Alexandre TSYBAKOV
Grade : Professeur des Universités (CMC-ENSAE)
Bureau: E29
Timbre: J340
Lieu: (MK1)
Labo: LS
Téléphone : 0141175059
Mail : alexandre.tsybakov[arrowbase]ensae.fr
Research Interests | [haut] | |
Nonparametric estimation, high-dimensional inference and sparsity, learning theory, statistics of inverse problems, classification, image analysis | ||
Biography | ||
Jobs | [haut] | |
Positions:
Head of the Laboratory of Statistics of CREST
Professor, Université Paris 6 Professor, Ecole Polytechnique (2009-2015) Editorial work: Associate Editor of Annals of Statistics, Electronic Journal of Statistics, Journal de l'Ecole Polytechnique, Statistica Neerlandica, Automation and Remote Control, Statistical Science, Mathematical Statistics and Learning (Editor)
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Publications | ||
Books | [haut] | |
Tsybakov, A.B. (2009) Introduction to Nonparametric Estimation. Springer, New York e.a. Errata Tsybakov, A.B. (2004) Introduction à l'estimation non-paramétrique. Springer, Berlin-Heidelberg e.a. Härdle, W., Kerkyacharian, G., Picard, D.,Tsybakov, A.B. (1998) Wavelets, Approximation and Statistical Applications. Lecture Notes in Statistics, v.129, Springer, New York e.a. Korostelev, A.P., Tsybakov, A.B. (1993) Minimax Theory of Image Reconstruction. Lecture Notes in Statistics, v.82, Springer, New York e.a. | ||
Journal articles | [haut] | |
Belomestny, D., Trabs, M., Tsybakov A.B. (2017) Sparse covariance matrix estimation in high-dimensional deconvolution. arxiv 1710.10870 PDF
Belloni, A., Chernozhukov, V., Kaul, A., Rosenbaum, M., Tsybakov A.B. (2017) Pivotal estimation via self-normalization for high-dimensional linear models with error in variables. arxiv 1708.08353 Klopp, O., Lu, Y., Tsybakov, A.B., Zhou, H. (2017) Structured matrix estimation and completion. arxiv1707.02090 PDF Bellec, P.C., Lecué, G., Tsybakov, A.B. (2017) Towards the study of least squares estimators with convex penalty. arxiv1701.09120 PDF Belloni, A., Rosenbaum, M., Tsybakov, A.B. (2017) Linear and convex programming estimators in high-dimensional errors-in-variables models. JRSS (B), v.79, n.3, 939-956. PDF Rakhlin, A., Sridharan, K., Tsybakov, A.B. (2017) Empirical entropy, minimax regret and minimax risk. Bernoulli, v.23, n.2,789-824. PDF Klopp O., Tsybakov A.B., Verzelen N. (2017) Oracle inequalities for network models and sparse graphon estimation. Annals of Statistics, v.45, n.1, 316-354 PDF Collier, O., Comminges, L., Tsybakov, A.B. (2017) Minimax estimation of linear and quadratic functionals on sparsity classes. Annals of Statistics, v.45, n.3, 923-958. PDF Collier, O., Comminges, L., Tsybakov, A.B., Verzelen, N. (2016) Optimal adaptive estimation of linear functionals under sparsity. arxiv1611.09744 PDF Bellec, P.C., Tsybakov, A.B. (2016) Bounds on the prediction error of penalized least squares estimators with convex penalty. arxiv1609.06675 PDF Bellec, P.C., Lecué, G., Tsybakov, A.B. (2016) Slope meets Lasso: improved oracle bounds and optimality. arxiv1605.08651 PDF Belloni, A., Rosenbaum, M., Tsybakov, A.B. (2016) An $l_1,l_2,l_\infty$ approach to high-dimensional errors-in-variables models. Electronic J. of Statistics, v.10, n.2, 1729-1750. PDF Koltchinskii, V., Lounici, K., Tsybakov, A.B. (2016) Estimation of low-rank covariance function. Stochastic Processes and their Applications, v.126, n.12, 