KLOPP Olga
Département : Systèmes d’Information, Sciences de la Décision et Statistiques
Professeur
Campus de Cergy
Contact
- email : b00732676@essec.edu
- tél : +33 (0)1 34 43 36 98
Biographie
2017 Professeur associé ESSEC Business School
2017 Délégation CNRS
2012 - 2017 Maîre de conférences Université Paris Ouest Nanterre la Défense
2010 - 2012 Post-Doctorant au CREST, Paris
2004 - 2008 Maître de conférences Université Nationale Autonome de Mexico (UNAM)
Diplômes
- 2016 : HDR (Université Paris X Nanterre, France)
- 2016 : HDR (Université Paris X Nanterre, France)
- 2004 : Doctorat en Mathématiques (Université Nationale Autonome de Mexico, Mexique)
- 2004 : Doctorat en Mathématiques (Université Nationale Autonome de Mexico, Mexique)
- 1997 : Master en Mathématiques (Université d'État Lomonossov de Moscou, Russie)
- 1997 : Master en Mathématiques (Université d'État Lomonossov de Moscou, Russie)
Carrière
- 2017 - présent : Professeur associé (ESSEC Business School, France)
- 2017 - présent : Professeur associé (ESSEC Business School, France)
- 2012 - 2017 : Maître de conférences (Université Paris X Nanterre, France)
- 2012 - 2017 : Maître de conférences (Université Paris X Nanterre, France)
- 2004 - 2008 : Maître de conférences (Université Nationale Autonome de Mexico, Mexique)
- 2004 - 2008 : Maître de conférences (Université Nationale Autonome de Mexico, Mexique)
- 2017 : Délégation CNRS (Centre de recherche en économie et statistique (CREST), France)
- 2017 : Délégation CNRS (Centre de recherche en économie et statistique (CREST), France)
- 2010 - 2012 : Post-Doctorant (Centre de recherche en économie et statistique (CREST), France)
- 2010 - 2012 : Post-Doctorant (Centre de recherche en économie et statistique (CREST), France)
- 2018 - 2023 : Responsable de filière scientifique (ESSEC Business School, France)
- 2018 - 2023 : Responsable de filière scientifique (ESSEC Business School, France)
- 2018 - 2022 : Responsable académique DD CentraleSupelec et ENSAE (ESSEC Business School, France)
- 2018 - 2022 : Responsable académique DD CentraleSupelec et ENSAE (ESSEC Business School, France)
Positions académiques principales
Autres positions académiques
Articles
- KLOPP, O., PANOV, M., SIGALLA, S. and TSYBAKOV, A. (2023). Assigning Topics to Documents by Successive Projections. Annals of Statistics.
- GAUCHER, S., KLOPP, O. and ROBIN, G. (2021). Outlier detection in networks with missing links. Computational Statistics and Data Analysis, 164, pp. 107308.
- GAUCHER, S. and KLOPP, O. (2021). Maximum likelihood estimation of sparse networks with missing observations. Journal of Statistical Planning and Inference, 215, pp. 299-329.
- ROBIN, G., KLOPP, O., JOSSE, J., MOULINES, E. and TIBSHIRANI, R. (2019). Main Effects and Interactions in Mixed and Incomplete Data Frames. Journal of the American Statistical Association, 115(531), pp. 1292-1303.
- KLOPP, O., LU, Y., TSYBAKOV, A.B. and ZHOU, H.H. (2019). Structured Matrix Estimation and Completion. Bernoulli: A Journal of Mathematical Statistics and Probability, 4B(25), pp. 3883-3911.
- KLOPP, O. and VERZELEN, N. (2018). Optimal Graphon Estimation in Cut Distance. Probability Theory and Related Fields, 174, pp. 1033-1090.
- KLOPP, O., CARPENTIER, A., LÖFFLER, M. and NICKL, R. (2018). Adaptive confidence sets for matrix completion. Bernoulli: A Journal of Mathematical Statistics and Probability, 24(4A), pp. 2429-2460.
- KLOPP, O. and GAIFFAS, S. (2017). High dimensional matrix estimation with unknown variance of the noise. Statistica Sinica, 27(1), pp. 115-145.
- KLOPP, O., TSYBAKOV, A. and VERZELEN, N. (2017). Oracle inequalities for network models and sparse graphon estimation. Annals of Statistics, 45(1), pp. 316-354.
