Curriculum vitae

Rivoirard Vincent

Full Professor
CEREMADE

rivoirardping@ceremade.dauphinepong.fr
Phone : 01 44 05 44 00
Office : B 636
Personal URL

Biography

Vincent Rivoirard has been Professor at the University Paris Dauphine since 2010 after having been Associate Professor at the University of Paris Sud Orsay between 2003 and 2010. He defended his thesis in statistics in 2002 under the supervision of Dominique Picard. His research interests cover non-parametric and high dimension statistics for Bayesian and frequentist estimation. He is interested in statistical applications in neuroscience, genetics and biology. He was Director of Ceremade between November 1, 2016 and December 31, 2022

Latest publications

Articles

Sulem D., Rivoirard V., Rousseau J. (2024), Bayesian estimation of nonlinear Hawkes processes, Bernoulli, vol. 30, n°2, p. 1257–1286

Nguyen T., Pham Ngoc T., Rivoirard V. (2023), Adaptive warped kernel estimation for nonparametric regression with circular responses, Electronic Journal of Statistics, vol. 17, n°2, p. 4011 - 4048

Varet S., Lacour C., Massart P., Rivoirard V. (2023), Numerical performance of Penalized Comparison to Overfitting for multivariate kernel density estimation, ESAIM. Probability and Statistics, vol. 27, p. 621 - 667

BONNET A., Lacour C., Picard F., Rivoirard V. (2022), Uniform Deconvolution for Poisson Point Processes, Journal of Machine Learning Research, vol. 23, n°194, p. 1−36

Maïda M., Dat Nguyen T., Pham Ngoc T., Rivoirard V., Tran V-C. (2022), Statistical deconvolution of the free Fokker-Planck equation at fixed time, Bernoulli, vol. 28, n°2, p. 771-802

Nguyen M-L., Lacour C., Rivoirard V. (2022), Adaptive greedy algorithm for moderately large dimensions in kernel conditional density estimation, Journal of Machine Learning Research, vol. 23, n°254, p. 1−74

Hoang V., Pham Ngoc T., Rivoirard V., Tran V. (2022), Nonparametric estimation of the fragmentation kernel based on a PDE stationary distribution approximation, Scandinavian Journal of Statistics, vol. 49, n°1, p. 4-43

Browning R., Sulem D., Mengersen K., Rivoirard V., Rousseau J. (2021), Simple discrete-time self-exciting models can describe complex dynamic processes: A case study of COVID-19, PLoS ONE, vol. 16, n°4

Donnet S., Rivoirard V., Rousseau J. (2020), Nonparametric Bayesian estimation for multivariate Hawkes processes, Annals of Statistics, vol. 48, n°5, p. 2698-2727

Hunt X., Reynaud-Bouret P., Rivoirard V., Sansonnet L., Willett R. (2019), A Data-Dependent Weighted LASSO Under Poisson Noise, IEEE Transactions on Information Theory, vol. 65, n°3, p. 1589-1613

Lambert R., Tuleau-Malot C., Bessaih T., Rivoirard V., Bouret Y., Leresche N., Reynaud-Bouret P. (2018), Reconstructing the functional connectivity of multiple spike trains using Hawkes models, Journal of Neuroscience Methods, vol. 297, n°1 March 2018, p. 9-21

Donnet S., Rivoirard V., Rousseau J., Scricciolo C. (2018), Posterior concentration rates for empirical Bayes procedures, with applications to Dirichlet Process mixtures, Bernoulli, vol. 24, n°1, p. 231-256

Lacour C., Massart P., Rivoirard V. (2017), Estimator selection: a new method with applications to kernel density estimation, Sankhya, vol. 79, n°2, p. 298-335

Donnet S., Rivoirard V., Rousseau J., Scricciolo C. (2017), Posterior concentration rates for counting processes with Aalen multiplicative intensities, Bayesian Analysis, vol. 12, n°1, p. 53-87

Chichignoud M., Hoang V., Pham Ngoc T., Rivoirard V. (2017), Adaptive wavelet multivariate regression with errors in variables, Electronic Journal of Statistics, vol. 11, n°1, p. 682-724

Bertin K., Lacour C., Rivoirard V. (2016), Adaptive pointwise estimation of conditional density function, Annales Henri Poincaré, vol. 52, n°2, p. 939-980

