Dr. Michaël Chichignoud
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