Prof. Dr. Fadoua Balabdaoui


Seminar für Statistik, ETH Zürich
Office: HG-G24.1
Phone: +41 44 632 7584
e-mail:   fadoua.balabdaoui@stat.math.ethz.ch


    Education and previous appointements


1999 Diplôme d'Ingénieur Civil, Ècole des Mines de Paris, France
2004 PhD in Statistics, University of Washington, Seattle, USA
2004-2006 Postdoc, University of Göttingen, Germany
2006-2015 Assistant Professor at Université Paris Dauphine-PSL
2012 Habilitation à Diriger la Recherche, Université Paris Dauphine-PLS

    Teaching



On Hypothesis Testing (BS/MS, ETH, Spring 2024)
Probability and Statistics (BS, ETH, Spring 2023)
Wahrscheinlichkeitstheorie und Statistik (BS, ETH, Spring 2022) Skript für den ersten Teil der Vorlesung , Script for the second part of the lecture
On Hypothesis Testing (MS, ETH, Spring 2021)
Time Series Analysis (MS, ETH, Fall 2020)
Inference in Non-Classical Regression Models (BS & MS, ETH, Spring 2020)
Mathematical Tools in Machine Learning (MS, ETH, Fall 2019) script typed by S. Gaudlitz
Probability and Statistics (BS, ETH, Spring 2019)
On Hypothesis Testing (BS & MS, ETH, Fall 2017 & 2018) script typed by D. Markwalder
Statistical Inference under Shape Restriction (BS & MS, ETH, Spring 2017)
Fundamentals of Mathematical Statistics (BS & MS, ETH, Fall 2016)
Likelihood inference (Master, University of Zurich, Fall 2015)
Introduction à la Théorie de la Mesure (L3 - MIDO, Paris-Dauphine)
Statistiques mathématiques (L3 - MIDO, Paris-Dauphine)
Tests statistiques (Master 2 - ISF, Paris-Dauphine)
Statistiques (L2 - MIDO, Paris-Dauphine)

    Research Interests



Nonparametric estimation under shape constraints
Mixture models and their applications
Unlinked regression models
Approximation theory - Splines
Empirical processes
Testing problems
Machine Learning
AI in poetry and music

    Service to the scientific community



2020 -: Associate Editor for Statistics and Probability Letters
2009 - present: Associate Editor for the Electronic Journal of Statistics
2024 -: Associate Editor for Statistical Methods and Applications

    Students supervised or to be



Gabriella de Fournas-Labrosse (Master, 09/2017 - 01/2018)
Christopher Fragneau (PhD, 09/2017 - 06/2020 : co-supervised with Prof. C. Durot)
Yulia Kulagina (Master, 09/2017 - 01/2018 and PhD, 08/2018 - 06/2021)
Isaia Albisetti (Master, 11/2018 - 04/2019)
Maxime Lavech du Bos (Master, 11/2018 - 04/2019)
Lilian Mueller (Master, 09/2019 - 01/2020) (Winner of the ETH-medal for outstanding Master's thesis)
Anja L. Wiegel (Master, 03/2020 - 08/2020)
Harald Besdziek (PhD, 12/2020 - 06/2024)
Andrei Kolar (Master, 02/2021 - 06/2021)
Skander Stephan (Master, 10/2021 - 03/2022)
Maria Fuellemann (Master 10/2021 - 03/2022)
Zihao Zhang (Master, 02/2022 - 07/2022)
Francesco Brivio (Master, 03/2022 - 08/2022)
Romain Therezien (Master, 09/2022 - 02/2023)
Hanchen Gu (Master, 03/2023 - 08/2023)
Lukas Looser (Master, 03/2023 - 08/2023)
Afroditi Iliadis (Master, 03/2023 - 08/2023)
Paul Regnier (Master, 03/2023 - 08/2023)
Antonio Di Noia (PhD, 09/2023 - : co-supervised with Prof. A. Mira)

    Working Papers



Calibration of the multisite sceptical p-value.
(with L. Held and S. Pawel)

Merging unmatched and matched regression samples: Inference with optimal weights.
(with M. Azadkia and A. Bouabda)

Asymptotic tests for k-monotonicity of a probability mass function.
(with A. Di Noia)

Maximum Likelihood estimation in unlinked linear regression models.
(with M. Slawski and J. Steffani)

Generative adversial models applied to unlinked regression.


