- [September 2025] New paper Gaussian Mixture Model with unknown diagonal covariances via continuous sparse regularization with R. Giard and C. Marteau, under review.
- [September 2025] A new version of the FastPart: Over-Parameterized Stochastic Gradient Descent for Sparse optimisation on Measures paper is available. See the arXiv preprint.
- [July 2025] New paper Effective regions and kernels in continuous sparse regularisation, with application to sketched mixtures with R. Gribonval and N. Jouvin.
- [April 2025] New paper Minimax Estimation of Partially-Observed Vector AutoRegressions with G. Dalle accepted in Electronic Journal of Statistics. This work establishes optimal convergence rates for partially-observed VAR models.
Yohann De Castro
Full Professor at Institut Camille Jordan
Junior member at Institut universitaire de France (IUF)