Bruz

2023 ENSAE-ENSAI Days
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On September 12 and 13, statisticians from both campuses of CREST (Bruz, ENSAI and Palaiseau, ENSAE) as well as statisticians from INSEE gathered for the Statistical workshop ENSAE-ENSAI at Palaiseau to present their current work. The event was organized by Victor-Emmanuel Brunel, Professor in Statistics ENSAE/CREST and Adrien Saumard, Associate Professor in Statistics ENSAI/CREST.

The primary objective of these meetings between statisticians from ENSAE and ENSAI, as well as statisticians from INSEE, is to enhance exchanges and foster collaborations between the two CREST campuses and INSEE. The event featured participants delivering 30-minute presentations.

Statistical insights from the CREST workshop

On the first day of the workshop, a diverse range of topics in statistics was explored through a series of presentations. Researchers delved into intriguing subjects such as preemption and learning in stochastic scheduling, determinantal sampling designs, and the theoretical perspective and practical solutions related to kernel Stein discrepancy thinning. The day also featured discussions on dynamic modeling of abundance data in ecology, non-parametric intensity estimation of spatial point processes employing random forests, and the complexities of repeated bidding with dynamic value. Additionally, topics like adaptive functional principal components analysis, learning patterns within multivariate functional data, and the concentration of empirical barycenters in non-positively curved metric spaces contributed to a rich and stimulating day of statistical exploration and research.

The second day of the workshop continued to offer a diverse array of statistical topics and insights. Researchers engaged in discussions about scalable and hyper-parameter-free covariate shift adaptation through a conditional sampling approach, contributing to the field’s adaptability and scalability. Another session explored risk-aware bandits with implications for improving crop management practices, bridging statistical methods with real-world applications. The day also delved into “Topics on methodology for official statistics,” providing valuable insights into the methodological considerations for producing authoritative statistical information. In addition, there were discussions on “Learning the smoothness of weakly dependent functional time series,” a crucial topic in understanding data patterns. Lastly, the finite-sample performance of the maximum likelihood estimator in logistic regression was explored, shedding light on the practical applications of statistical techniques in this context. The second day continued to enrich the workshop with a broad spectrum of statistical research and its real-world implications.

CREST: a collaboration between Bruz (ENSAI) and Palaiseau (ENSAE Paris) campuses

The recent statistics workshop held at ENSAE Paris exemplified the collaborative spirit between our campuses in Bruz at ENSAI and Palaiseau. This event provided researchers from both locations with a unique opportunity to connect, share ideas, and contribute to the advancement of statistical research. It underscored the enduring commitment to knowledge exchange and academic synergy that characterizes the partnership between our two campuses.

Welcoming New Minds to CREST: A Brief Introduction to Our Researchers
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The CREST laboratory is excited to introduce its newest members, whose diverse expertise promises to contribute significantly to our ongoing research endeavors. Hailing from various fields, each researcher brings a unique perspective and valuable insights that will undoubtedly enrich the lab’s intellectual environment.

Statistics

Sociology

Finance
Austin Stromme Frédéric Lavancier Guillaume Maillard Lea Pessin Olivier Lopez Olivier David Zerbib
Austin Stromme, a 5th-year Ph.D. student in the EECS Department at MIT, comes with a strong academic background. Under the guidance of Philippe Rigollet and Guy Bresler, his focus lies in geometric problems related to statistics and optimization. Having graduated with a double major in mathematics and computer science from the University of Washington in 2018, Austin is poised to make meaningful contributions to the lab’s statistical research. Hailing from France, Frédéric Lavancier is a distinguished statistician renowned for his contributions to statistical theory and methodology. With expertise in spatial statistics and stochastic processes, his research extends across diverse statistical domains. Holding leadership positions at GENES and CAPESA, Frédéric’s presence in CREST augments the lab’s statistical prowess. Guillaume Maillard, a postdoctoral researcher at the University of Luxembourg, focuses on mathematical statistics. His work encompasses robust non-parametric estimation, model selection, and aggregation, with particular emphasis on cross-validation and hold-out aggregation. Guillaume’s expertise adds depth to CREST’s statistical research capabilities.

 

 Assistant Professor of Sociology and Demography, Léa Pessin, brings a wealth of experience. Holding a Ph.D. from Pompeu Fabra University, her research delves into the gender revolution’s implications on women’s work and family outcomes. Utilizing quantitative methods on cross-national and longitudinal data, Léa’s work contributes to a deeper understanding of societal dynamics. Olivier Lopez, a professor of applied mathematics (statistics) at Sorbonne University, specializes in actuarial science and statistical modeling. With a keen focus on emerging risks in insurance, Olivier’s research addresses cyber-risks, duration models, copula models, and high-dimensional problems. His association with AXA Research Fund underscores his commitment to cutting-edge research. As an Associate Professor of Finance, Olivier David Zerbib’s research spans sustainable finance and asset pricing. Having previously worked at EDHEC Business School and Boston University, his expertise enhances CREST’s financial research initiatives. His focus on sustainable and environmental finance aligns with today’s evolving financial landscape.

 

 

Economics

Computer science
Sara Signorelli Bertrand Garbinti Suzanne Bellue Marion Leroutier Cédric Herzet
Dr. Sara Signorelli, an Assistant Professor of Microeconomics at the University of Amsterdam, is a rising star in labor economics, public economics, migration, and innovation. Her association with esteemed institutions like Paris School of Economics and University of Amsterdam enriches CREST’s economic research portfolio. Senior Researcher at CREST-ENSAE-Institut Polytechnique Paris, Bertrand Garbinti’s research explores economics of inequality, taxation, public economics, and family dynamics. His association with Banque de France and other reputable institutions underscores his influence in the economic research landscape.

 

 Suzanne Bellue, a Ph.D. candidate in economics from Mannheim University, contributes a fresh perspective to macroeconomics, public, labor, and development economics. Her potential to shed light on these crucial economic domains resonates with CREST’s commitment to comprehensive economic research.

 

 Applied environmental economist Marion Leroutier’s work on air pollution and climate change adds a vital dimension to CREST’s research. Her accolades include the 2022 Best Doctoral Dissertation Award from the European Association of Environmental and Resource Economists. Her upcoming tenure-track position at ENSAE and CREST signifies her future contributions to the field. With a Ph.D. in Applied Sciences from Université catholique de Louvain, Cédric Herzet’s expertise in machine learning, inverse problems, and model-order reduction is invaluable. His research in efficient reconstruction methods showcases his commitment to pushing the boundaries of computer science.

 

The addition of these brilliant minds to CREST underscores the lab’s commitment to fostering interdisciplinary research and driving innovation across various fields. Their collective expertise promises to chart new frontiers in their respective domains, enriching CREST’s legacy of excellence.