Arnak DALALYAN

Grade : Professeur des Universités (CMC-ENSAE)


Bureau:
E40
Timbre:
J120
Lieu:
(MK1)
Labo:
LS

Téléphone : 0141176533

Mail : arnak.dalalyan[arrowbase]ensae.fr

ResearchEducationJobsBooksJournal articlesTeachingOtherLinks

Research Interests

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  • Nonparametric statistics: minimax and adaptive estimation, oracle inequalities, aggregation, and Le Cam's theory of equivalence of experiments.
  • Semiparametric statistics: second-order optimality, profiled maximum likelihood estimation, goodness-of-fit testing, sinle-index and multi-index models.
  • Diffusion processes: stationarity, drift estimation, non-synchronous sampling.
  • Machine learning: classification, exponential weighting, feature selection.
  • High dimensional statistics: sparse recovery and dimension reduction.
  • Computer vision: structure from motion, image denoising, pattern recognition.

Biography

Education

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Nov. 2007    Habilitation à diriger des recherches en Statistique Mathématique à l'Univ. Paris 6
Déc. 2001    Thèse de doctorat en Statistique Mathématique à l'Univ. du Maine, dirigée par Yury KUTOYANTS
Juin 1999    DEA Processus Stochastiques, Univ. Paris VI, FRANCE


Jobs

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2011 -                Professeur à l'ENSAE, FRANCE
2010 - 2012      Professeur d'ENPC, FRANCE
2008 - 2011      Directeur de recherche, IMAGINE, Ecole des Ponts ParisTech, FRANCE
2007 - 2008      Professeur chargé de cours à temps partiel, Ecole Polytechnique, FRANCE
2005 - 2006      Professeur invité (6 mois) à l'Université de Tokyo, JAPON
2003 - 2008      Maître de conférences, Université Paris VI, FRANCE
2002 - 2003      Postdoc, Université Humboldt de Berlin, ALLEMAGNE
1999 - 2002      Moniteur, Université du Maine, Le Mans, FRANCE
2001 - 2004      Chercheur, Institut de Mathématiques, Erevan, ARMENIE



Publications

Books

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alt

Estimation non-paramétrique pour des rocessus de diffusion

Efficacité asymptotique

ISBN-13:978-613-1-54683-9
ISBN-10:6131546835
EAN:9786131546839
EAN:9786131546839
Maison d'édition: Editions universitaires europeennes
Catégorie: Théorie des probabilités, Statistique Mathématique


Journal articles

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Submitted journal papers

  • «On estimation of the diagonal elements of a sparse precision matrix » (with BALMAND, S.), submitted, [ pdf ]

