Research interests

Hidden Markov Models

applied to environmental statistics

Machine learning and biostatistics

Decision trees with multivariate splits
Methods for functionnal data

applied to medical statistics

Spectrometry data (NIR)
NASH, arthritis, etc

Some research projects

  • SEACS (projet inter labex): Stochastic modEl-dAta-Coupled representationS for the analysis, simulation and reconstruction of upper ocean dynamics
    This project aims at exploring novel statistical and stochastic methods to address the emulation, reconstruction and forecast of fine-scale upper ocean dynamics.
    PhD student: Thi Tuyet Trang Chau

  • DESIRES (ERANET MED) : This project aims to develop an Internet-based, multi-parametric electronic platform for optimum design of desalination plants, supplied by Renewable Energy Sources (RES). The platform will rely upon 1) a solar, wind and wave energy potential database, 2) existing statistical algorithms for processing energy-related data, 3) information regarding the inter-annual water needs, 3) a database with the technical characteristics of desalination plant units and the RES components, and 4) existing algorithms for cost effective design, optimal sizing and location selection of desalination plants.

  • PREDICTIVE (projet inter labex) : The general objective of the study is to generate new tools allowing for the exploitation of the big available amount of heterogeneous data to better adapt radiotherapy for individuals suffering from prostate cancer.
    PhD student: Audrey Poterie

  • Workshops

    Software development

    NHMSAR, a R package including

  • estimation of non homogeneous Markov switching models
  • simulation
  • validation by parametric bootstrap
  • Lasso and Scad penalty for the autoregressive and precision matrices

  • available on CRAN

    Metocean Time Series, a Matlab® toolbox (with M. Prevosto, P. Ailliot, P.F. Marteau) including:

    download METIS toolbox
    download documentation (pdf)

    To get the toolbox for public research and non commercial use,  just send me an email : I'll send it to you!

    Some talks

    Switching autoregressive models for Stochastic Weather Generators Application to temperature series

    Switching autoregressive models for Stochastic Weather Generators Application to temperature series, download pdf

    Séries temporelles de direction de vent

    Modélisation de séries temporelles de direction de vent, download pdf

    Space-time models for moving fields - Application to significant wave height,  download pdf