CHRISTOPHE LEY CURRICULUM VITAE

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1 CHRISTOPHE LEY CURRICULUM VITAE 1 Personal Information Born : February 13, 1984 in Luxembourg-ville, Luxembourg Citizenship : Luxembourgish Working address : Université libre de Bruxelles, Département de Mathématique and ECARES, Campus Plaine, CP210, boulevard du triomphe, 1050 Brussels, Belgium Working phone : Private phone : Homepage : http ://homepages.ulb.ac.be/ chrisley/ Languages : Luxembourgish (mother tongue), German, French, English (all fluent) and Spanish (good knowledge) 2 Education October November 2010 : PhD in Sciences (Université libre de Bruxelles) Dissertation : Univariate and Multivariate Symmetry : Statistical Inference and Distributional Aspects, defended November 26, 2010 (Supervisor : Prof. Davy Paindaveine) October June 2007 : Licence en sciences mathématiques at the Université libre de Bruxelles (1 st year at the Université du Luxembourg). - 1ère Candidature Maths-Physics ( ) : très bien with félicitations du Jury. - 2ème Candidature ( ) : grande distinction. - 1ère Licence ( ) : la plus grande distinction. - 2ème Licence ( ) : la plus grande distinction. September July 2003 : High school diploma at the Lycée Classique de Diekirch, Diekirch, Luxembourg. Grade : très bien (mark : 55/60). 3 Professional experience September present : Lecturer (Maître d Enseignement) at the Faculty of Sciences and in the Advanced Master in Quantitative Finance at the Université libre de Bruxelles October present : Research fellow as Chargé de Recherche of the Belgian National Fund for Scientific Research (FNRS) October September 2011 : Research fellow as Aspirant of the Belgian National Fund for Scientific Research January present : Member of ECARES (European Center for Advanced Research in Economics and Statistics) October September 2009 : Research fellow as Aspirant of the Belgian National Fund for Scientific Research Teaching (my teaching load has an upper limit each year, as FNRS Research Fellow) : Professor in the Advanced Master in Quantitative Finance for the courses Numerical Methods ( ) and Estimation Theory ( ) : Professor for the course Probabilités (BA2 Mathematics) : Professor for the courses Advanced regression analysis (MA1 Statistics and Actuarial Sciences) and Travaux de Recherche Mathématique (BA3 Mathematics) : TA for the course Probabilités (BA2 Mathematics and MA1 Actuarial Sciences) : TA for the course Analyse Multivariée (BA3 Mathematics, MA1 Statistics and MA1 Actuarial Sciences) 1

2 - In 2008 : TA for the course Probabilités et Statistique (BA1 Mathematics) - In 2007 : Student TA for the courses Algèbre linéaire et géométrie 1 (BA1 Mathematics) and Eléments de Statistique (in Social Sciences) 4 Editorial service present : Associate Editor for the journal QdS-Journal of Methodological and Applied Statistics. 5 Awards and research grants 2014 : Marie-Jeanne Laurent-Duhamel Prize of the Société Française de Statistique : international prize rewarding the best PhD thesis in statistics over the past 3 years in all French-speaking universities 2014 : Elected Member of the International Statistical Institute 2014 : CR4 FNRS : Grant from the Belgian National Fund for Scientific Research 2013 : Grant Hubert Curien 2013 for the project Nouvelles caractérisations de lois probabilistes et applications (collaboration with the Institut Elie Cartan of the Université de Lorraine) 2012 : Wernaers Prize for the dissemination of knowledge, for the creation and organization of the Brussels Summer School of Mathematics 2011 : Chargé de Recherche du FNRS : Postdoctoral grant from the Belgian National Fund for Scientific Research 2009 : Aspirant FNRS : PhD grant from the Belgian National Fund for Scientific Research 2007 : Aspirant FNRS : PhD grant from the Belgian National Fund for Scientific Research 2006 : Sterpenich Prize for the best undergraduate student in Mathematics at the Université libre de Bruxelles (this prize is not annual) 2006 : Ruth and Joe Gani Prize for the best undergraduate student in Probability and Statistics at the Université libre de Bruxelles 2004 : Physics prize (Luxembourg) 2003 : 3 rd prize at the OMB (Belgian Mathematical Olympiad), and nominated for the Luxembourgish team at the International Mathematical Olympiad 2003 : Laureate at the American Invitational Mathematics Examination (AIME) in Luxembourg 2001 : 4 th prize at the OMB 6 Supervision of/jury of doctoral theses, master theses, research works Member of the Jury of the doctoral thesis of Eduardo García-Portugués (Universidade de Santiago de Compostela, Spain), December , thesis title : Nonparametric inference with directional and linear data. Member of the Jury of the doctoral thesis of Juan Francisco Rosco Nieves (Universidad de Extremadura, Spain), November , thesis title : Aplicaciones de la transformación sinh-arcsinh y problemas relacionados (Applications of the sinh-arcsinh transform and related problems). Supervision of Master theses : : Corinne Sinner (Université libre de Bruxelles) : Statistical size distributions in actuarial sciences : Laetitia Gelbgras (Université libre de Bruxelles) : Inférence optimale pour données multivariées à symétrie elliptique : Isabelle Charlier (Université libre de Bruxelles) : Sur la notion de moyenne tronquée fondée sur la profondeur statistique : Rachel Syfer (Université libre de Bruxelles) : La méthode de Stein : Applications, caractérisations et exemples 2

3 Supervision of Bachelor research works : : Philippe Tranchida (Université libre de Bruxelles) : Preuve entropique du Théorème Central Limite : Xavier Mauquoy (Université libre de Bruxelles) : La méthode de Stein : Mélanie Bulnes Cuetara (Université libre de Bruxelles) : Analyse du comportement des fourmis via la statistique directionnelle : Jo Neven (Université libre de Bruxelles) : Un nouveau système de ranking au football via le modèle de Bradley-Terry : Amandine Levecq (Université libre de Bruxelles) : Bornes de variance : Laetitia Gelbgras (Université libre de Bruxelles) : Théorème de Chernoff-Savage : Hoang Son Nguyen (Université libre de Bruxelles) : Les mathématiques sportives : Florian Pechon (Université libre de Bruxelles) : Caractérisations de lois probabilistes via le Maximum de Vraisemblance : Corinne Sinner (Université libre de Bruxelles) : Archimède, Gauss et Stein : un trio légendaire : Adeline Gillet (Université libre de Bruxelles) : L invariance de la variance 7 Publications 1. Le Cam optimal tests for symmetry against Ferreira and Steel s general skewed distributions (coauthor : D. Paindaveine), Journal of Nonparametric Statistics 21, (2009). 2. On the Singularity of Multivariate Skew-Symmetric Models (coauthor : D. Paindaveine), Journal of Multivariate Analysis 101, (2010). 3. Multivariate skewing mechanisms : a unified perspective based on the transformation approach (coauthor : D. Paindaveine), Statistics and Probability Letters 80, (2010). 4. On Fisher Information Matrices and Profile Log-Likelihood Functions in Generalized Skew-Elliptical Models (coauthor : D. Paindaveine), METRON International Journal of Statistics 68, Special Issue on Skewsymmetric and flexible distributions, (2010). 5. Skew-symmetric distributions and Fisher information - a tale of two densities (coauthor : M. Hallin), Bernoulli 18, (2012). 6. Permutation tests (coauthor : M. Hallin), in Encyclopedia of Environmetrics Second Edition, A.-H. El-Shaarawi and W. Piegorsch (eds). John Wiley & Sons Ltd, Chichester, UK, (2012). 7. Skew distributions, in Encyclopedia of Environmetrics Second Edition, A.-H. El-Shaarawi and W. Piegorsch (eds). John Wiley & Sons Ltd, Chichester, UK, (2012). 8. Runs tests (coauthor : D. Paindaveine), in Encyclopedia of Environmetrics Second Edition, A.-H. El-Shaarawi and W. Piegorsch (eds). John Wiley & Sons Ltd, Chichester, UK, (2012). 9. Maximum likelihood characterization of rotationally symmetric distributions on the sphere (coauthor : M. Duerinckx), Sankhya Series A 74, (2012). 10. Optimal R-estimation of a spherical location (coauthors : Y. Swan, B. Thiam and T. Verdebout), Statistica Sinica 23, (2013). 11. Stein s density approach and information inequalities (coauthor : Y. Swan), Electronic Communications in Probability 18, 1 14 (2013). 12. Detecting outliers : Do not use standard deviation around the mean, use absolute deviation around the median (coauthors : C. Leys, O. Klein, P. Bernard and L. Licata), Journal of Experimental Social Psychology 49, (2013). 13. A Stochastic Analysis of Table Tennis (coauthors : Y. Dominicy and Y. Swan), Brazilian Journal of Probability and Statistics 27, (2013). 14. Local Pinsker inequalities via Stein s discrete density approach (coauthor : Y. Swan), IEEE Transactions on Information Theory 59, (2013). 15. Maximum likelihood characterization of distributions (coauthors : M. Duerinckx and Y. Swan), Bernoulli 20, (2014). 3

