Ghislaine GAYRAUD

Grade : Professeur de l'Université de Technologie de Compiègne


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

Téléphone : -

Mail : gayraud[arrowbase]ensae.fr

ResearchEducationJobsPublications

Research Interests

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 Nonparametric Statistics

-Minimax rates; detection boundaries
-Adaptation; high dimension

       

 Bayesian nonparametric statistics

-Frequentist properties of Bayesian procédures: consistency; posterior convergence rates                   

              

Applied Statistics (Modelization)

-Transcription regulation networks
-VaR and CoVaR

Biography

Education

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HDR, 2007

Phd in Statistics, Université Paris 6, 1997


Jobs

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2009--   Professor at Université de Technologie de Compiègne (LMAC)

1998--2009 Maitre de conférences at Université de Rouen (LMRS)



Publications

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 Submitted Articles

  • Butucea, C. , Gayraud, G. (2013), Sharp detection of smooth signals in a high-dimensional sparse matrix with indirect observations arxiv:1301.4660
 Journal Articles
  • Arbel, J., Gayraud, G. and Rousseau, J. (2013), Bayesian optimal estimation using a sieve prior.  To appear, Scandinavian J. Statist.
  • Gayraud, G. and Ingster, Yu. (2012), Detection of sparse additive functions Electronic Journal of Statistics6, 1409--1448
  • Gayraud, G., Tribouley, K. (2011), A goodness-of-fit test for copula densities Test, 20, 549--573
  • Gayraud, G.,  (2008) To perform the convergence rate of the Bayesian level set estimate? Proceedings of Multimodality and Related Topics, ed.: University Paris X-Nanterre.
  • Gayraud, G., Rousseau, J. (2007), Consistency results on nonparametric Bayesian estimation of level sets using spatial priors, Test, 16, 90--108.
  • Gayraud, G., Rousseau, J. (2005), Rates of Convergence for a Bayesian Level set estimation, Scandinavian Journal of Statistics, 32, 639-660
  • Gayraud, G., Pouet, Ch (2005), Adaptive minimax testing in the discrete regression scheme, Probability Theory and Related Fields}, 4, 531--558
  • Gayraud, G. (2002), Minimax estimation of a discontinuity for the density, Journal of Nonparametric Statistics, 14, 59--66
  •  Gayraud, G., Tsybakov, A.B. (2002), Testing hypotheses about contours in images, Journal of Nonparametric Statistics, 14, 67--85
  • Gayraud, G. (2001), Minimax hypotheses testing about the density support, Bernoulli, 7, 507--526.
  • Gayraud, G., Pouet, Ch (2001), Minimax testing composite null hypotheses in the discrete regression scheme, Mathematical Methods of Statistics, 10, 375--394
  • Gayraud, G., Tribouley, K. (1999), Adaptive Estimation and Confidence Interval for a Quadratic Functional by Wavelet, Statistic and probability letters, 44, 109--122
  • Gayraud, G. (1997), Estimation of functionals of density support, Mathematical Methods of Statistics, 6, 26-47


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