Latest News

  • A New Academic Year, New Faces at CREST September 15, 2025
  • L’IA générative est-elle un gain pour la recherche ? September 12, 2025
  • Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density Forecasting September 12, 2025
  • Do Billionaires Pay Taxes? September 12, 2025
  • Summer School on Environmental Data Collection and Analysis for the Social Sciences September 12, 2025
  • Quand l’identité du codon n’altère pas la structure secondaire des protéines September 11, 2025
  • Anna Korba receives an ERC Starting Grant for her project OptInfinite September 4, 2025
  • Quand l’histoire économique éclaire les accord commerciaux September 2, 2025

Upcoming Events & Seminars

  1. Ashley MEARS (University of Amsterdam) – “Learning to Like the Likes and the Hate: The Labor of Internet Fame in the New Attention Economy”

    September 18 @ 12:00 pm - 1:30 pm
  2. Workshop Chaire Assurabilité des Risques Émergents

    September 23 @ 9:00 am - 6:00 pm
  3. Matt GORDON (PSE) – “Dumps”

    September 23 @ 12:15 pm - 1:30 pm
  4. Pawel DOLIGALSKI (Bristol UK) – “Optimal Redistribution via Income Taxation and Market Design (with P. Dworczak, M. Akbarpour and S. D. Kominers)”

    September 24 @ 12:15 pm - 1:30 pm

View All Events

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Financial Aid is available for all students enrolled in classes. Click here for financial aid information.

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Publications


Estimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions


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CREST Working Papers Series No. 2017-30

by Pierre Alquier, Vincent Cottet and Guillaume Lecué

Working Papers

Towards the study of least squares estimators with convex penalty


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CREST Working Papers Series No. 2017-29

by Pierre Bellec, Guillaume Lecué and Alexandre.B Tsybakov

Working Papers

Learning from MOM’s principles : Le Cam’s approach


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CREST Working Papers Series No. 2017-28

by Guillaume Lecué and Mathieu Lerasle

Working Papers

Local Asymptotic Equivalence of Pure States Ensembles and Quantum Gaussian White Noise


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CREST Working Papers Series No. 2017-27

by Cristina Butucea, Madalin Guta and Michael Nussbaum

Working Papers

Pivotal Estimation Via Self-Normalization for High-Dimensional Linear Models with Errors in Variables


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CREST Working Papers Series No. 2017-26

by Alexandre Belloni, Victor Chernozhukov, Abhishek Kaul, Mathieu Rosenbaum and Alexandre B. Tsybakov

Working Papers

Sparse covariance matrix estimation in high-dimensional deconvolution


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CREST Working Papers Series No. 2017-25

by Denis Belomestny, Mathias Trabs and Alexandre Tsybakov

Working Papers

Stuctured Matrix Estimation and Completion


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CREST Working Papers Series No. 2017-24

by Olga Klopp, Yu Lu, Alexandre Tsybakov and Harrison H. Zhou

Working Papers

Towards the study of least squares Estimators with convex penalty


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CREST Working Papers Series No. 2017-23

by Pierre Bellec, Guillaume Lecué and Alexandre Tsybakov

Working Papers

Optimal Kullback-Leibler Aggregation in Mixture Estimation by Maximum Likelihood


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CREST Working Papers Series No. 2017-22

by Arnak Dalalyan and Mehdi Sebbar

Working Papers

Further and stronger analogy between sampling and optimization: Langevin Monte Carlo and gradient descent


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CREST Working Papers Series No. 2017-21

by Arnak Dalalyan

Working Papers

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