4 16. Simple optimal tests for circular reflective symmetry about a specified median direction (coauthor : T. Verdebout), Statistica Sinica 14, (2014). 17. A new concept of quantiles for directional data and the angular Mahalanobis depth (coauthors : C. Sabbah and T. Verdebout), Electronic Journal of Statistics 8, (2014). 18. Skew-Symmetric Distributions and Fisher Information : the double sin of the skew-normal (coauthor : M. Hallin), Bernoulli 20, (2014). 19. Characterizations of GIG laws : a survey (coauthor : A.E. Koudou), Probability Surveys 11, (2014). 20. Local powers of optimal one- and multi-sample tests for the concentration of Fisher-von Mises-Langevin distributions (coauthor : T. Verdebout), International Statistical Review 82, (2014). 21. Efficiency combined with simplicity : new testing procedures for Generalized Inverse Gaussian models (coauthor : A.E. Koudou), TEST 23, (2014). 22. Flexible modelling in statistics : past, present and future, Journal de la Société Française de Statistique 156, (2015). 23. High-dimensional tests for spherical location and spiked covariance (coauthors : D. Paindaveine and T. Verdebout), Journal of Multivariate Analysis 139, (2015). 24. Invited discussion of On families of distributions with shape parameters by M.C. Jones (coauthor : D. Paindaveine), International Statistical Review, in press. 25. Parametric Stein operators and variance bounds (coauthor : Y. Swan), Brazilian Journal of Probability and Statistics, in press. 26. Depth-based runs tests for bivariate central symmetry (coauthors : R. Dyckerhoff and D. Paindaveine), Annals of the Institute of Statistical Mathematics, in press. 27. Efficient inference about the tail weight in multivariate Student t distributions (coauthor : A. Neven), Journal of Statistical Planning and Inference, in press. 28. Efficient ANOVA for directional data (coauthors : Y. Swan and T. Verdebout), Annals of the Institute of Statistical Mathematics, in press. 29. The value at the mode in multivariate t distributions : a curiosity or not? (coauthor : A. Neven), arxiv : A unified approach to Stein characterizations (coauthor : Y. Swan), arxiv : Approximate computation of expectations : the canonical Stein operator (coauthors : G. Reinert and Y. Swan), submitted. 32. Skew-rotsymmetric distributions on unit spheres and related efficient inferential procedures (coauthor : T. Verdebout), submitted. 33. A tractable, parsimonious and highly flexible model for cylindrical data, with applications (coauthor : T. Abe), submitted. 34. Asymptotic properties of QML estimators for VARMA models with time-dependent coefficients : Part I (coauthors : A. Alj and G. Mélard), submitted. Books and manuscripts : 1. Brussels Summer of Probability and Optimization (coauthor : Y. Swan), lecture notes, 36 pages (2008). 2. Brussels Summer of Mathematics (coauthor : Y. Swan), lecture notes, 37 pages (2009). In preparation (contract with Chapman & Hall, to be finished end of 2016) : Modern Statistical Methods for Directional Data (co-author : T. Verdebout) Co-editor of the following books : 1. Notes de la troisième BSSM, ISSN X, Edition 2010 (with N. Richard and Y. Swan). 2. Notes de la quatrième BSSM, ISSN X, Edition 2011 (with C. Bartholmé, Y. Dominicy, N. Richard, Y. Swan and G. Van Bever). 4

