Topics of Research in the mathematical statistics group


Examples of pointwise testing on a continuous domain (Left: for the cumulative distribution function being identity. Right: for the intensity of a Poisson process) Green are correct pointwise rejections, red incorrect. The a priori bound on the expected volume ratio incorrect/total rejected is set to 0.4.
Reference: G. Blanchard, S. Delattre, E. Roquain, E. : Testing over a continuum of null hypotheses with False Discovery Rate control. Bernoulli 20, 303-334 (2014)
Topics of Research:
- Machine learning
- Classification and discrimination
- Statistical Learning theory
- (Reproducing) kernel methods
- Boosting methods
- Decontamination models
- Model selection
- Multiple testing procedures
- FWER and FDR control
- Adaptation to unknown covariance structures
- Permutation and bootstrap methods
- Statistical Inverse Problems
- Optimal regularization for statistical inverse problems
- Conjugate gradient methods
- Early stopping methods
- Nonparametric Curve Estimation
- Nonparametric estimators for densities, regression functions, conditional variances, conditional U-statistics and hazard functions and their asymptotic properties (consistency, limit distributions)
- Application of limit theorems for the construction of asymptotic goodness-of-fit tests and confidence bands
- Estimating and Testing in Survival Analysis
- Estimation in the proportional hazards model
- Testing in the accelerated life time model
- Resampling procedures for survival models
- The hazard rate in models with covariates
- Estimating and Testing in Sparse Multinomial Data Sets
- Testing independence in sparse contingency tables
- Goodness-of-Fit-Tests in Sparse Multinomial Data Sets