Yannick Baraud

Professor of Mathematical Statistics, University of Luxembourg

I work on model selection, hypothesis testing, parametric and non-parametric estimation, and robust estimation — how to draw reliable conclusions from data that does not quite follow the model we assumed.

Six contaminated observations are enough to drag the least-squares line off the data. A robust fit stays put — that tension runs through most of the work below.

About me

I joined the University of Luxembourg in 2019 as ERA-Chair holder of SanDAL, a Chair in Mathematical Statistics and Data Science funded by the European Commission Horizon 2020 research and innovation programme.

I work in the area of Mathematical Statistics with a special interest in model selection, hypothesis testing, parametric and non-parametric estimation, and robust estimation.

2019–presentProfessor at the University of Luxembourg
2003–2019Professor at University Nice Sophia Antipolis, France
1999–2003CNRS researcher at the École Normale Supérieure, Paris
1997–1999Agrégé préparateur (Lecturer) at the École Normale Supérieure, Paris
1995–1998Ph.D. thesis, University Paris-Saclay (former Paris XI)
1992–1994Student at the École Normale Supérieure de Cachan and University of Paris-Sud

Events

Around the department

Positions

Write to me directly with a CV and a short note on what you would like to work on.

yannick.baraud@uni.lu

Publications and manuscripts

Thirty papers, preprints and theses, most recent first. Search by title, co-author or journal.

Showing 30 of 30

Illustration accompanying the publication list

2026Yannick Baraud and Gabriel Romon. Statistical Inference via T-Posterior Randomised Estimators. Preprint, arXiv
2025Yannick Baraud and Guillaume Maillard. Estimating a regression function under possible heteroscedastic and heavy-tailed errors. Application to shape-restricted regression. Preprint, arXiv
2025Yannick Baraud, Hélène Halconruy and Guillaume Maillard. Robust density estimation with the L1-loss. Applications to the estimation of a density on the line satisfying a shape constraint. Ann. Inst. Henri Poincaré Probab. Stat.
2024Yannick Baraud and Juntong Chen. Robust Estimation of a Regression Function in Exponential Families. J. Statist. Plann. Inference
2023Yannick Baraud. From robust tests to Bayes-like posterior distributions. Probab. Theory Relat. Fields
2021Yannick Baraud. Tests and estimation strategies associated to some loss functions. Probab. Theory Relat. Fields
2020Yannick Baraud and Lucien Birgé. Robust-Bayes like estimation: Rho-Bayes estimation. Ann. Statist.
2019Yannick Baraud. Can we trust L2-criteria and L2-losses? J. SFdS
2018Yannick Baraud and Lucien Birgé. Rho-estimators revisited: general theory and applications. Ann. Statist.
2017Yannick Baraud, Lucien Birgé and Mathieu Sart. A new method for estimation and model selection: Rho-estimation. Invent. Math.
2016Yannick Baraud and Lucien Birgé. Rho-estimators for shape restricted density estimation. Stochastic Process. Appl.
2016Yannick Baraud. Bounding the expectation of the supremum of an empirical process over a (weak) VC-major class. Electron. J. Stat.
2014Yannick Baraud and Lucien Birgé. Estimating composite functions by model selection. Ann. Inst. Henri Poincaré Probab. Stat.
2014Yannick Baraud, Christophe Giraud and Sylvie Huet. Estimator selection in the Gaussian setting. Ann. Inst. Henri Poincaré Probab. Stat.
2013Yannick Baraud. Estimation of the density of a determinantal process. Confluentes Math.
2011Yannick Baraud. Estimator selection with respect to Hellinger-type risks. Probab. Theory Related Fields
2010Yannick Baraud. A Bernstein-type inequality for suprema of random processes with applications to model selection in non-Gaussian regression. Bernoulli
2009Yannick Baraud, Christophe Giraud and Sylvie Huet. Gaussian model selection with an unknown variance. Ann. Statist.
2009Yannick Baraud and Lucien Birgé. Estimating the intensity of a random measure by histogram type estimators. Probab. Theory Related Fields
2005Yannick Baraud, Sylvie Huet and Béatrice Laurent. Testing convex hypotheses on the mean of a Gaussian vector. Application to testing qualitative hypotheses on a regression function. Ann. Statist.
2004Yannick Baraud. Confidence balls in Gaussian regression. Ann. Statist.
2003Yannick Baraud, Sylvie Huet and Béatrice Laurent. Adaptive tests of qualitative hypotheses. ESAIM Probab. Stat.
2003Yannick Baraud, Sylvie Huet and Béatrice Laurent. Adaptive tests of linear hypotheses by model selection. Ann. Statist.
2002Yannick Baraud. Habilitation Thesis.
2002Yannick Baraud. Non-asymptotic minimax rates of testing in signal detection. Bernoulli
2002Yannick Baraud. Model selection for regression on a random design. ESAIM Probab. Statist.
2002Yannick Baraud, Sylvie Huet and Béatrice Laurent. A new test of linear hypothesis in regression. Goodness-of-fit tests and model validity (Paris, 2000)
2001Yannick Baraud, Fabienne Comte and Gabrielle Viennet. Adaptive estimation in autoregression or β-mixing regression via model selection. Ann. Statist.
2001Yannick Baraud, Fabienne Comte and Gabrielle Viennet. Model selection for (auto-)regression with dependent data. ESAIM Probab. Statist.
2000Yannick Baraud. Model selection for regression on a fixed design. Probab. Theory Related Fields

Contact

Email: yannick.baraud@uni.lu
Office: MNO, E04 0415020
Phone: (+352) 46 66 44 5807
Address: University of Luxembourg, Department of Mathematics
Maison du nombre, 6 avenue de la Fonte
L-4364 Esch-sur-Alzette, Luxembourg