BOUAZIZ Olivier - UFR de Mathématiques et Informatique

BOUAZIZ Olivier
Paris Descartes University- Paris V
MAP5, 45 Rue des Saints-Pères
75270 Paris Cedex 06
Born August 4th , 1983
French
T: 0033 1 83 94 58 79
B: [email protected]
http://www.math-info.univ-paris5.fr/∼obouaziz
Current Position
Associate Professor at MAP5 laboratory, Paris Descartes University, since September 2010.
Research interests
My research interest is mainly focused on survival data with right-censoring. I list hereafter in more details
my past and future research projects with some references to the publications and preprints section.
• Paper [1] deals with event-specific rate models for recurrent events. Stratified versions (with
respect to the number of recurrent events) of the classical Cox and Aalen models are considered.
These kind of models are over-parametrized as soon as the sample size is not large enough with
respect to the number of parameters. In order to prevent this, a total-variation penalty is introduced which constrains the estimation of two succesives parameters to be constant. New R
functions have been developped in this work and can be downloaded on my webpage.
• In articles [2] and [4] I have been studying semiparametric models for dimension reduction. In the
former a classical censoring scheme is considered while the latter focuses on recurrents events with
censored data. Estimation in single index models are performed in both papers. New techniques
are proposed to circumvent problems in the tail of the distribution of our estimators with data
driven techniques to choose the parameters involved in our procedure estimation.
• In article [3] I have been investigating nonparametric models for the estimation of a recurrent
event process under right censoring. Kernel estimation procedure with adaptive selection procedure of the smoothing parameter was provided. An oracle bound of the mean squared error and
its integrated version was derived using a minimax approach. The estimation technique is based
on the Lepski’s method.
• I’m currently investigating existing and new methods for incorporating random effects in a regression model. I have been supervising an internship on the subject of clustered data where the
cluster impact was modelized by a random effect. The aim of this internship was to provide a
review of the existing methods to perform estimation in the standard Cox model with frailties.
An application to a data-analysis was also provided.
• As part of the project DECURION, Grégory Nuel (Research Director at the CNRS, affiliated
to the laboratory LPMA) and myself aim at developing new methods to perform estimation in
mixed models for survival analysis. In this kind of context, the hasard rate can be modelized by
latent frailty models where the affiliations of the individuals to a cluster are unknown (as also
the number of clusters). The statistic methodology makes use of computational algorithms such
as the well-known Expectation Maximisation (EM) algorithm.
• Julien Stirnemann and I supervised an intern on the topic of joint models. These kind of models
are used when a longitudinal variable (such as a tumor marker for instance) is associated to a
survival time (such as death for instance). They are widely used for medical issues and a random
effect is used to described the evolution of the longitudinal variable. The estimation techniques
make use of the EM algorithm.
• A new work on single index models with random effects has started with Adeline Samson (professor at the University of Grenoble, LJK laboratory). The Stochastic Approximation of Expectation
Maximisation algorithm is used to perform estimation in such a model. Concentration inequalities
for kernel estimators type are used to perform estimation of the regression function.
Education
2009-2010 :
ATER (temporary position in research and teaching) at MODAL’X
laboratory, Paris X, Nanterre.
2006-2009 :
PhD in Statistics at LSTA laboratory, Paris VI. Defended on november 24th 2009 under the direction of Pr. Denis Bosq and Pr. Michel
Delecroix.
Title : Single index models for survival data. (Highest Honors)
2005-2006 :
Master in Mathematics and their Applications, Speciality Statistics, Paris VI University.
2004-2005 :
Licence in Mathematics, Paris VI University.
Publications and preprints
[1] Bouaziz O., Guilloux A. A penalized algorithm for event-specific rate models for recurrent events.
To appear in Biostatistics.
[2] Bouaziz O., Geffray S., Lopez O. Semiparametric inference for the recurrent event process
through a single-index model. To appear in Statistics.
[3] Bouaziz O., Comte F., Guilloux, A. Nonparametric estimation of the intensity function of a
recurrent event process. Statistica Sinica Vol. 23, No. 2, 2013, p. 635-665.
[4] Bouaziz O., Lopez O. Conditional density estimation in a censored single-index regression model.
Bernoulli, Volume 16, Issue 2, 2010, p. 514-542.
Projects
• Since september 2013, I am part of the IRESP (Research Institut in Public Health) project
called DECURION (DEscartes-CURie and ONcogenetics) supported by Grégory Nuel (Research
Director at the CNRS, affiliated to the laboratory LPMA). This project aims at developing risk
cancer models based on family history. The team is composed of members from the MAP5
laboratory and members from the Curie Institute.
• From january 2009 until december 2012, I was a member of the ANR project Prognostic (Point
pROcess: learninG, NOnparametric STatistics and appliCations) which was supported by Agathe
Guilloux (Associate professor at LSTA laboratory, Paris 6 university).
Conferences and seminars
(1) The International Biometrics Conference, Florence, July 2014.
A penalized algorithm for event-specific rate models for recurrent events
(2) Dynstoch workshop, Copenhagen, April 2013.
A LASSO estimator for event-specific rate models for recurrent events
(3) Econometry-statistics EQUIPPE seminar, Lille 1 University, November 2012.