Nearly parametric convergence rate for the NPMLE in mixtures of multivariate PSD's under conditional independence with applications.
(with H. Besdziek and Y. Wang)


    Submitted Papers


F. Balabdaoui and H. Besdziek (2024)
In the interior or on the boundary? Testing equality of the MLE and empirical estimator in mixtures of Binomials.

F. Balabdaoui, N. Dittmann-Domenichini, H. Grosse, C. Schlienger and G. Kortemeyer (2024)
A survey on student's use of AI at a technical university.

F. Balabdaoui and H. Besdziek (2024)
Simple estimators for the mixing proportion in semi-parametric mixtures.

F. Balabdaoui, H. Besdziek and Y. Wang (2024)
Parametric rate of convergence of some non-parametric estimators in mixtures of power series distributions.


    Publications and Accepted Papers


M. Azadkia and F. Balabdaoui (2024)
Unlinked linear regression models: a deconvolution perspective, accepted for publication in Journal of Machine Learning Research (JMLR).

F. Balabdaoui, T. Wiezrbicki and E. Bao (2024)
Reconstruction of the real 3D shape of the SARS-CoV-2 virus, acceptd for publica]tion in Biophysical Journal.

F. Balabdaoui, A. Henzi and L. Looser (2024)
Estimation and convergence rates in the distributional single index models, acceptd for publica]tion in Statistica Neerlandica.

C. Christopher, F. Balabdaoui, C. Durot and S. Stephan (2024)
Rates of convergence of the constrained least squares estimator in high-dimensional single index models, accepted for publication in Communications in Statistics: Theory and Methods.

F. Balabdaoui and H. Besdziek (2023)
Maximum likelihood estimation of the log-concave compoment in a semi-parametric mixture with a standard normal density, accepted in Journal of Planning and Statistical Inference .

C. Micheloud, F. Balabdaoui and L. Held (2023)
Assessing replicability with the sceptical p-value: Type-I error control and sample size planning, Statistica Neerlandica , DOI:10.1111/stan.12312

T. Brack, J. Fankhauser, B. Zybach, F. Balabdaoui, S. Blunier, S. Kaufmann, F. Palmegiano, D. Scheiwiller, J.-C. Tomasina and J. Dual (2023)
Dynamic gravitational excitation of structural resonances in the hertz regime using two rotating bars, accepted in Communications Physics .

F. Balabdaoui and Y. Kulagina (2023)
Randomly generated lyrics using mixture models: The poem that Frank Sinatra never sang, Journal of Mathematics and the Arts , DOI: 10.1080/17513472.2023.2186727

F. Balabdaoui, C. Durot and H. K. Jankowski (2023)
Behavior of the monotone single index model under repeated measurements, The Indian Journal of Statistics 85, 324-350.

F. Balabdaoui, A. Kolar, Y. Kulagina and L. Mueller (2022)
Estimation of the complexity of a finite mixture distribution: from well- to less known methods, Journal of Statistical Theory and Practice 16, 60.

A. Weigel, F. Balabdaoui, Y. Kulagina, and L. Mueller (2022).
mixComp: An R package for estimating complexity of a mixture, The Journal of Open Source Software 7(74), 4354.

T. Brack, B. Zybach, F. Balabdaoui, S. Kaufmann, F. Palmegiano, J.-C. Tomasian, S. Blunier, D. Scheiwiller, J. Fankhauser and J. Dual (2022).
Measurement and theory of gravitational coupling between vibrating beams, Nature Physics 18, 952–957.

F. Balabdaoui and Y. Kulagina (2021).
The Enigma behind the Good-Turing's formula, Snapshots of Modern Mathematics from Oberwolfach.

F. Balabdaoui, C. Doss and C. Durot (2021).
Unlinked monotone regression, Journal of Machine Learning Research (JMLR) 22, 1-60.

F. Balabdaoui, C. Durot and C. Fragneau (2021).
On the population least-squares criterion in the monotone single index model, Statistica Neerlandica 75, 408-436.

F. Balabdaoui and P. Groeneboom (2021).
Profile least squares estimators in the monotone single index model, Advances in Contemporary Statistics and Econometrics 3-22.

F. Balabdaoui and D. Mohr (2020).
Age-stratified discrete compartment model of the COVID-19 epidemic with applications to Switzerland, Nature-Scientific Reports 10:21306.

