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ROUSSEAU Judith

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Current Position - Status

Head of an education program : M1 MIDO MENTION MAMD Initiale

Department of attachment : MIDO

Centre of Research : Mathématiques (CEREMADE)

Other activities and responsibilities

Chair of the prize committee of ISBA member of the nominating committe of ISBA Editeur associé de Australian and New Zealand Journal of Statistics

Education and qualification

HDR

Mathématiques appliquées et applications (2003 - Paris 5)

Ph.D.

Mathématiques appliquées et applications (1997 - Paris 6)

Fields of teaching, research and professionnal competence

Fields of teaching

  • Statistique Mathématique
  • Statistiques et théorie de la décision
  • Statistique bayésienne non paramétrique
  • Statistique bayésienne
  • Statistique exploratoire et numérique

Fields of research

  • Mathématiques appliquées et applications

Fields professionnal competence

Number of theses in process : 2

Publications ROUSSEAU Judith


2013

Articles

  • Guihenneuc-Jouyaux, Chantal ; Rousseau, Judith ; Nur, Darfiana ; Mengersen, Kerrie ; McVinish, Ross . Recentered Importance Sampling With Applications to Bayesian Model Validation. Journal of Computational and Graphical Statistics. Volume 22. n° 1. 2013. pages 215-228. Taylor&Francis. DOI http://dx.doi.org/10.1080/10618600.2012.681239.

Working Papers

  • Rousseau, Judith ; Donnet, Sophie . Bayesian Inference for Partially Observed Branching Processes. Université Paris-Dauphine . 2013 .
  • Rousseau, Judith ; Gassiat, Elisabeth . Non parametric finite translation mixtures with dependent regime. Unviersité Paris-Dauphine . 2013 .

2012

Articles

  • Rivoirard, Vincent ; Rousseau, Judith . Posterior concentration rates for infinite dimensional exponential families. Bayesian Analysis. Volume 7. n° 2. 2012. pages 311-334. International Society for Bayesian Analysis. DOI http://dx.doi.org/10.1214/12-BA710.
  • Lieberman, Offer ; Rosemarin, Roy ; Rousseau, Judith . Asymptotic Theory for Maximum Likelihood Estimation of the Memory Parameter in Stationary Gaussian Processes. Econometric Theory. Volume 28. n° 2. 2012. pages 457-470. Cambridge University Press. DOI http://dx.doi.org/10.1017/S0266466611000399.
  • Rousseau, Judith ; Chopin, Nicolas ; Liseo, Brunero . Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process. Annals of Statistics. Volume 40. n° 2. 2012. pages 964-995. Institute of Mathematical Statistics. DOI http://dx.doi.org/10.1214/11-AOS955SUPP.
  • Rousseau, Judith ; Rosemarin, Roy ; Lieberman, Offer . ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES.. Econometric Theory. Volume 28. n° 2. 2012. pages 457-470. Cambridge University Press. DOI http://dx.doi.org/10.1017/S0266466611000399.

Book chapters

  • Mengersen, Kerrie ; Rousseau, Judith ; Silburn, Peter ; Johnson, Helen ; White, Nicole M. . Hidden Markov models for complex stochastic processes: A case study in electrophysiology.. Pettitt, Anthony N.; Mengersen, Kerrie L.; Alston, Clair L.. Case Studies in Bayesian Statistical Modelling and Analysis. . 2012. pages 310-329.

Working Papers

  • Liseo, Brunero ; Rousseau, Judith ; Chopin, Nicolas . Computational aspects of Bayesian spectral density estimation. Université Paris-Dauphine . 2012 .
  • Taeryon, Choi ; Rousseau, Judith . Bayes factor consistency in regression problems. Université Paris-Dauphine . 2012 .
  • Scricciolo, Catia ; Rousseau, Judith ; Petrone, Sonia . Bayes and empirical Bayes : Do they merge?. Université Paris-Dauphine . 2012 .
  • Rousseau, Judith ; Gassiat, Elisabeth . On the asymptotic behaviour of the posterior distribution in hidden Markov Models. Université Paris-Dauphine . 2012 .
  • Rousseau, Judith ; Kruijer, Willem . Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors. Université Paris-Dauphine . 2012 .

