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Les fragmentations et une application possible en industrie minière.

Nathalie Krell , Joaquin Fontbona , Marc Hoffmann , Servet Martinez
Journées MAS et Journée en l'honneur de Jacques Neveu, Aug 2010, Talence, France
Documents associated with scientific events inria-00510336v1

Modelling microstructure noise with Hawkes processes

Emmanuel Bacry , Sylvain Delattre , Marc Hoffmann , J.-F. Muzy
ICASSP 2011 International Conference on acoustics, speech and signal processing. Session: Signal Processing Methods for Finance Applications, May 2011, Prague, Czech Republic
Conference papers hal-00604490v1

ON ADAPTIVE INFERENCE AND CONFIDENCE BANDS

Marc Hoffmann , Richard Nickl
Annals of Statistics, 2011, 39 (5), pp.2383--2409. ⟨10.1214/11-AOS903⟩
Journal articles hal-00692981v1
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Nonparametric estimation of the division rate of an age dependent branching process

Marc Hoffmann , Adélaïde Olivier
Stochastic Processes and their Applications, 2015, ⟨10.1016/j.spa.2015.11.009⟩
Journal articles hal-01251085v1
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ESTIMATING FAST MEAN-REVERTING JUMPS IN ELECTRICITY MARKET MODELS

Thomas Deschatre , Marc Hoffmann
2018
Preprints, Working Papers, ... hal-01966337v1
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Nonparametric estimation of the division rate of a size-structured population

Marie Doumic-Jauffret , Marc Hoffmann , Patricia Reynaud-Bouret , Vincent Rivoirard
SIAM Journal on Numerical Analysis, 2012, 50 (2), pp.925--950. ⟨10.1137/110828344⟩
Journal articles hal-00578694v1
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Statistical estimation in a randomly structured branching population

Marc Hoffmann , Aline Marguet
Stochastic Processes and their Applications, 2019, 129 (12), pp.5236-5277. ⟨10.1016/j.spa.2019.02.015⟩
Journal articles hal-01662203v3
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Statistical Inference for Partial Differential Equations

Emmanuel Grenier , Marc Hoffmann , Tony Lelièvre , Violaine Louvet , Clémentine Prieur et al.
SMAI 2013 - 6e Biennale Française des Mathématiques Appliquées et Industrielles, May 2013, Seignosse, France. pp.178-188, ⟨10.1051/proc/201445018⟩
Conference papers hal-01102782v1
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A statistical approach for simulating the density solution of a McKean-Vlasov equation

Marc Hoffmann , Yating Liu
2023
Preprints, Working Papers, ... hal-04096108v1
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STATISTICAL INFERENCE FOR ROUGH VOLATILITY: CENTRAL LIMIT THEOREMS

Carsten Chong , Marc Hoffmann , Yanghui Liu , Mathieu Rosenbaum , Grégoire Szymanski et al.
2022
Preprints, Working Papers, ... hal-03913870v1
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Statistical analysis of self-similar conservative fragmentation chains

Marc Hoffmann , Nathalie Krell
Bernoulli, 2011, 17 (1), pp.395-423
Journal articles hal-00261291v1

Nonlinear estimation for linear inverse problems with error in the operator

Marc Hoffmann , Markus Reiss
Annals of Statistics, 2008, 36 (1), pp.310--336. ⟨10.1214/009053607000000721⟩
Journal articles hal-00693076v1

Multifractal analysis in a mixed asymptotic framework

Emmanuel Bacry , Arnaud Gloter , Marc Hoffmann , J.-F. Muzy
Annals of Applied Probability, 2010, pp.1729-1760. ⟨10.1214/09-AAP670⟩
Journal articles hal-00604467v1
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Early stopping for statistical inverse problems via truncated SVD estimation

Gilles Blanchard , Marc Hoffmann , Markus Reiss
Electronic Journal of Statistics , 2018, 12 (2), ⟨10.1214/18-EJS1482⟩
Journal articles hal-03327163v1
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Modelling microstructure noise with mutually exciting point processes

