Julyan ARBEL

Grade : Post-doc Collegio Carlo Alberto Turin


Bureau:
-
Timbre:
J340
Lieu:
(MK1)
Labo:
LS

Téléphone : -

Mail : julyan.arbel[arrowbase]ensae.fr

ResearchEducationJobsPublicationsTeachingOtherLinks

Research Interests

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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, approximations
  • Random probability measures, for instance based on completely random measures
  • Moment-based techniques
  • Applications of (some of) the above in survival analysis, species models, ecological science

You can find a CV here.

 

 


Biography

Education

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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


Jobs

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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



Publications

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You can find my Google citations page and my ResearchGate page.
  • Arbel, J., Mengersen, K., Raymond, B., Winsley, T. and King, C., (2015) Application of a Bayesian nonparametric model to derive toxicity estimates. Ecology and Evolution, under revision.
  • 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
  • Robert, C.P. and Arbel, J. (2010) Discussion on Polson and Scott's Sparse Bayesian regularization and prediction, Bayesian Statistics 9pdf

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

 



Teaching

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Bayesian statistics at the Collegio Carlo Alberto.


Other

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Conferences, workshops and presentations

2015

- 10th Conference on Bayesian Nonparametrics, Raleigh, USA, 22-26 June. Contributed talk: Ferguson & Klass
- Spatial statistics 2015, Avignon, France, 9-12 June. Invited talk: BNP model for species data

2014

- 7th ERCIM International Conference on Computational & Methodological Statistics, Pisa, Italy (6-8 December). Invited talk: Ferguson & Klass moment-constraint algorithm
- Second Bayesian Young Statisticians Meeting, Vienna, Austria (18-19 September). Contributed talk: Bayesian inference with hazard mixture models
17th International Biometric Conference, Florence, Italy (6-11 July). Contributed talk: BNP model for species data
- Italian Statistical Society Meeting, Cagliari, Sardinia, Italy (11-14 June). Contributed talk: BNP model for species data
Bayesian Nonparametric Workshop, Orléans, France (21-22 May). Invited talk: Bayesian inference with hazard mixture models
- Bayes in Paris seminar, France (11 April). Invited talk: Bayesian inference with hazard mixture models
Onzième Colloque Jeunes Probabilistes et Statisticiens, Forges-les-Eaux, France (7-11 April). Contributed talk: BNP model for species data
Journées statistiques de Rochebrune, Megève, France (31 March - 4 April). Contributed talk: BNP model for species data
MCMSki 4, Chamonix, France (January)

2013

- PhD defense, Université Paris-Dauphine (september)

2012

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

2011

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

2010

- YES IV Workshop, Eindhoven (8-10/11/10). Contributed talk: Bayesian optimal adaptive estimation using a sieve prior
- Monte Carlo Bayes reading seminar, CREST, Paris (23/09/2010). Talk: 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: Bayesian optimal adaptive estimation using a sieve prior
- Journées statistiques de Rochebrune (presentations), Megève (29/03/2010-01/04/2010). Contributed talk: Invariance by reparametrization of a Bayesian procedure
- PhD students seminar, CREST, Paris  (26/03/2010). Talk: Reference prior for the positive predicted value of a test
- Monte Carlo Bayes reading seminar, CREST, Paris (18/03/2010). Talk: Discussion on Reversible Jump Monte Carlo Markov Chain

2009

- PhD students seminar, CREST, Paris  (05/10/2009). Talk: Global and local convergence rates
- Stats in the Château, Jouy-en-Josas (31/08/2009-04/09/2009)
- Bayesian Nonparametrics, Turin, 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)
 
Journal Referee
 
Statistics and ComputingESAIM Probability and StatisticsJournal of statistical softwareBayesian AnalysisBernoulli
 
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 médicalpresentation (supervized by José 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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New Master’s Degree in Stochastics and Data Science at the University of Torino

Forthcoming Statistics Seminars at Collegio Carlo Alberto

Blog

- Statisfaction: collaborative blog

R package / functions

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

- Dep-GEM: model for species-by-site (covariate-dependent) data


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