The conjecture is the following. If you can find a proof of it, please contact me!
Let $X_1, X_2, \ldots, X_n$ be i.i.d. continuous random variables with $E[X_i]=0,$ Var$[X_i]=1$ and $E[\log(|X_1|)] < \infty$. Then
Pierre Lafaye de Micheaux (Lafaye de Micheaux is the surname) is a Canadian/French/Swiss statistician, born in France in 1973. After two post-docs at the Centre de Recherches Mathématiques de Montréal, and at the Brain Imaging Center of McGill University, he got an Assistant Professor position at Grenoble Alps University in 2003. From 2009 to 2010, he was also an Affiliate Researcher at the Grenoble Neuroscience Institute. In 2009, he moved to the Department of Mathematics and Statistics, Université de Montréal, as an Assistant Professor. He was promoted to the Associate Professor level in 2011. From 2013 to 2014 he was a Senior Visiting Fellow to the Centre for Healthy Brain Ageing (School of Psychiatry) of UNSW Sydney. In 2015, he moved for almost two years to the French Engineering school of Statistics and Analysis of Information (CREST-ENSAI), as a Professor of Statistics. He joined the School of Mathematics and Statistics of UNSW Sydney in 2017.
Pierre Lafaye de Micheaux works on both Mathematical and Applied Statistics, as well as on the development of R packages and on industrial applications (such as Machine Learning or Deep Learning techniques). His main research interests are listed below. He (co)-leads three research groups: Dependence Measures, (Neuro)Imaging Genetics and Data Science and IoT.
Complete Resume = CV.pdf
M.Sc in Cognitive Neuroscience, 2007
Grenoble Institute of Technology (France)
Ph.D in Statistics, 2003
Université de Montréal (Canada) and Université de Montpellier (France)
M.Sc in Biostatistics (Agronomy and Health), 1998
Université de Montpellier (France)
B.Sc in Physics and Pure Mathematics, 1996
Université de Montpellier (France)
Advice for Prospective MSc or PhD Students
I am looking to work with enjoyable, hard-working, passionate, self-motivated and autonomous students. Have a look at my publication records to see how my research looks like and if you think you could fit in (please, remember that I work in a School of Mathematics and Statistics). Feel free to contact me to discuss any research related matter! More details that you should probably read first here.
New statistical methods and computing tools to analyse complex-valued random vectors
Disentangling genetics from environmental factors using medical images
New statistical methods and computing tools to extract information from big data sets, with a specific focus on those coming from the Internet of Things
Our new online book on Data Science
Finding links in the big data era
People currently working with me on one of the three projects
Below are people with whom I have the chance to work currently on these three research projects: Dependence Measures
, (Neuro)Imaging Genetics
and Internet of Things
.
Benjamin Avanzi Dependence Measures | |
Gery Geenens Dependence Measures | |
Spiridon Penev Dependence Measures, Internet of Things | |
Lionel Truquet Dependence Measures | |
Benoit Gallix (Neuro) Imaging Genetics | |
Benoit Liquet (Neuro) Imaging Genetics | |
Pavlo Mozharovskyi (Neuro) Imaging Genetics, Internet of Things | |
Myriam Vimond (Neuro) Imaging Genetics | |
Wei Wen (Neuro) Imaging Genetics | |
Fabien Navarro Internet of Things |
Chunhao Cai Dependence Measures |
Guillaume Boglioni-Beaulieu Dependence Measures |
Alex Zhu The RaspberryPiR package for streaming data acquired with sensors |
Andy Yu Data Depth of curves applied to large neuroimaging data sets |
Robert Cantwell Dependence Measures for Complex-valued Random Variables |
[Ellen Wang]() Fréchet Random Forests for Lacune Detection in MRI |
[Ruoyu Wang]() _Machine Learning Tools for the Analysis of | |
Scanner Images of the Lungs_ |
Past and present
Achard, Sophie, Research Fellow at CNRS, Grenoble, France
Avanzi, Benjamin, Associate Professor, UNSW Sydney, Australia