Estimation non-paramétrique de l’intensité du processus de comptage des évènements récurrents
(4) MAP5 seminar, Paris V University, November 2012.
Estimation non-paramétrique de l’intensité du processus de comptage des évènements récurrents
(5) Journées MAS, Clermont-Ferrand, August 2012.
Estimation de la densité conditionnelle dans un modèle à direction révélatrice unique en présence de
censures
(6) The 17th EYSM, Lisbon, september 2011.
Conditional density estimation in a censored single-index regression model.
(7) 43èmes Journées de Statistique de la SFDS, Tunis, Tunisia, may 2011.
Estimation non-paramétrique de l’intensité du processus de comptage des évènements récurrents
(8) ECAIS workshop, University Paris Descartes, January 2011.
Estimation de la densité conditionnelle dans un modèle à direction révélatrice unique en présence de
censures
(9) Paris V colloquium, University Paris Descartes, December 2010.
Estimation de la densité conditionnelle dans un modèle à direction révélatrice unique en présence de
censures
(10) MODAL’X seminar, Paris X University, January 2010.
Propriétés des intégrales Kaplan-Meier et application à l’estimation de la densité conditionnelle en
présence de censure.
(11) IRMA seminar, Strasbourg University, January 2010.
Estimation de la densité conditionnelle dans un modèle à direction révélatrice unique en présence de
censures.
(12) MAP5 workshop, Paris V University, December 2009.
Propriétés des intégrales Kaplan-Meier et application à l’estimation de la densité conditionnelle en
présence de censure
(13) Probability and Statistics seminar, Montpellier II University, November 2009.
Inférence semi-paramétrique pour des évènements récurrents en présence de censure et d’un évènement
terminal.
(14) Troisièmes rencontres des jeunes statisticiens, Aussois, September 2009.
Inférence semi-paramétrique pour des évènements récurrents en présence de censure et d’un évènement
terminal.
(15) 41èmes Journées de Statistique de la SFDS, Bordeaux, May 2009.
Inférence semi-paramétrique pour des évènements récurrents en présence de censure et d’un évènement
terminal.
(16) Probability and Statistics seminar, Montpellier II University, October 2008.
Estimation de la densité conditionnelle dans un modèle à direction révélatrice unique en présence
de censures.
(17) International Workshop on Applied Probability, Compiègne, July 2008.
Conditional density estimation in a single-index censored regression model.
(18) SSC-SFDS, Ottawa, Canada, May 2008.
Conditional density estimation in a single-index censored regression model.
Teaching
Since 2010 :
Assistant professor at IUT, Paris Descartes, department STID (192 hours of
teaching a year).
-Elementary statistics, first year students.
-Probability course, first year students (lecture, 42 hours).
-Estimation in statistics, first and second year students.
-Parametric tests, second year students. (lecture 48 hours, practical work on R, 8 hours)
-Non parametric tests, second year students. (lecture 18 hours, practical work on R, 4
hours)
-Linear models, second year students. (lecture 12 hours, practical work on R, 9 hours)
-Projects supervision on an analysis of a real dataset with the R software, first year
students. (whole semester, counted as 10 hours)
-Projects supervision on the introduction to survival analysis and censored data (with
analysis of a survival dataset), second year students. (whole semester, counted as 15
hours)
-Survival analysis course on SAS to the professional licence in Public Health at IUT Paris
Descartes. (lecture/practical work, 18 hours)
-Survival analysis course on R to Master 2 students at the mathematical engineering
degree of Mathematical and Informatic department (lecture/practical work, 20 hours)
-Project supervision on a survival analysis dataset to Master 2 students at the mathematical engineering degree of Mathematical and Informatic department (whole semester,
counted as 10 hours)
2009-2010 :
ATER at Nanterre university, Paris X, 192 hours. Chronological series to first year master
ISIFAR students with practical sessions on R software. Estimation in statistics to third
year students. Elementary statistics to first and second years students.
2006-2009 :
Teaching assistant at Créteil university, Paris XII, 64 hours. Mathematics and applications to economy, first year mathematics students.
Responsibilities
• From January 2014 to September 2014, I supervised an intern, Hajer Ben Tamansourt, from the
Master 2 of Mathematical Engineering Paris Descartes. Joint models for survival and longitudinal
data. Application to prediction of premature births.
This internship was co-supervised by Julien Stirnemann (Clinic chief, Necker hospital).
• Since September 2013, I am co-supervisor of the Professional License in Public Health at IUT
Paris Descartes.
• Since September 2013, I am in charge of the statistics seminar of the laboratory MAP5.
• Since March 2013, I am a member of the local scientific council of the UFR Paris Descartes.
• Supervision of an intern, Fouad Khellaf, from the Master 2 of Mathematical Engineering Paris
Descartes. Cox model with frailty. Application to a bone-marrow transplant dataset for B-cell
lymphoma. March-September 2013.
This internship is co-supervised with Julien Stirnemann (Clinic chief, Necker hospital).
• I was part of the International Organizing Comittee of the 18th European and Young Statistician
Meeting, in Osijek, Croatia (August, the 26th-30th).
• Since September 2011, I am a member of the department council of the STID department, IUT
Paris Descartes.
• Peer-reviewing for the journals Statistics and Computational Statistics and Data Analysis.