MASCOT NUM 2011- 1 -Villard de Lans, March 24 th 2011 A life for Statistics

MASCOT NUM 2011 - 1 - Villard de Lans, March 24th 2011

Anestis Antoniadis

A life for Statistics


Birth: 1960

First word: MAYBE

Celebrations for the birth (original document)


Youth


University - Grenoble


University career

Ph.D. in Applied Mathematics, University of Grenoble I, 1975Abilitation in Mathematical Sciences, University Scientifique et Médiacale de Grenoble, Etude de certains problèmes de décision dans les structures statistiques Gaussiennes infinidimensionnelles, 1983Professor “Class Exceptionelle”


Editorial activity1993–: Revue de l'ISUP, Associate Editor1998–2007: Journal of the French Statistical Society, Associate Editor 2000–2004: ESAIM: Probabilty and Statistics, Chief Co-Editor 2005–2008: ESAIM: Probabilty and Statistics, Associate Editor 2001–2005: Wiley's Encyclopedia of Statistical Sciences, Associate Editor2002–: Statistics and Computing, Associate Editor 2006–: Journal of Statistical Software, Associate Editor 2007–2010: Electronic Journal of Statistics, Associated Editor2008–2010: Annals of Statistics, Associate Editor


Honors

Elected Member, International Statistical Institute.Fellow of the American Statistical AssociationFellow of the Institute of Mathematical Statistics

Recipient of the 2010 French Statistical Society award Pierre Simon de Laplace


Miscellaneous4 patents : Methods and apparates for detecting atrial fibrillation zones and sleeping disordersSelection committee for the Lucien Le Cam Conferences.Research networks:

Belgian, French and German UniversitiesUniversity of Grenoble and University of Cyprus.Sensitivity Analysis and Computer Code Output (GDR: MASCOT)French Schools and UniversitiesUniversity of Grenoble – CNR Napoli


Publications

19791981

19831985

19871989

19911993

19951997

19992001

20032005

20072009

20110

1

2

3

4

5

6

7

8

9


Publications

74%

11%2%

3%3% 7%Field

StatisticsMedicinePhysicsChemistryGeophysicsBiology


Publications

19791982

19851988

19911994

19972000

20032006

20090

1

2

3

4

5

6

7

8

9

10

AppliedStatistics


Publications

19791982

19851988

19911994

19972000

20032006

20090

1

2

3

4

5

6

7

8

9

10

BiologyGeophysicsChemistryPhysicsMedicineStatistics


Citations

19901992

19941996

19982000

20022004

20062008

20100

20

40

60

80

100

120

140

Total

h-index: 18 (ISI source) 24 (Google Scholar)


Citations

19901992

19941996

19982000

20022004

20062008

20100

20

40

60

80

100

120

140

TotalAppliedStatistics


Collaborators


CollaboratorsCountry Co-authors Country Co-authors

France 53 Switzerland 2

Italy 12 U.S.A. 1

Russia 4 Poland 1

China 3 Portugal 1

Spain 3 Serbia 1

Greece 3 Vietnam 1

Belgium 2 Israel 1

United Kingdom 2 New Zealand 1

Canada 2


Collaborators

J.C. Barthelemy 9J. Berruyer 9G. Gregoire 9U. Amato 9J.M. Gaspoz 8I. Gijbels 8T. Sapatinas 8

V. Pichot 7 J. Lacour 7J. Bigot 6F. Costes 4S. Lambert-Lacroix 3A. Filhol 3I. De Feis 3


Collaborators (Mediterranean)


Ph.D. studentsStudent University Year

J.P. Lacombe University J. Fourier, Grenoble 1985X. Bay University J. Fourier, Grenoble 1997M. Bouatou University J. Fourier, Grenoble 1997J.F. Coeurjolly University J. Fourier, Grenoble 2000V. Pichot University J. Monnet, Saint-Etienne 2000V. Maxim University J. Fourier, Grenoble 2003J. Bigot University J. Fourier, Grenoble 2003J. Peyre University J. Fourier, Grenoble 2005S. Da Veiga University P. Sabatier, Saint-Etienne,

