Split Conformal Prediction under Data Contamination (with J. Clarkson, W. Xu, M. Cucuringu, G. Reinert)
Edgeworth expansion on Wiener chaos (with P. Mansanarez, G. Poly)
Stein's method for Fréchet approximation: a regularly varying functions approach (with P. Mansanarez, G. Poly)
Normal approximation for the posterior in exponential families (with A. Fischer, R.E. Gaunt, G. Reinert)
Papers
Stein's method of moments (with B. Ebner, A. Fischer, R.E. Gaunt, B. Picker), Scandinavian journal of Statistics 1–31 (2025).
Stein's Method of Moments on the Sphere (with A. Fischer and R.E. Gaunt), to appear in Bernoulli (2025)
Stein's method of moments for truncated multivariate distributions (with A. Fischer and R.E. Gaunt), Electronic
Journal of Statistics, 19(1):1784 – 1808 (2025)
Bounding the L1-Distance Between One-Dimensional Continuous and Discrete Distributions via Stein’s Method (with G. Germain), Journal of Theoretical Probability 38(1):1-43 (2025).
Derivatives of entropy and the MMSE conjecture (with G. Poly and P. Mansanarez), IEEE transactions on information theory 70(11):7647--7663 (2024).
Independent additive weighted bias distributions and associated goodness-of-fit tests (with B. Ebner), Recent Advances in Econometrics and Statistics: Festschrift in Honour of Marc Hallin (2024)
Stein’s density method for multivariate continuous distributions (with G. Mijoule, M. Raic, and G. Reinert), Electronic Journal of Probability 28: 1-40 (2023).
On Papathanasiou’s covariance expansions (with M. Ernst and G. Reinert), ALEA 19: 1827–1849 (2022)
Stein’s method and approximating the multidimensional quantum harmonic oscillator (with I. McKeague), Journal of Applied Probability 6(3):855-873 (2023)
A note on one-dimensional Poincaré inequalities by Stein-type integration (with G. Germain), Bernoulli 29(2): 1714-1740 (2023)
Stein’s Method Meets Statistics: A Review of Some Recent Developments (with A. Anastasiou, A. Barp, F-X. Briol, B. Ebner, R.E. Gaunt, F. Ghaderinezhad, J. Gorham, A. Gretton, C. Ley, Q. Liu, L. Mackey, C. J. Oates, and G. Reinert), Statististical Science 38(1): 120-139 (2023)
Distances between distributions via Stein's method (with M. Ernst) with supplementary material, Journal of Theoretical Probability, 35:949–987 (2022)
Simple variance bounds with applications to Bayesian posteriors and intractable distributions (with F. Daly, F. Ghaderinezhad, and C. Ley) ALEA 18:1845–1858 (2021)
Some new Stein operators for product distributions (with G. Mijoule and R. Gaunt) Brazilian Journal of Probability and Statistics, 34.4: 795-808 (2020)
Stein characterizations for linear combinations of gamma random variables (with B. Arras, E. Azmoodeh and G. Poly) Brazilian Journal of Probability and Statistics, 34.2: 394-413 (2020)
First order covariance inequalities via Stein’s method (with M. Ernst and G. Reinert) Bernoulli, 26.3: 2051-2081 (2020)
A new approach to the Stein-Tikhomirov method, with applications to the second Wiener chaos and Dickman convergence (with B. Arras, G. Mijoule and G. Poly) https://arxiv.org/abs/1605.06819 (2019)
The adaptive sampling revisited (with M. Drescher and G. Louchard) Discrete Mathematics & Theoretical Computer Science 21(3) (2019)
An algebra of Stein operators (with G. Mijoule and R. Gaunt) Journal of Mathematical Analysis and Applications 469(1): 260-279 (2019)
A bound on the 2-Wasserstein distance between linear combinations of independent random variables (with B. Arras, E. Azmoodeh and G. Poly) Stochastic Processes and their Applications 129, 2341–2375 (2019)
Stein's method, many interacting worlds and quantum mechanics (with I. McKeague and E. Peköz) Bernoulli, 25.1: 89-111 (2019)
Stein-type covariance identities: Klaassen, Papathanasiou and Olkin-Shepp type bounds for arbitrary target distributions (with M. Ernst and G. Reinert) (2019)
Stein operators, kernels and discrepancies for multivariate continuous distributions (with G. Mijoule and G. Reinert) https://arxiv.org/pdf/1806.03478 (2018)
IT formulae for gamma target: mutual information and relative entropy (with B. Arras) IEEE transactions on information theory, 64(2), 1083-1091 (2018).
