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members:dloukianova:welcome [2015/04/16 15:12]
Dasha Loukianova
members:dloukianova:welcome [2015/04/27 17:33]
Dasha Loukianova
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- <h4 id="​reseaux">​Réseaux de recherche</​h4>​ + 
- <​ul>​ +
- <​li>​Membre du réseau européen DYNSTOCH (statistical methods for  +
- ​dynamical stochastic models).</​li>​ +
- <​li>​Porteur du projet "​Méthodes probabilistes et statistiques pour les  +
- ​séquences biologiques"​ de la Fédération des mathématiques de  +
- ​l'​Université d'​Evry.</​li>​ +
- <​li>​Porteur du projet ANR "​Statistiques pour les marches aléatoires en  +
- ​milieu aléatoire et DNA unzipping"​. avec P. Andréoletti (MAPMO,  +
- ​Orléans),​ F. Comets (LPMA, Paris 7), N. Enriquez (ModalX, Nanterre), ​ M.  +
- ​Falconnet (Stats et Génome, Evry), C. Mattias (Stats et Génome, Evry),  +
- O. Loukianov (IUT de Fontainebleau,​ Paris-Est), O. Zindy (LPMA, Paris  +
- 7), S. Cocco (ENS physique, Paris), R. Monasson (ENS physique,  +
- ​Paris).</​li>​ +
- </​ul>​ +
  <​h4 id="​habilitation">​Habilitation à diriger des recherches</​h4>​  <​h4 id="​habilitation">​Habilitation à diriger des recherches</​h4>​
  <​p><​a href="​Papers/​dasha_hdr.pdf">​Théorèmes limites dans le cadre   <​p><​a href="​Papers/​dasha_hdr.pdf">​Théorèmes limites dans le cadre 
Line 161: Line 146:
  <​ol>​  <​ol>​
 <​li>​Andréolétti,​ P., Loukianova, D., Matias, C., <​em>​Hidden Markov model for parameter estimation of a random <​li>​Andréolétti,​ P., Loukianova, D., Matias, C., <​em>​Hidden Markov model for parameter estimation of a random
-      walk in a Markov environment.</​em>​. à paraître, ​ ESAIM Probabilité et statistique</​li>​+      walk in a Markov environment.</​em>​. à paraître, ​ ESAIM Probabilité et statistique
 +     <A HREF= "​https://​hal.archives-ouvertes.fr/​hal-01025035v3">​ Télécharger</​A>​</li>
  
- <​li>​Falconnet,​ M., Gloter, A., Loukianova, D., MLE in the context of a  sub-balistic random walk in a parametric random environment,​ Mathematical Methods of Statistics, à paraître+ <​li>​Falconnet,​ M., Gloter, A., Loukianova, D., MLE in the context of a  sub-balistic random walk in a parametric random environment,​ Mathematical Methods of Statistics, à paraître
 <A HREF="​http://​arxiv.org/​pdf/​1405.2880.pdf">​ Télécharger</​A>​ </li> <A HREF="​http://​arxiv.org/​pdf/​1405.2880.pdf">​ Télécharger</​A>​ </li>
  <​li>​Falconnet,​ M., Loukianova, D., Matias, C.,  <​li>​Falconnet,​ M., Loukianova, D., Matias, C.,
-Central limit theorem for maximum likelihood estimator for ballistic random walk in a parametric random environment,​ Mathematical Methods of Statistics, à paraître;+Central limit theorem for maximum likelihood estimator for ballistic random walk in a parametric random environment,​ Mathematical Methods of Statistics, à paraître.
 <A HREF="​http://​hal.archives-ouvertes.fr/​hal-00783980">​ Télécharger</​A> ​ <A HREF="​http://​hal.archives-ouvertes.fr/​hal-00783980">​ Télécharger</​A> ​
  </​li>​  </​li>​
- <​li>​Comets,​ F., Falconnet, M., Loukianova, D., Loukianov. O., Matias, C.,   ​Maximum likelihood estimator consistency for ballistic random walk in a parametric random environment,​ Stochastic Processes and their Applications,​ vol. 124, pp. 268-288, 2014;+ <​li>​Comets,​ F., Falconnet, M., Loukianova, D., Loukianov. O., Matias, C.,   ​Maximum likelihood estimator consistency for ballistic random walk in a parametric random environment,​ Stochastic Processes and their Applications,​ vol. 124, pp. 268-288, 2014.