2011

Articles

  • Mengersen, Kerrie ; Rousseau, Judith . Asymptotic behaviour of the posterior distribution in overfitted mixture models. Journal of the Royal Statistical Society: Series B (Statistical Methodology). Volume 73. n° 5. 2011. pages 689-710. Royal statistical society. DOI http://dx.doi.org/10.1111/j.1467-9868.2011.00781.x.
  • Rousseau, Judith ; Mengersen, Kerrie . Asymptotic behaviour of the posterior distribution in overfitted mixture models. Journal of the Royal Statistical Society: Series B (Statistical Methodology). Volume 73. n° 5. 2011. pages 689-710. Wiley. DOI http://dx.doi.org/10.1111/j.1467-9868.2011.00781.x.

Book chapters

  • Rousseau, Judith ; Marin, Jean-Michel ; Robert, Christian P. . Bayesian Inference and Computation. Girolami, Mark; Stumpf, Michael; Balding, David. Handbook of Statistical Systems Biology. . 2011. pages 39-65.

Working Papers

  • Rousseau, Judith ; Kruijer, Willem . Adaptive Bayesian Estimation of a spectral density. Université Paris-Dauphine . 2011 .
  • Rousseau, Judith ; Robert, Christian P. ; Pillai, Natesh ; Marin, Jean-Michel . Evaluating statistic appropriateness for Bayesian model choice. Université Paris-Dauphine . 2011 .
  • Rousseau, Judith ; Robert, Christian P. ; Pillai, Natesh S. ; Marin, Jean-Michel . Relevant statistics for Bayesian model choice. Université Paris-Dauphine . 2011 .

2010

Articles

  • Rousseau, Judith . Rates of convergence for the posterior distributions of mixtures of Betas and adaptive nonparametric estimation of the density. Annals of Statistics. Volume 38. n° 1. 2010. pages 146-180. Institute of Mathematical Statistics. DOI http://dx.doi.org/10.1214/09-AOS703.

Book chapters

  • Rousseau, Judith ; Robert, Christian P. . On Bayesian Data Analysis. Böcker, Klaus. Rethinking Risk Measurement and Reporting. London. 2010.

Conference Contributions

  • Low-Choy, Samantha ; Mengersen, Kerrie ; Murray, Justine ; Rousseau, Judith . How Should We Combine Expert Opinions: On Elicitation, Encoding, Priors or Posteriors?. 9th Valencia International Meeting on Bayesian Statistics - 2010 World Meeting of the International Society for Bayesian Analysis. Benidorm. Espagne. 2010.
  • Rousseau, Judith ; Mengersen, Kerrie . Asymptotic Behaviour of the Posterior Distribution in Mixture Models with too many Components. 9th Valencia International Meeting on Bayesian Statistics - 2010 World Meeting of the International Society for Bayesian Analysis. Benidorm. Espagne. 2010.
  • Kruijer, Willem ; Rousseau, Judith . On Bayesian Estimation of the Long-Memory Parameter in the FEXP-Model for Gaussian Time Series. 9th Valencia International Meeting on Bayesian Statistics - 2010 World Meeting of the International Society for Bayesian Analysis. Benidorm. Espagne. 2010.
  • Khazaei, Soleiman ; Rousseau, Judith . Bayesian Nonparametric Inference of Decreasing Densities. 42èmes Journées de Statistique. Marseille. France. 2010.