3952-3967. PDF Butucea, C., Stepanova, N., Tsybakov, A.B. (2015) Variable selection with Hamming loss. Annals of Statistics, to appear. arxiv1512.01832 PDF Klopp, O., Lounici, K., Tsybakov, A.B. (2014) Robust matrix completion. PTRF, to appear. arxiv1412.8132 PDF Klopp, O., Tsybakov, A.B. (2015) Estimation of matrices with row sparsity. Problems of Information Transmission, v.51, n.4, 335-348. PDF Bellec, P.C., Tsybakov A.B. (2015) Sharp oracle bounds for isotonic and convex regression through aggregation. Journal of Machine Learning Research, v.16, 1879-1892. PDF Tsybakov, A.B. (2014) Aggregation and minimax optimality in high-dimensional estimation. In: Proceedings of the International Congress of Mathematicians (Seoul, August 2014), v.3, 225-246. PDF Kerkyacharian, G., Tsybakov, A.B., Temlyakov, V., Picard, D., Koltchinskii, V. (2014) Optimal exponential bounds on the accuracy of classification. Constructive Approximation, v.39, 421-444. PDF Dalalyan, A., Ingster, Y., Tsybakov, A.B. (2014) Statistical inference in compound functional models. Probability Theory and Related Fields, v.158, n.3-4, 513-532. PDF Gautier, E., Tsybakov, A.B. (2013) Pivotal estimation in high-dimensional regression via linear programming. In: Empirical Inference -- Festschrift in Honor of Vladimir N. Vapnik, B.Schölkopf, Z. Luo, V. Vovk eds., 195 - 204. Springer, New York e.a. PDF Rosenbaum, M., Tsybakov, A.B. (2013) Improved matrix uncertainty selector. In: From Probability to Statistics and Back: High-Dimensional Models and Processes -- A Festschrift in Honor of Jon A. Wellner, M.Banerjee et al. eds. IMS Collections, v.9, 276-290. Institute of Mathematical Statistics. PDF Tsybakov, B.S., Tsybakov, A.B. (2012) On Walsh code assignment. Problems of Information Transmission, v.48, 334-341. PDF Rigollet, P., Tsybakov, A.B. (2012) Estimation of covariance matrices under sparsity constraints. Statistica Sinica, v.22, 1358-1365. PDF Dalalyan, A., Tsybakov, A.B. (2012) Sparse Regression Learning by Aggregation and Langevin Monte-Carlo. Journal of Computer and System Sciences, v.78, 1423-1443. PDF Dalalyan, A., Tsybakov, A.B. (2012) Mirror averaging with sparsity priors. Bernoulli, v.18, 914-944. PDF Giraud, C., Tsybakov, A.B. (2012) Discussion of "Latent variable graphical model selection via convex optimization". Annals of Statistics, v.40, 1984-1988. PDF Rigollet, P., Tsybakov, A.B. (2012) Sparse estimation by exponential weighting. Statistical Science, v. 27, 558–575 PDF Gautier, E., Tsybakov, A.B. (2011) High-dimensional instrumental variables regression and confidence sets. PDF Koltchinskii,V., Lounici,K., Tsybakov, A.B. (2011) Nuclear norm penalization and optimal rates for noisy low rank matrix completion. Annals of Statistics, v.39, 2302-2329. PDF Lounici, K., Pontil, M., Tsybakov, A.B., Van de Geer, S.A. (2011) Oracle Inequalities and Optimal Inference under Group Sparsity. Annals of Statistics, v.39, 2164-2204. PDF Rigollet, P., Tsybakov, A.B. (2011) Exponential Screening and optimal rates of sparse estimation. Annals of Statistics, v.39, 731-771. PDF Rohde, A., Tsybakov, A.B. (2011) Estimation of high-dimensional low rank matrices. Annals of Statistics, v.39, 887-930. PDF Ingster,Yu.I., Tsybakov, A.B., Verzelen, N. (2010) Detection boundary in sparse regression. Electronic Journal of Statistics, v. 4, 1476-1526. PDF Bickel, P.J., Ritov, Y, Tsybakov, A.B. Hierarchical