Dr. Michaël Chichignoud

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ATTENTION: this page is not updated since August 2014.
I currently work in a hedge fund as data analyst, you can reach me via LinkedIn.

Before, I did a Post Doctoral Associate at ETH Zurich with Prof. van de Geer.
I defended my PhD (under the supervision of Oleg Lepski) in November 2010 at University of Provence (Marseille, France).

Research Interests

• Mathematical statistics, learning theory (classification and clustering)
• Nonparametric and linear regressions (with high-dimensional data)
  
• Data-driven procedures, concentration inequalities

Papers

• Bandwidth selection in kernel empirical risk minimization via the gradient (with S. Loustau), submitted http://arxiv.org/abs/1401.6882
• Adaptive Noisy Clustering (with S. Loustau), submitted http://arxiv.org/abs/1306.2194
• A Robust, Fully Adaptive M-estimator for Pointwise Estimation in Heteroscedastic Regression (with J. Lederer), Bernoulli 2014, Vol. 20, No. 3, 1560-1599,  Short_Version Long_Version
• Minimax and minimax adaptive estimation in multiplicative regression : locally bayesian approach, Probability Theory and Related Fields 153, (2012) 543-586, Pdf

Other

• On the calibration of the LASSO (with J. Lederer, S. Van de Geer and M. Wainwright), work in progress
• Nonparametric multivariate regression with errors in the design (with T.M. Pham Ngoc and V. Rivoirard), work in progress
• High Dimensional Problems in non-regular Models (with S. Van de Geer), work in progress
• Pointwise Adaptive M-estimation in Nonparametric Regression (2011), Manuscript, PDF_robust
• General local Bayesian Estimator for pointwise risk in nonregular models, Preprint, PDF_GB
• PHD thesis : Statistical Performances of nonlinear estimators (under the supervision of Oleg Lepski, defended November 25th 2010), PDF_thesis

Talks

• Cornell university, Ithaca, invited by Dr. Lederer, March 2014
• University of Angers, invited by Dr. Loustau September 2012
• Orsay University, Paris, invited by Dr. Lacour April 2012
• Georgia Tech Institute, Atlanta, invited by Prof. Koltchinskii, February 2012
• INSEE, Paris, invited by Prof. Tsybakov, May 2011
• ETH Zürich, invited by Prof. Van de Geer, May 2011
• University of Compiègne, invited by Dr. Gayraud, May 2011
• University of Genoble, invited by Prof. Juditsky, April 2011
• University of Nice, invited by Prof. Raynaud-Bourret, January 2011
• Conference “Mathematical Statistics”, Marseille, December 2010
• Paul Sabatier University, Toulouse, invited by Dr. Marteau, September 2010
• Workshop “Mathematical statistics & Applications”, Fréjus, September 2010
• Workshop “Young Probabilists & Statisticians”, Mont-Dore, May 2010
• Workshop “Young Statisticians”, Aussois, September 2009