Antoine
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| Associate Professor at Sorbonne Université | |
| Laboratoire de Probabilités, Statistique et Modélisation (LPSM) UFR de Mathématiques 4 Place Jussieu -- Tour 15-25 -- Bureau 222 75005 Paris |
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| Mail: antoine"dot"godichon_baggioni"at"upmc"dot"fr |
| Home | Teaching | Research | Students |
Curriculum vitae |   |
Research interests: Robust statistics, Stochastic algorithms, Gradient Descent, Geometric Median, Clustering Analysis, Stochastic Newton algorithm Submitted papers:
Surendran, S., Godichon-Baggioni, A. and Le Corff, S. : Theoretical Convergence Guarantees for Variational Autoencoders, Hal,
Godichon-Baggioni, A., Robin, S., and Sansonnet, L.: Online and Offline Robust Multivariate Linear Regression, Hal, Godichon-Baggioni, A., Lu, W. and Portier, B.: A Full Adagrad algorithm with O(Nd) operations, Hal, Godichon-Baggioni, A., Lu, W. and Portier, B.: Online estimation of the inverse of the Hessian for stochastic optimization with application to universal stochastic Newton algorithms, Hal Godichon-Baggioni, A. and Werge, N. : On Adaptive Stochastic Optimization for Streaming Data: A Newton's Method with O(dN) Operations, Hal, codes Godichon-Baggioni, A. and Tarrago, P.: Non asymptotic analysis of Adaptive stochastic gradient algorithms and applications, Hal
Accepted papers:
[22] Surendran, S., Fermanian, A., Godichon-Baggioni, A. and Le Corff, S. (2024): Non-asymptotic Analysis of Biased Adaptive Stochastic Approximation, Neurips, Hal, Journal [21] Genans, F., Godichon-Baggioni, A., Vialard, F.-X., and Wintenberger, O (2024): Semi-Discrete
Optimal Transport: Nearly Minimax Estimation With Stochastic Gradient
Descent and Adaptive Entropic Regularization, Neurips, Hal, Journal [20] Godichon-Baggioni, A., Nguyen, D. and Tran M.-N. (2024): Natural Gradient Variational Bayes without Fisher Matrix Analytic Calculation and Its Inversion, Journal of the American Statistical Association, Arxiv, Journal
[19] Brazey, D., Godichon-Baggioni, A. and Portier, B. (2024): A mixture of ellipsoidal densities for 3D data modelling, to appear in Statistics, Hal
[17] Godichon-Baggioni, A. and Surendran, S. (2024): A penalized criterion for selecting the number of clusters for K-medians, Journal of Computational and Graphical Statistics, Hal, Journal, Package R Kmedians, codes
[16] Godichon-Baggioni and Robin, S. (2023): A robust model-based clustering based on the geometric median and the Median Covariation Matrix, Statistics and Computing, Hal, Journal, Package R RGMM [15] Godichon-Baggioni, A., Lu, W. and Portier, B. (2023): Recursive ridge regression using second-order stochastic algorithms, Computational Statistics and Data Analysis, Hal, Journal [14] Godichon-Baggioni, A., Werge, N. and Wintenberger, O. (2023): Learning from time-dependent streaming data with online stochastic algorithms, Transactions on Machine Leaning Research, Journal, Hal [13] Cénac, P., Godichon-Baggioni, A. and Portier, B. (2023): An efficient Averaged Stochastic Gauss-Newtwon algorithm for estimating parameters of non linear regressions models, to appear in Bernoulli, Arxiv [12] Godichon-Baggioni, A., Werge, N. and Wintenberger, O. (2023): Non Asymptotic Analysis of Stochastic Approximation Algorithms for Streaming Data, ESAIM PS, Hal, Journal [11] Boyer, C. and Godichon-Baggioni, A. (2022): On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions, Computational Optimization and Applications Hal, Codes, Journal [10] Godichon-Baggioni, A. and Saadane, S. (2020): On the rates of convergence of Parallelized Averaged Stochastic Gradient Algorithms, Statistics, Arxiv, Journal [9] Bercu, B., Godichon-Baggioni, A., Portier, B. (2020): An efficient stochastic Newton algorithm for parameter estimation in logistic regressions, SIAM, Journal on Control and Optimization, Arxiv, Journal [8] Godichon-Baggioni, A., Maugis-Rabusseau, C., Rau, A. (2020): Multi-view cluster agregation and splitting with an application to multi-omic breast cancer data, Annals of Applied Statistics, HAL, Journal, Package R maskmeans
[7] Godichon-Baggioni, A. (2019): Lp and almost sure rates of convergence of averaged stochastic gradient algorithms: locally strongly convex objective, ESAIM PS, Arxiv, Journal, Erratum [6] Godichon-Baggioni, A. (2019): Online estimation of the asymptotic variance for averaged stochastic gradient algorithms, Journal of Statistical Planning and Inference, Arxiv, Journal
[5] Godichon-Baggioni, A., Maugis-Rabusseau, C. and Rau, A. (2018): Clustering transformed compositional data using K-means, with applications in gene expression and bicyle sharing system data, Journal of Applied Statistics, Arxiv, Journal, Package R coseq
[4] Godichon-Baggioni, A. and Portier, B. (2017): An averaged projected Robbins-Monro algorithm for estimating the parameters of a truncated spherical distribution, Electronic Journal of Statistics, vol. 11, p. 1890-1927 , Arxiv, Journal [3] Cardot, H., Godichon-Baggioni, A. (2017): Fast Estimation of the Median Covariation Matrix with Application to Online Robust Principal Components Analysis, TEST, vol 26, p.461–480, Arxiv, Journal [2] Cardot, H., Cénac, P., Godichon-Baggioni, A. (2017): Online estimation of the geometric median in Hilbert spaces : non asymptotic confidence balls, The Annals of Statistics, vol 45, p.591–614, Arxiv, Journal [1] Godichon-Baggioni, A. (2016): Estimating the geometric median in Hilbert spaces with stochastic gradient algorithms : Lp and almost sure rates of convergence, Journal of Multivariate Analysis, vol. 146, p. 209.222., Arxiv, Journal
Contributions to R packages: Kmedians, on CRAN, with S. Surendran Maskmeans, on Github, with C. Maugis-Rabusseau et A. Rau coseq, on Bioconductor, with C. Maugis-Rabusseau et A. Rau Others: Thesis defended on the 17th of June, 2016: Algorithmes stochastiques pour la statistique robuste en grande dimension, under the direction of Hervé Cardot and Peggy Cénac, PDF Habilitation à Diriger des Recherches, defended le 14 mars 2023: Online stochastic algorithms and applications, PDF |
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