Curriculum vitae

Hoffmann Marc

Professeur des universités
CEREMADE

hoffmannping@ceremade.dauphinepong.fr
Bureau : B631
Site web personnel

Dernières publications

Articles

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

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

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

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

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

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

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

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

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.

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.

Doumic M., Hoffmann M. (2021), Individual and population approaches for calibrating division rates in population dynamics: Application to the bacterial cell cycle, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 82 p.

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.

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.

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.

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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