Yohann De Castro

Preprints/Papers can be found on HAL ArXiv

Statistics & Learning

1. Minimax Adaptive Estimation of Nonparametric Geometric Graphs (with C. Lacour and T. M. Pham Ngoc), submitted, 2017.
2. Approximate Optimal Designs for Multivariate Polynomial Regression (with F. Gamboa & D. Henrion & R. Hess & J.-B. Lasserre), Annals of Statistics, 2018 (to appear). Matlab Code
   Extended version of D-Optimal Design for Multivariate Polynomial Regression via the Christoffel function and Semidefinite Relaxations (with F. Gamboa & D. Henrion & R. Hess & J.-B. Lasserre), arXiv 1703.01777.
3. Nonnegative Matrix Factorization with Side Information for Time Series Recovery and Prediction (with J-M Azaïs & Y. Goude & G. Hébrail & J. Mei), IEEE Transactions on Knowledge and Data Engineering, 2018 (to appear).
4. Nonnegative Matrix Factorization for Time Series Recovery From a Few Temporal Aggregates (with J-M Azaïs & Y. Goude & G. Hébrail & J. Mei), Proceedings of the 34th International Conference on Machine Learning, PMLR 70:2382-2390, 2017.
5. Sparse Recovery Guarantees From Extreme Eigenvalues Small Deviations (with S. Dallaporta), submitted, 2017.
6. Reconstructing undirected graphs from eigenspaces (with T. Espinasse & P. Rochet), Journal of Machine Learning Research, Volume 18, Issue 51, Pages 1−24, 2017.
7. Power of the Spacing test for Least-Angle Regression (with J.-M. Azaïs & S. Mourareau), Bernoulli, Volume 24 n°1 (2018), Pages 465-492.
8. Minimax adaptive estimation of non-parametric Hidden Markov Models (with É. Gassiat & C. Lacour), Journal of Machine Learning Research, Volume 17, Issue 111, Pages 1-43, 2016. Matlab Codes
9. Randomized pick-freeze for sparse Sobol indices estimation in high dimension (with A. Janon), ESAIM P&S, Volume 19, 2015, Pages 725-745.
10. Consistent estimation of the filtering and marginal smoothing distributions in nonparametric hidden Markov models (with É. Gassiat & S. Le Corff), IEEE Transactions on Information Theory, Volume 63, Issue 8, Aug. 2017, Pages 4758-4777.
11. A Rice method proof of the Null-Space Property over the Grassmannian (with J.-M. Azaïs & S. Mourareau), Annales de l’Institut Henri Poincaré, Probabilités et Statistiques, 2018 (to appear).
12. Estimating the transition matrix of a Markov chain observed at random times (with F. Barsotti, T. Espinasse & P. Rochet), Statistics & Probability Letters, Volume 94, November 2014, Pages 98-105.
13. Optimal designs for Lasso and Dantzig selector using Expander Codes, IEEE Transactions on Information Theory, Volume 60, Issue 11, Nov. 2014, Pages 7293-7299.
14. A remark on the lasso and the Dantzig selector, Statistics & Probability Letters, Volume 83, Issue 1, January 2013, Pages 304-314.

Inverse Problems

1. On Representer Theorems and Convex Regularization (with C. Boyer, A. Chambolle, V. Duval, F. de Gournay & P. Weiss), arXiv 1806.09810. A related conference paper accepted to iTWIST'18 is Convex Regularization and Representer Theorems (with C. Boyer, A. Chambolle, V. Duval, F. de Gournay & P. Weiss).
2. Testing Gaussian Process with Applications to Super-Resolution (with J.-M. Azaïs & S. Mourareau), Applied and Computational Harmonic Analysis (to appear). Python Code
3. Adapting to Unknown Noise Level in Sparse Deconvolution (with C. Boyer & J. Salmon), Information & Inference: A Journal of the IMA, Volume 6, Issue 3, 1 September 2017, Pages 310–348.
4. Exact solutions to Super Resolution on semi-algebraic domains in higher dimensions (with F. Gamboa & D. Henrion & J.-B. Lasserre), IEEE Transactions on Information Theory, Volume 63, Issue 1, Jan. 2017, Pages 621-630. Matlab Code
5. Non-uniform spline recovery from small degree polynomial approximation (with G. Mijoule), Journal of Mathematical Analysis and Applications, Volume 430, Issue 2, 15 October 2015, Pages 971–992.
6. Spike Detection from Inaccurate Samplings (with J.-M. Azaïs & F. Gamboa), Applied and Computational Harmonic Analysis, Volume 38, Issue 2, March 2015, Pages 177–195.
7. Exact Reconstruction using Beurling Minimal Extrapolation (with F. Gamboa), Journal of Mathematical Analysis and Applications, Volume 395, Issue 1, Nov. 2012, Pages 336-354.
8. Quantitative Isoperimetric Inequalities on the Real Line, Annales Mathématiques Blaise Pascal, Volume 18 n°2 (2011), Pages 311-331.