- KLOPP, O., LOUNICI, K. and TSYBAKOV, A. (2017). Robust Matrix Completion. Probability Theory and Related Fields, 169(43862), pp. 523-564.
- KLOPP, O., LAFOND, J., MOULINES, E. and SALMON, J. (2015). Adaptive Multinomial Matrix Completion. The Electronic Journal of Statistics, 9(2), pp. 2950-2975.
- KLOPP, O. and TSYBAKOV, A. (2015). Estimation of matrices with row sparsity. Problems of Information Transmission, 51(4), pp. 335-348.
- KLOPP, O. (2015). Matrix completion by singular value thresholding : sharp bounds. The Electronic Journal of Statistics, 9(2), pp. 2348-2369.
- KLOPP, O. and PENSKY, M. (2015). Sparse high-dimensional varying coefficient model : non-asymptotic minimax study. Annals of Statistics, 43(3), pp. 1273-1299.
- KLOPP, O. (2014). Noisy low-rank matrix completion with general sampling distribution. Bernoulli: A Journal of Mathematical Statistics and Probability, 20(1), pp. 282-303.
- KLOPP, O. and PENSKY, M. (2013). Non-asymptotic approach to varying coefficient model. The Electronic Journal of Statistics, 7, pp. 454-479.
- KLOPP, O. (2011). Rank penalized estimators for high-dimensional matrices. The Electronic Journal of Statistics, 5, pp. 1161-1183.
Chapitres
HDR
Actes d'une conférence
- ROBIN, G., WAI, H.T., JOSSE, J., KLOPP, O. and MOULINES, A. (2018). Low-Rank Interactions and Sparse Additive Effects Model for Large Data Frames. In: Advances in Neural Information Processing Systems 31 (NIPS 2018).
- KLOPP, O., LAFOND, J., MOULINES, E. and SALMON, J. (2014). Probabilistic low-rank matrix completion on finite alphabets. In: NIPS. Montréal: Neural Information Processing Systems.
Communications dans une conférence
- GAUCHER, S. and KLOPP, O. (2022). Optimality of Variational Inference for Stochastic Block Model. In: 2022 Graph Limits, Nonparametric Models, and Estimation. Berkeley.
- KLOPP, O., PANOV, M., SIGILLA, S. and TSYBAKOV, A. (2022). Assigning Topics to Documents by Successive Projections. In: 2022 Institute of Mathematical Statistics (IMS) Annual Meeting. London.
- GAUCHER, S., KLOPP, O. and ROBIN, G. (2022). Outlier Detection in Networks. In: 2022 International Symposium on Nonparametric Statistics (ISNPS). Paphos.
- GAUCHER, S. and KLOPP, O. (2021). Optimality of variational inference for stochastic block model with missing links. In: 35th Conference on Neural Information Processing Systems (NeurIPS2021). Virtual.
- KLOPP, O. (2020). Link Prediction in Sparse Graphon Model. In: 2020 EURANDOM Workshop: Graph Limits.
- KLOPP, O. (2020). Robust network analysis. In: 13th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2020), Virtual Conference.
- KLOPP, O. (2019). Matrix Completion: Old and New. In: 2019 Structural Inference in High-Dimensional Models 2.
- KLOPP, O. (2019). Sparse Network Estimation. In: 2019 The Power of Graphs in Machine Learning and Sequential Decision -making.
- KLOPP, O. (2019). Sparse Network Estimation. In: High dimensional probability and algorithms.
- KLOPP, O. (2019). Modèles de réseaux parcimonieux. In: 2019 Colloquium de Montpellier.
- KLOPP, O., TSYBAKOV, A. and VERZELEN, N. (2018). Network Models and Sparse Graphon Estimation. In: 14th Franco-Romanian Conference on Applied Mathematics.
- KLOPP, O. and VERZELEN, N. (2018). Optimal Graphon Estimation in Cut Distance. In: 27th Nordic Conference in Mathematical Statistics (NORDSTAT) 2018.
- KLOPP, O. and VERZELEN, N. (2018). Optimal Graphon Estimation in Cut Distance. In: Tercera jornada Franco-Chilena de Estadística.
