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, 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.






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, ResearchGate page and arXiv page.

Work in progress

  • Arbel, J., Prünster, I. (2015) A moment-matching Ferguson & Klass algorithm. Submitted.
  • Arbel, J., Favaro, S., Nipoti, B., Teh, Y. W. (2015) Bayesian nonparametric inference for discovery probabilities: credible intervals and large sample asymptotics. Submitted. arXiv
  • Arbel, J., Mengersen, K., and Rousseau, J., (2015) Bayesian nonparametric dependent model for the study of diversity in species data. SubmittedarXiv
  • Arbel, J., De Blasi, P., Prünster, I. (2015) On the truncation error of the two-parameter Poisson-Dirichlet process

Accepted / published


France: Judith RousseauGhislaine GayraudChristian Robert
Italy: Bernardo NipotiAntonio Lijoi, Igor Prünster, Stefano Favaro, Pierpaolo de Blasi
United Kingdom: Yee Whye Teh
Australia:  Kerrie MengersenBen Raymond, Catherine King, Tristrom Winsley






Bayesian statistics at the Collegio Carlo Alberto.

Bayesian classics list

- Students presentations (2015)






Conferences, workshops and presentations


- ISBA Wolrd Meeting, Sardinia, 13-17 June.
- MCMSki V, Lenzerheide, 5-7 January. Contributed talk: A moment-matching Ferguson & Klass algorithm


- 10th Conference on Bayesian Nonparametrics, Raleigh, USA, 22-26 June. Contributed talk: Moment-based strategies for Bayesian nonparametrics
- Spatial statistics 2015, Avignon, France, 9-12 June. Invited talk: Bayesian nonparametric estimation of diversity 
- Seminar at the University of Texas at Austin, 28 April. Moment-based strategies for Bayesian nonparametrics
- Visiting Igor Prünster at the Dept. of Statistics and Data Science, University of Texas at Austin, 22-29 April


- 7th ERCIM International Conference on Computational & Methodological Statistics, Pisa, Italy (6-8 December). Invited talk: A moment-matching Ferguson & Klass 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. Invited discussion of the session: Bayesian nonparametrics: methods and applications
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)


- PhD defense, Université Paris-Dauphine (september)


- 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


- 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)


- 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


- 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

Bayesian Analysis
- Behavior Research Methods
 Journal of Statistical Software
ESAIM Probability and Statistics
Statistics and Computing
The Annals of Statistics
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)


Around Turin

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 packages / 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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