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Perron, François

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Full Professor

Faculty of Arts and Science - Department of Mathematics and Statistics

André-Aisenstadt Office 6188

514 343-6130

Courriels

Affiliations

  • Membre Centre de recherches mathématiques
  • Membre CRM — Centre de recherches mathématiques

Courses

  • MAT6717 A - Probabilités (3 crédits)
  • MAT6701 A - Probabilités

Research area

Research projects Expand all Collapse all

Centre de recherches mathématiques (CRM) FRQNT/Fonds de recherche du Québec - Nature et technologies (FQRNT) / 2022 - 2029

Statistique bayésienne, théorie de la décision et méthodes de simulation par chaînes de Markov CRSNG/Conseil de recherches en sciences naturelles et génie du Canada (CRSNG) / 2018 - 2024

CENTRE DE RECHERCHES MATHEMATIQUES (CRM) FRQNT/Fonds de recherche du Québec - Nature et technologies (FQRNT) / 2015 - 2023

BAYESIAN ESTIMATION OF A COPULA, MCMC AND DECISION THEORY CRSNG/Conseil de recherches en sciences naturelles et génie du Canada (CRSNG) / 2013 - 2019

COMPUTATIONAL RESOURCES FOR RESEARCH IN MATHEMATICS AND STATISTICS CRSNG/Conseil de recherches en sciences naturelles et génie du Canada (CRSNG) / 2013 - 2015

CENTRE DE RECHERCHES MATHEMATIQUES (CRM) FRQNT/Fonds de recherche du Québec - Nature et technologies (FQRNT) / 2008 - 2016

BAYESIAN NONPARAMETRIC ESTIMATION, MCMC AND DECISION THEORY / 2008 - 2012

Selected publications Expand all Collapse all

On runs, bivariate Poisson mixtures and distributions that arise in Bernoulli arrays

Ait Aoudia, Djilali, Marchand, Éric, Perron, François et Ben Hadj Slimene, Latifa, On runs, bivariate Poisson mixtures and distributions that arise in Bernoulli arrays 19, no. 8, 12 (2014), , Electron. Commun. Probab.

Unbiased and almost unbiased ratio estimators of the population mean in ranked set sampling

Jafari Jozani, Mohammad, Majidi, Saeed et Perron, François, Unbiased and almost unbiased ratio estimators of the population mean in ranked set sampling 53, 719--737 (2012), , Statist. Papers

Bayesian estimation of a bivariate copula using the Jeffreys prior

Guillotte, Simon et Perron, François, Bayesian estimation of a bivariate copula using the Jeffreys prior 18, 496--519 (2012), , Bernoulli

Non-parametric Bayesian inference on bivariate extremes

Guillotte, S., Perron, F. et Segers, J., Non-parametric Bayesian inference on bivariate extremes Vol. 73 no. 3, 377-406 (2011), , J. R. Stat. Soc. Ser. B Stat. Methodol

On the use of antithetic variables to improve over the ranked set sampling estimator of the population mean

Jozani, Mohammad Jafari et Perron, François, On the use of antithetic variables to improve over the ranked set sampling estimator of the population mean 73, 142--161 (2011), , Sankhya A

Estimating a bounded parameter for symmetric distributions

Marchand, Éric et Perron, François, Estimating a bounded parameter for symmetric distributions 61, 215--234 (2009), , Ann. Inst. Statist. Math.

A Bayesian estimator for the dependence function of a bivariate extreme-value distribution

Guillotte, Simon et Perron, François, A Bayesian estimator for the dependence function of a bivariate extreme-value distribution 36, 383--396 (2008), , Canad. J. Statist.

Metropolis-Hastings algorithms with adaptive proposals

Cai, Bo, Meyer, Renate et Perron, François, Metropolis-Hastings algorithms with adaptive proposals 18, 421--433 (2008), , Stat. Comput.

Adaptive rejection Metropolis sampling using Lagrange interpolation polynomials of degree 2

Meyer, Renate, Cai, Bo et Perron, François, Adaptive rejection Metropolis sampling using Lagrange interpolation polynomials of degree 2 52, 3408--3423 (2008), , Comput. Statist. Data Anal.

On the estimation of a restricted location parameter for symmetric distributions

Marchand, Éric, Ouassou, Idir, Payandeh, Amir T. et Perron, François, On the estimation of a restricted location parameter for symmetric distributions 38, 293--309 (2008), , J. Japan Statist. Soc.

