## Olga KLOPP

Professeur

department: Systèmes d’information, sciences de la décision et statistiques

Campus de Cergy

+33 (0)1 34 43 36 98

Analyse des données statistiques

**Liens personnels**

**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

- 2004: Doctorat en Mathématiques (Université Nationale Autonome de Mexico Mexique)
- 1997: Master en Mathématiques (Université d’État Lomonossov de Moscou Russie)
- 2016: HDR (Université Paris X Nanterre France)

**Carrière**

**Positions académiques principales**

- 2023 – Présent : Professeur (ESSEC Business School France)
- 2017 – 2023 : Professeur associé (ESSEC Business School France)
- 2012 – 2017 : Maître de conférences (Université Paris X Nanterre France)
- 2004 – 2008 : Maître de conférences (Université Nationale Autonome de Mexico Mexique)

**Autres positions académiques**

- 2018 – 2023 : Responsable de filière scientifique (ESSEC Business School France)
- 2018 – 2022 : Responsable académique DD CentraleSupelec et ENSAE (ESSEC Business School France)
- 2010 – 2012 : Post-Doctorant (Centre de recherche en économie et statistique (CREST) France)

**Autres positions**

- 2017 : Délégation CNRS (Centre de recherche en économie et statistique (CREST) France)

### Articles

- KLOPP, O., PANOV, M., SIGALLA, S. et TSYBAKOV, A. (2023). Assigning Topics to Documents by Successive Projections.
*Annals of Statistics*, Forthcoming. - GAUCHER, S. et KLOPP, O. (2021). Maximum likelihood estimation of sparse networks with missing observations.
*Journal of Statistical Planning and Inference*, 215, pp. 299-329. - GAUCHER, S., KLOPP, O. et ROBIN, G. (2021). Outlier detection in networks with missing links.
*Computational Statistics and Data Analysis*, 164, pp. 107308. - KLOPP, O., LU, Y., TSYBAKOV, A.B. et ZHOU, H.H. (2019). Structured Matrix Estimation and Completion.
*Bernoulli: A Journal of Mathematical Statistics and Probability*, 4B(25), pp. 3883-3911. - ROBIN, G., KLOPP, O., JOSSE, J., MOULINES, E. et 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. et VERZELEN, N. (2018). Optimal Graphon Estimation in Cut Distance.
*Probability Theory and Related Fields*, 174, pp. 1033-1090. - KLOPP, O., CARPENTIER, A., LÖFFLER, M. et NICKL, R. (2018). Adaptive confidence sets for matrix completion.
*Bernoulli: A Journal of Mathematical Statistics and Probability*, 24(4A), pp. 2429-2460. - KLOPP, O., TSYBAKOV, A. et VERZELEN, N. (2017). Oracle inequalities for network models and sparse graphon estimation.
*Annals of Statistics*, 45(1), pp. 316-354. - KLOPP, O. et GAIFFAS, S. (2017). High dimensional matrix estimation with unknown variance of the noise.
*Statistica Sinica*, 27(1), pp. 115-145. - KLOPP, O., LOUNICI, K. et TSYBAKOV, A. (2017). Robust Matrix Completion.
*Probability Theory and Related Fields*, 169(43862), pp. 523-564. - KLOPP, O. et TSYBAKOV, A. (2015). Estimation of matrices with row sparsity.
*Problems of Information Transmission*, 51(4), pp. 335-348. - KLOPP, O. et PENSKY, M. (2015). Sparse high-dimensional varying coefficient model : non-asymptotic minimax study.
*Annals of Statistics*, 43(3), pp. 1273-1299. - KLOPP, O. (2015). Matrix completion by singular value thresholding : sharp bounds.
*The Electronic Journal of Statistics*, 9(2), pp. 2348-2369. - KLOPP, O., LAFOND, J., MOULINES, E. et SALMON, J. (2015). Adaptive Multinomial Matrix Completion.
*The Electronic Journal of Statistics*, 9(2), pp. 2950-2975. - 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. et 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.

