for multivariate continuous distributions (with G. Mijoule and G. Reinert )
- Regularity of solutions of the Stein equation and rates in the multivariate central limit theorem (with T. Gallouët and G. Mijoule)
- A new approach to the Stein-Tikhomirov method, with applications to the second Wiener chaos and Dickman convergence (with B. Arras, G. Mijoule and G. Poly)

## Journal publications

Journal publications

- The adaptive sampling revisited (with M. Drescher and G. Louchard) accepted for publication in Discrete Mathematics & Theoretical Computer Science (2019)
- Stein characterizations for linear combinations of gamma random variables (with B. Arras, E. Azmoodeh and G. Poly) to appear in Brazilian Journal of Probability and Statistics (2019)
- Stein operators for product distributions, with applications (with G. Mijoule and R. Gaunt) to appear in Journal of Mathematical Analysis and Applications (2019)
- A bound on the 2-Wasserstein distance between linear combinations of independent random variables (with B. Arras, E. Azmoodeh and G. Poly) to appear in Stochastic Processes and their Applications (2019)
- IT formulae for gamma target: mutual information and relative entropy (with B. Arras) IEEE transactions on information theory, 64.2: 1083-1091 (2018).
- A stroll along the gamma (with B. Arras) Stochastic Processes and their Applications, 127(11), 3661-3688 (2017)
- Stein's method, many interacting worlds and quantum mechanics (with I. McKeague and E. Peköz) Accepted for publication in Bernoulli (2017)
- Stein's method for comparison of univariate distributions (with C. Ley and G. Reinert) Probability Surveys 14, 1-52 (2017)
- Distances between nested densities and a measure of the impact of the prior in Bayesian statistics (with C. Ley and G. Reinert). Annals of Applied Probability, Vol. 27, No. 1, 216-241 (2017)
- Efficient ANOVA for directional data (with C. Ley and T. Verdebout). Annals of the Institute of Statistical Mathematics, Volume 69, Issue 1, 39–62 (2017)
- One step further : an explicit solution to Robbins' problem when n=4 (with R. Dendievel) [with notebook]. To appear in Mathematica Applicanda (2016)
- On the rate of convergence in de Finetti’s representation theorem (with G. Mijoule and G. Peccati). ALEA 13, 1-23 (2016)
- A general parametric Stein characterization (with C. Ley). Statistics and Probability Letters 111, 67–71 (2016)
- Parametric Stein operators and variance bounds (with C. Ley). Braz. J. Probab. Stat. 30, 171-195 (2016)
- Integration by parts and representation of information functionals (with G. Peccati and I. Nourdin). IEEE International Symposium on Information Theory (ISIT), 2217-2221 (2014)
- Entropy and the fourth moment phenomenon (with G. Peccati and I. Nourdin). The Journal of Functional Analysis 266 (5), 3170-3207 (2014)
- Maximum likelihood characterization of distributions (with M. Duerinckx and C. Ley). Bernoulli 20 (2), 775-802 (2014)
- On Hodges and Lehmann's "6/pi result" (with M. Hallin and T. Verdebout). Springer Proceedings in Mathematics & Statistics 68, 137-153 (2014)
- Local Pinsker inequalities via Stein’s discrete density approach (with C. Ley). IEEE transactions on information theory 59 (9), 5584-5591 (2013)
- A stochastic analysis of table tennis (with Y. Dominicy and C. Ley). Braz. J. Probab. Stat. 27 (4), 467-486 (2013)
- A note on the normal approximation error for randomly weighted self-normalized sums (with S. Hoermann). Periodica Math. Hungar. 67 (2), 143-154 (2013)
- One-step R-estimation in linear models with stable errors (with M. Hallin, T. Verdebout and D. Veredas). J. Econometrics 172 (2), 195–204 (2013)
- Stein's density approach and information inequalities (with C. Ley). Electron. Comm. Probab. 18 (7), 1–14 (2013)
- Optimal rank-based inference for spherical location (with C. Ley, B. Thiam and T. Verdebout). Stat. Sinica. 23 305--332 (2013)
- A stochastic analysis of some two-person sports (with D. Paindaveine). Stud. Appl. Math. 127 221--249 (2011)
- Rank-based testing in linear models with stable errors (with M. Hallin, T. Verdebout and D. Veredas). J. Nonparametr. Stat., 23 305--320 (2011)
- A continuous time approach to Robbins' problem of minimizing the expected rank (with F. T. Bruss). J. Appl. Probab. 46 1--18 (2009)
- A Matrix-Analytic approach to the N-player ruin problem (with F. T. Bruss). J. Appl. Probab. 43 755--766 (2006)
- The Schwarz-Christoffel transformation as a tool in applied probability (with F. T. Bruss). Math. Scientist 29 21–32 (2004).

