Page perso

Julyan ARBEL

Grade : Administrateur (DSDS)


Bureau:
645
Timbre:
F170
Lieu:
(MK1)
Labo:
LS

Téléphone : 0141173953

Mail : julyan.arbel[arrowbase]insee.fr

ResearchEducationJobsPublicationsTeachingOtherLinks

Research Interests

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I am a PhD student supervised by Judith Rousseau and Ghislaine Gayraud. I am working in Bayesian Statistic, especially on nonparametric models (based on Dependent Dirichlet Processes), and on convergence rates and adaptation.


Biography

Education

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2008 – now: PhD in statistics at CRESTParis-Dauphine (supervisors: Judith Rousseau, Ghislaine Gayraud)
2006 – 2008: Graduate degree in Statistics and Economics at ENSAE
Master degree "Statistical Data Processing", "major" , at Université Paris-Dauphine
Master thesis: Convergence rates of level set estimators
2003 – 2006: Ecole Polytechnique


Jobs

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2011 - now: Studies on populations and migrations at INSEE
2011 (April-May): Visiting fellow at Bocconi University, Milan (with Sonia Petrone)
2009 – now: Affiliated to CREST
2008 - 2011: Teaching assistant in statistics at ENSAE



Publications

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Accepted submission:

  • Arbel, J., Gayraud, G., Rousseau, J. (2013) Bayesian optimal adaptive estimation using a sieve prior, Scandinavian Journal of Statistics. arXiv:1204.2392.

Comment:

  • Robert, C.P. and Arbel, J. (2010) Discussion on Polson and Scott's Sparse Bayesian regularization and prediction. pdf
  • Arbel, J. and Nipoti, B. (2013) Discussion on Müller and Mitra's Bayesian Nonparametric Inference - Why and How. Bayesian Analysis, to appear.

Work in progress

  • Dependent Dirichlet processes for species-by-site data, with Judith Rousseau and Kerrie Mengersen
  • Multidimensional covariate dependent Dirichlet processes
  • ABC and Gibbs estimation of a Thurstonian regression model with an application to the Eurovision, with Robin Ryder and Nicolas Chopin


Teaching

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Lessons
Bayesian statistics at CEPE, INSEE, and Sanofi Pasteur. Attached material.

Past:

Tutoring Applied Statistics projects
Statistical critique of an abstract painting, with Pierre Jacob
- Regional voting at the Eurovision contest, with Robin Ryder and Pierre Jacob
- Social network of a primary school, with Robin Ryder
- Fractional polynomials, same sex marriage state law in the US, with Andrew Gelman and Marie Chanchole
- Speed-dating experiment in Columbia University, with Marie Chanchole and Nicolas Chopin

Practical lessons
- Computational statistics (M2) (Christian Robert)
Statistics (M1 & M2) (Nicolas Chopin)
- Econometrics (M1) (Bruno Crepon)
- Time series (M1) (Catherine Doz)
- Measure theory (L3) (Xavier Mary)
- Exploratory Statistics, NOISE (L3) (Christian Robert)


Other

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Conferences, workshops and presentations

2012
- ERCIM 2012. Oviedo, Spain (December).
   Talk on Dependent Dirichlet processes applied to environmental data.
- Bayesian nonparametric workshop, Telecom ParisTech. Paris (September).  
    Talk on Dependent Dirichlet processes
ISBA 2012. Kyoto, Japan (June).  
    Discussion of the invited session: On the uses of random probabilities in Bayesian inference.
    Poster on Dependent Dirichlet processes. 
- Groupe de travail Bayésien Monte Carlo. CREST, Paris (May)  
    Discussion of Peter Orbanz' paper, Projective limit random probabilities on Polish spaces.
Journées statistiques de Rochebrune. Megève (April) 
   Talk on Multidimensional covariate dependent Dirichlet processes

2011
- Bayesian nonparametrics, Veracruz, Mexico (June)
   Poster on Multidimensional covariate dependent Dirichlet processes
- Greek Stochastics Gamma, Rethymnon, Greece (May)
   Poster on the Eurovision (with Robin Ryder)
- Bocconi PhD student seminar, Milan (08/04)
    Talk on Regression in a Thurstonian model and application to Eurovision vote data
- PhD students seminar, CREST (16/03)
   Regression in a Thurstonian model, and application to Eurovision vote data (with Robin Ryder)

2010
- YES IV Workshop, Eindhoven (8-10/11/10)
     Presentation
- Groupe de travail Monte Carlo Bayes, CREST, Paris (23/09/2010) 
     Dirichlet Process and applications
- Bayesian nonparametric conference, Santa Cruz, California, USA (16/08/2010-20/08/2010)
- Valencia 9/ ISBA meeting, Spain (03/06/2010-08/06/2010)
     Poster on the project: Bayesian optimal adaptive estimation using a sieve prior
- Journées statistiques de Rochebrune (presentations), Megève (29/03/2010-01/04/2010)
     Invariance by reparametrization of a Bayesian procedure
- PhD students seminar, CREST, Paris  (26/03/2010)
     Reference prior for the positive predicted value of a test
- Groupe de travail Monte Carlo Bayes, CREST, Paris (18/03/2010)
     Discussion on Reversible Jump Monte Carlo Markov Chain

2009
- PhD students seminar, CREST, Paris  (05/10/2009)
      Talk on Global and local convergence rates
- Stats in the Château, Jouy-en-Josas (31/08/2009-04/09/2009)
- Bayesian Nonparametrics, Moncalieri, Turino, Italy (abstracts) (21-25/06/2009)
- Objective Bayes 09, Philadelphia, Pennsilvania, USA (05-09/06/2009)

Graduate student projects

Nonparametric estimation of level sets with simulationspresentation (Graduate degree thesis, supervized by Judith Rousseau and Ghislaine Gayraud)
Inférence bayésienne objective sur la valeur prédite positive d'un test médicalprésentation (supervized by Jose M. BernardoValencia)
Arc presentations of knots and links (supervized by Hugh MortonLiverpool)

Articles in non scientific magazines (in French)

- Analyse critique d'une peinture abstraite, Variances n°42 (10/2011)
- Enquête premier emploi: insertion de la promotion 2008 de l'ENSAE, Variances (2009)
- Correspondant statistique pour le classement des Grandes Ecoles de Commerce, Le Point (2009, 2010, 2011)


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Seminars

- I organize an R seminar at INSEE, see presentations here: FL\tauR
- I used to organize the PhD students seminar at CREST

Blog

- PhD students collaborative blog


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