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Olga Klopp
Associate Professor, Information Systems, Decision Sciences and Statistics (IDS) Department

Photo de Olga Klopp
General Information Research Areas Publications Teaching Other Activities
Education

HDR University Paris Ouest Nanterre la Défense

Ph.D. at the UNAM (Mexico)

Master in Mathematics and Applied Mathematics at the University of Moscow Lomonosov 

Biography

2017  Associated Professor at ESSEC Business School, Cergy 

2017 Member of CNRS (6 month) at CREST, Paris 

2012 – 2017 Assistant Professor University Paris Ouest Nanterre la Défense

2010 – 2012 Postdoctoral fellow in CREST, Paris

2004 – 2008 Assistant Professor UNAM (Mexico)   

Research Areas
Areas

Nonparametric estimation

High-dimensional inference and sparsity

Learning theory

Matrix completion 

Network models.




Academic Publications
Articles
  "Collective Matrix Completion" (O. Klopp, M. Alaya), Journal of Machine Learning Research
  "Structured Matrix Estimation and Completion." (O. Klopp, Y. Lu, H. Zhou, A. Tsybakov), Bernoulli Journal, Sep 2019, Vol. 25 , Issue (4B), p. 3883‑3911
  "Optimal graphon estimation in cut distance" (O. Klopp, N. Verzelen), Probability Theory and Related Fields, Jul 2019, Vol. 174(3), Issue (3), p. 1033 ‑1090
  "Main effects and interactions in mixed and incomplete data frames" (O. Klopp, G. Robin, J. Josse, E. Moulines, R. Tibshirani), Journal of the American Statistical Association
  "Adaptive confidence sets for matrix completion" (O. Klopp, A. Carpentier, M. Löffler, R. Nickl), Bernoulli Journal, Mar 2018, Vol. 24, Issue 4A, p. 2429‑2460
  "Oracle inequalities for network models and sparse graphon estimation" (O. Klopp, A. Tsybakov, N. Verzelen), Annals of Statistics, Feb 2017, Vol. 45, Issue 1, p. 316‑354
  " Robust Matrix Completion" (O. Klopp, K. Lounici, A. Tsybakov), Probability Theory and Related Fields, Jan 2017, Vol. 169, Issue 1-2, p. 523‑564
  "High dimensional matrix estimation with unknown variance of the noise" (O. Klopp, S. Gaiffas), Statistica Scinica, Jan 2017, Vol. 27, Issue 1, p. 115‑145
  "Estimation of matrices with row sparsity" (O. Klopp, A. Tsybakov), Problems of Information Transmission, Oct 2015, Vol. 51, Issue 4, p. 335‑348
  "Sparse high-dimensional varying coefficient model : non-asymptotic minimax study." (O. Klopp, M. Pensky), Annals of Statistics, May 2015, Vol. 43, Issue 3, p. 1273‑1299
  "Adaptive Multinomial Matrix Completion" (O. Klopp, J. Lafond, E. Moulines, J. Salmon), Electronic Journal of Statistics, Jan 2015, Vol. 9, Issue 2, p. 2950‑2975
  "Matrix completion by singular value thresholding : sharp bounds" (O. Klopp), Electronic Journal of Statistics, Jan 2015, Vol. 9, Issue 2, p. 2348‑2369
  "Noisy low-rank matrix completion with general sampling distribution." (O. Klopp), Bernoulli, Nov 2014, Vol. 20, Issue 1, p. 282‑303
  "Non-asymptotic approach to varying coefficient model" (O. Klopp, M. Pensky), Electronic Journal of Statistics, Feb 2013, Vol. 7, p. 454‑479
  "Rank penalized estimators for high-dimensional matrices" (O. Klopp), Electronic Journal of Statistics, Oct 2011, Vol. 5, p. 1161‑1183


Chapters
  Constructing confidence sets for the matrix completion problem. In: Nonparametric statistics (with A. Carpentier, M. Löffler). Cham (Switzerland) : Springer Proc. Math. Stat., Springer. 2018, p. 103-119


Other Publications
Articles published in conference proceedings
  "Low-rank interactions and sparse additive effects model for large data frames.", With G. Robin, HT. Wai, J. Josse, E. Moulines. In : Advances in Neural Information Processing Systems 31 ,. Montreal (Canada) : Neural Information Processing Systems Foundation, 2018
  "Probabilistic low-rank matrix completion on finite alphabets", With J. Lafond, E. Moulines, J. Salmon. In : Advances in Neural Information Processing Systems 27, (NIPS). Montréal (Canada) : Neural Information Processing Systems Foundation, 2014