Beran, Rudy, Distinguished Emeritus Professor, UC Davis, California, USA
Bilodeau, Martin, Professor, Université de Montréal, Canada
Bordier, Cécile Post-Doc, Istituto Italiano di Tecnologia, Genova
Cenier Tristan, Animateur d’innovation, Schmidt Group, Lièpvre, France
Cai, Chunhao, Assistant Professor, Nankai University, Tianjin, China
Clayden, Jonathan, Lecturer, University College London, UK
Coeurjolly, Jean-François, Professor, Université du Quebec à Montréal, Canada
Delorme, Philippe, Statisticien at CRCHUM, Montreal, Canada
Desgagné, Alain, Professor, Université du Quebec à Montréal, Canada
Dojat, Michel, INSERM Research Director, France
Drouilhet, Rémy, Maitre de Conférences, Grenoble Alps University, France
Dubois, Mathieu, Senior Project Manager in IT, Brussels, Belgium
Ducharme, Gilles, Professor, University of Montpellier, France
Duchesne, Pierre, Professor, Université de Montréal, Canada
Fan, Yanan, Senior Lecturer, UNSW Sydney, Australia
Gallix, Benoit, Professor, McGill University, Canada
Geenens, Gery, Senior Lecturer, UNSW Sydney, Australia
Guyonnet, Denis, Scientific & Innovation Director at DIANA, France
Leblanc, Alexandre, Associate Professor, University of Manitoba, Canada
Léger, Christian, Professor, Université de Montréal, Canada
Lemaire, Vincent, Principal Scientist and Mathematical modeller, Pfizer, USA
Li, Qizhai, Professor, Academy of Mathematics and Systems Science, China
Liquet, Benoit, Professor, University of Pau and Pays de l’Adour, France
Mahdi, Smail, Professor, Barbados
Marchina, Bastien, Secondary Teacher in Mathemathics, France
Marque, Sébastien, Scientific Director of Capionis, France
Mather, Karen, Lecturer, UNSW Sydney, Australia
Mozharovskyi, Pavlo, Assistant Professor, ENSAI, Rennes, France
Navarro, Fabien, Assistant Professor, ENSAI, Rennes, France
Nicoli, François, Medical and Research & Innovation Departments, Olea Medical, La Ciotat, France
Pan, Dongdong, Associate Professor, Yunnan University , Kunming, China
Polzehl, Joerg, senior researcher at the Weierstrass Institute for Applied Analysis and Stochastics, Germany
Riou, Jérémy, Maitre de Conférences, Université d’Angers, France
Robineau, Jean-François, President of Kowok Theragnostic, France
Sachdev, Perminder, Scientia Professor, UNSW Sydney, Australia
Salopek, Donna, Senior Lecturer, UNSW Sydney, Australia
Schmid, Volker, Professor, Ludwig-Maximilians-University Munich, Germany
Spiridon, Penev, Associate Professor, UNSW Sydney, Australia
Tabelow, Karsten, researcher at the Weierstrass Institute for Applied Analysis and Stochastics, Germany
Tagne, Joseph, Analyst, Model Development for Canada Mortgage and Housing Corporation.
Tang, Niansheng, Professor, Yunnan University, China
Thalamuthu, Anbupalam, Post-Doc, UNSW Sydney, Australia
Thiebaut, Rodolphe, Professor, Université de Bordeaux, France
Tran, Viet Anh, Biostatistician at JSS Medical Research, Montréal, Canada
Truquet, Lionel, Assistant Professor, ENSAI, Rennes, France
Vimond, Myriam, Assistant Professor, ENSAI, Rennes, France
Wen, Wei, Associate Professor, UNSW Sydney, Australia
gate.io app, Imperial College London, UK
2011-2016 Joseph Francois Tagne Tatsinkou, Ph.D. thesis attended on 2016/04/21, Smooth Goodness-of-fit tests in Time Series Models (joint supervision with P. Duchesne), Université de Montréal. Now, Joseph Francois Tagne Tatsinkou works as Analyst, Model Development for Canada Mortgage and Housing Corporation.
2010-2013 Jérémie Riou, Ph.D. thesis attended on 2013/12/11, Multiplicity of tests, and computation of sample size in clinical research (joint supervision with B. Liquet and S. Marque), Université de Bordeaux Segalen. Now Lecturer at University of Angers, France.
2008-2011 Bastien Marchina, Ph.D. thesis attended on 2012/12/12, Goodness-of-fit tests based on characteristic functions (joint supervision with Gilles Ducharme, MSER Grant), Université Montpellier II. Now secondary school teacher in mathematics.