Emmanuel Bacry , Sylvain Delattre , Marc Hoffmann , Jean-François Muzy
Quantitative Finance, 2013, 13 (1), pp.65-77. ⟨10.1080/14697688.2011.647054⟩
Journal articles hal-00779787v1
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Adaptive wavelet estimation of the diffusion coefficient under additive error measurements

Marc Hoffmann , Munk Axel , Schmidt-Hieber Johannes
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2011, 48 (4), pp.1186-1216. ⟨10.1214/11-AIHP472⟩
Journal articles hal-00779763v1
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HAWKES PROCESSES ON LARGE NETWORKS

Sylvain Delattre , Nicolas Fournier , Marc Hoffmann
Annals of Applied Probability, 2016
Journal articles hal-01102806v1
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OPTIMIZATION AND STATISTICAL METHODS FOR HIGH FREQUENCY FINANCE

Marc Hoffmann , Mauricio Labadie , Charles-Albert Lehalle , Gilles Pagès , Huyên Pham et al.
SMAI 2013, May 2013, Seignosse, France. pp.219 - 228, ⟨10.1051/proc/201445022⟩
Conference papers hal-01102785v1
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Individual and population approaches for calibrating division rates in population dynamics: Application to the bacterial cell cycle

Marie Doumic , Marc Hoffmann
2022
Preprints, Working Papers, ... hal-03328781v2
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Optimal adaptation for early stopping in statistical inverse problems

Gilles Blanchard , Marc Hoffmann , Markus Reiss
SIAM/ASA Journal on Uncertainty Quantification, 2018, 6, pp.1043-1075
Journal articles hal-01426253v1

Statistical inference across time scales

Celine Duval , Marc Hoffmann
Electronic Journal of Statistics , 2011, 5 (?), pp.2004--2030. ⟨10.1214/11-EJS660⟩
Journal articles hal-00692996v1
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EFFICIENT VOLATILITY ESTIMATION IN A TWO-FACTOR MODEL

Olivier Féron , Pierre Gruet , Marc Hoffmann
2018
Preprints, Working Papers, ... hal-01966340v1
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Early stopping for statistical inverse problems via truncated SVD estimation

Gilles Blanchard , Marc Hoffmann , Markus Reiss
Electronic Journal of Statistics , 2018, 12 (2), pp.3204-3231. ⟨10.1214/18-ejs1482⟩
Journal articles hal-01966326v1

Estimation of the Hurst parameter from discrete noisy data

Arnaud Gloter , Marc Hoffmann
Annals of Statistics, 2007, 35 (5), pp.1947--1974. ⟨10.1214/009053607000000316⟩
Journal articles hal-00693086v1
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Statistical estimation of a growth-fragmentation model observed on a genealogical tree

Marie Doumic , Marc Hoffmann , Nathalie Krell , Lydia Robert
Bernoulli, 2015, 21 (3), pp.1760-1799. ⟨10.3150/14-BEJ623⟩
Journal articles hal-01102799v1
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Adaptive estimation for bifurcating Markov chains

Siméon Valère Bitseki Penda , Marc Hoffmann , Adélaïde Olivier
Bernoulli, 2017, 23 (4B), pp.3598 - 3637. ⟨10.3150/16-BEJ859⟩
Journal articles hal-01254200v1
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NONPARAMETRIC ESTIMATION OF THE DIVISION RATE OF AN AGE DEPENDENT BRANCHING PROCESS

Marc Hoffmann , Adélaïde Olivier
2015
Preprints, Working Papers, ... hal-01102813v1
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A recursive point process model for infectious diseases

Frederic P Schoenberg , Marc Hoffmann , Ryan Harrigan
Annals of the Institute of Statistical Mathematics, In press
Journal articles hal-01966329v1
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Density estimation on an unknown submanifold

Clément Berenfeld , Marc Hoffmann
2019
Preprints, Working Papers, ... hal-02329703v1
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Division in Escherichia coli is triggered by a size-sensing rather than a timing mechanism

Lydia Robert , Marc Hoffmann , Nathalie Krell , Stéphane Aymerich , Jérôme Robert et al.
BMC Biology, 2014, 12 (1), pp.17. ⟨10.1186/1741-7007-12-17⟩
Journal articles hal-00981312v1