University J. Fourier, Grenoble2007

I. Gannaz University J. Fourier, Grenoble 2007R. Girard University J. Fourier, Grenoble 2008D. Ginsbourger Ecole National Supérieure des Mines,

Saint-Etienne2009


Journals4: Comp. Stat. Data Anal., Scand. J. Statist.3: Biometrika, Stat. Sinica, Stat. Prob. Lett., J. Royal Stat. Soc. B, Statist. Anal. Données2: JASA, Annals IMS, J. Comp. Graph. Stat., Pace-pacing Chem. Electrophysiol., Stat. Computing, J. Multivar. Anal., J. Nonparametr. Statist., Arch. Anatom. Cytol. Path, C.R. Acad. Sci. Paris A, Shankya1: 40 more Journals

Total: 58 Journals36 Statistics Journals22 Applied Journals


Research interests - Statistics

Nonparametric curve estimationNonlinear regressionAbstract inference for

stochastic problems

ClassificationWavelets and their applications

Survival analysis and point processes

Alignment

ANOVA Change-point detection

Hypothesis testsDimension reduction

Time series


Research interests - Applications

Petrol productsCristallographyQuality control

MicrorarraysMeteorology and climatologyAir pollution

Mass spectrometry Nuclear Magnetic ResonanceRemote sensing


Smoothing Noisy Data with Tapered Coiflets Series

RegularizationWaveletsLinear methodOptimal convergence ratesData-driven choice of the regularization parameter

(Scand. J. Statist., 1996)


Smoothing Noisy Data with Tapered Coiflets SeriesRegularizationWavelets

ffgf

inf

n

jj kkj

jkjkj

kkjkj

jj

dc0

0

00

12

0

2,

22,,

12

0

2,, 2

In the wavelet domain:


Smoothing Noisy Data with Tapered Coiflets SeriesLinear method

2,,0 1,,

0

00

jkjkj kc

12,,0 , 21 02

,,

j

j

kjkj kjj

d

Optimal convergence rate 122

, )(MISE mn

2

1


Smoothing Noisy Data with Tapered Coiflets SeriesData-driven choice of the regularization parameter

222

111

2

6

1

6

2

6

1

22

1ˆ

n

jjjjnYYY

Plug-in Müller-Stadtmüller estimate of variance

2222 2ˆ n

n

jj kkjjj

jj

n

jj

jnn

j

d00

12

0

2,

2

2

2

2

2

2

2

221

12

21

12

2)(ˆ

)()(ˆ npn 0)( pn


Regularization of Wavelet Approximations

Nonuniformly spaced data pointsNonlinear regularized wavelet estimators

Hard and Soft Thresholding are just examplesNecessary conditions for penalty functions to give thresholdingOracle inequalities and universal thresholdsNumerical efficient solution

Nonlinear regularized Sobolev interpolatorsGraduated nonconvexity algorithm

(with J. Fan, JASA, 2001)


Regularization of Wavelet ApproximationsNonlinear regularized wavelet estimators

Hard and Soft Thresholding are just examples

|)(|)()( 2 pz

Many and many wavelet regularization methods fall under this framework


Regularization of Wavelet ApproximationsNecessary conditions for penalty functions to give thresholding

)('minwith

|| if |))(ˆ(|')sgn(ˆ

|| if 0ˆ

issolution The

00

0

0

pp

pzzpzz

pz

),0(on unimodalstrictly )('

),(0,in abledifferenti ing,nondecreas e,nonnegativ )(

p

p


Regularization of Wavelet ApproximationsNecessary conditions for penalty functions to give thresholding

0)('||argmin continuous is )(ˆ

,),0(on continuous is )('When

pz

p

zz )(̂

00)0(' 0 pp Thresholding solution

estimators ngthresholdi-soft and ngthresholdi-hard

between embraced issolution The


Regularization of Wavelet ApproximationsOracle inequalities and universal thresholds

)log1log(-log2 :Threshold UniversalNew 20 ncnp

Suggested value: c=16 - Old value: c=1The new value works better in practice

The Risk of the wavelet estimators attains the same upper bound as DJ estimators for the whole class of functions:

)},ˆ(){(),ˆ( 01

, ffRcnpffR cnpp


Regularization of Wavelet ApproximationsNumerical efficient solution

Nonlinear regularized Sobolev interpolatorsGraduated nonconvexity algorithm

1) Sobolev wavelet interpolator of (unequispaced) data:

nsfA

s.t. min

2

2) Interpolate data on an equispaced grid

3) Choose and apply component-wise penalization

“Formal technical derivations of the statement are beyond the scope of this article”


Nonparametric Pre-processing Methods and Inference Tools for Analyzing Time-of-Flight Mass Spectrometry Data

De-noising (wavelets)Baseline correctionNormalizationPeak detectionPeak alignment

(joint with J. Bigot, S. Lambert-Lacroix, F. Letue, Current Analytical Chemsitry, 2007)

)/()/()/()/( zmzmNSzmBzmY baseline peaked signal noise


Time-of-Flight Mass Spectrometry Data

De-noising (wavelets)Hard-thresholdingLevel dependent universal thresholdMAD estimate of variance

Baseline correctionPenalized regression quantile splinesDoes not require estimate of the peaks

NormalizationEstimate of the Area Under Curve


Time-of-Flight Mass Spectrometry Data

Peak detectionMultiscale wavelets (small scales)Zero-crossing of the continuous wavelet transformStructural intensity for estimating peak location from several scales

Peak alignmentWarping function to align spectraParametric representation of warping functionDoes not require definition of a template


Anestis Antoniadis golden rules

Start from a real problemLook at the literature and grab the bestThink of a new idea, if needed or possibleMake first synthetic preliminary experimentsIf successfull, develop theory (as much as possible)Full set of consolidated text experiments and comparison with competitorsApplication to the original real problem


Congratulations - IThe President of the United Nations Ban Ki-Moon apologizes for not having being present at the Conference. “I acknowledge Prof. Antoniadis as one of the top scientists who contributed to the friendship of different countries by the excellent relationships established with collegues and friends of so many countries. For this reason I will propose Profesor Antoniadis as an Ambassador of Science on behalf of the UN with a special mission. Actually it is nowadays well known that there are several underveloped countries that need help from citizens of more civilized countries to obtain better life conditions and more democracy. For this reason the mission of the new Ambassador will be to ask people from the civilized Maghreb who successfully got rid of their dictators to teach to the underveloped European countries (and not only European) how to get rid of their horrible governments. Have a good luck!”


Congratulations - II President Obama is saying that the American dream is still alive. “Now that I am the President of the United States, I am promoting fundamental and applied research by funding researches to top level scientists all over the world. I acknowledge Professor Antoniadis as one of the top scientists who contributed to the growth of so many young researchers. On the other side I regret that until now he showed a clear preference for European collaborations. Therefore in order to motivate Professor Antoniadis to collaborate in the future with our American scientists, I can guarantee him a full immersion into our original Amercan style, with free McDonald instead of Neapolitan pizza. Welcome to US!


Congratulations - III “Dear Professor Antoniadis, it is a pleasure to me to celebrate you on this special occasion. I am very happy of the excellent cooperation with the Italian group from Napoli, even though so doing you missed the wonderful atmosphere (both human and meteorological) of the most beautiful town in the world, Milan. You were my best student, you are the scientist who best put into practice my ideas (in fact as you know I am in close relationship with God and for this reason I know everything in any field). I will need your help in calculating what is the probability that I go into jail. From my side I’ll invite you to my house in Arcore for a week to have an innocent bunga-bunga party. Please do not take your wife with you”.


Congratulations - IV

?“Dear Anestis,I address you so confidentially because during past years I was always close to you in every momento of your life, at University and not only, helping you as much as I could with all my modest tools I could use. I can promise you that during the many next years I will be even closer to you, closer than your wife, every moment of your life with a tight hug, and I promise to help you even more than before, as much as I can.”Yours, Nikolas Sarkozy


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MASCOT NUM 2011- 1 -Villard de Lans, March 24 th 2011 A life for Statistics