Hoffmann Marc - CV

CEREMADE

Hoffmann Marc

Professeur des universités

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Bureau : B631

Publications

BU Paris-Dauphine

Articles

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

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

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

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

Hoffmann M., Olivier A., Valère Bitseki Penda S. (2017), Adaptive estimation for bifurcating Markov chains, Bernoulli, vol. 23, n°4B, p. 3598 - 3637

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

Delattre S., Fournier N., Hoffmann M. (2016), Hawkes processes on large networks, Annals of Applied Probability, vol. 26, n°1, p. 216-261

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., Rousseau J., Schmidt-Hieber J. (2015), On adaptive posterior concentration rates, Annals of Statistics, vol. 43, n°5, p. 2259-2295

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

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

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

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

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

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

Berenfeld C., Hoffmann M. (2019), Density estimation on an unknown submanifold, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 35 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.

Féron O., Gruet P., Hoffmann M. (2018), Efficient volatility estimation in a two-factor model, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 27 p.

Boumezoued A., Hoffmann M., Jeunesse P. (2018), A new inference strategy for general population mortality tables, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 22 p.

Deschatre T., Féron O., Hoffmann M. (2018), Estimating fast mean-reverting jumps in electricity market models, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 34 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.

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