Productions scientifiques

Articles et pré-publications

• Antoine Caillebotte, Estelle Kuhn, Sarah Lemler. Estimation and variable selection in a joint model of survival times and longitudinal outcomes with random effects. arXiv, 2023.
• Charlotte Baey, Maud Delattre, Estelle Kuhn, Jean-Benoist Leger, Sarah Lemler. Efficient preconditioned stochastic gradient descent for estimation in latent variable models. International Conference on Machine Learning, 2023.
• Marion Naveau, Guillaume Kon Kam King, Renaud Rincent, Laure Sansonnet, Maud Delattre (2024)  Bayesian high-dimensional covariate selection in non-linear mixed-effects models using the SAEM algorithm. Statistics and Computing, 34(1), 53.
• Tom Guédon, Charlotte Baey, Estelle Kuhn (2024), Bootstrap test procedure for variance components in nonlinear mixed effects models in the presence of nuisance parameters and singular Fisher Information Matrix, Biometrika, 111(4), 1331–1348.
• Marion Naveau, Laure Sansonnet, Maud Delattre,  Posterior contraction rates in a sparse non-linear mixed-effects model, 2024, hal.
• Tom Guédon, Charlotte Baey, Estelle Kuhn, Estimation of ratios of normalizing constants using stochastic approximation : the SARIS algorithm. arXiv, 2024.

Conférences

• Marion Naveau, Guillaume Kon Kam King, Laure Sansonnet, Maud Delattre, High dimensional variable selection in non-linear mixed effects models using stochastic EM spike and slab, ISBA World Meeting, Jun 2022, Montréal, Canada.
• Marion Naveau, Guillaume Kon Kam King, Laure Sansonnet, Maud Delattre, High dimensional variable selection in non-linear mixed effects model using stochastic EM spike and slab, 53ème Journées de Statistique de la Société Française de Statistique, Jun 2022, Lyon, France.
• Tom Guédon, Charlotte Baey, Estelle Kuhn, Bootstrap test procedure for variance components in nonlinear mixed effects models in the presence of nuisance parameters and singular Fisher Information Matrix, 15th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2022).
• Marion Naveau, Guillaume Kon Kam King, Renaud Rincent, Laure Sansonnet, Maud Delattre, High dimensional variable selection in non-linear mixed effects model using stochastic EM spike and slab, European Meeting of Statisticians, Bernoulli Society, Jul 2023, Warsaw, Poland.
• Tom Guédon, Charlotte Baey, Estelle Kuhn, Bootstrap test procedure for variance components in nonlinear mixed effects models in the presence of nuisance parameters and singular Fisher Information Matrix, European Meeting of Statisticians, Bernoulli Society, Jul 2023, Warsaw, Poland.
• Antoine Caillebotte, Estelle Kuhn, Sarah Lemler, Estimation and variable selection in a joint model of survival times and longitudinal outcomes with random effects, European Meeting of Statisticians, Bernoulli Society, Jul 2023, Warsaw, Poland.
• Marion Naveau, Laure Sansonnet, Maud Delattre, Selection consistency in non-linear mixed-effects models under spike-and-slab prior, Colloque des jeunes probabilistes et statisticiens, Octobre 2023, Ile d'Oléron, France.
• Antoine Caillebotte, Estelle Kuhn, Sarah Lemler, Estimation and variable selection in a joint model of survival times and longitudinal outcomes with random effects, Rencontre des jeunes statisticiens, Mars 2024, Porquerolles, France.
• Tom Guédon, Charlotte Baey, Estelle Kuhn, Bootstrap test procedure for variance components in nonlinear mixed effects models in the presence of nuisance parameters and singular Fisher Information Matrix, 55ème Journées de Statistique de la Société Française de Statistique, Mai 2024, Bordeaux, France.
• Antoine Caillebotte, Estelle Kuhn, Sarah Lemler, Estimation and variable selection in a joint model of survival times and longitudinal outcomes with random effects, 55ème Journées de Statistique de la Société Française de Statistique, Mai 2024, Bordeaux, France.
• Antoine Caillebotte, Estelle Kuhn, Sarah Lemler, Variable selection and estimation in nonlinear mixed effects models in high dimensional setting, CompStat 2024, August 2024, Giessen, Germany.