5 8 Invited research stays and visitors I have been invited to the following research stays : 1. University of Oxford, Oxford, UK (Host : Prof. Gesine Reinert), September Université de Lorraine, Nancy, France (Host : Prof. Ivan Nourdin), January Ruhr-Universität Bochum, Bochum, Germany (Host : Prof. Holger Dette), October University of Cambridge, Cambridge, UK (Host : Profs. Richard Samworth and Marc Hallin), February University of Oxford, Oxford, UK (Host : Prof. Gesine Reinert), April University of Warwick, Warwick, UK (Hosts : Prof. Mark Steel and Dr. Javier Rubio), October Pending invitations : 7. Université de Liège, Liège, Belgium (Host : Prof. Yvik Swan), date to be fixed. 8. Tokyo University of Science, Tokyo, Japan (Host : Prof. Toshihiro Abe), date to be fixed. Guests that have come to visit me at Université libre de Bruxelles (min. duration : 3 days, several other guests have stayed for a shorter time period) : 1. Prof. Giovanni Peccati (Univ. of Luxembourg), Prof. Adelchi Azzalini (Univ. of Padua), Prof. Arthur Pewsey (Univ. de Extremadura), MCF Dr. Angelo Efoevi Koudou (Univ. de Lorraine), Prof. Toshihiro Abe (Tokyo Univ. of Science), MCF Dr. Aurélie Fischer (Univ. Paris 7), Dr. Rajen Shah (Cambridge Univ.), Andreas Anastasiou (PhD student at the Univ. of Oxford), Dr. Javier Rubio (Univ. of Warwick), Talks at conferences, seminars and workshops 1. Second Brussels-Waseda Seminar on Time Series and Financial Statistics, Brussels, June 2008 : General multivariate skewing mechanisms. 2. Séminaire des doctorants, Université libre de Bruxelles, Brussels, October 2008 : L asymétrie dans le monde statistique - une approche multivariée générale th Annual Meeting of the Belgian Statistical Society, Wépion, October 2008 : General multivariate skewing mechanisms. 4. Workshop on Skew Symmetric Distributions, Return to ab-normality, Benevento, March 2009 : On optimal tests for symmetry and general multivariate skewing mechanisms (Invited speaker). 5. Fourth Brussels-Waseda Seminar on Time Series and Financial Statistics, Brussels, June 2009 : On the Singularity of Fisher Information in Multivariate Skew-Symmetric Density Families. 6. S. Co. 2009, Sixth Conference, Milano, September 2009 : On the Singularity of Multivariate Skew-Symmetric Models (Invited speaker) th Annual Meeting of the Belgian Statistical Society, Lommel, October 2009 : On the Singularities in Skew- Symmetric Models. (Poster) 8. Séminaire des doctorants, Université libre de Bruxelles, Brussels, October 2009 : Sur deux conjectures liées à la loi skew-normale. 9. Séminaire des doctorants, Université libre de Bruxelles, Brussels, November 2009 : Statistique Probabilité = Biomathématique (with M. Gathy, ULB) th Annual PhD-Day, Université de Gembloux, Gembloux, May 2010 : Bivariate runs tests for symmetry. 11. CFE 2010 & ERCIM 2010, University of London, London, December 2010 : Depth-based runs tests for multivariate central symmetry (Invited speaker). 5

6 12. Statistics and Econometrics Seminar, Université Lille 3, Lille, January : Depth-based runs tests for multivariate central symmetry. 13. Probability Seminar, University of Luxembourg, Luxembourg-ville, May : On Stein characterizations th Annual Meeting of the Belgian Statistical Society, Hasselt, October 2011 : A unified (statistical) approach to continuous and discrete Stein characterizations 15. Probability Seminar, University of Luxembourg, Luxembourg-ville, December : On a connection between Stein characterizations and Fisher information (with Y. Swan, ULB). 16. Séminaire généraliste de Probabilités et Statistiques, Institut Elie Cartan, Université de Lorraine, Nancy, January : Lien entre la méthode de Stein et la théorie de l information. 17. Joint ULB-UCL Seminar, Université libre de Bruxelles, Brussels, March : Maximum likelihood characterizations of distributions : a generalization of Gauss result th German Probability and Statistics Days, Johannes Gutenberg-Universität Mainz, Mainz, March 2012 : Optimal R-estimation of a spherical location. 19. Statistics and Econometrics Seminar, Université Lille 3, Lille, March : Caractérisations via le Maximum de Vraisemblance : une généralisation du principe de Gauss. 