The CREST Statistics group develops research and offers student training in theoretical and applied statistics.

Statistical methods play nowadays a key role in data science, machine learning and artificial intelligence. They have reached an unprecedented level of impact in recent years. 

The group has got international recognition for contributions to various areas of statistical science including high-dimensional statistics,  machine learning,   bayesian analysis,  statistical computation and simulation, nonparametric estimation, statistical analysis of networks, functional data analysis, dimension reduction, statistical optimal transport, game theory, quantum statistics, time series, and extreme value theory.

Our faculty serve on editorial boards of top-ranked journals in statistics such as Annals of Statistics, Biometrika, Journal of the American Statistical Association, Journal of the Royal Statistical Society, and on program committees of major conferences in machine learning (NeurIPS, ICML, COLT).

The Statistics group is composed of two units, one located at ENSAE (Palaiseau, Institut Polytechnique de Paris) and the other at ENSAI (Bruz). The ENSAE unit participates in the consortia Fondation Mathématique Jacques Hadamard, Hi!Paris – Paris Artificial Intelligence for Society and Business, Center for Data Science of the University Paris-Saclay. The ENSAI unit participates in the Graduate Schools DIGISPORT and CyberSchool

The faculty teach in the Master programs “Data Science” of Institut Polytechnique de Paris, the Masters “Mathématiques, vision, apprentissage” (MVA) and “Statistics and Machine Learning” of the University Paris-Saclay, and the Master “Statistics for Smart Data” of ENSAI.

Contacts

Alexandre Tsybakov (Director)

Leyla Marzuk (Administrative Coordinator)

There are no upcoming publications at this time.

statistics

Tail inverse regression: Dimension reduction for prediction of extremes

We consider the problem of supervised dimension reduction with a particular focus on extreme values of the target Y ∈ R to be explained by a covariate vector X ∈ Rp. The general purpose is to defi ...

Aghbalou Anass, Portier François, Sabourin Anne, Zhou Chen

Bernoulli, Volume 30, Issue 1, Pages 503 - 533, 2024

statistics

Proxy-analysis of the genetics of cognitive decline in Parkinson’s disease through polygenic scores

Cognitive decline is common in Parkinson’s disease (PD) and its genetic risk factors are not well known to date, besides variants in the GBA and APOE genes. However, variation in complex traits is c ...

Faouzi Johann, Tan Manuela, Casse Fanny, Lesage Suzanne, Tesson Christelle, Brice Alexis, Mangone Graziella, Mariani Louise-Laure, Iwaki Hirotaka, Colliot Olivier, Pihlstrøm Lasse & Corvol Jean-Christophe

Nature Research, 2024