Co-Workers

Jean-Marc Azaïs; Flavia Barsotti; Franck Barthe; Claire Boyer; Sandrine Dallaporta; Thibault Espinasse; Fabrice Gamboa; Élisabeth Gassiat; Yannig Goude; Georges Hébrail; Didier Henrion; Roxana Hess; Alexandre Janon; Claire Lacour; Jean-Bernard Lasserre; Sylvain Le Corff; Jiali Mei; Guillaume Mijoule; Stéphane Mourareau; Thanh Mai Pham Ngoc; Paul Rochet; Joseph Salmon;

Talks & Lectures

Talks are available at Speaker Deck

Recently

• Séminaire d'Informatique de l'École Normale Supérieure, Lyon.
• Séminaire de Probabilités de l'École Normale Supérieure, Lyon.
• Groupe de Travail "Gaussian Process" Université Jean Monnet, St-Étienne.
• Séminaire de Probabilités de Lille.
• Séminaire de Probabilités et Statistique de Liège.
• Séminaire de Probabilités et Statistique de Versailles, LMV.
• Séminaire de Statistique de Toulouse, IMT.
• Groupe de Travail "Sequential Structured Statistical Learning", IHES.
• Cambridge Statistics Seminar, Cambridge, UK.
• Séminaire de Probabilités de l'École Nationale Supérieure de Techniques Avancées, Palaiseau.
• Séminaire de Probabilités et Statistique de Nanterre, Modal'X.
• Séminaire de Probabilités de Rennes, IRMAR.
• 2015 Saint Flour summer school.
• Rencontres Statistique Lyonnaises.
• Séminaire du CREST, ENSAE.

Ante

• Course in Summer school on Random processes, Rice Formulas in relation with compressed sensing and sensibilty analysis, Centro de Matemáticas, Montevideo, Uruguay.
• Slides "Direct proof of NSP" for the Séminaire Parisien de Statistique, Institut Henri Poicaré, France.
• Slides for High Dimensional Probability VII, Institut d'Études Scientifiques de Cargèse, Cargèse, France.
• Slides for Séminaire Aléa du CMAP, Polytechnique, Palaiseau, France.
• Slides for Séminaire du CMLA, ENS Cachan, Cachan, France.
• Wschebor Workshop and 9no Encuentro Regional de Probabilidad y Estadística Matemática, Maldonado, Uruguay.
• Slides "Spike localization from inaccurate samplings" for the International Conference on Continuous Optimization, Lisbon, Portugal.
• Workshop on Dimension Reduction of the GDR Mascot-Num, Institut Henri Poincaré, Paris, France.
• Mini-course in Spring-Summer School on Inverse Problems, Spectral Analysis and Time series, Universidad de la Habana, Cuba.
• Workshop on Signal Processing, Université Paris Dauphine, France.
• Slides "Expander Designs" for Nonparametric and high-dimensional Statistics, CIRM (Luminy), France.
• SMILE seminar, Paris, France.
• Journées de Statistiques, Bruxelles, Belgique.
• Monthly seminar of statistics of Lyon, Lyon, France.
• Seminar of the Mathematics department of the University Paris-Sud, Orsay, France.
• Seminar of the Laboratory Jean Kuntzmann, Grenoble, France.
• Seminar of ENSAE, Malakov, France.
• Slides "Super-resolution" for École d'été de St-Flour, St-Flour, France.
• Lecture on Compressed Sensing during the summer school "Sparsity and Model selection" of the IFUM, Montevideo, Uruguay.

• yohann.de-castro@enpc.fr
• (000) 000-0000
• Office B215 in Coriolis Building
  CERMICS
  École des Ponts ParisTech
  FR 77455 Marne la Vallée Cedex 2

• yohann.de-castro (at) enpc.fr
  yohann.de-castro (at) inria.fr
  yohann.decastro (at) math.u-psud.fr
• Yohann's @CERMICS
• CERMICS
  École des Ponts ParisTech
  Bâtiment Coriolis
  Bureau B215
  6 et 8 avenue Blaise Pascal
  Cité Descartes – Champs sur Marne
  77455 Marne la Vallée Cedex 2