Teaching at ESSEC

Big Data Analytics (MS en Data Sciences & Business Analytics - avec CentraleSupélec)

Big Data Analytics

Foundations of Data Analysis

Other Teaching Activities
Mini-cours: "Analyse des réseaux statistiques" HSE Moscou, 30 mai - 08 juin 2017
Scientific Activities
Editorial Board Membership
  Bernoulli Journal, Bernoulli Society for Mathematical Statistics and Probability
  Bernoulli Journal, Bernoulli Society for Mathematical Statistics and Probability


Conference Presentations
  " Modèles de graphes parcimonieux", Colloquium de Montpellier, Université de Montpellier, Montpellier, France, 24 Sep 2019
  "Sparse networks estimation", High Dimensional Probability and Algorithms 2019 in Paris, ENS Paris, Paris, France, 01 Jul 2019
  "Sparse networks estimation", The power of graphs in machine learning and sequential decision-making, UCL, London, UK, 03 Jun 2019
  "Network models and sparse graphon estimation.", (with A. Tsybakov, N. Verzelen). 14th Franco-Romanian Conference on Applied Mathematics , Bordeaux University, Bordeaux, France, 27 Aug 2018
  "Network models", (with A. Tsybakov, N. Verzelen). Tercera jornada Franco-Chilena de Estadística, University Valparaiso, Valparaiso, Chile, 02 Aug 2018
  "Network models and sparse graphon estimation.", (with A. Tsybakov, N. Verzelen). NordStat 2018, Institute of Mathematics and Statistics, Tartu, Estonia, 28 Jun 2018
  "Structured Matrix Estimation and Completion", (with Y. Lu, A. Tsybakov, H. Zhou). 4TH CONFERENCE OF THE INTERNATIONAL SOCIETY NONPARAMETRIC STATISTIC, Institute of Mathematical Statistics (IMS) and the International Statistical Institute (ISI)., Salerno, Italy, 14 Jun 2018
  "Variety and Veracity of the Data in Matrix Completion", (with K. Lounici, A. Tsybakov, M. Alaya). The 40th Conference on Stochastic Processes and their Applications, Bernoulli Society , Gothenburg, Sweden, 12 Jun 2018
  "Optimal graphon estimation in cut distance", Community Detection and Network Reconstruction workshop, Eindhoven, Netherlands, 19 Sep 2017
  "Optimal graphon estimation in cut distance", The Foundations in Computational Mathematics Conference, Barcelona, Spain, 13 Jul 2017
  "Optimal graphon estimation in cut distance", Statistics meets Stochastics 2, Moscow, Russia, 09 Jun 2017
  "Confidence sets for matrix completion", Advances in nonparametric and high-dimensional Statistic, Frejus, France, 15 Dec 2016
  "Network models and sparse graphon estimation.", NIPS workshop, Barcelona, Spain, 10 Dec 2016
  "Oracle inequalities for network models and sparse graphon estimation", Joint Statistical Meeting, Chicago, USA, 02 Aug 2016
  "Oracle inequalities for network models and sparse graphon estimation.", 3rd ISNPS conference, Avignon, France, 14 Jun 2016
  "Oracle inequalities for network models and sparse graphon estimation", Modern problems of stochastic analysis and statistics, Moscow, Russia, 30 May 2016
  "Matrix Completion", Multimedia Inpainting Workshop, Rennes, France, 20 Apr 2016
  "Oracle inequalities for network models and sparse graphon estimation", Meeting in Mathematical Statistics, Frejus, France, 15 Dec 2015
  "Oracle inequalities for network models and sparse graphon estimation", 2nd Heidelberg - Mannheim Stochastic Colloquium, 26 Nov 2015
  "Robust Matrix Completion", ISNPS Biosciences, Medicine, and novel Non-parametric Methods, Graz, Austria, 14 Jul 2015
  "Robust Matrix Completion", The First International Conference on missing values MissData, Rennes, France, 18 Jun 2015
  "1-bit Matrix Completion", Indian Russian Conference in Statistics and Probability, Delhi, India, 17 Jan 2015

 

 

 

 

-Fall 2017 Co-organizer of Working Group on Risk, ESSEC Business School


Consulting & Other Activities
Supervising Activities :
ElMokhtar Ezzahdi ALAYA  Post-Doctoral fellowship - Dim Math Innov
Solenne Gauche PhD AMX 
Useful Links
Information Systems, Decision Sciences and Statistics (IDS)
Personal Links
personal webpage
Contact
E-mail
Tel: 33 (0) 1 34 43 36 98

ESSEC Business School
Av. Bernard Hirsch
B.P. 50105
95021 Cergy Pontoise Cedex
France

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