Published or accepted journal papers

  • «Theoretical guarantees for approximate sampling from smooth and log-concave densities », JRSS B to appear, [ pdf ]
  • «On the Prediction Performance of the Lasso» (with HEBIRI, M. and LEDERER, J.), Bernoulli to appear, [ pdf |ps ]
  • «Minimax rates in permutation estimation for feature matching» (with COLLIER, O.), J. Mach. Learn. Res., 17 (2016), No. 6, 1–32 [ pdf ]
  • «Discussion on the paper: Hypotheses testing by convex optimization», Electron. J. Stat., 9(2015), No. 2, 1733–1737, [ pdf ]
  • «Curve registration by nonparametric goodness-of-fit testing» (with COLLIER, O.), J. Statist. Plann. Inference 162 (2015), 20–42.  [pdf ]
  • «Statistical inference in compound functional models» (with INGSTER Yu. and TSYBAKOV, A.), Prob. Theory and Rel. Fields 158 (2014), No. 3, 512–532.  [ pdf ]
  • «Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression» (with COMMINGES, L.), Electron. J. Stat. 7 (2013), 146–190. pdf ].
  • «Tight conditions for consistency of variable selection in the context of high dimensionality» (with COMMINGES, L.), Annals of Statistics 40 (2012), No. 5, 2667-2696. [ pdf ]
  • «Sharp Oracle Inequalities for Aggregation of Affine Estimators» (with SALMON, J.), Annals of Statistics 40 (2012), No. 4,  2327–2355. [pdf | ps ]
  • «SOCP based variance free Dantzig Selector with application to robust estimation» C. R. Acad. Sci. Paris, Ser. I 350 (2012), 785–788. pdf | | journal link ]
  • «Sparse Regression Learning by Aggregation and Langevin Monte-Carlo» (with TSYBAKOV, A.),  J. Comput. System Sci. 78 (2012) 1423-1443. [ pdf | ps | journal link ]
  • «On Camera Calibration with Linear Programming and Loop Constraint Linearization» (with COURCHAY, J., KERIVEN, R. and STURM, P.), Int. J. Comput. Vision, 97(2012) No 1, 71-90. [ pdf | journal link ]
  • «Mirror averaging with sparsity priors» (with TSYBAKOV, A.), Bernoulli, 18(2012), No 3, 914-944. [ ps | pdf | journal link ]
  • «Robust Estimation for an Inverse Problem Arising in Multiview Geometry» (with KERIVEN, R.), J. Math. Imaging Vision, 43 (2012) No 1, 10-23. [ ps | pdf | journal link ]
  • «Asymptotic expansions for the covariance estimator of two asynchronously observed diffusion processes» (with YOSHIDA, N.), Ann. Inst. H. Poincaré Probab. Statist., 47 (2011), no. 3, 748?789. [ ps | pdf | journal link ]
  • «Description of random fields by means of one-point finite-conditional distributions» (with NAHAPETIAN, B. S.), J. Contemp. Math. Anal., 46 (2011), no. 2, 67-73. [ pdfjournal link ]
  • «Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity» with TSYBAKOV, A., Machine Learning, 72 (2008), no. 1-2, 39-61. [ pdf | journal link ]
  • «A new algorithm for estimating the effective dimension-reduction subspace» with JUDITSKY, A. & SPOKOINY, V., J. Mach. Learn. Res., 9 (2008), 1647-1678. [ pdf ]
  • «Stein shrinkage and second-order efficiency for semiparametric estimation of the shift» Math. Methods of Statist, 16 (2007), no. 1, 43-63. [ps, pdf]
  • «Asympotic Statistical Equivalence for Ergodic Diffusions: the multidimensional case», with REISS, M. Prob. Theory and Rel. Fields, 137 (2007), no. 1, 25-47. [ps] [pdf]
  • «Asympotic Statistical Equivalence for Scalar Ergodic Diffusions», with REISS, M. Prob. Theory and Rel. Fields. 134 (2006), no. 2, 248-282. [pdf]
  • «Penalized Maximum Likelihood and Semiparametric Second-Order Efficiency», with GOLUBEV, G. K. & TSYBAKOV, A. Annals of Statistics, Vol. 34 (2006), no. 1, 169-201. [pdf]
  • «Sharp Adaptive Estimation of the Trend Coefficient for Ergodic Diffusion», Annals of Statistics, Vol. 33 (2005), no.6, 2507-2528. [ps][pdf]
  • «On Second Order Asymptotically Efficient Estimation of Invariant Density for Ergodic Diffusion», with KUTOYANTS, Yu. A. Statistics and Decisions, Vol 22 (2004), no. 1, 17-43. [ps][pdf]
  • «Asymptotically Efficient Trend Coefficient Estimation for Ergodic Diffusions», with KUTOYANTS, Yu. A. Math. Methods Statist. 11 (2002), no. 4, 402-427. [ps] [pdf]
  • «Asymptotically Efficient Estimation of the Derivative of the Invariant Density», with KUTOYANTS, Yu. A. Stat. Inference Stoch. Process. 6 (2003), no. 1, 89-107. [ps] [pdf
     

