Marchand, Éric

Directeur de département, Faculté des sciences
FAC. SCIENCES Mathématiques

Coordonnées

Courriel


819-821-8000, poste 62032


Site Web

Diplômes

(1990) Doctorat (Ph.D.). Université de Montréal.

(1986) Maîtrise avec mémoire (M.Sc.). Université de Montréal.

(1983) Baccalauréat (B.Sc.). Université de Montréal.

Présentation

Sujets de recherche

Inférence paramétrique et non paramétrique, Statistiques théoriques, Théorie de la probabilité.

Disciplines de recherche

Statistiques.

Mots-clés

Estimation de densités prédictives, Estimation sous contraintes, Statistique Bayésienne, Théorie de la décision statistique.

Intérêts de recherche

Analyse statistique bayésienne, Théorie de la décision statistique, Analyse statistique multivariée, Probabilités discrètes.

Langues parlées et écrites

Anglais, Français

Financement

Subvention. (En cours d’évaluation). Chercheur principal. Efficient predictive density estimation. (2017-2022).

Subvention. (Obtenu). Chercheur principal. Efficient constrained parameter inference for discrete, continuous, and multivariate models. (2012-2017).

Subvention. (Terminé). Chercheur principal. Estimation in restricted parameter spaces. (2007-2012).

Publications

Articles de revue

  • Ait Aoudia D., Marchand É., Perron F. (2016). Counts of Bernoulli success strings in a multivariate framework. Statistics & Probability Letters, 119, 1-10. (Article publié).
  • Jones, C., Marchand, É. (2016). Multivariate discrete distributions via sums and shares. Electronic Journal of Statistics, (Article soumis).
  • Ghashim E. *, Marchand É., Strawderman W.E. (2016). On a better lower bound for the frequentist probability of coverage of Bayesian credible intervals in restricted parameter spaces. Statistical Methodology, 31, 43-57. (Article publié).
  • Kubokawa T., Marchand É., Strawderman W.E. (2016). On predictive density estimation for location families under integrated absolute value loss. Bernoulli, (Article sous presse).
  • Kubokawa T., Marchand É., Strawderman W.E. (2015). On improved shrinkage estimators under concave loss. Statistics & Probability Letters, 96, 241-246. (Article publié).
  • LMoudden A. *, Marchand É., Kortbi O. , Strawderman, W.E. (2015). On predictive density estimation for Gamma models with parametric constraints. Journal of Statistical Planning and Inference, (Article soumis).
  • Kubokawa T., Marchand É., Strawderman, W.E. (2015). On predictive density estimation for location families under integrated L2 loss. Journal of Multivariate Analysis, 142, 57-74. (Article publié).
  • Bahamyirou A.*, Marchand É. (2015). On the discrepancy between Bayes credibility and frequentist probability of coverage. Statistics & Probability Letters, 97, 63-68. (Article publié).
  • Jafari Jozani M., Marchand É., Strawderman W.E. (2014). Estimation of a nonnegative location parameter with unknown scale. Annals of the Institute of Statistical Mathematics, 66, 811-832. (Article publié).
