Research topics

• Statistique actuarielle (construction de tests, modélisation de la mortalité, théorie de la ruine, approximation)
• Statistique bayésienne (sélection de variables, approximation)
• Processus à courte et longue mémoire (comparaison et tests)
• Copules et indicateurs de dépendance (estimation et tests)
• Mélanges (mélanges gaussiens, comparaison de mélanges)

• Yves Ngounou : “Estimation nonparamétrique de copules - Applications en actuariat”
• Robin Fuchs : “Deep Gaussian Mixture Models : approche pour données mixtes et sélection de variables” (co-encadrement : MElilotus Thyssen, Samuel Soubeyrand)
• Samuel Stocksieker : “Modélisation des distributions déséquilibrées en assurance” (co-encadrement : Arthur Charpentier)

• Soubeyrand, S., Ribaud, M., Baudrot, V., Allard, D., Pommeret. D, Roques, L. (2020) “COVID-19 mortality dynamics: The future modelled as a (mixture of) past(s)” PLOS ONE. https://doi.org/10.1371/journal.pone.0238410
• Pommeret, D., Vandekerkhove, P. (2019) “ Semiparametric density testing in the contamination model”. Electronic Journal of Statistics.
• Doukhan, P., Grublit, I., Pommeret, D., Reboul, L. (2019) “Comparing the marginal densities of two strictly stationary linear processes”. Annals of the Institute of Statistical Mathematics.
• Pommeret, D., Reboul, L. (2018) “Approximating the Probability Density Function of a Transformation of Random Variables”. Methodology and Computing in Applied Probability.
• Doukhan, P., Joseph Rynkiewicz, J., Pommeret, D., Salhi, Y. (2017) « A Class of Random Field Memory Models for Mortality Forecasting ». Insurance Mathematics and Economics
• Boutahar, M., Pommeret, D. (2016) “A test for the equality of transformations of two random variables”. ESAIM P&S.
• Goffard, P.O., Loisel, S., Pommeret, D. (2015) “Polynomial approximation for bivariate aggregate claims amount probability distributions”. Methodology and Computing in Applied Probability.
• Doukhan, P., Pommeret, D., Reboul, L. (2015) “Data Driven Smooth Test of Comparison of Dependent Sequences”. Journal of Multivariate Analysis.
• Pommeret, D. (2015) “Comparing two mixing densities in nonparametric mixtures”. Sankhya
• Pommeret, D. (2013) “A two-sample test when data are contaminated”. Statistical Methods and Applications.
• Boutahar, M. Ghattas, B., Pommeret, D. (2013) “Nonparametric comparison of several transformations of distribution functions”. Journal of Nonparametric Statistics.
• Baragatti, M., Grimaud, A., Pommeret, D. (2013) “Parallel tempering with Equi-Energy moves”. Statistics and Computing.
• Baragatti, A. Grimaud, A., Pommeret, D. (2012) “Likelihood-free parallel tempering”. Statistics and Computing.
• Druilhet, P., Pommeret, D. (2012) “Invariant conjugate analysis for exponential families”. Bayesian Analysis.
• Baragatti, M., Pommeret, D. (2011) “A study of variable selection using g-prior distribution with ridge parameter”. Computational Statistics and Data Analysis.
• Guyon, E., Pommeret, D. (2011) “Imputation by PLS regression for linear mixed models”. Journal de la Societe Francaise de Statistique.
• Pommeret, D. (2011) “Data driven smooth test for contaminated data”. Journal of Statistical Theory and Practice.
• Ghattas, B., Pommeret, D., Reboul, L., Yao, A.F. (2011) “Data driven smooth test for paired populations”. Journal of Statistical Planning and Inference.
• Baragatti, M., Pommeret, D. (2011) Comments on “Bayesian variable selection for disease classification using gene expression data”. Bioinformatics.
• Pommeret (2010) “Testing Mixed Distributions when the Mixing Distribution Is Known”. Advances in Data Analysis, Data Handling and Business Intelligence. Studies in Classification,Data Analysis, and Knowledge Organization.

ArXiV / HAL:

• Fuchs, R., Pommeret, D., Viroli, C. (2020) “Mixed data Deep Gaussian Mixture Model: A clustering model for mixed datasets”. https://arxiv.org/abs/2010.06661
• Pommeret, D., Reboul, L., Yao, A.F. (2020) “Testing the equality of the laws of two strictly stationary processes”. https://hal.em-lyon.com/IML/hal-02490333v1
• Milhaud, X., Pommeret, D., Salhi, Y., Vandekerkhove, P. (2020) “Semiparametric two-sample mixture components comparison test”. https://hal.archives-ouvertes.fr/hal-02491127
• Ngounou, Y., Pommeret, D. (2020) “Nonparametric estimation of copulas and copula densities by orthogonal projections”. https://arxiv.org/abs/2010.15351

*Chaire d'excellence DAMI http://chaire-dami.fr/