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I am an assistant professor (maître de conférences) in the Ceremade at Université Paris Dauphine. A CV can be downloaded here. The teaching ressources (in french) can be found here. Research topics:
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I organise, with Robin Ryder, the Rencontres Statistiques du Ceremade .
Publications
Submitted
- Chagny, G., Meynaoui, A., Roche, A. Adaptive nonparametric estimation in the functional linear model with functional output [R codes].
Published or accepted papers
- Belhakem, R., Picard, F., Rivoirard, V., Roche A. (2024) Minimax estimation of Functional Principal Components from noisy discretized functional data, accepted in Scandinavian Journal of Statistics.
- Roche, A. (2023) Lasso in infinite dimension: application to variable selection in functional multivariate linear regression, Electronic Journal of Statistics, 17(2), 3357-3405, [R codes].
- Roche, A. (2022) New perspectives in smoothing: minimax estimation of the mean and principal components of discretized functional data, The Graduate Journal of Mathematics, 7:2, 95-107, [R codes].
- Chagny, G., Channarond, A., Hoang, van Ha, Roche, A. (2022) Adaptive nonparametric estimation of a component density in a two-class mixture model, Journal of Statistical Planning and Inference, 216, 51-69, [HaL].
- Bitseki-Penda, S.V. and Roche, A. (2020) Local bandwidth selection for kernel density estimation in bifurcating Markov chain model, Journal of Nonparametric Statistics, 32:3, 535-562[ArXiv].
- Roche, A. (2018). Local Optimization of Black-Box Function with High or Infinite-Dimensional Inputs: Application to Nuclear Safety, Computational Statistics, 33(1), pp. 467-485 [HaL].
- Chagny, G., Comte, F. and Roche, A. (2017). Adaptive estimation of the hazard rate with multiplicative censoring, Journal of Statistical Planning and Inference, 184, pp. 25-47 [HaL].
- Brunel, E., Mas. A. and Roche, A. (2016). Non-asymptotic Adaptive Prediction in Functional Linear Models, Journal of Multivariate Analysis, 143, pp. 208-232 [Hal].
- Chagny, G. and Roche, A. (2016). Adaptive estimation in the functional nonparametric regression model, Journal of Multivariate Analysis, 146, pp. 105-118 [Hal].
- Brunel, E. and Roche, A. (2015). Penalized contrast estimation in functional linear models with circular data, Statistics, 6, pp. 1298-1321 [Hal].
- Chagny, G. and Roche, A. (2014). Adaptive and minimax estimation of the cumulative distribution function given a functional covariate. Electronic Journal of Statistics, 8, pp. 2352-2404.
Proceedings
- Chagny, G. et Roche, A. Adaptive and Minimax estimation of the cumulative distribution function given a functional covariate. In Contributions in infinite dimensional statistics and related topics , pp. 79--94, 3rd International Workshop on Functional and Operatorial Statistic, 2014, Stresa, Italie.