  • Jafari Jozani M., Leblanc A., Marchand É. (2014). On continuous distribution functions, minimax and best invariant estimators, and integrated balanced loss functions. Canadian Journal of Statistics, 42, 470-486. (Article publié).
  • Ait Aoudia D.*, Marchand É., Perron F., Ben Hadj S.*. (2014). On runs, bivariate Poisson mixtures and distributions that arise in Bernoulli arrays. Electronic Communications in Probability, 19, 1-12. (Article publié).
  • Ait Aoudia D.*, Marchand É. (2014). On the simple construction of a bivariate probability function with a common marginal. The American Statistician, 68, 170-173. (Article publié).
  • Kortbi O. *, Marchand É. (2013). Estimation of a multivariate normal mean with a bounded signal to noise ratio. Sankhya A, 75, 277-299. (Article publié).
  • Kubokawa T., Marchand É., Strawderman W.E. Turcotte J.P.*. (2013). Minimaxity in Predictive Density Estimation with Parametric Constraints. Journal of Multivariate Analysis, 116, 382-397. (Article sous presse).
  • Marchand É., Strawderman W.E. (2013). On Bayesian credible sets, restricted parameter spaces and frequentist coverage. Electronic Journal of Statistics, 7, 1419-1431. (Article publié).
  • Marchand É., Strawderman W.E. (2012). A unifed minimax result for restricted parameter spaces. Bernoulli, 18, 635-643. (Article publié).
  • Jafari Jozani M.*, Marchand É., Parsian A. (2012). Bayesian and Robust Bayesian Analysis Under a General Class of Balanced Loss Functions. Statistical Papers, 53, 51-60. (Article publié).
  • Marchand É., Jafari Jozani M. *, Tripathi Y. *. (2012). On the inadmissibility of various estimators of normal quantiles and on applications to two-sample problems with additional information. Contemporary Developments in Bayesian analysis and Statistical Decision Theory : A Festschrift for William E. Strawderman. IMS Collections, 8, 104-116. (Article publié).
  • Kortbi O. *, Marchand É. (2012). Truncated linear estimation of a bounded multivariate normal mean. Journal of Statistical Planning and Inference, 142, 2607-2618. (Article publié).
  • Marchand É., Payandeh Najafabadi A.*. (2011). Bayesian improvements of a MRE estimator of a bounded location parameter. Electronic Journal of Statistics, 5, 1495-1502. (Article publié).
  • Fourdrinier D., Marchand É., Righi A., Strawderman W.E. (2011). On improved predictive density estimation with parametric constraints. Electronic Journal of Statistics, 5, 172-191. (Article publié).
  • Marchand, É. , Payandeh Najabadi, A. (2010). Improving on minimum risk equivariant and linear minimax estimators of bounded location parameters. Revtat Statistical Journal, 8, 125-138. (Article publié).
  • Fourdrinier D., Marchand É. (2010). On Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal means. Journal of Multivariate Analysis, 101, 1390-1399. (Article publié).
  • Ait Aoudia D. *, Marchand É. (2010). On the number of runs for Bernoulli arrays. Journal of Applied Probability, 47, 367-377. (Article publié).