On the geometric ergodicity of Metropolis-Hastings algorithms

Atchadé, Yves F. et Perron, François, On the geometric ergodicity of Metropolis-Hastings algorithms 41, 77--84 (2007), , Statistics

Minimax estimation of a constrained binomial proportion $p$ when $\vert p-1/2\vert$ is small

Marchand, Éric, Perron, François et Gueye, Rokhaya, Minimax estimation of a constrained binomial proportion $p$ when $\vert p-1/2\vert$ is small 67, 526--537 (2005), , Sankhyà

Improving on the mle of a bounded location parameter for spherical distributions

Marchand, Eric et Perron, François, Improving on the mle of a bounded location parameter for spherical distributions 92, 227--238 (2005), , J. Multivariate Anal.

Improving on the independent Metropolis-Hastings algorithm

Atchadé, Yves F. et Perron, François, Improving on the independent Metropolis-Hastings algorithm 15, 3--18 (2005), , Statist. Sinica

Optimal Hoeffding bounds for discrete reversible Markov chains

León, C. A. & Perron, F., Optimal Hoeffding bounds for discrete reversible Markov chains Vol. 14, no. 2, 958-970 (2004), , Ann. Appl. Probab.

On sums of products of Bernoulli variables and random permutations

Joffe, Anatole, Marchand, Éric, Perron, François et Popadiuk, Paul, On sums of products of Bernoulli variables and random permutations 17, 285--292 (2004), , J. Theoret. Probab.

Estimation of variance based on a ranked set sample

Perron, François et Sinha, Bimal K., Estimation of variance based on a ranked set sample 120, 21--28 (2004), , J. Statist. Plann. Inference

Extremal properties of sums of Bernoulli random variables

León, Carlos A. et Perron, François, Extremal properties of sums of Bernoulli random variables 62, 345--354 (2003), , Statist. Probab. Lett.

On the minimax estimator of a bounded normal mean

Marchand, Éric et Perron, François, On the minimax estimator of a bounded normal mean 58, 327--333 (2002), , Statist. Probab. Lett.

Improving on the MLE of a Bounded Normal Mean

Marchand, E. & Perron, F., Improving on the MLE of a Bounded Normal Mean Vol. 29, no. 4, 1078-1093 (2001), , Annals of Statistics

Bayesian nonparametric modeling using mixtures of triangular distributions.

Perron, F. & Mengersen, K., Bayesian nonparametric modeling using mixtures of triangular distributions. Vol. 57, no. 2, 518-528 (2001), , Biometrics

Beyond accept-reject sampling.

Perron, F., Beyond accept-reject sampling. Vol. 86, no. 4, 803-813 (1999), , Biometrika

Random selection in ranked set sampling and its applications

Li, Dayong, Sinha, Bimal K. et Perron, Francois, Random selection in ranked set sampling and its applications 76, 185--201 (1999), , J. Statist. Plann. Inference

On a conjecture of Krishnamoorthy and Gupta

Perron, François, On a conjecture of Krishnamoorthy and Gupta 62, 110--120 (1997), , J. Multivariate Anal.

Estimation of a mean vector in a two-sample problem

Perron, François, Estimation of a mean vector in a two-sample problem 46, 254--261 (1993), , J. Multivariate Anal.

Confidence sets having the shape of a half-space

Perron, F., Confidence sets having the shape of a half-space Vol 54, no. 3, 845-852 (1992), , J. Roy. Statist. Soc. Ser. B

Monotonic minimax estimators of a $2\times 2$ covariance matrix

Perron, François, Monotonic minimax estimators of a $2\times 2$ covariance matrix 20, 441--449 (1992), , Canad. J. Statist.

Minimax estimators of a covariance matrix

Perron, F., Minimax estimators of a covariance matrix 43, 16--28 (1992), , J. Multivariate Anal.

Best equivariant estimation in curved covariance models

Perron, F. et Giri, N., Best equivariant estimation in curved covariance models 40, 46--55 (1992), , J. Multivariate Anal.

Testing independence with additional information

Perron, François, Testing independence with additional information 19, 103--108 (1991), , Canad. J. Statist.

Equivariant estimators of the covariance matrix

Perron, François, Equivariant estimators of the covariance matrix 18, 179--182 (1990), , Canad. J. Statist.

On the best equivariant estimator of mean of a multivariate normal population

Perron, F. et Giri, N., On the best equivariant estimator of mean of a multivariate normal population 32, 1--16 (1990), , J. Multivariate Anal.

Equivariant estimation of a mean vector $\mu$ of $N(\mu,\Sigma)$ with $\mu'\Sigma^{-1}\mu=1$ or $\Sigma^{-1/2}\mu =c$ or $\Sigma=\sigma^2\mu'\mu I$

Kariya, Takeaki, Giri, N. C. et Perron, F., Equivariant estimation of a mean vector $\mu$ of $N(\mu,\Sigma)$ with $\mu'\Sigma^{-1}\mu=1$ or $\Sigma^{-1/2}\mu =c$ or $\Sigma=\sigma^2\mu'\mu I$ 27, 270--283 (1988), , J. Multivariate Anal.