 <A HREF="​https://​hal.archives-ouvertes.fr/​hal-00934657v1">​ Télécharger</​A> ​ <A HREF="​https://​hal.archives-ouvertes.fr/​hal-00934657v1">​ Télécharger</​A> ​
  </​li>​  </​li>​
  <​li>​Löcherbach,​ E., Loukianova, D., Loukianov. O.,  Spectral condition, hitting times and Nash inequality,  ​  <​li>​Löcherbach,​ E., Loukianova, D., Loukianov. O.,  Spectral condition, hitting times and Nash inequality,  ​
-Annales de l'​Institut Henri Poincaré, Probabilités et Statistiques,​ vol. 50, n. 4, pp. 1213-1230, 2014+Annales de l'​Institut Henri Poincaré, Probabilités et Statistiques,​ vol. 50, n. 4, pp. 1213-1230, 2014.
 <A HREF="​http://​arxiv.org/​pdf/​1103.4622.pdf">​ Télécharger</​A> ​ <A HREF="​http://​arxiv.org/​pdf/​1103.4622.pdf">​ Télécharger</​A> ​
 </li> </li>
- <​li>​Löcherbach,​ E., Loukianova, D., Polynomial deviation bounds for recurrent Harris processes having general state space, ESAIM Probabilité et statistique,​ vol.17, pp. 195-218, 2013 </​li>​ + <​li>​Löcherbach,​ E., Loukianova, D., Polynomial deviation bounds for recurrent Harris processes having general state space, ESAIM Probabilité et statistique,​ vol.17, pp. 195-218, 2013.  
- <​li>​Löcherbach,​ E., Loukianova, D.(2009). Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space, Journal of Theoretical Probability,​ vol. 25, pp. 231-261, 2012</​li>​ +<A HREF="​http://​arxiv.org/​pdf/​1103.5610.pdf">​ Télécharger</​A> ​</​li>​ 
- <​li>​Loukianov,​ O., Loukianova, D., Song, S., Poincaré inequality and exponential integrability of hitting times for a linear diffusion, ​ Annales de l'​Institut Henri Poincaré, Probabilités et Statistiques,​ vol. 47, pp. 679 - 698, 2011 </​li>​ + <​li>​Löcherbach,​ E., Loukianova, D.(2009). Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space, Journal of Theoretical Probability,​ vol. 25, pp. 231-261, 2012
- <​li>​Löcherbach,​ E., Loukianova, D., Loukianov, O., Polynomial bounds in the Ergodic theorem for positive recurrent one-dimensional diffusions and integrability of hitting times, Annales de l'​Institut Henri Poincaré, Probabilités et Statistiques,​ vol.47, pp. 425-449, 2011</​li>​ +<A HREF="​http://​arxiv.org/​pdf/​0903.2408.pdf">​ Télécharger</​A>​</​li>​ 
- <​li>​Löcherbach,​ E., Loukianova, D., Loukianov, O.,​Penalized nonparametric drift estimation for ergodic diffusion, ​  ​ESAIM,​ Probability and Statistics, vol. 15, pp. 197-216, 2011</​li>​+ <​li>​Loukianov,​ O., Loukianova, D., Song, S., Poincaré inequality and exponential integrability of hitting times for a linear diffusion, ​ Annales de l'​Institut Henri Poincaré, Probabilités et Statistiques,​ vol. 47, pp. 679 - 698, 2011.  
 +<A HREF="​http://​arxiv.org/​pdf/​0907.0762.pdf">​ Télécharger</​A>​</​li>​ 
 + <​li>​Löcherbach,​ E., Loukianova, D., Loukianov, O., Polynomial bounds in the Ergodic theorem for positive recurrent one-dimensional diffusions and integrability of hitting times, Annales de l'​Institut Henri Poincaré, Probabilités et Statistiques,​ vol.47, pp. 425-449, 2011
 +<A HREF="​http://​arxiv.org/​abs/​0903.2405">​ Télécharger</​A></​li>​</​li>​ 
 + <​li>​Löcherbach,​ E., Loukianova, D., Loukianov, O.,​Penalized nonparametric drift estimation for ergodic diffusion, ​  ​ESAIM,​ Probability and Statistics, vol. 15, pp. 197-216, 2011 
 +<A HREF="​http://​arxiv.org/​pdf/​0907.0762.pdf">​ Télécharger</​A>​</li>
  <​li>​Löcherbach E., Loukianova D., Loukianov O. (2011) <​em>​Penalized ​  <​li>​Löcherbach E., Loukianova D., Loukianov O. (2011) <​em>​Penalized ​
  ​nonparametric drift estimation for ergodic diffusion</​em>,​ ESAIM   ​nonparametric drift estimation for ergodic diffusion</​em>,​ ESAIM 
- ​Probability and Statistics <​b>​15</​b>,​ 197-216.</​li>​ + ​Probability and Statistics <​b>​15</​b>,​ 197-216. 
