Didier A. Girard homepage
CNRS Senior Researcher,
at LJK laboratory, Probability and Statistics Department,
Principal Investigator for several CNRS-CEA Projects, including :
Nonparametric estimation by multidimensional spline (with F. de Crecy, CEA).
General Theory and Methodology, Computational Statistics, Inverse Problems, Inference for Stochastic Processes.
adaptive tuning; multidimensional smoothing spline; bias-variance tradeoff; generalized cross-validation; radial basis functions; numerical methods for large data sets; variational data assimilation; tomography; randomized trace; simulation based inference; measurement errors; Matern process; infill asymptotics.
- Optimal regularized reconstruction in computerized tomography. SIAM J. Scientific and Statistical Computing, vol. 8, 6, pp. 934-950, 1987.
- A fast 'Monte-Carlo cross-validation' procedure for large least squares problems with noisy data. RR 687-M, TIM3_IMAG (1987); and
Numer. Math., vol. 56, pp. 1-23, 1989.
- Asymptotic optimality of the fast randomized versions of GCV and CL in ridge regression and regularization. The Annals of Statistics, vol. 19, 4, pp. 1950-1963, 1991.
- The fast Monte-Carlo cross-validation and CL procedures: comments, new results and application to image recovery problems (with discussion by seven authors and a rejoinder). Computational Statistics, vol. 10, pp. 205-258, 1995.
- The minimum "recontruction-error" choice of regularization parameters: some more efficient methods and their application to deconvolution problems. SIAM J. Scientific and Statistical Computing, vol. 16, pp. 1387-1403, 1995. (coauthor L. Desbat)
- Asymptotic comparison of (partial) cross-validation, GCV and randomized GCV in non-parametric regression. The Annals of Statistics, vol. 26, pp. 315-334, 1998.
Estimating the accuracy of (local) cross-validation via randomised GCV choices in kernel or smoothing spline regression. J. Nonparametric Statistics.
vol. 22, pp. 41-64, 2010.
Efficiently estimating some common geostatistical models by 'energy-variance matching' or its randomized 'conditional-mean' versions.
Available online 23 March 2017.