2020 Min Sun, M.Sc., School of Mathematics and Statistics, UNSW Sydney.
2020 Kai Lin, M.Sc., School of Mathematics and Statistics, UNSW Sydney.
2020 Simon Ho, M.Sc., School of Mathematics and Statistics, UNSW Sydney.
2019 James Tian, Honours, School of Mathematics and Statistics, UNSW Sydney.
2019 Muyun (Ivan) Zou, Honours, School of Mathematics and Statistics, UNSW Sydney.
2018 [Keren Zhang](), M.Sc., School of Mathematics and Statistics, UNSW Sydney.
2018 [Han Wang](), M.Sc., School of Mathematics and Statistics, UNSW Sydney.
2018 Melinda Mortimer, Honours, School of Mathematics and Statistics, UNSW Sydney.
2018 Ardi Wira-Sudarmo, M.Sc., School of Mathematics and Statistics, UNSW Sydney.
2018 Jasmine Bermas, M.Sc., School of Mathematics and Statistics, UNSW Sydney.
2018 Minxi Feng, M.Sc., School of Mathematics and Statistics, UNSW Sydney.
2018 Yunan Xu, M.Sc., School of Mathematics and Statistics, UNSW Sydney.
2015-2017 Guillaume Boglioni Beaulieu, Maitrise au DMS, UdeM, , Montréal.
2013-2014 Iban Harlouchet, Master at DMS, UdeM, Optimisation d’algorithme d’analyse d’empreintes olfactives (In French), Montréal.
2012-2013 Viet Anh Tran, Master at DMS, UdeM, Le package PoweR : un outil de recherche reproductible pour faciliter les calculs de puissance de certains tests d’hypothèses au moyen de simulations de Monte Carlo (In French), Montréal.
2012-2013 Marc-olivier Billette, Master at DMS, UdeM, Analyse en composantes indépendantes avec une matrice de mélange éparse (In French), Montréal.
2010-2012 BIGSLOTO, Master at DMS, UdeM, Approximations to the determination of the sample size for testing multiple hypotheses when r among m hypotheses must be significant (In French), Montréal.
2008-2008 Bastien Marchina, Master 2 ICA, On the effect of parameter estimation in limiting $\chi^2$ $U$- and $V$-statistics involving complex-valued components, attended on 2008/11/09 in Grenoble.
See my resume.
Go to my Technical reports and to my Ph.d. Thesis.
[1] | Lafaye de Micheaux P. Test de normalité pour les résidus d'un modèle ARMA. Master's thesis (DEA), Université Montpellier II et École Nationale Supérieure Agronomique de Montpellier, 127 pages, June 1998. |
[2] | Ducharme G. and Lafaye de Micheaux P. Goodness-of-fit tests of normality for the innovations in ARMA models. Technical report number 02-02, Groupe de biostatistique et d'analyse des systèmes, Université Montpellier II, 34 pages, February 2002. |
[3] | Lafaye de Micheaux P. Méthodes statistiques multivariées en IRMF. Mémoire de Master 2 Recherche, Institut National Polytechnique de Grenoble, 92 pages, June 2007. (In french). |
[4] | Coeurjolly J.-F., Drouilhet, R., Lafaye de Micheaux P. et Robineau, J.-F. (February 2009). asympTest: an R package for performing parametric statistical tests and confidence intervals based on the central limit theorem. Technical report hal-00358375. Laboratoire Jean Kuntzmann. Université de Grenoble, 18 pages. |
[5] | Bordier C., Dojat, M. and Lafaye de Micheaux P. (December 2010). Temporal and Spatial Independent Component Analysis for fMRI data sets embedded in a R package, arXiv 1012.0269v1, 23 pages. |
[6] | Tabelow K., Clayden J.D., Lafaye de Micheaux P., Polzehl J., Schmid V.J., Whitcher B. (December 2010). Image Analysis and Statistical Inference in Neuroimaging with R, Technical report 1578, Weierstrass Institute for Applied Analysis and Stochastics, 9 pages. |
[1] Test de normalité pour les résidus d'un modèle ARMA, June 1998. Bibliothèque de l'Université Montpellier II. Author : Lafaye de Micheaux, Pierre Title : Test de normalité pour les résidus d'un modèle ARMA / Pierre Lafaye de Micheaux Editor : Montpellier : Université Montpellier II Sciences et Techniques du Languedoc, [1998] Collation : 127 f. ; 30 cm Note : thèse Mém. D.E.A. : Biostatistique-Option Agron.-Santé : Montpellier 2 : 1998 Subject : Biométrie -- thèses Link: Link to bibliographical entry |
[2] Goodness-of-fit tests of normality for the innovations in ARMA models, Février 2002. |
[3] Méthodes statistiques multivariées en IRMF, June 2007. (In french). |
[4] asympTest: an R package for performing parametric statistical tests and confidence intervals based on the central limit theorem, February 2009. |
[5] Temporal and Spatial Independent Component Analysis for fMRI data sets embedded in a R package, December 2010. |
[6] Image Analysis and Statistical Inference in Neuroimaging with R, December 2010. |
THÈSE DE DOCTORAT (82 pages) Transparents de la soutenance 193k
Auteur: Lafaye de Micheaux Pierre.