I. Albisetti. F. Balabdaoui and H. Holzmann (2020).
Testing for spherical and elliptical symmetry, Journal of Multivariate Analysis 180:104667.

F. Balabdaoui and Y. Kulagina (2020).
Complete monotone distributions: mixing, approximation and estimation of number of species, Computational Statistics and Data Analysis 150:107014.

M. Lavech, F. Balabdaoui and J. Heidenreich (2020).
Modeling strain-stress curves with neural networks: a scalable alternative to the return mapping algorithm, Computational Materials Science. 178, 1-10.

F. Balabdaoui and G. de Fournas-Labrosse (2020).
Least squares estimation of a completely monotone pmf: From Analysis to Statistics, Journal of Statistical Planning and Inference . 206, 55-71.

F. Balabdaoui, G. de Fournas-Labrosse and J. Giguelay (2019).
Multiple monotonicity of discrete distributions: The case of the Poisson model, Electronic Journal of Statistics . 13, 1744-1758.

F. Balabdaoui, P. Groeneboom and K. Hendrickx (2019).
Score estimation in the monotone single index model, Scandinavian Journal of Statistics . 46, 517-544.

F. Balabdaoui, C. Durot and H. Jankowski (2019).
Least squares estimation in the monotone single index model, accepted in Journal of Bernoulli .

F. Balabdaoui and C. Doss (2018).
Inference for a mixture of symmetric distributions under log-concavity, Journal of Bernoulli . 24, 1053-1071.

F. Balabdaoui, C. Durot and F. Koladjo (2018).
Testing convexity of a discrete distribution, Statistics and Probability Letters . 137, 8-13.

F. Balabdaoui (2017).
Revisiting the Hodges-Lehmann estimator in a location mixture model: is asymptotic normality good enough?, Electronic Journal of Statistics . 11, 4563-4595.

W. Wei, F.Balabdaoui and L. Held (2017).
Calibration tests for multivariate Gaussian forecasts, Journal of multivariate analysis. 154, 216-233.

F. Balabdaoui, C. Durot and F. Koladjo (2017).
On asymptotics of the discrete convex LSE of a pmf, Journal of Bernoulli . 23, 1449-1480.


F. Balabdaoui and S. Basu (2016).
Letter to the Editor. Comments on Groparu-Cojocaru and Doray (2013), Communications in Statistics - Simulation and Computation .46, 3833-3840.

F. Balabdaoui and H. K. Jankowski (2016).
Maximum Likelihood estimation of a unimodal probability mass function, Statistica Sinica . 26, 1061-1086.

F. Balabdaoui and C. Durot (2015).
Marshall lemma in discrete convex estimation, Statistics and Probability Letters 99, 143-148.

F. Balabdaoui and C. Butucea (2014).
On location mixtures with Polya frequency components, Statistics and Probability Letters 95, 144-149.

F. Balabdaoui (2014).
Global convergence of the log-concave MLE when the truth is geometric, Journal of Nonparametric Statistics 26, 21-59.

F. Balabdaoui and J. A. Wellner (2014).
Chernoff's density is log-concave, Journal of Bernoulli 20, 231-244.

N. Akakpo, F. Balabdadoui and C. Durot (2014).
Testing monotonicity via local least concave majorants, Journal of Bernoulli 20, 514-544.

F. Balabdaoui (2013).
Discussion on "How to find an appropriate clustering for mixed type variables with application to socio-economic stratification" by Christian Henning and Tim Liao, JRSS-C 62, 309-369.

F. Balabdaoui, H. Jankowski, K. Rufibach and M. Pavlides (2013).
Asymptotic distribution of the discrete log-concave MLE and related applications, JRSS-B 75, 769-790.

F. Balabdaoui and K. Filali (2012).
Efficient computation of the cdf of the distribution of the maximal difference between a Brownian bridge and its concave majorant, Journal of Statistical Computation and Simulation 82, 405-418.

F. Balabdaoui and J. Pitman (2011).
The distribution of the maximal difference between Brownian bridge and its concave majorant, Bernoulli 17, 466-483.

F. Balabdaoui, H. Jankowski, M. Pavlides, A.Seregin and J. A. Wellner (2011).
On the Grenander estimator at zero, Statistica Sinica 21, 873--899.

L.Held, K. Rufibach and F. Balabadaoui (2010).
A score regression approach to assess calibration of continuous probabilistic predictions, Biometrics 66, 1295\961305.

