Research

Publications

Submitted

10. Questioning Normality: A study of wavelet leaders distribution, with W. Ben Nasr and S. Jaffard
        Preprint, 2025.
        ArXiv version  

(Pre)Publications

9. Laplace Transform Based Low-Complexity Learning of Continuous Markov Semigroups, with V. Kostic, K. Lounici, T. Devergne, P. Novelli and M. Pontil.
    18th International Conference on Machine Learning (ICML 2025), 2025.
    ArXiv version

8. Evolving privacy: drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP, with C. Amorino and A. Gloter.
    Stochastic Processes and their Applications, 2024. To appear.
    ArXiv version

7. Learning the infinitesimal generator of stochastic diffusion processes, with V. Kostic, K. Lounici, T. Devergne, M. Pontil.
     39th Annual Conference on Neural Information Processing Systems (NeurIPS 2024), 2024.
    ArXiv version

6. Robust  density estimation  with the L1-loss. Applications to the estimation of a density on the line satisfying a shape contraint, with Y. Baraud  and G. Maillard.
    Les Annales de l'Institut Henri Poincaré, 2024. To appear.
    ArXiv version

5. On a projection least squares estimator for jump diffusion processes, with Nicolas Marie.
      Annals of the Institute of Statistical Mathematics, 1-26, 2024.
      ArXiv version  

4. The insider problem in the trinomial model: a discrete jump process point of view.
    Decisions in Economics and Finance, 1-15, 2023.
    ArXiv version

3. Malliavin calculus for marked binomial processes and applications.
    Electronic Journal of Probability, 27, 1-39, 2022.
      Paper link

2. Kernel Selection in Nonparametric Regression, with N. Marie.
    Mathematical Methods of Statistics, 29, 1, 32-56, 2020.
    ArXiv version

1. Malliavin and Dirichlet structures for independent random variables, with L. Decreusefond.
    Stochastic Processes and their Applications, 129, 8, 2611-2653, 2019.
    ArXiv version 

Review activity for the following journals

• ALEA

• Annals of Applied Probability

• Annales of Statistics

• Bernoulli

• Annals of the Institute of Statistical Mathematics

• Frontiers of Mathematical Finance

• ICML

• Journal of Dynamics and Games  

• Journal of Fourier Analysis and Applications

• NeurIPS