Titre: Tests d’indépendance en analyse multivariée et tests de normalité dans les modèles ARMA.
Lieu: Thèse de doctorat réalisée en cotutelle. Université Montpellier II et Université de Montréal.
Date de soutenance: 16 décembre 2002 à l’Université de Montréal.
Résumé:
On construit un test d’ajustement de la normalité pour les innovations d’un modèle ARMA(p,q) de tendance et moyenne connues, basé sur l’approche du test lisse dépendant des données et simple à appliquer. Une vaste étude de simulation est menée pour étudier ce test pour des tailles échantillonnales modérées. Notre approche est en général plus puissante que les tests existants. Le niveau est tenu sur la majeure partie de l’espace paramétrique. Cela est en accord avec les résultats théoriques montrant la supériorité de l’approche du test lisse dépendant des données dans des contextes similaires. Un test d’indépendance (ou d’indépendance sérielle) semi-paramétrique entre des sous-vecteurs de loi normale est proposé, mais sans supposer la normalité jointe de ces marginales. La statistique de test est une fonctionnelle de type Cramér-von Mises d’un processus défini à partir de la fonction caractéristique empirique. Ce processus est défini de façon similaire à celui de Ghoudi et al. (2001) construit à partir de la fonction de répartition empirique et utilisé pour tester l’indépendance entre des marginales univariées. La statistique de test peut être représentée comme une V-statistique. Il est convergent pour détecter toute forme de dépendance. La convergence faible du processus est établie. La distribution asymptotique des fonctionnelles de Cramér-von Mises est approchée par la méthode de Cornish-Fisher au moyen d’une formule de récurrence pour les cumulants et par le calcul numérique des valeurs propres dans la formule d’inversion. La statistique de test est comparée avec celle de Wilks pour l’hypothèse paramétrique d’indépendance dans le modèle MANOVA à un facteur avec effets aléatoires.
Télécharger:
[PDF A4] 574k, [PDF letter] 574k, [PS A4] 914k, [PS letter] 914k.
[PDF écran] 2.5M (avec hyperliens et programmes Fortran et C++).
Cette version PDF est très intéressante. Elle contient tous les programmes Fortran et C++ des simulations (presque 15000 lignes). Il y a aussi un programme Javascript inclus dans le premier article qui permet d’effectuer le test “en direct” (voir page 49, Javascript Application). Elle contient aussi des hyperliens facilitant la lecture. A visionner en mode plein-écran.
[MathML] 4.9M (Nécessite Mozilla ou Netscape 7.0. Temps de chargement assez long, patientez …).
[MathML.gz] 318k (Les fichiers MathML contiennent les programmes Fortran et C++).
MathML est une nouvelle technologie révolutionnaire qui permet de rechercher des expressions mathématiques dans le texte (et les copier-coller dans d’autres applications comme Mathematica). Les formules ne sont plus sous la forme d’images.
A.dep.tests | dependogram |
The website for my books on the R software above (with B. Liquet and R. Drouilhet). Versions in French, English, Chinese and Indonesian.
The website for the draft of my current book on Data Science.
I am also in the process of writing a book entitled Statistical Inference for Complex Random Vectors (with G. Ducharme).
⇥ RESEARCH OPPORTUNITIES FOR POSTGRADUATE STUDENTS
I consider myself a Statistician/Data Scientist. What does it mean (for me)? It means that I am interested in:
For example, I have been using Linux (and bash scripting, sed, awk, emacs, etc.) since 1997 . I am currently using RAIJIN to analyse massive neuroimage data sets. My main interests in terms of applications are in Science and Engineering. I have a particular expertise and interest in Neuroscience (but also in Raspberry Pi). I am interested in any sort of Mathematics if you can show me that there will be some connection with Statistics.