2009

Articles

  • Nur, Darfiana ; Allingham, David ; Rousseau, Judith ; Mengersen, Kerrie ; Mcvinish, Ross . Bayesian hidden Markov Model for DNA segmentation : A prior sensitivity analysis. Computational Statistics and Data Analysis. Volume 53. n° 5. 2009. pages 1873-1882. DOI http://dx.doi.org/10.1016/j.csda.2008.07.007.
  • Mengersen, Kerrie ; Rousseau, Judith ; Mcvinish, Ross . Bayesian Goodness-of-Fit Testing with Mixtures of Triangular Distributions. Scandinavian Journal of Statistics. Volume 36. 2009. pages 337-354. Wiley-Blackwell. DOI http://dx.doi.org/10.1111/j.1467-9469.2008.00620.x.
  • Chopin, Nicolas ; Robert, Christian P. ; Rousseau, Judith . Harold Jeffreys' Theory of Probability revisited. Statistical Science. Volume 24. n° 2. 2009. pages 141-172. Institute of Mathematical Statistics. DOI http://dx.doi.org/10.1214/09-STS284.

Conference Contributions

  • Rousseau, Judith . Rates of convergence for the posterior distributions of mixtures of betas and adaptive nonparamatric estimation of the density. 7th Workshop on Bayesian Nonparametrics. Moncalieri. Italie. 2009.
  • Kruijer, Willem ; Rousseau, Judith ; Van Der Vaart, Aad . Adaptive Bayesian Density Estimation with Location-Scale Mixtures. 7th Workshop on Bayesian Nonparametrics. Moncalieri. Italie. 2009.

2008

Articles

  • Rousseau, Judith ; Chambaz, Antoine . Bounds for Bayesian order identification with application to mixtures. Annals of Statistics. Volume 36. n° 2. 2008. pages 938-962. Institute of mathematical statistics. DOI http://dx.doi.org/10.1214/009053607000000857.
  • Albert, Isabelle ; Grenier, Emmanuel ; Denis, Jean-Baptiste ; Rousseau, Judith . Quantitative Risk Assessment from Farm to Fork and Beyond: A Global Bayesian Approach Concerning Food-Borne Diseases. Risk Analysis. Volume 28. n° 2. 2008. pages 557-571. Wiley. DOI http://dx.doi.org/10.1111/j.1539-6924.2008.01000.x.
  • Rousseau, Judith ; Low-Choy, Samantha ; Mengersen, Kerrie . Encoding expert opinion on skewed non-negative distributions. Journal of applied probability and statistics. Volume 3. n° 1. 2008. pages 1-21. Dixie W Publishing Corp.
  • Rousseau, Judith ; Fraser, Donald . Studentization and the determination of p-values. Biometrika. Volume 95. n° 1. 2008. pages 1-16. Oxford University Press. DOI http://dx.doi.org/10.1093/biomet/asm093.

2007

Conference Contributions

  • Rousseau, Judith . Approximating Interval hypothesis : p-values and Bayes factors. Valencia International Meeting on Bayesian Statistics 2006. Benidorm. Espagne. 2006.

2006

Working Papers

  • Liseo, Brunero ; Rousseau, Judith . Bayesian nonparametric estimation of the spectral density of a long memory Gaussian time series. Université Paris-Dauphine . 2006 .

2005

Working Papers

  • Fraser, Donald ; Rousseau, Judith . Developing p-values: a Bayesian-frequentist convergence. Université Paris-Dauphine . 2005 .
  • Rousseau, Judith ; Mengersen, Kerrie ; McVinish, Ross . Bayesian Mixtures of Triangular distributions with application to Goodness-of-Fit Testing. Université Paris-Dauphine . 2005 .

2004

Articles

  • Müller, Peter ; Parmigiani, Giovanni ; Robert, Christian P. ; Rousseau, Judith . Optimal Sample Size for Multiple Testing: The Case of Gene Expression Microarrays. Journal of the American Statistical Association. Volume 99. n° 468. 2004. pages 990-1001. American Statistical Association. DOI http://dx.doi.org/10.1198/016214504000001646.

2002

Working Papers

  • Robert, Christian P. ; Rousseau, Judith . A Mixture Approach to Bayesian Goodness of Fit. Université Paris-Dauphine . 2002 .

Curricula Vitae de Profesores-Investigadores