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MIA Paris

David Baker


UMR518 AgroParisTech/INRA
Team Statistic & genome
16 rue Claude Bernard
75 231 Paris Cedex 05
Tel : +33 (0)1 44 08 72 16

Current position

Postdoctoral Researcher at INRA/AgroParisTech

Topic: Regularization and sparse methods for multivariate regression with applications in genomic selection.

Research Interests
  • Martingales with specified marginals.
  • The Skorokhod embedding problem.
  • Spatial statistics, cluster search.
  • Algorithms for data-mining.
  • Regularization and sparse methods for multivariate regression. 

Articles in Journals:

[1] Quantizations of probability measures and preservation of the convex order Statistics & Probability Letters 107, 2015, 280-28

[2] An open source software for fast grid-based data-mining in spatial epidemiology (FGBASE). (with A.-J. Valleron) International journal of health geographics, 13(1), 46. 2014

[3] A Dubins type solution to the Skorokhod embedding problem, Statistics and Probability Letters 82, 6, 2012, 1054-1058.

[4] A sequence of Albin type continuous martingales with Brownian marginals and scaling (with Catherine Donati-Martin et Marc Yor), Séminaire de Probabilités XLIII, 441-449, Lecture Notes in Mathematics, Springer, Oct. 2011.

[5] On martingales with given marginals and the scaling property (with Marc Yor), Séminaire de Probabilités XLIII, 437-439, Lecture Notes in Mathematics, Springer, Oct. 2011.

[6]  A Brownian sheet martingale with the same marginals as the arithmetic average of geometric Brownian motion (with Marc Yor), Electronic Journal of Probability 14, 2009, 1532-1540

PhD Thesis:

Martingales avec marginales spécifiées, link