20. General Mathematics Seminar, University of Luxembourg, Luxembourg-ville, May : Maximum Likelihood characterization theorems : a generalization of Gauss principle e Journées de Statistiques, Université libre de Bruxelles, Brussels, Belgium, May 2012 : Depth-based runs tests for bivariate central symmetry st Joint Conference of the Belgian, Royal Spanish and Luxembourg Mathematical Societies, Université de Liège, Liège, June 2012 : Maximum Likelihood characterizations of distributions : a generalization of Gauss principle (Invited speaker) th PhD Day of the Graduate School in Statistics, Biostatistics and Actuarial Sciences, Université catholique de Louvain, Louvain-la-Neuve, September : Univariate and Multivariate Skewed Distributions a Return to Abnormality (Invited Plenary speaker). 24. Seminar at the Mathematics Department of the Universidad de Extremadura, Badajoz, Spain, November : A unified perspective on univariate and multivariate skewing methods. 25. Séminaire de Probabilités et Statistiques, Université de Lorraine, Nancy, January : Caractérisations de lois probabilistes via le maximum de vraisemblance. 26. Séminaire de Probabilités, Université Lille 1, Lille, February : Caractérisations de lois probabilistes via le maximum de vraisemblance e Journées de Statistiques, Université de Toulouse, Toulouse, May : Caractérisations de lois probabilistes via le maximum de vraisemblance th International Conference on Mathematics in Sport, Katholieke Universiteit Leuven, Leuven, June : A stochastic analysis of table tennis. 29. Conference Caractérisations de lois probabilistes et applications (which I organized), Université libre de Bruxelles, Brussels, June : Caractérisations de type Stein et leur utilité (inattendue) dans divers domaines. 30. Leeds Annual Statistical Research workshops, University of Leeds, Leeds, July : Simple optimal tests for circular reflective symmetry about a known median direction. 31. European Conference on Data Analysis, Université du Luxembourg, Luxembourg-ville, July : A new concept of quantiles for directional data 32. Seminar at the Ruhr-Universität Bochum, Bochum, October : Symmetry VS Asymmetry in statistics : recent advances and new challenges (in German) 33. International Workshop Stein s Method and related topics, Université de Lorraine, Nancy, October : Stein s method and the influence of the prior in Bayesian statistics (Invited Speaker) 34. Statistics and Probability Seminar, University of Bristol, Bristol, December : Stein s method and the influence of the prior in Bayesian statistics th International Conference of the ERCIM WG on Computational and Methodological Statistics (ERCIM 2013), University of London, London, December : A new concept of quantiles for directional data (Invited Speaker) 6

7 36. Statistics Seminar, University of Cambridge, Cambridge, February : Stein s method, information theory and Bayesian statistics 37. Econometrics and Statistics Seminar, University of Tilburg, Tilburg, April : Stein s method, information theory and Bayesian statistics 38. International Workshop Advances in Directional Statistics (which I co-organized), Université libre de Bruxelles, Brussels, May : Optimal tests for reflective/rotational symmetry 39. Plenary Invited Marie-Jeanne Laurent-Duhamel Award Talk at the 46 th Journées de Statistique, Rennes, June 2014 : Théorie de Le Cam et tests de symétrie : du cadre linéaire classique aux données directionnelles 40. STATEC Economic Seminar, STATEC, Luxembourg, August : Flexible modelling : a timeless challenge in statistics and economics 41. Seminar at the University of Warwick, Warwick, October : Stein s method, information theory and Bayesian statistics 42. Rencontres Statistiques Lyonnaises, Université Claude Bernard Lyon 1, February : Méthodes statistiques modernes pour l analyse de données directionnelles Forthcoming invitations : 1. Seminar at the Institut de Mathématiques de Toulouse, Toulouse, Seminar at the Université de Liège, Liège, Invited speaker at the 8 th Brussels Summer School of Mathematics, Brussels, August Service for the University Organization of summer schools : In 2007, I have created, with Yvik Swan, the Brussels Summer School of Mathematics (BSSM) at the Université libre de Bruxelles, whose aim is to present secondary school students and teachers as well as university students the joys, beauty, usefulness and different aspects of mathematical sciences and research in a friendly atmosphere. After 3 students in the first year (2007), the BSSM now has each year about 100 participants (the 6 th edition in 2013 was the last year I took part in the organization). In 2012, I received the Wernaers Prize for the idea and organization of the BSSM. Organization of conferences : 1. Track and session organizer at ERCIM 2014, Pisa, Italy. 