Amélie Rosier

Assistant Professor and Researcher in Applied Mathematics
ESME

Overview of research area

Stochastic computation, statistics.

Short biography

Amélie Rosier has been graduated from the ESME engineering school in 2020 and has decided to carry out a PhD in statistics. This PhD was under the supervision of Nicolas Marie (Paris-Nanterre University, Modal’X Laboratory) and Pierre Alquier (RIKEN AIP, Tokyo) and focused on the Statistics of dynamic random Markov models and with long memory. Since 2023, Amélie is an assistant professor and researcher in Applied Mathematics at the ESME engineering school.

Publications

• E. Lebarbier, N. Marie et A. Rosier, Trend of high dimensional time series estimation using low-rank matrix factorization: heuristics and numerical experiments via the TrendTM package, Computational Statistics, June 2024.
• N. Marie and A. Rosier, Nadaraya-Watson Estimator for I.I.D. Paths of Diffusion Processes, Scandinavian Journal of Statistics, April 2022.
• P. Alquier, N. Marie, and A. Rosier, Tight Risk Bound for High Dimensional Time Series Completion, Electronic Journal of Statistics, April 2022.

PhD in Statistics under the supervision of Paris-Nanterre University

• 2020-2023

  PhD Student in Statistics under the supervision of Paris-Nanterre University

  Paris-Nanterre University, Nanterre, France
• 2017-2019

  Engineering Diploma

  ESME, Ivry-sur-Seine, France

M2 internship

• 2020

  M2 internship

  Paris-Descartes University, Paris, France