Publications
Articles
Doumic M., Hecht S., Hoffmann M., Peurichard D. (2025), Scaling limits for a population model with growth, division and cross-diffusion, Mathematical Models and Methods in Applied Sciences, vol. 35, n°12, p. 2611-2660 
Hara N., de Poyferré T., Delisle J-B., Hoffmann M. (2024), A continuous multiple hypothesis testing framework for optimal exoplanet detection, Annals of Applied Statistics, vol. 18, n°1, p. 749-769
Chong C., Hoffmann M., Liu Y., Rosenbaum M., Szymanski G. (2024), Statistical inference for rough volatility: Central limit theorems, Annals of Applied Probability, vol. 34, n°3, p. 2600-2649
Hoffmann M., Ray K. (2024), Nonparametric Bayesian estimation in a multidimensional diffusion model with high frequency data, Probability Theory and Related Fields
Della Maestra L., Hoffmann M. (2023), The LAN property for McKean-Vlasov models in a mean-field regime, Stochastic Processes and their Applications, vol. 155, p. 109-146
Berenfeld C., Harvey J., Hoffmann M., Krishnan S. (2021), Estimating the reach of a manifold via its convexity defect function, Discrete and Computational Geometry, n°67, p. 403–438
Della Maestra L., Hoffmann M. (2021), Nonparametric estimation for interacting particle systems : McKean-Vlasov models, Probability Theory and Related Fields, vol. 182, p. 551–613
Berenfeld C., Hoffmann M. (2021), Density estimation on an unknown submanifold, Electronic Journal of Statistics, vol. 15, n°1, p. 2179-2223
Féron O., Gruet P., Hoffmann M. (2020), Efficient volatility estimation in a two-factor model, Scandinavian Journal of Statistics, vol. 47, n°3, p. 862-898
Deschatre T., Féron O., Hoffmann M. (2020), Estimating fast mean-reverting jumps in electricity market models, ESAIM. Probability and Statistics, vol. 24, p. 963-1002
Hoffmann M., Marguet A. (2019), Statistical estimation in a randomly structured branching population, Stochastic Processes and their Applications, vol. 129, n°12, p. 5236-5277
Schoenberg F., Hoffmann M., Harrigan R. (2019), A recursive point process model for infectious diseases, Annals of the Institute of Statistical Mathematics, vol. 71, n°5, p. 1271-1287
Blanchard G., Hoffmann M., Reiß M. (2018), Early stopping for statistical inverse problems via truncated SVD estimation, Electronic Journal of Statistics, vol. 12, n°2, p. 3204-3231
Blanchard G., Hoffmann M., Reiß M. (2018), Optimal adaptation for early stopping in statistical inverse problems, SIAM/ASA Journal on Uncertainty Quantification, vol. 6, n°3, p. 1043-1075
Hoffmann M., Olivier A., Valère Bitseki Penda S. (2017), Adaptive estimation for bifurcating Markov chains, Bernoulli, vol. 23, n°4B, p. 3598 - 3637
Delattre S., Fournier N., Hoffmann M. (2016), Hawkes processes on large networks, Annals of Applied Probability, vol. 26, n°1, p. 216-261
Hoffmann M., Olivier A. (2016), Nonparametric estimation of the division rate of an age dependent branching process, Stochastic Processes and their Applications, vol. 126, n°5, p. 1433-1471
Hoffmann M., Rousseau J., Schmidt-Hieber J. (2015), On adaptive posterior concentration rates, Annals of Statistics, vol. 43, n°5, p. 2259-2295
Doumic M., Hoffmann M., Krell N., Robert L. (2015), Statistical estimation of a growth-fragmentation model observed on a genealogical tree, Bernoulli, vol. 21, n°3, p. 1760-1799
Hoffmann M., Krell N., Doumic M., Robert J., Aymerich S., Robert L. (2014), Division in Escherichia coli is triggered by a size-sensing rather than a timing mechanism, BMC Biology, vol. 12, n°17
Hoffmann M., Labadie M., Lehalle C-A., Pagès G., Pham H., Rosenbaum M. (2014), Optimization and statistical methods for high frequency finance, ESAIM: Proceedings and Surveys, vol. 45, p. 219-228
Wafaâ H., Rezaei H., Prigent S., Hoffmann M., Doumic M. (2014), Size distribution of amyloid fibrils. Mathematical models and experimental data., International Journal of Pure and Applied Mathematics, vol. 93, n°6, p. 845-878
Bacry E., Delattre S., Muzy J-F., Hoffmann M. (2013), Some limit theorems for Hawkes processes and application to financial statistics, Stochastic Processes and their Applications, vol. 123, n°7, p. 2475–2499
Muzy J-F., Bacry E., Delattre S., Hoffmann M. (2013), Modelling microstructure noise with mutually exciting point processes, Quantitative Finance, vol. 13, n°1, p. 65-77
Picard D., Hoffmann M., Vareschi T., Delattre S. (2012), Blockwise SVD with error in the operator and application to blind deconvolution, Electronic Journal of Statistics, vol. 6, p. 2274-2308
Rivoirard V., Reynaud-Bouret P., Hoffmann M., Doumic Jauffret M. (2012), Nonparametric estimation of the division rate of a size-structured population, SIAM Journal on Numerical Analysis, vol. 50, n°2, p. 925-950
Johannes S-H., Hoffmann M., Munk A. (2012), Adaptive wavelet estimation of the diffusion coefficient under additive error measurements, Annales Henri Poincaré, vol. 48, n°4, p. 1186-1216
Chapitres d'ouvrage
Doumic M., Hoffmann M. (2023), Individual and population approaches for calibrating division rates in population dynamics: Application to the bacterial cell cycle, in Weizhu Bao, Peter A Markowich, Benoit Perthame, and Eitan Tadmor, Lecture Notes Series, Volume 40, Modeling and Simulation for Collective Dynamics, Singapore: World Scientific, p. 1-81
Communications avec actes
Grenier E., Hoffmann M., Lelièvre T., Louvet V., Prieur C., Rachdi N., Vigneaux P. (2014), Statistical inference for partial differential equations, in , ESAIM : Proceedings and surveys, sept.2014, vol. 45, Les Ulis, EDP Sciences, 178-188 p.
Prépublications / Cahiers de recherche
Doumic M., Hecht S., Hoffmann M., Peurichard D. (2024), Scaling limits for a population model with growth, division and cross-diffusion, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 41 p.
Benamou J-D., Chazareix G., Hoffmann M., Loeper G., Vialard F-X. (2024), Entropic Semi-Martingale Optimal Transport, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL
Pouchol C., Hoffmann M. (2024), Regularisation for the approximation of functions by mollified discretisation methods, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 25 p.
Hoffmann M., Liu Y. (2023), A statistical approach for simulating the density solution of a McKean-Vlasov equation, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 29 p.
Hoffmann M., Trabs M. (2022), Dispersal density estimation across scales, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 55 p.
Hoffmann M., Ray K. (2022), Bayesian estimation in a multidimensional diffusion model with high frequency data, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 56 p.
Mezache M., Hoffmann M., Rezaei H., Doumic M. (2019), Testing for high frequency features in a noisy signal, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 28 p.
Rachdi N., Louvet V., Lelièvre T., Prieur C., Hoffmann M., Grenier E. (2013), Parameter Estimation For Partial Differential Equations, Paris, Université Paris-Dauphine, 11 p.