Papers published in peer-reviewed conferences

  • «Permutation estimation and minimax rates of identifiability» (with COLLIER, O.), J. Mach. Learn. Res. - W & CP 31 (AI-STATS 2013), 10-19. [ pdf | conference link ]
  • «Learning Heteroscedastic Models by Convex Programming under Group Sparsity» (with HEBIRI, M., MEZIANI, K. and SALMON, J.), J. Mach. Learn. Res. W & CP, 28(3) (ICML 2013), pp. 379–387, [ pdf | conference link ]
  • «Generalized sparsity and robust estimation for linear models with unknown variance» (with CHEN, Y.), 26th Annual Conference on Neural Information Processing Systems, NIPS 2012,1268-1276. [ pdf | conference link ]
  • «Wilks' phenomenon and penalized likelihood-ratio test for nonparametric curve registration» (with COLLIER, O.), J. Mach. Learn. Res. - Proceedings Track 22 (AI-STATS 2012), 264-272. [ pdf | conference link ]
  • «Competing Against the Best Nearest Neighbor Filter in Regression» (with SALMON, J.), ALT 2011, Lecture Notes in Computer Science, Volume 6925, 2011, pp 129-143, [ pdf | conference link ]
  • «Image denoising with patch based PCA: local versus global» (with Deledalle, Ch.-A. and SALMON, J.), BMVC 2011, [ pdf | conference link ]
  • «Optimal aggregation of affine estimators» (with SALMON, J.), COLT 2011, [ pdf | conference link ]
  • «Tight conditions for consistent variable selection in high dimensional nonparametric regression» (with COMMINGES, L.), COLT 2011, [ pdf | conference link ]
  • «Towards Optimal Naive Bayes Nearest Neighbor» (with BEHMO, R., MARCOMBES, P. and PRINET, V.) ECCV 2010, Part IV, LNCS 6314, pp. 171-184, 2010, [ pdf | publisher link ]
  • «Exploiting loops in the graph of trifocal tensors for calibrating a network of cameras» (with COURCHAY, J., KERIVEN, R. and STURM, P.) ECCV 2010, Part II, LNCS 6312, pp. 85-99, 2010, [ pdfpublisher link ]
  • «A global camera network calibration method with Linear Programming» (with COURCHAY, J., KERIVEN, R. and STURM, P.) 3DPVT 2010. [pdf]
  • «Sparse Learning Approach to the Problem of Robust Estimation of Camera Locations» (with KERIVEN, R.), ICCV2009 Workshop on Machine Learning for Vision-based Motion Analysis, MLVMA 2009. [pdf
  • «L1-Penalized Robust Estimation for a Class of Inverse Problems Arising in Multiview Geometry» (with KERIVEN, R.), 23d Annual Conference on Neural Information Processing Systems, NIPS 2009. [pdf]
  • «Sparse Regression Learning by Aggregation and Langevin Monte-Carlo» (with TSYBAKOV, A.), 22th Annual Conference on Learning Theory, COLT 2009. [pdf]
  • «Aggregation by exponential weighting and sharp oracle inequalities» (with TSYBAKOV, A.) 20th Annual Conference on Learning Theory, COLT 2007, Proceedings. Lecture Notes in Computer Science 4539 Springer 2007. [pdf]

 



Teaching

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  • ENS Cachan, Master MVA, 3e année : Statistique en grande dimension et apprentissage (20h)
  • ENSAE, 3e année : Apprentissage Statistique et Data-Mining (24h)
  • ENSAE, 3e année : Rappels de Statistique Mathématique (20h)
  • ENSAE, 1ère année : Introduction à la statistique et à l'économétrie (20h)

Previously taught courses


Other

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  • Co-Head of the department of Data Science of ENSAE
  • Deputy chair of the Center for the Data Science
  • Programme Committee COLT 2015
  • Associate Editor of the Journal of Japan Statistical Society (2013- )
  • Associate Editor of the Journal of Statistical Planning and Inference (2012- )
  • Associate Editor of the Electronic Journal of Statistics (2010-2012)
  • Co-organizer with A. Tsybakov of the Séminaire de Statistique du CREST
  • Advisor of PhD theses of Samuel Balmand (2012-), Edwin Grappin (2014-) and Mehdi Sebbar (2014-)
  • Participant of the ANR grant CALLISTO

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My main home page is here


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