I suggest that you poke around my website to see the sorts of topics I work on. Look at my publications and at the Masters or PhD theses of my past students. Please note that I’m not particularly interested in finance or economics. There are some excellent researchers in our school on both topics, but I’m not one of them. I could however consider jointly supervising you if my colleague at the Business School Benjamin Avanzi accepts to be part of this joint supervision.
You must have a strong background in statistics/mathematics/econometrics and good programming skills (preferably in R, C/C++, or Python, with experience in Linux). It is essential that you have studied some matrix algebra, multivariate calculus and optimization. You should be familiar with reproducible research practices including using, e.g., Seafile, Gogs and Rmarkdown.
If you are still interested in doing research (a Ph.D. or a Master’s or an Honour’s degree) with me and/or other members of our research projects and if you have the necessary qualifications and background (see below), feel free to contact me via email attaching the following documents in PDF format (I will disregard documents in any other format):
I will support your application as long as:
(a)
you addressed all the points above;(b)
you are indeed an outstanding student;(c)
your project proposal is aligned with my research interests.Please note that, unless specifically advertised, I do not offer scholarships myself.
So, please first:
Then read:
If you are already at UNSW Sydney, you can also read:
⇥ SCHOLARSHIP LINKS
Scholarships are available for talented and enthusiastic students looking to study for a Ph.D. or a Master’s degree. Nevertheless, they are highly competitive: to be in the running, you need to demonstrate that you are among the top students in your cohort. If you wish to be considered for a scholarship, you will need to apply separately. (Unless advertised, our group do not offer scholarships.)
⇥ POSTDOC AT UNSW
If you are looking for a postdoc position, apart from directly advertised positions, some general options include:
⇥ HONOURS AT UNSW
If you are an undergraduate student interested in doing Honours in Statistics, we are looking for students with a strong background in statistics and good computational skills. If that’s you, then get in touch.
I am a teaching instructor for the following courses at UNSW Sydney:
2018 | MATH1041: Statistics for Life and Social Science (48h) |
MATH3821: Statistical Modelling and Computing (36h) | |
2017 | MATH1041: Statistics for Life and Social Science (48h) |
MATH5806: Applied Regression Analysis (36h) |
2017 | R/Shiny : Introduction to RShiny, at French National School of Statistics and Analysis of Information (ENSAI) (9h) |
2016 | MBDINF14 : Programming with Big Data in R using Distributed Memory, at ENSAI (45h) |
2015 | MBDSTA02 : Statistical Inference and Hypothesis testing, at ENSAI (18h) |
STT2700 : Mathematical Statistics and Data Analysis, at Université de Montréal (39h) | |
STT6300 : Large Sample Techniques, at Université de Montréal (37h) | |
2013 | STT2400 : Linear regression, at Université de Montréal (36h) |
STT6415 : Regression Analysis, at Université de Montréal (42h) | |
2012 | STT1700 : Introductory Statistics, at Université de Montréal (36h) |
Consulting work for the private sector
2016 Statistical consultant for BNP Paribas, which is one of the largest banks in the world, with a presence in 75 countries. I applied Deep Learning algorithms.
2014 University supervisor for a student working (under a Mitacs internship) at Odotech, which is an environmental company specialized in real-time monitoring of gas pollutants. Optimisation of an algorithm that analyses olfactory fingerprints.
2011 Statistical consultant for Olea Medical. Identification of predictors for stroke.
2011 Statistical consultant for Danone Research France. Clinical trials.
2008 Co-founder member of the statistical consulting service of the SAGAG team. Operations have now ceased.
2008 Shareholder and co-founder member (with J.-F. Robineau and others) of the start-up CQLS whose aim is to analyze biotechnology data. Operations have now ceased.
2007 Statistical consultant for the company Minvasys, which conceives drug eluting stents. Computation of necessary sample size for clinical trials.
2006–2007 Statistical consultant for the company BioArtificial Gel Technologies. This company, which was a dermo pharmaceutical canadian private company based in Montreal, developped and marketed systems for the progressive release of active agents based on a hydrogel technological springboard. Operations have now ceased.
The conjecture is the following. If you can find a proof of it, please contact me!
Let $X_1, X_2, \ldots, X_n$ be i.i.d. continuous random variables with $E[X_i]=0,$ Var$[X_i]=1$ and $E[\log(|X_1|)] < \infty$. Then
There are two great R packages:
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Current Position: Senior Lecturer
Affiliation: School of Mathematics and Statistics, UNSW Sydney
Meet in person: Office 2050, The Red Centre, Centre Wing, Kensington |