Stéphane Gaïffas – Research

Papers

  1. Design d’un algorithme d'IA en grande dimension pour predire la readmission a l'hopital
    S. Bussy, R. Veil, V. Looten, A Burgun, S. Gaïffas, A. Guilloux, B. Ranque, A.-S. Jannot
    conférence “L'Intelligence Artificielle en Santé”, Univ. Paris Descartes et AMPS (2018)

  2. Machine learning et big data en santé : le partenariat entre la Caisse Nationale d’Assurance Maladie et l’Ecole polytechnique
    E. Bacry, S. Gaïffas
    dans “Livre IA et Santé : présent et futur”, Académie Nationale de Médecine (2018)

  3. Comparison of methods for early-readmission prediction in a high-dimensional heterogeneous covariates and time-to-event outcome framework and supplementary
    S. Bussy, R. Veil, V. Looten, A. Burgun, S. Gaïffas, A. Guilloux, B. Ranque and A.-S. Jannot
    submitted to BMC research (2018)

  4. Minimax optimal rates for Mondrian trees and forests
    J. Mourtada, S. Gaïffas, E. Scornet
    submitted to Annals of Statistics (2018)

  5. ConvSCCS: convolutional self-controlled case series model for lagged adverse event detection
    M. Morel, E. Bacry, S. Gaiffas, A. Guilloux, F. Leroy
    submitted to Biostatistics (2017)

  6. High-dimensional robust regression and outliers detection with SLOPE
    A. Virouleau, A. Guilloux, S. Gaïffas, M. Bogdan
    submitted to Annals of Statistics (2017)

  7. Universal consistency and minimax rates for online Mondrian Forest
    J. Mourtada, S. Gaïffas, E. Scornet
    NIPS (2017)

  8. tick: a Python library for statistical learning, with a particular emphasis on time-dependent modeling
    E. Bacry, M. Bompaire, S. Gaiffas, S. V. Poulsen
    in revision in Journal of Machine Learning Research (2017)

  9. Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process
    S. Gaiffas, G. Matulewicz
    submitted to Journal of Multivariate Analysis (2017)

  10. Concentration inequalities for matrix martingales in continuous time
    E. Bacry, S. Gaïffas, J.-F. Muzy
    Probability Theory and Related Fields (2017)

  11. Uncovering Causality from Multivariate Hawkes Integrated Cumulants and supplementary material
    M. Achab, E. Bacry, S. Gaiffas, I. Mastromatteo, and J.-F. Muzy
    International Conference on Machine Learning (2017) and Journal of Machine Learning Research (2017)

  12. Binarsity: a penalization for one-hot encoded features
    M. Alaya, S. Bussy, S. Gaiffas, A. Guilloux
    in revision in Journal of Machine Learning Research (2017)

  13. C-mix a high dimensional mixture model for censored durations, with applications to genetic data
    S. Bussy, A. Guilloux, S. Gaiffas, A.-S. Jannot
    accepted in Statistical Methods in Medical Research

  14. Mean-field inference of Hawkes point processes
    E. Bacry, S. Gaïffas, I. Mastromatteo, J-F Muzy
    Journal of Physics A (2016)

  15. SGD with Variance Reduction beyond Empirical Risk Minimization
    M. Achab, A. Guilloux, S. Gaïffas, E. Bacry
    International Conference of Monte Carlo Methods and Applications (2017)

  16. High dimensional matrix estimation with unknown variance of the noise
    S. Gaïffas, O. Klopp
    Statistica Sinica (2016)

  17. A generalization error bound for sparse and low-rank multivariate Hawkes processes
    E. Bacry, S. Gaïffas, J.-F. Muzy
    in revision in Journal of Machine Learning Research (2016)

  18. Learning the intensity of time events with change points
    M. Alaya, S. Gaïffas, A. Guilloux
    IEEE Transactions on Information Theory (2015)

  19. Link Prediction in Graphs with Autoregressive Features
    S. Gaïffas, E. Richard, N. Vayatis
    Journal of Machine Learning Research (2014)

  20. Link Prediction in Graphs with Autoregressive Features and supplementary material
    S. Gaïffas, E. Richard, N. Vayatis,
    NIPS (2012)

  21. Sparse Bayesian unsupervised learning
    S. Gaïffas, B. Michel
    preprint

  22. Weighted algorithms for compressed sensing and matrix completion
    S. Gaïffas, G. Lecué
    preprint

  23. High-dimensional additive hazard models and the Lasso
    S. Gaïffas, A. Guilloux
    Electronic Journal of Statistics (2012)

  24. Sharp oracle inequalities for the prediction of a high dimensional noisy matrix
    S. Gaïffas, G. Lecué
    IEEE Transactions on Information Theory (2012)

  25. Nonparametric regression with martingale increment errors
    S. Delattre, S. Gaïffas,
    Stochastic Processes and their Applications (2011)

  26. Hyper-sparse optimal aggregation
    S. Gaïffas, G. Lecué
    Journal of Machine Learning Research (2011)

  27. Learning and adaptive estimation for marker-dependent counting processes
    S. Gaïffas, A. Guilloux
    preprint (2011)

  28. Aggregation of penalized empirical risk minimizers in regression
    S. Gaïffas, G. Lecué
    preprint (2010)

  29. Adaptive estimation of the conditional intensity of marker-dependent counting processes (Published version) and (full version)
    F. Comte, S. Gaïffas, A Guilloux,
    Annales de l'Institut Henri Poincaré (B) Probability and Statistics (2008)

  30. Optimal rates and adaptation in the single-index model using aggregation
    S. Gaïffas, G. Lecué
    Electronic Journal of Statistics (2007)

  31. Global estimation of a signal based on inhomogeneous data
    S. Gaïffas
    Statistica Sinica (2009)

  32. Sharp estimation in sup norm with random design (published version) and long version
    S. Gaïffas
    Statistics & Probability Letters (2006)

  33. On pointwise adaptive curve estimation based on inhomogeneous data
    S. Gaïffas
    ESAIM P&S (2007)

  34. Convergence rates for pointwise curve estimation with a degenerate design
    S. Gaïffas
    Mathematical Methods of Statistics (2005)

HdR Manuscript

  • Some contributions to statistics and machine learning hdr.pdf

PhD Manuscript