Ivanoff S., Picard F., Rivoirard V. (2016), Adaptive Lasso and group-Lasso for functional Poisson regression, Journal of Machine Learning Research, vol. 17, p. 1-46

Hansen N., Reynaud-Bouret P., Rivoirard V. (2015), Lasso and probabilistic inequalities for multivariate point processes, Bernoulli, vol. 21, n°1, p. 83-143

Grammont F., Tuleau-Malot C., Rivoirard V., Reynaud-Bouret P. (2014), Goodness-of-fit tests and nonparametric adaptive estimation for spike train analysis, The Journal of Mathematical Neuroscience, vol. 4, n°1

Arribas-Gil A., Bertin K., Rivoirard V., Meza C. (2014), LASSO-type estimators for Semiparametric Nonlinear Mixed-Effects Models Estimation, Statistics and Computing, vol. 24, n°3, p. 443-460

Pham Ngoc T., Rivoirard V. (2013), The dictionary approach for spherical deconvolution, Journal of Multivariate Analysis, vol. 115, p. 138-156

Rousseau J., Rivoirard V. (2012), Bernstein–von Mises theorem for linear functionals of the density, Annals of Statistics, vol. 40, n°3, p. 1489-1523

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

Rivoirard V., Rousseau J. (2012), Posterior concentration rates for infinite dimensional exponential families, Bayesian Analysis, vol. 7, n°2, p. 311-334

Reynaud-Bouret P., Rivoirard V., Tuleau-Malot C. (2011), Adaptive density estimation: A curse of support?, Journal of Statistical Planning and Inference, vol. 141, n°1, p. 115-139

Bertin K., Le Pennec E., Rivoirard V. (2011), Adaptive Dantzig density estimation, Annales Henri Poincaré, vol. 47, n°1, p. 43-74

Autin F., Le Pennec E., Loubes J., Rivoirard V. (2010), Maxisets for Model Selection, Constructive Approximation, vol. 31, n°2, p. 195-229

Reynaud-Bouret P., Rivoirard V. (2010), Near optimal thresholding estimation of a Poisson intensity on the real line, Electronic Journal of Statistics, vol. 4, p. 172-238

Bertin K., Rivoirard V. (2009), Maxiset in sup-norm for kernel estimators, Test, vol. 18, n°3, p. 475-496

Loubes J-M., Rivoirard V. (2009), Review of rates of convergence and regularity conditions for inverse problems, International Journal of Tomography & Statistics, vol. 11, n°S09

Ouvrages

Stoltz G., Rivoirard V. (2009), Statistique en action, Paris: Vuibert, 320 p.

Communications avec actes

Reynaud-Bouret P., Rivoirard V., Tuleau-Malot C. (2013), Inference of functional connectivity in Neurosciences via Hawkes processes, in , Global Conference on Signal and Information Processing (GlobalSIP), 2013 IEEE, Austin, IEEE - Institute of Electrical and Electronics Engineers

Communications sans actes

Donnet S., Rousseau J., Rivoirard V. (2014), Non parametric Bayesian estimation for Hawkes processes, International Society for Bayesian Analysis World Meeting, ISBA 2014, Cancun, Mexique

Donnet S., Rousseau J., Rivoirard V., Scricciolo C. (2014), On Convergence Rates of Empirical Bayes Procedures, SIS 2014, Cagliari, Italie

Malot C., Reynaud-Bouret P., Rivoirard V., Grammont F. (2013), Tests d'adéquation pour les processus de Poisson et les processus de Hawkes, 45ème Journées de Statistique, Toulouse, France

Prépublications / Cahiers de recherche

Nguyen T-D., Pham Ngoc T., Rivoirard V. (2022), Adaptive warped kernel estimation for nonparametric regression with circular responses, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 25 p.

Belhakem M., Picard F., Rivoirard V., Roche A. (2021), Minimax estimation of Functional Principal Components from noisy discretized functional data, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 35 p.

Donnet S., Rivoirard V., Rousseau J., Scricciolo C. (2014), Posterior concentration rates for empirical Bayes procedures, with applications to Dirichlet Process mixtures. Supplementary material, Paris, Université Paris-Dauphine, 4 p.

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