F. Balabdaoui, K. Rufibach and F. Santambrogio (2010).
Least Squares estimation of two ordered monotone regression curves, Journal of Nonparametric Statistics 22, 1019\961037.

Balabdaoui, F. and Wellner J. A. (2010).
Estimation of a k-monotone density: characterizations, consistency and minimax lower bounds, Statistica Neerlandica 64, 45-70.

Balabdaoui, F., Bissantz, K., Bissantz, N. and Holzmann, H. (2010).
Demonstrating single- and multiple currents through the E. coli-SecYEG-pore:Testing for the number of modes of noisy observations, JASA and Case Studies 105, 136\96146.

F. Balabdaoui, M. Mielke and A. Munk (2009).
The likelihood ratio test for non-standard hypotheses near the boundary on the null-with application to the assessment of non-inferiority, Statistics and Decisions 24, 75-92.

Balabdaoui, F., Rufibach, K. and Wellner, J. A. (2009).
Limit distribution theory for maximum likelihood estimation of a log-concave density, Annals of Statistics 37, 1299-1331.

Balabdaoui, F. and Rufibach, K. (2008).
A second Marshall inequality in convex estimation, Statistics and Probability Letters 78(2), 118-126.

Balabdaoui, F. and Wellner, J. A. (2007).
Estimation of a k-monotone density: limit distribution theory and the Spline connection, Annals of Statistics 35, 2536-2564 .

Balabdaoui, F. and Wellner, J. A. (2007).
A Kiefer-Wolfowitz theorem for convex densities, IMS LectureNotes 55, 1-31 .

Balabdaoui, F. (2007).
Consistent estimation of a convex density at the origin, Mathematical Methods of Statistics 16, 77-95 .

Tilmann Gneiting, Fadoua Balabdaoui and Adrian E. Raftery (2007).
Probabilistic forecasts, calibration and sharpness, Journal of the Royal Statistical Society: Series B 69, 1-26 .

Raftery, A., Gneiting, T., Balabdaoui, F. and Polakowski, M. (2005).
Using Bayesian Model Averaging to Calibrate Forecast Ensembles, Monthly Weather Review 133, 1155-1174 .

Balabdaoui,F., Bocquet-Appel, J.-P., Lajaunie C. and Irudaya Rajan S. (2001).
Space-time evolution of the fertility transition in India, 1961-1991, International Journal of Population Geography 7, 129-148.

    Software and Code


Balabdaoui, F. and Besdziek, H. (2023). R-codes for comuting the log-concave MLE in a semi-parametric mixture with a Gaussian component : here

Weigel, A., Kulagina, Y, Balabdaoui, F. and Mueller, L (2021). mixComp: Estimation of Order of Mixture Distributions. R package version 0.1-2 available from CRAN

Balabdaoui, F. and K. Filali (2010). Programs in C++ and Python for Computing the CDF of the maximal difference between a Brownian bridge and its convave majorant : here

Balabdaoui, F., Rufibach, K. and Santambrogio, F. (2009). OrdMonReg: Compute least squares estimates of one bounded or two ordered antitonic regression curves. R package version 1.0.0. available from CRAN

Balabdaoui, F. (2012). R-program for computing the AIC and NEC criteria for selecting the number of clusters in a mixture of log-concave pdf's : code

Balabdaoui, F. (2018). R-functions for computing the complete monotone LSE, the associated estimator for species richness as well as the estimator of J. Giguelay based on k-monotonicity : code


    Poetry


In my free time, I write poetry in English, classical Arabic or in the Moroccan dialect. It is possible to combine poetry and Statistics. In January 2022, my former PhD student Yulia Kulagina and myself collected the lyrics of 63 songs by Frank Sinatra from Musixmatch. A mixture distribution was fitted to the frequency of the words'occurrences. New words were generated based on the fitted mixture. The generated words were put together into a new poem that we entitled Young.
The poem can be found here.
In June 2022, two singers (Jazz and Soprano) performed the poem to the music of New York, New York. Due to copyright issues, their performance cannot be made public. If you have interest in composing a new music, please write to me at fadouab@ethz.ch


    Some interesting educational links


Click here to use the intergration trainer
Link to ETH STACK


    Some of my favorite adages


Nothing is permanent except change (Heraclitus)
No one can humiliate you without your consent (Elenaor Roosevelt)
If the speaker is crazy, the listener must be sane (Moroccan saying)
Forget the failure, keep the lesson (Dalai Lama)