Julyan ARBEL

Grade : Post-doc Collegio Carlo Alberto Turin


Téléphone : -

Mail : julyan.arbel[arrowbase]ensae.fr


Research Interests


I am a Postdoctoral Fellow at the Collegio Carlo Alberto (Turin, Italy) involved in the European Research Council project New directions in Bayesian nonparametrics. I received my PhD in Applied Mathematics at Université Paris-Dauphine. My research interests include

  • Asymptotic aspects in Bayesian nonparametric statistics
  • Random probability measures such as completely random measures
  • Moment-based techniques
  • Applications of the above in survival analysis, species models, ecological science

You can find a CV here.






2009 – 2013: PhD in Applied Mathematics at CREST, Université Paris-Dauphine (supervisors: Judith Rousseau, Ghislaine Gayraud): Contributions to Bayesian nonparametric statistics
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



2013 - now: Postdoctoral Fellow at the Collegio Carlo Alberto (Turin area, Italy), and affiliated to the "de Castro" Statistics Initiative.
2011 - 2013: 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


You can find my Google citations page and my ResearchGate page.
  • Arbel, J., Lijoi, A., and Nipoti, B., (2015). Full Bayesian inference with hazard mixture models. Computational Statistics & Data Analysis, to appear. arXiv
  • Arbel, J., Lijoi, A., and Nipoti, B., (2015). Bayesian Survival Model based on Moment Characterization, Proceedings of BAYSM 2014, to appear.
  • Arbel, J., Mengersen, K., and Rousseau, J., (2014) Bayesian nonparametric dependent model for the study of diversity in species data. SubmittedarXiv
  • Arbel, J., Mengersen, K., Raymond, B., Winsley, T. and King, C., (2014) Application of a Bayesian nonparametric model to derive toxicity estimates based on the response of Antarctic microbial communities to fuel contaminated soil. Submitted.
  • Arbel, J. (2013) Contributions to Bayesian nonparametric statistics, Université Paris-Dauphine. PhD thesis. pdf
  • Arbel, J. and Nipoti, B. (2013) Discussion on Müller and Mitra's Bayesian Nonparametric Inference - Why and How. Bayesian Analysis, 2013, 8 (02), 323 - 356. pdf
  • Arbel, J., Gayraud, G., Rousseau, J. (2013) Bayesian optimal adaptive estimation using a sieve prior, Scandinavian Journal of Statistics. 40, 3, 549-570. arXiv
  • Robert, C.P. and Arbel, J. (2010) Discussion on Polson and Scott's Sparse Bayesian regularization and prediction, Bayesian Statistics 9. pdf

Coauthors: Judith RousseauGhislaine GayraudChristian Robert, Kerrie MengersenBernardo NipotiAntonio Lijoi, Ben Raymond, Catherine King, Tristrom Winsley.






Conferences, workshops and presentations


- 10th Conference on Bayesian Nonparametrics, Raleigh, USA, 22-26 June

- Spatial statistics 2015, Avignon, France, 9-12 June


- 7th ERCIM International Conference on Computational & Methodological Statistics, Pisa, Italy (6-8 December). Talk: Ferguson & Klass moment-constraint algorithm

- Second Bayesian Young Statisticians Meeting, Vienna, Austria (18-19 September). Talk: Bayesian inference with hazard mixture models

17th International Biometric Conference, Florence, Italy (6-11 July). Talk: BNP model for species data

- Italian Statistical Society Meeting, Cagliari, Sardinia, Italy (11-14 June). Talk: BNP model for species data

Bayesian Nonparametric Workshop, Orléans, France (21-22 May). Talk: Bayesian inference with hazard mixture models

- Bayes in Paris seminar, France (11 April). Talk: Bayesian inference with hazard mixture models

Onzième Colloque Jeunes Probabilistes et Statisticiens, Forges-les-Eaux, France (7-11 April). Talk: BNP model for species data

Journées statistiques de Rochebrune, Megève, France (31 March - 4 April). Talk: BNP model for species data

MCMSki 4, Chamonix, France (January)


- PhD defense, Université Paris-Dauphine (september)


- 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


- 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)


- YES IV Workshop, Eindhoven (8-10/11/10)
- 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


- PhD students seminar, CREST, Paris  (05/10/2009)
      Talk on Global and local convergence rates
- Stats in the Château, Jouy-en-icrfias (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)

Membership to international societies

International Society for Bayesian Analysis (ISBA)
- International Biometric Society (IBS)
- Italian Statistical Society (SIS)

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 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)


New Master’s Degree in Stochastics and Data Science at the University of Torino

Forthcoming Statistics Seminars at Collegio Carlo Alberto


- Statisfaction: collaborative blog

R package

- momentify: evaluating and sampling from a distribution given some of its moments

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