Lecture Notes

High-Dimensional Statistics with Applications in Biology [pdf file]

Mathematical Fundations of Statistical Learning [pdf file]

Stochastic Calculus [pdf file]

Martingales pour la finance. Livre pédagogique, preprint [pdf file]

Software

KF. R-code (with notice) for multivariate regression Download KF R-code.

GGMselect. package for R 2.9.1. Download GGMselect .

An introduction to GGMselect. Download GGMselect user guide.

AllP. Analyses of LC-MS data with R and Jags. Website

Preprints

A pseudo-RIP for multivariate regression (short note) [pdf file].

Publications

Yeast Proteome Variations Reveal Different Adaptive Responses to Grape Must Fermentation. (with M. Blein-Nicolas, W. Albertin, B. Valot, P. Marullo, D. Sicard, S. Huet, A. Bourgais, C. Dillmann, D. de Vienne, M. Zivy) Mol Biol Evol (2013). [pdf file]

Estimator selection in the Gaussian setting. (with Y. Baraud and S. Huet) To appear in the Annales de l'IHP (B) [Download preprint].

Delimiting synchronous populations from monitoring data. (with R. Julliard and E. Porcher) Environmental and Ecological Statistics (Oct. 2012), pp. 1--16. [pdf] .

Including shared peptides for estimating protein abundances: a significant improvement for quantitative proteomics. (with M. Blein-Nicolas, H. Xu, D. De Vienne, S. Huet, M. Zivy) Proteomics. (2012) Sep;12(18), pp. 2797--801 [link]

High-dimensional regression with unknown variance (with S. Huet and N. Verzelen) Statist. Sci. Volume 27, Number 4 (2012), 500--518. [pdf file] et [Slides].

Discussion of "Latent variable graphical model selection via convex optimization" (with A. Tsybakov) Annals of Statistics (2012), v.40, 1984-1988. [pdf file].

Graph selection with GGMselect. (with S. Huet and N. Verzelen) Statistical Applications in Genetics and Molecular Biology. Vol. 11 (2012), no3, 1--50. download preprint and the R package GGMselect.

Detecting long distance conditional correlations between anatomical regions using Gaussian Graphical Models (with S. Allassonniere and P. Jolivet) Proceeding of MFCA (2011), Toronto, 111--122 [pdf file].

Low rank multivariate regression. Electronic Journal of Statistics, Vol. 5 (2011), 775--799. Article (open access), and Download KF R-code.

Gaussian model selection with unknown variance. (avec Y. Baraud et S. Huet) Annals of Statistics, Vol. 37 (2009), no2, 630--672. download article, full paper et Slides

Mixing Least-square estimators when the variance is unknown. Bernoulli 14, no.4 (2008) 1089--1107. [Download] / Slides

Estimation of Gaussian graph by model selection. Electronic Journal of Statistics, Vol. 2 (2008), 542--563. Article (open access) and Slides

Gravitational clustering and additive coalescence. Stoch. Proc. Appl. 115 (2005), no. 8, 1302--1322 (download preprint)

On the convex hull of a Brownian excursion with parabolic drift. Stoch. Proc. Appl. 106 (2003), no. 1, 41--62 (download preprint)

On a shock front in Burgers turbulence. J. Statist. Phys. 111 (2003), no. 1-2, 387--402 (download preprint)

Some properties of Burgers turbulence with white noise initial conditions. Probabilistic Methods in Fluids, 161--178, World Scientific Publisher (2003) (download preprint)

On regular points in Burgers turbulence with stable noise initial data. Ann. Inst. H. Poincaré Probab. Statist. 38 (2002), no. 2, 229--251 (download preprint)

Clustering in a self-gravitating one-dimensional gas at zero temperature. J. Statist. Phys. 105 (2001), no. 3-4, 585--604 (download preprint)

Statistics of a flux in Burgers turbulence with one-sided Brownian initial data. (En collaboration avec J. Bertoin et Y. Isozaki) Comm. Math. Phys. 224 (2001), no. 2, 551--564 (download preprint)

Genealogy of shocks in Burgers turbulence with white noise initial velocity. Comm. Math. Phys. 223 (2001), no. 1, 67--86 (download preprint)

Turbulence de Burgers et agrégation de particules lorsque l'état initial est aléatoire.: thèse de doctorat (Ph D Thesis)