- KLOPP, O., LOUNICI, K., TSYBAKOV, A.B. and ALAYA, M.Z. (2018). Robust Matrix Completion/Collective Matrix Completion. In: 40th Conference on Stochastic Processes and their Applications (SPA 2018).
- KLOPP, O., LU, Y., TSYBAKOV, A.B. and ZHOU, H.H. (2018). Structured Matrix Estimation and Completion. In: 4th Conference of the International Society for Nonparametric Statistics.
- KLOPP, O., TSYBAKOV, A. and VERZELEN, N. (2018). Network models. In: Tercera jornada Franco-Chilena de Estadística. Valparaiso.
- KLOPP, O., TSYBAKOV, A. and VERZELEN, N. (2018). Network models and sparse graphon estimation. In: NordStat 2018. Tartu.
- KLOPP, O., LOUNICI, K., TSYBAKOV, A. and ALAYA, M. (2018). Variety and Veracity of the Data in Matrix Completion. In: The 40th Conference on Stochastic Processes and their Applications. Gothenburg.
- KLOPP, O. and VERZELEN, N. (2017). Optimal Graphon Estimation in Cut Distance. In: Workshop on Community Detection and Network Reconstruction 2017.
- KLOPP, O. (2017). Optimal graphon estimation in cut distance. In: The Foundations in Computational Mathematics Conference. Barcelona.
- KLOPP, O. (2017). Optimal graphon estimation in cut distance. In: Statistics meets Stochastics 2. Moscow.
- KLOPP, O. (2016). Confidence sets for matrix completion. In: Advances in nonparametric and high-dimensional Statistic. Frejus.
- KLOPP, O. (2016). Matrix Completion. In: Multimedia Inpainting Workshop. Rennes.
- KLOPP, O. (2016). Network models and sparse graphon estimation. In: NIPS workshop. Barcelona.
- KLOPP, O. (2016). Oracle inequalities for network models and sparse graphon estimation. In: Joint Statistical Meeting. Chicago.
- KLOPP, O. (2016). Oracle inequalities for network models and sparse graphon estimation. In: 3rd ISNPS conference. Avignon.
- KLOPP, O. (2016). Oracle inequalities for network models and sparse graphon estimation. In: Modern problems of stochastic analysis and statistics. Moscow.
- KLOPP, O. (2015). 1-bit Matrix Completion. In: Indian Russian Conference in Statistics and Probability. Delhi.
- KLOPP, O. (2015). Oracle inequalities for network models and sparse graphon estimation. In: Meeting in Mathematical Statistics. Frejus.
- KLOPP, O. (2015). Oracle inequalities for network models and sparse graphon estimation. In: 2nd Heidelberg - Mannheim Stochastic Colloquium.
- KLOPP, O. (2015). Robust Matrix Completion. In: ISNPS Biosciences, Medicine, and novel Non-parametric Methods. Graz.
- KLOPP, O. (2015). Robust Matrix Completion. In: The First International Conference on missing values MissData. Rennes.
Invité dans une conférence académique (Keynote speaker)
Enseignement
- 2020 - présent : Statistical Inference (Master in Data science and Business analytics ESSEC Business School France)
- 2020 - présent : Statistical Inference (Master in Data science and Business analytics ESSEC Business School France)
- 2019 - présent : Modelisation Statistiques (Grande Ecole - Master in Management ESSEC Business School France)
- 2019 - présent : Modelisation Statistiques (Grande Ecole - Master in Management ESSEC Business School France)
- 2017 - présent : Big Data Analytics (Master in Data science and Business analytics ESSEC Business School France)
- 2017 - présent : Big Data Analytics (Master in Data science and Business analytics ESSEC Business School France)
- 2016 Mini-cours: "Analyse des réseaux statistiques" ( Higher School of Economics (HSE) Russie)
- 2016 Mini-cours: "Analyse des réseaux statistiques" ( Higher School of Economics (HSE) Russie)
Activités de recherche
- 2016 - 2022 : Membre du comité de lecture - Bernoulli: A Journal of Mathematical Statistics and Probability
- 2016 - 2022 : Membre du comité de lecture - Bernoulli: A Journal of Mathematical Statistics and Probability
- 2017 : Co-organisatrice du Working Group on Risk (Groupe de Travail sur le Risque), ESSEC Business School, France
- 2017 : Co-organisatrice du Working Group on Risk (Groupe de Travail sur le Risque), ESSEC Business School, France