2. Advances in Directional Statistics, International Workshop co-organized with A. Pewsey (Universidad de Extremadura) and Thomas Verdebout (Université Lille 3) and bringing together the worldwide experts in Directional Statistics, May , Brussels, Belgium. (Main organizer) 3. Session organizer at ERCIM 2013, London, United Kingdom. 4. International Year of Statistics 2013, Conference jointly organized by the CRP Santé, CEPS/Instead, the University of Luxembourg (for which Yvik Swan and I have been the representatives in the organizing committee), STATEC, Artemis and Sogeti in order to honor the year of statistics in Luxembourg, November , Luxembourg-ville, Luxembourg. 5. Caractérisations de lois probabilistes et applications, Conference supported by the Hubert Curien Grant, June , Brussels, Belgium. (Main organizer) e Journées de Statistique, May , Brussels, Belgium. 7. Time series analysis and computational statistics, Conference in honor of Guy Mélard, June , Brussels, Belgium. 8. One-Day Conference on Latest Developments in Financial Econometrics, March , Brussels, Belgium. 9. Conference on Quantifying and Understanding Dysfunctionality of Financial Markets, October , Leuven and Brussels, Belgium th Annual Meeting of the Belgian Statistical Society, October , Spa, Belgium. 7

8 11. Conference on recent developments in the theory and practice of heavy-tailed distributions, March , Brussels, Belgium. 12. Non-parametric statistics and time series, Conference in honor of Marc Hallin, November , Brussels, Belgium. Forthcoming : 1. Conference in honor of F. Thomas Bruss, September , Brussels, Belgium. 2. Track and session organizer at ERCIM 2015, London, UK. 11 Organization of scientific contests 2011 : Member of the organizing team and coordinator at the Benelux Mathematical Olympiad in Luxembourg 2013 : Chief Coordinator at the European Girls Mathematical Olympiad in Luxembourg 12 Regular review service to professional journals and research programmes Journal of the American Statistical Association, Bernoulli, Annals of Econometrics, Journal of Multivariate Analysis, International Statistical Review, Test, Journal of Statistical Planning and Inference, Computational Statistics and Data Analysis, Electronic Journal of Statistics, Statistics and Probability Letters, Physics Letters A, Information and Computation, Advances in Data Analysis and Classification, Advances in Decision Sciences, Statistical Modelling, Statistical Methods and Applications, Statistics, Journal of Statistical Computation and Simulation, Journal de la Société Française de Statistique, Communications in Statistics : Theory and Methods, Statistics and Operations Research Transactions, Applied Mathematics-A Journal of Chinese Universities. Expert reviewer for the Horizon 2020 EU framework programme. 13 Miscellaneous Member of scientific societies : ISI - International Statistical Institute EMS - European Mathematical Society SMF - Société Mathématique de France SFdS - Société Française de Statistique BSS - Belgian Statistical Society LSS - Luxembourg Statistical Society (Vice-President) Special activities : Coaching groups of second-year students in Mathematics at the Printemps des Sciences, Invited popularization conference at the Institut pédagogique Defré-Haute Ecole de Bruxelles (March 2011). Invited lecturer at the ECARES Math Camp 2011, topic : Linear Algebra. Invited lecturer at the ECARES Math Camp 2012, topic : Linear Algebra. Informatics : Knowledge of bureaucratic software : Word, Excel, Latex. Knowledge (more or less deep) of scientific software : Matlab, R, Mathematica, TurboPascal, C++, Scheme, Derive. 8

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