### Communications dans une conférence

- GAUCHER, S. et KLOPP, O. (2023). Optimality of Variational Inference for Stochastic Block Model. Dans: Workshop on Eco-Stat Asymptotics 2023 WESA2023. Verona.
- GAUCHER, S. et KLOPP, O. (2023). Optimality of Variational Inference for Stochastic Block Model. Dans: 12th Workshop on High Dimensional Data Analysis (HDDA-XII) 2023. Paris.
- ENIKEEVA, F. et KLOPP, O. (2023). Change Point Detection in Dynamic Networks. Dans: 2023 Change Point Workshop at Warwick. Warwick.
- GAUCHER, S. et KLOPP, O. (2022). Optimality of Variational Inference for Stochastic Block Model. Dans: 2022 Graph Limits, Nonparametric Models, and Estimation. Berkeley.
- GAUCHER, S., KLOPP, O. et ROBIN, G. (2022). Outlier Detection in Networks. Dans: 2022 International Symposium on Nonparametric Statistics (ISNPS). Paphos.
- KLOPP, O., PANOV, M., SIGILLA, S. et TSYBAKOV, A. (2022). Assigning Topics to Documents by Successive Projections. Dans: 2022 Institute of Mathematical Statistics (IMS) Annual Meeting. London.
- GAUCHER, S. et KLOPP, O. (2021). Optimality of variational inference for stochastic block model with missing links. Dans: 35th Conference on Neural Information Processing Systems (NeurIPS2021). Virtual.
- KLOPP, O. (2020). Robust network analysis. Dans: 13th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2020), Virtual Conference.
- KLOPP, O. (2020). Link Prediction in Sparse Graphon Model. Dans: 2020 EURANDOM Workshop: Graph Limits.
- KLOPP, O. (2019). Modèles de réseaux parcimonieux. Dans: 2019 Colloquium de Montpellier.
- KLOPP, O. (2019). Matrix Completion: Old and New. Dans: 2019 Structural Inference in High-Dimensional Models 2.
- KLOPP, O. (2019). Sparse Network Estimation. Dans: High dimensional probability and algorithms.
- KLOPP, O. (2019). Sparse Network Estimation. Dans: 2019 The Power of Graphs in Machine Learning and Sequential Decision -making.
- KLOPP, O. et VERZELEN, N. (2018). Optimal Graphon Estimation in Cut Distance. Dans: Tercera jornada Franco-Chilena de Estadística.
- KLOPP, O., TSYBAKOV, A. et VERZELEN, N. (2018). Network Models and Sparse Graphon Estimation. Dans: 14th Franco-Romanian Conference on Applied Mathematics.
- KLOPP, O., TSYBAKOV, A. et VERZELEN, N. (2018). Network models. Dans: Tercera jornada Franco-Chilena de Estadística. Valparaiso.
- KLOPP, O., LOUNICI, K., TSYBAKOV, A.B. et ALAYA, M.Z. (2018). Robust Matrix Completion/Collective Matrix Completion. Dans: 40th Conference on Stochastic Processes and their Applications (SPA 2018).
- KLOPP, O. et VERZELEN, N. (2018). Optimal Graphon Estimation in Cut Distance. Dans: 27th Nordic Conference in Mathematical Statistics (NORDSTAT) 2018.
- KLOPP, O., LU, Y., TSYBAKOV, A.B. et ZHOU, H.H. (2018). Structured Matrix Estimation and Completion. Dans: 4th Conference of the International Society for Nonparametric Statistics.
- KLOPP, O., LOUNICI, K., TSYBAKOV, A. et ALAYA, M. (2018). Variety and Veracity of the Data in Matrix Completion. Dans: The 40th Conference on Stochastic Processes and their Applications. Gothenburg.
- KLOPP, O., TSYBAKOV, A. et VERZELEN, N. (2018). Network models and sparse graphon estimation. Dans: NordStat 2018. Tartu.
- KLOPP, O. et VERZELEN, N. (2017). Optimal Graphon Estimation in Cut Distance. Dans: Workshop on Community Detection and Network Reconstruction 2017.
- KLOPP, O. (2017). Optimal graphon estimation in cut distance. Dans: The Foundations in Computational Mathematics Conference. Barcelona.
- KLOPP, O. (2017). Optimal graphon estimation in cut distance. Dans: Statistics meets Stochastics 2. Moscow.
- KLOPP, O. (2016). Confidence sets for matrix completion. Dans: Advances in nonparametric and high-dimensional Statistic. Frejus.
- KLOPP, O. (2016). Network models and sparse graphon estimation. Dans: NIPS workshop. Barcelona.
- KLOPP, O. (2016). Oracle inequalities for network models and sparse graphon estimation. Dans: Joint Statistical Meeting. Chicago.
- KLOPP, O. (2016). Oracle inequalities for network models and sparse graphon estimation. Dans: 3rd ISNPS conference. Avignon.
- KLOPP, O. (2016). Oracle inequalities for network models and sparse graphon estimation. Dans: Modern problems of stochastic analysis and statistics. Moscow.
- KLOPP, O. (2016). Matrix Completion. Dans: Multimedia Inpainting Workshop. Rennes.
- KLOPP, O. (2015). Oracle inequalities for network models and sparse graphon estimation. Dans: Meeting in Mathematical Statistics. Frejus.
- KLOPP, O. (2015). Oracle inequalities for network models and sparse graphon estimation. Dans: 2nd Heidelberg – Mannheim Stochastic Colloquium.
- KLOPP, O. (2015). Robust Matrix Completion. Dans: ISNPS Biosciences, Medicine, and novel Non-parametric Methods. Graz.
- KLOPP, O. (2015). Robust Matrix Completion. Dans: The First International Conference on missing values MissData. Rennes.
- KLOPP, O. (2015). 1-bit Matrix Completion. Dans: Indian Russian Conference in Statistics and Probability. Delhi.

### Invité dans une conférence académique (Keynote speaker)

### Actes d’une conférence

- ROBIN, G., WAI, H.T., JOSSE, J., KLOPP, O. et MOULINES, A. (2018). Low-Rank Interactions and Sparse Additive Effects Model for Large Data Frames. Dans:
*Advances in Neural Information Processing Systems 31 (NIPS 2018)*. - KLOPP, O., LAFOND, J., MOULINES, E. et SALMON, J. (2014). Probabilistic low-rank matrix completion on finite alphabets. Dans:
*NIPS*. Montréal: Neural Information Processing Systems.

- 2016 – 2016 Mini-cours: « Analyse des réseaux statistiques » (Higher School of Economics (HSE) Russie)
- 2017 – Présent Big Data Analytics (ESSEC Business School France)
- 2020 – Présent Statistical Inference (ESSEC Business School France)
- 2019 – Présent Modelisation Statistiques (ESSEC Business School France)

**Activités de recherche**

- 2017 – 2017: Co-organisatrice du Working Group on Risk (Groupe de Travail sur le Risque) (ESSEC Business School France)
- 2016 – 2022: Membre du comité de lecture – Bernoulli: A Journal of Mathematical Statistics and Probability