Regularity of solutions of the Stein equation and rates in the multivariate central limit theorem (with T. Gallouët and G. Mijoule) https://arxiv.org/abs/1805.01720 (2018)
A stroll along the gamma (with B. Arras) Stochastic Processes and their Applications, 127(11), 3661-3688 (2017)
Distances between nested densities and a measure of the impact of the prior in Bayesian statistics (with C. Ley and G. Reinert). Annals of Applied Probability, 27(1), 216-241 (2017)
Efficient ANOVA for directional data (with C. Ley and T. Verdebout). Annals of the Institute of Statistical Mathematics, Volume 69, Issue 1, 39–62 (2017)
Stein's method for comparison of univariate distributions (with C. Ley and G. Reinert) Probability Surveys 14, 1-52 (2017)
On the rate of convergence in de Finetti’s representation theorem (with G. Mijoule and G. Peccati). ALEA 13, 1-23 (2016)
A general parametric Stein characterization (with C. Ley). Statistics and Probability Letters 111, 67-71 (2016)
One step further: an explicit solution to Robbins' problem when n=4 (with R. Dendievel) [with notebook]. Mathematica Applicanda Vol. 44(1), 135–148 (2016)
Parametric Stein operators and variance bounds (with C. Ley). Brazilian Journal of Probability and Statistics 30, 171-195 (2016)
Stein's method on the second Wiener chaos: 2-Wasserstein distance (with B. Arras, E. Azmoodeh and G. Poly) https://arxiv.org/abs/1601.03301 (2016)
Entropy and the fourth moment phenomenon (with G. Peccati and I. Nourdin). The Journal of Functional Analysis 266 (5), 3170-3207 (2014)
Maximum likelihood characterization of distributions (with M. Duerinckx and C. Ley). Bernoulli 20 (2), 775-802 (2014)
Integration by parts and representation of information functionals (with G. Peccati and I. Nourdin). IEEE International Symposium on Information Theory (ISIT), 2217-2221 (2014)
On Hodges and Lehmann's "6/pi result" (with M. Hallin and T. Verdebout). Springer Proceedings in Mathematics & Statistics 68, 137-153 (2014)
Stein's density approach and information inequalities (with C. Ley). Electronic Communications in Probability 18 (7), 1-14 (2013)
A note on the normal approximation error for randomly weighted self-normalized sums (with S. Hoermann). Periodica Mathematica Hungarica 67 (2), 143-154 (2013)
Local Pinsker inequalities via Stein’s discrete density approach (with C. Ley). IEEE transactions on information theory 59 (9), 5584-5591 (2013)
Optimal rank-based inference for spherical location (with C. Ley, B. Thiam and T. Verdebout). Statistica Sinica 23 305--332 (2013)
One-step R-estimation in linear models with stable errors (with M. Hallin, T. Verdebout and D. Veredas). Journal of Econometrics 172 (2), 195–204 (2013)
A stochastic analysis of table tennis (with Y. Dominicy and C. Ley). Brazilian Journal of Probability and Statistics 27 (4), 467-486 (2013)
Rates of convergence towards the Fréchet distribution (with C. Bartholmé) https://arxiv.org/abs/1311.3896 (2013)
A stochastic analysis of some two-person sports (with D. Paindaveine). Studies in Applied Mathematics 127 221-249 (2011)
A unified approach to Stein characterizations (with C. Ley). ECARES working paper (2011)
Discrete Stein characterizations and discrete information distances (with C. Ley). https://arxiv.org/abs/1201.0143 (2011)
On a connection between Stein characterizations and Fisher information (with C. Ley). https://arxiv.org/abs/1111.2368 (2011)
Rank-based testing in linear models with stable errors (with M. Hallin, T. Verdebout and D. Veredas). Journal of Nonparametric Statistics, 23 305-320 (2011)
A continuous time approach to Robbins' problem of minimizing the expected rank (with F. T. Bruss). Journal of Applied Probability, 46 1-18 (2009)
A Matrix-Analytic approach to the N-player ruin problem (with F. T. Bruss). Journal of Applied Probability, 43 755-766 (2006)
The Schwarz-Christoffel transformation as a tool in applied probability (with F. T. Bruss). Mathematical Scientist, 29 21–32 (2004)
Awards and Grants
2025 : Thelam Fund from the Fondation Roi Baudouin
2020 - 2025: Action de Recherche Concertée from ULB
2020 - 2022: Crédit de Recherche (CDR) du FNRS
2018: Mobility and Congress funding du FNRS
2016 - 2018: Mandat d'Impulsion Scientifique (MIS) du FNRS
2015 - 2020: Welcome grant de l’Université de Liège
2011 - 2012: Chargé de recherches (CR4) du FNRS
2008 - 2011: Post-doctoral Grant from the Belgian National Fund for Scientific Research as Chargé de Recherche FNRS
2011: Special ASA - Journal of Nonparametric Statistics invited paper at the Graybill conference in Fort-Collins, Colorado, USA.
2010: Prix du Concours annuel de la Classe des Sciences de l'Académie Royale de Belgique pour une dissertation intitulée “A contribution to the study of Robbins' problem”
2001: Ruth and Joe Gani prize in Probability
Proceedings
Nombres de Catalan: alcool, ruine et probabilités (short article, in french). Colloquium Catalan, Université de Liège (2014)
Excursions le long de la Gaussienne (review article, in french). Proceedings of the Seventh Brussels Summer School of Mathematics (2014)
Inférence fondée sur les rangs dans les familles de lois alpha-stables. Proceedings of the 41èmes Journées de Statistique, SFdS, Bordeaux (2009)
A continuous time approach to Robbins’ problem and open questions. Proceedings of the International Workshop in Sequential Methodologies, Troyes (2009)
Notes from the second Brussels Summer of Mathematics (with C. Ley). Lecture notes, 37 pages (2009)
Notes of the Brussels Summer of Probability and Optimization (with C. Ley). Lecture notes, 36 pages (2008)
Thesis and memoirs
A contribution to the study of Robbins’ problem. Mémoire de l’Académie Royale des Sciences, des Lettres et des Beaux-Arts, 60 pages (2011) -- prix de l'académie
On two unsolved problems in probability, Ph.D. thesis, Université libre de Bruxelles (June 2007)
On the three-player ruin problem, Master’s thesis, Université libre de Bruxelles (2004)
Geometric structures on complex manifolds and their intrinsic torsion, Diploma thesis, Université libre de Bruxelles (2002)