selection of variables in sparse high-dimensional regression. In: Borrowing Strength: Theory Powering Applications - A Festschrift for Lawrence D. Brown. IMS Collections, v. 6, 56-69 (2010), Institute of Mathematical Statistics. PDF Amato, U., Antoniadis, A., Samarov, A., Tsybakov, A.B. Noisy independent factor analysis model for density estimation and classification. Electronic Journal of Statistics, v.4, 707-736 (2010) PDF Bunea, F., Tsybakov, A.B., Wegkamp, M.H. SPADES and mixture models. Annals of Statistics, v.38, n.4, 2525-2558 (2010) PDF Rosenbaum, M., Tsybakov, A.B. Sparse recovery under matrix uncertainty. Annals of Statistics, v.38, n.5, 2620-2651 (2010) PDF Bickel, P.J., Ritov, Y, Tsybakov, A.B. Simultaneous analysis of Lasso and Dantzig selector. Annals of Statistics, v.37, n.4, 1705-1732 (2009) PDF (corrected version) Ingster, Yu.I., Pouet,C., Tsybakov, A.B. Classification of sparse high-dimensional vectors. Royal Society Philosophical Transactions A, v.367, 4427-4448 (2009) Full version with extended proofs available on arXiv: PDF Dalalyan, A., Tsybakov, A.B. Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity. Machine Learning, v.72, 39-61 (2008). PDF Dalalyan, A., Tsybakov, A.B. Aggregation by exponential weighting and sharp oracle inequalities. Proceedings of COLT-2007, Lecture Notes in Artificial Intelligence, v.4539, 97-111 (2007). PDF Tsybakov, A.B. Optimal rates of aggregation. Proceedings of COLT-2003, Lecture Notes in Artificial Intelligence, v.2777, 303-313 (2003). PDF Tsybakov, A.B. On the best rate of adaptive estimation in some inverse problems. C.R. de l'Académie des Sciences, sér. I - Mathématiques. v. 330, 835-840 (2000). Full version with extended proofs: Adaptive estimation for inverse problems: a logarithmic effect in L_2. Preprint LPMA n.579 (May 2000) Earlier published papers: (2005-2009) (2004) (1980-2008)
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Teaching | [haut] | |
Cours Apprentissage statistique, Ecole Polytechnique (2014) Projet 1, matériel supplémentaire: Chapitre 15 de [1] Saint Flour Lecture Notes (2013) PDF
PhD students: Simo Ndaoud (Ecole Polytechnique) Alexis Derumigny (ENSAE)
Former PhD students: Ghislaine Gayraud, Professor, Université Technologique de Compiegne Laurent Cavalier, Professor, Université de Provence (deceased) Cristina Butucea, Professor, Université de Marne-la-Vallée et ENSAE Christophe Pouet, Professor, Ecole Centrale de Marseille Karine Bertin, Professor, University of Valparaiso, Chili Guillaume Lecué, Chargé de Recherche, CNRS et ENSAE Philippe Rigollet, Associate Professor, MIT, USA Karim Lounici, Professor, Université de Nice Sophia-Antipolis Victor-Emmanuel Brunel, Assistant Professor, MIT, USA Pierre Bellec, Assistant Professor, Rutgers University, USA
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Work in progress | [haut] | |
Recent preprints can be downloaded from : http://arxiv.org/find/all/1/au:+tsybakov/0/1/0/all/0/1
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Other | [haut] | |
Fellow of the Institute of Mathematical Statistics (2004) Miller Professor, University of California, Berkeley (2006) IMS Medallion Lecture, Bernoulli Congress (Istanbul, 2012) Gay-Lussac -- Humboldt Prize (2013) Invited Lecture, International Congress of Mathematicians (Seoul, 2014)
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