- <​li>​Löcherbach,​ E., Loukianova, D., The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes, Stochastic Processes and their Applications,​ vol. 119, Issue 7, pp. 2312-2335, 2009</​li>​+<A HREF="​https://​hal.archives-ouvertes.fr/​hal-00367993v3">​ Télécharger</​A>​</​li>​ 
 + <​li>​Löcherbach,​ E., Loukianova, D., The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes, Stochastic Processes and their Applications,​ vol. 119, Issue 7, pp. 2312-2335, 2009
 +<A HREF="​https://​hal.archives-ouvertes.fr/​hal-00798510v1">​ Télécharger</​A> ​</li>
  <​li>​Löcherbach,​ E., Loukianova, D., On Nummelin Splitting for continuous time   <​li>​Löcherbach,​ E., Loukianova, D., On Nummelin Splitting for continuous time 
 Harris recurrent Markov processes and application to kernel estimation for multidimensional ​ Harris recurrent Markov processes and application to kernel estimation for multidimensional ​
-diffusions, Stochastic Processes and their Applications,​ vol.118, pp. 1301-1321, 2008</​li>​ +diffusions, Stochastic Processes and their Applications,​ vol.118, pp. 1301-1321, 2008
- <​li>​Loukianov,​ O., Loukianova, D., Uniform deterministic equivalent of AF of recurrent diffusions and non-parametric drift estimation, Annales de l'​Institut Henri Poincaré, Probabilités et Statistiques,​ vol. 44, No 4, pp.771-186, 2008</​li>​ +<A HREF="​https://​hal.archives-ouvertes.fr/​hal-00798486v1"​ >​Télécharger</​A> ​</​li>​ 
- <​li>​Loukianov,​ O., Loukianova, D., Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation, Statistical Inference for stochastics processes, ​ vol.11, issue 2, pp. 107-121, 2008</​li>​+ <​li>​Loukianov,​ O., Loukianova, D., Uniform deterministic equivalent of AF of recurrent diffusions and non-parametric drift estimation, Annales de l'​Institut Henri Poincaré, Probabilités et Statistiques,​ vol. 44, No 4, pp.771-186, 2008
 +<A HREF="​http://​arxiv.org/​abs/​0808.3069">​ Télécharger</​A>​</​li>​ 
 + <​li>​Loukianov,​ O., Loukianova, D., Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation, Statistical Inference for stochastics processes, ​ vol.11, issue 2, pp. 107-121, 2008
 +<A HREF="​http://​www.maths.univ-evry.fr/​pages_perso/​loukianova/​Papers/​HarrisMLE.pdf">​Télécharger</​A>​</li>
 <​li>​Loukianov,​ O., Loukianova, D., Almost sure rate of convergence of MLE for multidimensional <​li>​Loukianov,​ O., Loukianova, D., Almost sure rate of convergence of MLE for multidimensional
 diffusions, Lecture Notes in Statistics , vol. 187, pp. 329-349, 2005 diffusions, Lecture Notes in Statistics , vol. 187, pp. 329-349, 2005
  <​li>​Loukianov,​ O., Loukianova, D., Uniform law of large numbers and consistency of estimators for Harris diffusions,  <​li>​Loukianov,​ O., Loukianova, D., Uniform law of large numbers and consistency of estimators for Harris diffusions,
-Statistics and Probability Letters, vol. 34, pp. 347-355, 2005</​li>​+Statistics and Probability Letters, vol. 34, pp. 347-355, 2005
 +<A HREF="​http://​www.maths.univ-evry.fr/​pages_perso/​loukianova/​Papers/​CoMLE.pdf">​Télécharger</​A>​</li>
  <​li>​Loukianova,​ D.  Remark on semigroup technics and  the MLE estimations,​ Staistics and Probability  <​li>​Loukianova,​ D.  Remark on semigroup technics and  the MLE estimations,​ Staistics and Probability
 Letters, vol. 62, pp. 111-115, 2003</​li>​ Letters, vol. 62, pp. 111-115, 2003</​li>​
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  </​ol>​  </​ol>​
  <​h4>​Articles soumis et en cours</​h4>​  <​h4>​Articles soumis et en cours</​h4>​
- <​ol start="​19">+ <​ol start="​21">
  <​li>​Comets,​ F., Falconnet, M., Loukianova, D., Loukianov, O.,  ​  <​li>​Comets,​ F., Falconnet, M., Loukianova, D., Loukianov, O.,  ​
  <​em>​Maximum likelihood estimator consistency for recurrent random walk   <​em>​Maximum likelihood estimator consistency for recurrent random walk 
members/dloukianova/welcome.txt · Last modified: 2024/01/08 21:31 by Dasha Loukianova

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