Equipe

• Statistics for dependent data
• Time series analysis
• Markov chains

• Statistics for dependent data
• Time series analysis
• Markov chains

• Macroeconomics
• International Economics
• Labor Economics

• Instrumental variables
• High-dimensional models
• Panel data
• Duration models
• Factor models

• Sampling
• Variance estimation
• Missing Data
• Resampling Techniques
• Asymptotic Results

• Statistic of Stochastic Processes
• Dirichlet Processes
• Backward Stochastic Differential Equations and Nonlinear Martingales
• Convergence of sequences of filtrations
• Survey statistics
• Epidemiology
• Spatial point processes

• Machine Learning
• Sensitivity analysis & variable importance
• Kernel methods
• Design of experiments

• Macroeconomics
• Labor economics
• Financial economics
• History of economic thaught

• Probability theory
• Stochastic processes
• Long memory processes
• Graph signal processing

• Statistical inference for stochastic processes
• Large deviations
• Cox-Ingersoll-Ross and Heston processes
• Mixture models for clustering
• Model selection

• Hidden Markov Chains
• Parametric model
• Particle filter
• Deconvolution.

• Machine learning
• Time series
• Python programming
• Open source software

• Graph signal processing
• Graph signal stationarity
• Image and signal processing
• Behavioral machine learning

• Applied econometrics
• Structural econometrics
• Labor economics
• Family economics

• Applied econometrics
• Evaluation of public policies
• Official statistics measurement

• Biostatistics
• Clustering and classsification
• Empirical likelihood
• Mixture models
  
  

Editorial Activity
Computational Statistics & Data Analysis (Associate Editor, 04/2021 - )

• Industrial Organization
• Discrete Choice Models
• Digital Economics

• Functional data
• Semi and nonparametric statistics
• Survival analysis
• Time Series
• Econometrics

Editorial Activity

Journal of the American Statistical Association (AE, 01/2020 - )

Journal of the Royal Statistical Society: Series B (AE, 10/2020 - )

Bernoulli Journal (AE, 01/2022 -)

• Statistical Learning
• Monte Carlo methods
• Nonparametric statistics

• Machine learning
• High dimensional statistics
• Non-parametric statistics
• Functional inequalities and concentration

• Graphical models
• Functional data analysis
• High-dimensional statistics
• Nonparametric statistics
• Sufficient dimension reduction

• Empirical industrial organization
• Microeconomics
• Econometrics
• Marketing

• Semiparametric regression model
• Shape Invariant Model
• Statistics for Lie Groups
• Data Depth
• Diffusion Process
• Image/Signal Processing

• Weakly supervised learning
• Transfer/multitask learning
• Treatment effect estimation

• Survival analysis
• Non-parametric statistics

• Cybersecurity​
• Differential privacy​
• Machine learning

• multivariate Functional data 
• nonparametric estimation 

• Detection,
• Clustering
• Functional data
• Extreme values

• Functional Data Analysis
• Statistical Machine Learning

• Sampling 
• Survey methodology
• Statistical learning

• Probabilistic machine learning
• Latent variable models
• Bayesian modeling
• Active learning and Bayesian experimental design