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Olivier Wintenberger

Web page of Olivier Wintenberger, professor in mathematical statistic.

http://www.wintenberger.fr/

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Olivier Wintenberger | wintenberger.fr Reviews

https://wintenberger.fr

Web page of Olivier Wintenberger, professor in mathematical statistic.

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1

Teaching

http://www.wintenberger.fr/ens.html

2013 - 2014: Professeur des universités, Université Pierre et Marie Curie. Modèles linéaires 1", M1 et ISUP2. Polycopié du Pr. P. Deheuvels ( pdf. Enoncé du TD1 ( pdf. Enoncé du TD2 ( pdf. Enoncé du TD3 ( pdf. Enoncé du TD4 ( pdf. Enoncé du TD5 ( pdf. Enoncé du TD6 ( pdf. Enoncé du TD7 ( pdf. Enoncé du TD8 ( pdf. Statistique des processus", M2 spécialité Statistiques. Notes de cours (Intro pdf. Partie 1 bis pdf. Compléments de probabilités pour l'actuariat". ISUP3. I Théorie de la ruine ( slides. Elément...

2

Research

http://www.wintenberger.fr/publi.html

21] C Francq, O. Wintenberger and J.-M. Zakoïan Goodness-of-fit tests for extended Log-GARCH models and specification tests against the EGARCH. 20] R Kulik, P. Soulier and O. Wintenberger The tail empirical process of regularly varying functions of geometrically ergodic Markov chains. 19] O Wintenberger Exponential inequalities for unbounded functions of geometrically ergodic Markov chains. Applications to quantitative error bounds for regenerative Metropolis algorithms. PTRF, online first. EJP, 20, 114.

3

Olivier Wintenberger

http://www.wintenberger.fr/index.html

2100 Copenhagen Ø Denmark. Guest Professor, Copenhagen university. Professor at UPMC, LSTA member. Affiliate researcher at the CREST, Laboratoire de Finance et Assurance. Associate Editor of Bernoulli and Extremes journals. Principal Investigator of the network AMERISKA. Starts in Paris with Masterclass mini-courses of members of the network. To be held in Avignon with several invited sessions organized by members of the network. The two-weeks summer school Extreme value modeling and water resources.

4

My CV

http://www.wintenberger.fr/cv.html

Long vitae ( pdf. Guest professor at the mathematical institute of the university of Copenhagen. Professor at the LSTA, UPMC. Habilitation thesis on "Contributions to time series analysis: estimation, prediction and extremes" ( pdf. Affiliated researcher, LFA-CREST. Head of the actuarial sciences Master of the University Paris-Dauphine (with R. Elie). Assistant professor at the Université Paris Dauphine, Paris. Demi ATER, University Paris 1 Panthéon-Sorbonne, Paris.

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Membres - Laboratoire de Statistique Théorique et Appliquée

http://www.lsta.lab.upmc.fr/fr/membres.html

Aller à la recherche. Laboratoire de Statistique Théorique et Appliquée. Navigation de la rubrique. Annales de l'ISUP. Eacute;vénements et séminaires. Plan d'accès. Read this article in. 33) 1 44 27 85 63. 33) 1 44 27 85 62. 33) 1 44 27 46 23. 33) 1 44 27 85 63. 33) 1 44 27 27 26. 33) 1 44 27 26 29. 33) 1 44 27 33 43. 33) 1 44 27 85 80. 33) 1 44 27 91 46. 33) 1 44 27 85 64. 33) 1 44 27 70 51. 33) 1 44 27 70 48. Professeurs émérites. 33) 1 44 27 26 29. 33) 1 44 27 33 51. Maîtres de conférences.

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Pierre Alquier - Publications

http://alquier.ensae.net/publications.html

ENSAE - Professor of Statistics. P Alquier, Pseudo-Bayesian Quantum Tomography with Rank-adaptation. 2016 Preprint arxiv:1605.05933. P Alquier, 1-bit Matrix Completion: PAC-Bayesian Analysis of a Variational Approximation. 2016 Preprint arxiv:1604.04191. P Alquier, B. Guedj. A Sharp Oracle Inequality for Bayesian Non-negative Matrix Factorization. 2016 Preprint arxiv:1601.01345. P Alquier, Light and Widely Applicable MCMC: Approximate Bayesian Inference for Large Datasets. Book (as an editor). 2014, Z&#4...

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Dr Wouter M. Koolen | News

http://www.wouterkoolen.info/news.html

These are important events in my professional life. Summer 2017: With Tim van Erven. I take on the local organisation for COLT'17, Amsterdam. 7-11 Nov 2016: I attend the Lorentz workshop on Theoretical Foundations for Learning from Easy Data. Fall 2016: I visit Kohei Hatano. 20-22 Sep 2016: I lecture about. Online learning and easy data. Fall school on theoretical computer science, Japan. Jun 2016: I attend ICML. In New York, then visit Boston. I will talk at MIT. Apr 2016: I visit Emilie Kaufmann. In Li...

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Olivier Wintenberger

2100 Copenhagen Ø Denmark. Conference "Dependence, Limit Theorems and Applications" in honor of Paul DOUKHAN ( website. First Meeting of the AMERISKA network ( website. Workshop "Mathematical Foundations of Heavy Tailed Analysis" with two Masterclass courses of S. Resnick and P. Soulier ( website. Guest Professor, Copenhagen university. Professor at UPMC, LSTA member. Affiliate researcher at the CREST, Laboratoire de Finance et Assurance. The thesis of my habilitation is available here.

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