## Working papers

Working papers

- Stein's method on the second Wiener chaos : 2-Wasserstein distance (with B. Arras, E. Azmoodeh and G. Poly)
- Rates of convergence towards the Fréchet distribution (with C. Bartholmé)
- On a connection between Stein characterizations and Fisher information (with C. Ley). ECARES working paper (2011)
- Discrete Stein characterizations and discrete information distances (with C. Ley). ECARES working paper (2011)
- A unified approach to Stein characterizations (with C. Ley). ECARES working paper (2011)

## Proceedings

Proceedings

- Nombres de Catalan : alcool, ruine et probabilités (short article, in french). Colloquium Catalan, Université de Liège (2014) - [pdf]
- Excursions le long de la Gaussienne (review article, in french). Proceedings of the Seventh Brussels Summer School of Mathematics (2014) - [pdf]
- Inférence fondée sur les rangs dans les familles de lois alpha-stables. Proceedings of the 41èmes Journées de Statistique, SFdS, Bordeaux (2009).
- A continuous time approach to Robbins’ problem and open questions. Proceedings of the International Workshop in Sequential Methodologies, Troyes (2009).
- Notes from the second Brussels Summer of Mathematics (with C. Ley). Lecture notes, 37 pages (2009) - [pdf]
- Notes of the Brussels Summer of Probability and Optimization (with C. Ley). Lecture notes, 36 pages (2008) - [pdf]

## Thesis and memoirs

Thesis and memoirs

- A contribution to the study of Robbins’ problem. Mémoire de l’Académie Royale des Sciences, des Lettres et des Beaux-Arts, 60 pages (2011) -- prix de l'académie - [pdf]
- On two unsolved problems in probability, Ph.D. thesis, Université libre de Bruxelles (June 2007)
- On the three-player ruin problem, Master’s thesis, Université libre de Bruxelles (2004)
- Geometric structures on complex manifolds and their intrinsic torsion, Diploma thesis, Université libre de Bruxelles (2002)

## Editorial tasks

Editorial tasks

- Notes de la cinquième BSSM (with N. Richard, C. Bartholmé, Y. Dominicy, T. Connor and L. Kidzinski editors). Lecture notes, 159 pages, ISSN 2034-466X (2013)
- Notes de la quatrième BSSM (with N. Richard, G. Van Bever, C. Bartholmé, Y. Dominicy and C. Ley editors). Lecture notes, 171 pages, ISSN 2034-466X (2012)
- Notes de la troisième BSSM (with N. Richard and C. Ley editors). Lecture notes, 91 pages, ISSN 2034-466X (2011)

## Collaborators

Collaborators

- Benjamin Arras (ULg) - 4 articles
- Ehsan Azmoodeh (Helsinki) - 1 article
- Carine Bartholmé (ULB) - 1 article
- Thomas Bruss (ULB) - 3 articles
- Rémi Dendievel (ULB) - 1 article
- Yves Dominicy (ECARES) - 1 article
- Mitia Duerinckx (ULB) - 1 article
- Robert Gaunt (Oxford) - 1 article
- Marc Hallin (ULB, Princeton) - 3 articles
- Siegfried Hörmann (ULB) - 1 article
- Christophe Ley (Ghent) - 10 articles
- Ian McKeague (Columbia) - 1 article
- Guillaume Mijoule (Liège) - 2 articles
- Ivan Nourdin (Luxembourg) - 2 articles
- Davy Paindaveine (ULB) - 1 article
- Giovanni Peccati (Luxembourg) - 3 articles
- Erol Peköz (Boston) - 1 article
- Guillaume Poly (Rennes) - 1 article
- Gesine Reinert (Oxford) - 2 articles
- Baba Thiam (Lille 3) - 1 article
- Thomas Verdebout (Lille 3) - 4 articles
- David Veredas (ULB) - 2 articles