Hoffmann Marc - CV

Articles

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

Berenfeld C., Hoffmann M. (2021), Density estimation on an unknown submanifold, Electronic Journal of Statistics, vol. 15, n°1, p. 2179-2223

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

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

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

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

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

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

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

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

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

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

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

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

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.

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

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.

Chong C., Hoffmann M., Liu Y., Rosenbaum M., Szymanski G. (2022), Statistical inference for rough volatility: Central limit theorems, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 47 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.

Hara N., de Poyferré T., Delisle J-B., Hoffmann M. (2022), A continuous multiple hypothesis testing framework for optimal exoplanet detection, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 27 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.