Latest news

  • 08.12.2020 I have defended my thesis "Statistical and numerical analysis of jump and diffusion models in biology" on 8 of december 2020. It was referenced by Antoine Lejay (DR Inria at Nancy) and Arnaud Gloter (Professor at Evry University). The examinators were Evelyn Buckwar (Professor at JKU Linz, Austria), Magalie Fromont (Professor at Rennes University), as well as my supervisors Eva Loecherbach (Professor at Université de Sorbonne) and Adeline Leclercq-Samson (Professor at Université Grenoble Alpes). Here are the links to my thesis manuscript and slides.
  • 08.12.2020 Our paper on Theoretical and Numerical Analysis of Hawkes processes and their diffusion approximation written with Irene Tubikanec and Julien Chevallier has been accepted for publication to Journal of Applied Probability. It will appear in September 2021.
  • 12.10.2020 My PhD defense is scheduled for 8th of December. The beta-version of the manuscript is available here.
  • 06.07.2020 My paper "Parametric inference for hypoelliptic ergodic diffusions with full observations" is accepted for publication in Statistical Inference for Stochastic Processes. In the meanwhile, our CEMRACS paper "Horizontal Gene Transfer: Numerical comparison between stochastic and deterministic approaches" is published online in ESAIM: Proceedings and Surveys.
  • 20.03.2020 Our paper on Theoretical and Numerical Analysis of Hawkes processes and their diffusion approximation written with Irene Tubikanec and Julien Chevallier is now online on Oberwolfach Preprints Repository.
  • 07.10.2019 Between 21.10 and 01.11 I will stay at University of Copenhagen to work with Susanne Ditlevsen.
  • 07.10.2019 There is a new GitHub repository with (drafty) simulations of Hawkes process with Erlang kernels and its diffusion approximation. Author of codes for the point process: Julien Chevallier.
  • 07.06.2019 Me and Irene Tubikanec have received the "Research in Pairs" grant from Oberwolfach Research Center for 2 weeks! Our stay is planned for January 2020.
  • 29.05.2019 Very approximative summary of the lecture on ergodicity for Probability Reading Group is here
  • 11.04.2019 Freshly uploaded slides for today's talk at Seminaire du departement DATA are here
  • 25.03.2019 Congrès Math.en.Jeans 2019 will take place on campus Saint-Martin-d'Hères on 29-31 of March. Everyone (within the age limits from 4 to \(\infty\)) is invited!
  • 20.03.2019 PDF-version of the last lecture "Construction of the Lebesgue Integral" on the Probability Reading Group is here. Next meeting will take place on 3d April in room 106 (Bâtiment IMAG). Don't miss!
  • 07.03.2019 thrilled to be invited to CSA 2019 in Norway! See you there on August 25-30.
  • 11.01.2019 Version 2 of "Parametric inference for multidimensional hypoelliptic ergodic diffusion with full observations" is online on HAL
  • 12.11.2018 Slides of my talk for a working group MathBio Grenoble are available here.
  • 04.08.2018 Working process on CEMRACS project "Horizontal Gene Transfer and Evolutionary rescue" can be now tracked with the help of our GitHub repository. It includes codes for the simulation of individual-based model of bacteria population, deterministic model of a population density for large population size, and a corresponding Hamilton-Jacobi equation for small mutation probability. My collaborators are Susely Figueroa Iglesias and Samuel Nordmann.
  • 09.06.2018 Slides for my presentation at Journées de Statistique in Paris-Saclay are here and for DynStoch 2018 in Porto are here. Both of them sum up the preprint which you may find on ArXiv.
  • 20.03.2018 Updated codes on GitHub: now much more faster with the help of Rcpp!
  • 14.02.2018 Added a repository on GitHub with codes of experiments (contrast estimator + dimensionality of noise tests)
  • 10.02.2018 This page is cold and empty. In the meanwhile, you can check my Master Thesis and corresponding slides.