Livres

  • Thirty-four different authors. (2012). Contemporary Developments in Bayesian analysis and Statistical Decision Theory: A Festschrift for William E. Strawderman}, Institute of Mathematical Statistics Collections Series, vol. 8, 2012. Institute of Mathematical Statistics. (Article publié).

Autres contributions

Gestion d'évènements

  • Co-organizer. (2005-2026). Séminaire de statistique de l'Université de Sherbrooke. (Séminaire).
  • Director. (2015-2018). Director of the Statistics Laboratory of the CRM. (Association).
  • Chief organizer. (2016). Summer meeting of the Statistics Laboratory of the CRM. (Conférence).
  • Chief organizer. (2015). Méthodologie statistique contemporaine. (Conférence).
  • Session organizer. (2014). Session on Predictive density estimation. (Conférence).
  • Organizing Committee Member. (2012). International workshop on the perspectives on high-dimensional data analysis. (Conférence).
  • Session organizer. (2011). Session on Estimation in restricted parameter spaces. (Conférence).
  • Session organizer. (2011). Recent Developments in Shrinkage Estimation. (Conférence).
  • Chief organizer. (2010). Méthodologie statistique contemporaine. (Conférence).

Présentations

  • (2016). Predictive density estimation: recent results. Departmental Colloquium- McMaster University. Hamilton, Canada.
  • (2015). Estimation par densités prédictives : résultats récents. Rencontres Sherbrooke-Montpellier. Sherbrooke, Canada.
  • (2015). Estimation par densités prédictives : résultats récents. Séminaire du GERAD. Montreal, Canada.
  • (2015). On Predictive Density Estimation under Integrated L2 and L1 losses. Statistics seminar - University of Ottawa. Ottawa, Canada.
  • (2015). On Predictive Density Estimation under Integrated L2 and L1 losses. Department of Mathematics and Statistics- Local seminar (The Open University). Milton Keynes, Royaume-Uni.
  • (2015). Predictive density estimation: recent results. Statistics seminar - University of Manitoba. Winnipeg, Canada.
  • (2015). Predictive density estimation under integrated L2 and L1 losses. Statistics seminar - University of Tokyo. Tokyo, Japon.
  • (2015). Statistique bayésienne, lois a priori par défaut et inférence statistique sous contraintes. Conférences Denis Lebel - Université de Sherbrooke. Sherbrooke, Canada.
  • (2014). On predictive density estimation under L2 and L1 losses. Statistics seminar - University of Waterloo. Waterloo, Canada.
  • (2014). On predictive density estimation under integrated L2 and L1 losses. AARMS workshop on Statistical Modelling of Complexly Correlated Data with Applications (Mount Saint Vincent University). Halifax, Canada.
  • (2014). On runs, bivariate Poisson mixtures and distributions that arise in Bernoulli arrays. SSC Conference - University of Toronto. Toronto, Canada.
  • (2013). On Predictive Density Estimation under Integrated L2 and L1 losses. Marrakesh International Conference on Probability and Statistics. Marrakesh, Maroc.
  • (2013). On improved predictive density estimation with parametric constraints. Statistics seminar - Rutgers University. Piscataway, États-Unis.
  • (2013). On improved predictive density estimation with parametric constraints. Statistics seminar - McGill University. Montreal, Canada.
  • (2013). On the behaviour of Bayesian credible intervals for various restricted parameter space problems. Statistics seminar - Acadia University. Wolfville, Canada.
  • (2012). On improved predictive density estimation under parametric constraints. Statistics seminar - University of Tokyo. Tokyo, Japon.
  • (2012). On the frequentist performance of Bayesian confidence intervals associated with non-informative priors. Mathematics Colloquium- Catholic University of Eichstätt-Ingolstadt. Eichstätt, Allemagne.
  • (2012). Prediction density estimation : an overview. Statistics seminar - Catholic University of Eichstätt-Ingolstadt. Eichstätt, Allemagne.
  • (2012). Sur l'estimation d'une densité prédictive sous contraintes. Séminaire de statistique - Université d'Aix-Marseille. Marseille, France.
  • (2012). Sur l'estimation d'une densité prédictive sous contraintes. Statistics seminar - Université Montpellier II. Montpellier, France.
  • (2012). Sur l'estimation d'une densité prédictive sous contraintes. Statistics seminar - Université Catholique de Louvain. Louvain-la-Neuve, Belgique.
  • (2012). Sur l'estimation d'une densité prédictive sous contraintes. CREST (Centre de Recherche en Économie et Statistique) Seminar. Paris, France.
  • (2012). Sur la performance fréquentiste d'intervalles de confiance bayésiens associées à des lois a priori non-informatives. Statistics seminar - Université Montpellier II. Montpellier, France.
  • (2012). À propos de sommes de variables aléatoires uniformes, un temps d'arrêt et une covariance particulière. Club mathématique - Université de Sherbrooke. Sherbrooke, Canada.
  • (2012). À propos du problème des rencontres et du problème des secrétaires. Club mathématique - Université de Sherbrooke. Sherbrooke, Canada.
  • (2011). On estimating bounded normal means. Statistics Canada 2011 - Concordia University. Montreal, Canada.
  • (2011). À propos de l'estimation d'une fonction de répartition et du choix d'une fonction de perte. SSC Conference - Acadia University. Wolfville, Canada.
  • (2010). Estimation of bounded normal means: some recent and not so recent results. Statistics seminar - University of Ottawa. Ottawa, Canada.
  • (2010). Estimation of bounded normal means: some recent and not so recent results. Statistics seminar - Rutgers University. Piscataway, États-Unis.
  • (2010). Estimation of bounded normal means: some recent and not so recent results. Statistics seminar - University of Manitoba. Winnipeg, Canada.
  • (2010). Sur le problème des rencontres. Camp mathématique de l'AMQ -Bishop's University. Sherbrooke, Canada.

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