Articles

Della Maestra L., Hoffmann M. (2023), The LAN property for McKean-Vlasov models in a mean-field regime, Stochastic Processes and their Applications, vol. 155, p. 109-146

Berenfeld C., Hoffmann M. (2021), Density estimation on an unknown submanifold, Electronic Journal of Statistics, vol. 15, n°1, p. 2179-2223

Berenfeld C., Harvey J., Hoffmann M., Krishnan S. (2021), Estimating the reach of a manifold via its convexity defect function, Discrete and Computational Geometry, n°67, p. 403–438

Della Maestra L., Hoffmann M. (2021), Nonparametric estimation for interacting particle systems : McKean-Vlasov models, Probability Theory and Related Fields, vol. 182, p. 551–613

Féron O., Gruet P., Hoffmann M. (2020), Efficient volatility estimation in a two-factor model, Scandinavian Journal of Statistics, vol. 47, n°3, p. 862-898

Deschatre T., Féron O., Hoffmann M. (2020), Estimating fast mean-reverting jumps in electricity market models, ESAIM. Probability and Statistics, vol. 24, p. 963-1002

Schoenberg F., Hoffmann M., Harrigan R. (2019), A recursive point process model for infectious diseases, Annals of the Institute of Statistical Mathematics, vol. 71, n°5, p. 1271-1287

Hoffmann M., Marguet A. (2019), Statistical estimation in a randomly structured branching population, Stochastic Processes and their Applications, vol. 129, n°12, p. 5236-5277

Blanchard G., Hoffmann M., Reiß M. (2018), Optimal adaptation for early stopping in statistical inverse problems, SIAM/ASA Journal on Uncertainty Quantification, vol. 6, n°3, p. 1043-1075

Blanchard G., Hoffmann M., Reiß M. (2018), Early stopping for statistical inverse problems via truncated SVD estimation, Electronic Journal of Statistics, vol. 12, n°2, p. 3204-3231

Hoffmann M., Olivier A., Valère Bitseki Penda S. (2017), Adaptive estimation for bifurcating Markov chains, Bernoulli, vol. 23, n°4B, p. 3598 - 3637

Delattre S., Fournier N., Hoffmann M. (2016), Hawkes processes on large networks, Annals of Applied Probability, vol. 26, n°1, p. 216-261

Hoffmann M., Olivier A. (2016), Nonparametric estimation of the division rate of an age dependent branching process, Stochastic Processes and their Applications, vol. 126, n°5, p. 1433-1471

Hoffmann M., Rousseau J., Schmidt-Hieber J. (2015), On adaptive posterior concentration rates, Annals of Statistics, vol. 43, n°5, p. 2259-2295

Doumic M., Hoffmann M., Krell N., Robert L. (2015), Statistical estimation of a growth-fragmentation model observed on a genealogical tree, Bernoulli, vol. 21, n°3, p. 1760-1799

Hoffmann M., Labadie M., Lehalle C-A., Pagès G., Pham H., Rosenbaum M. (2014), Optimization and statistical methods for high frequency finance, ESAIM: Proceedings and Surveys, vol. 45, p. 219-228

Wafaâ H., Rezaei H., Prigent S., Hoffmann M., Doumic M. (2014), Size distribution of amyloid fibrils. Mathematical models and experimental data., International Journal of Pure and Applied Mathematics, vol. 93, n°6, p. 845-878

Hoffmann M., Krell N., Doumic M., Robert J., Aymerich S., Robert L. (2014), Division in Escherichia coli is triggered by a size-sensing rather than a timing mechanism, BMC Biology, vol. 12, n°17

Bacry E., Delattre S., Muzy J-F., Hoffmann M. (2013), Some limit theorems for Hawkes processes and application to financial statistics, Stochastic Processes and their Applications, vol. 123, n°7, p. 2475–2499

Muzy J-F., Bacry E., Delattre S., Hoffmann M. (2013), Modelling microstructure noise with mutually exciting point processes, Quantitative Finance, vol. 13, n°1, p. 65-77

Picard D., Hoffmann M., Vareschi T., Delattre S. (2012), Blockwise SVD with error in the operator and application to blind deconvolution, Electronic Journal of Statistics, vol. 6, p. 2274-2308

Rivoirard V., Reynaud-Bouret P., Hoffmann M., Doumic Jauffret M. (2012), Nonparametric estimation of the division rate of a size-structured population, SIAM Journal on Numerical Analysis, vol. 50, n°2, p. 925-950

Johannes S-H., Hoffmann M., Munk A. (2012), Adaptive wavelet estimation of the diffusion coefficient under additive error measurements, Annales Henri Poincaré, vol. 48, n°4, p. 1186-1216

Chapitres d'ouvrage

Doumic M., Hoffmann M. (2023), Individual and population approaches for calibrating division rates in population dynamics: Application to the bacterial cell cycle, in Weizhu Bao, Peter A Markowich, Benoit Perthame, and Eitan Tadmor, Lecture Notes Series, Volume 40, Modeling and Simulation for Collective Dynamics, Singapore: World Scientific, p. 1-81

Communications avec actes

Grenier E., Hoffmann M., Lelièvre T., Louvet V., Prieur C., Rachdi N., Vigneaux P. (2014), Statistical inference for partial differential equations, in , ESAIM : Proceedings and surveys, sept.2014, vol. 45, Les Ulis, EDP Sciences, 178-188 p.

Prépublications / Cahiers de recherche

Hoffmann M., Liu Y. (2023), A statistical approach for simulating the density solution of a McKean-Vlasov equation, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 29 p.

Hoffmann M., Ray K. (2022), Bayesian estimation in a multidimensional diffusion model with high frequency data, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 56 p.

Hara N., de Poyferré T., Delisle J-B., Hoffmann M. (2022), A continuous multiple hypothesis testing framework for optimal exoplanet detection, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 27 p.

Hoffmann M., Trabs M. (2022), Dispersal density estimation across scales, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 55 p.

Chong C., Hoffmann M., Liu Y., Rosenbaum M., Szymanski G. (2022), Statistical inference for rough volatility: Central limit theorems, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 47 p.

Mezache M., Hoffmann M., Rezaei H., Doumic M. (2019), Testing for high frequency features in a noisy signal, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 28 p.

Rachdi N., Louvet V., Lelièvre T., Prieur C., Hoffmann M., Grenier E. (2013), Parameter Estimation For Partial Differential Equations, Paris, Université Paris-Dauphine, 11 p.