
Pierre C. Bellec
pierre.bellec@rutgers.edu
Associate Professor,
Department of Statistics, Rutgers University.
Education
2016: PhD,
ENSAE ParisTech, France, advised by Alexandre Tsybakov.
2012: Part III (MASt), University of Cambridge,
UK.
2011: Diplôme d'Ingénieur, Ecole Polytechnique, France.
Professional appointments
2021: Associate Professor (with tenure), Department of Statistics, Rutgers University 2016: Assistant Professor, Department of Statistics, Rutgers University
Preprints
Corrected generalized cross-validation for finite ensembles of penalized estimators, Pierre C Bellec, Jin-Hong Du, Takuya Koriyama, Pratik Patil and Kai Tan. arXiv:2310.01374, 2023
Observable adjustments in single-index models for regularized M-estimators. Pierre C Bellec. arXiv:2206.07256, 2022.
Chi-square and normal inference in high-dimensional multi-task regression. Pierre C Bellec and Gabriel Romon. arXiv:2107.07828, 2021.
The noise barrier and the large signal bias of the Lasso and other convex estimators. Pierre C Bellec. arXiv:1804.01230, 2018.
Optimistic lower bounds for convex regularized least-squares. Pierre C Bellec. arXiv:1703.01332, 2017.
Concentration of quadratic forms under a Bernstein moment assumption. Pierre C. Bellec. Technical report. Arxiv:1901.08726, 2014.
Journal articles and peer-reviewed conference proceedings
Multinomial Logistic Regression: Asymptotic Normality on Null Covariates in High-Dimensions, Kai Tan and Pierre C. Bellec. NeurIPS 2023. Accepted, to appear.
Noise Covariance Estimation in Multi-Task High-dimensional Linear Models. Kai Tan, Gabriel Romon and Pierre C Bellec. Bernoulli. Accepted, to appear.
Derivatives and residual distribution of regularized M-estimators with application to adaptive tuning. Pierre C Bellec and Yiwei Shen. Proceedings of Thirty Fifth Conference on Learning Theory (COLT), PMLR 178:1912-1947, 2022.
Out-of-sample error estimate for robust M-estimators with convex penalty. Pierre C Bellec. Information and Inference: a Journal of the IMAAccepted, to appear.
De-biasing convex regularized estimators and interval estimation in linear models . Pierre C Bellec and Cun-Hui Zhang. Ann. Statist.51 (2) 391 - 436, April 2023. doi.org/10.1214/22-AOS2243
Asymptotic normality of robust M-estimators with convex penalty. Pierre C Bellec, Yiwei Shen and Cun-Hui Zhang. Electron. J. Statist. 16 (2) 5591 - 5622, 2022.
De-biasing the Lasso with degrees-of-freedom adjustment. Pierre C Bellec and Cun-Hui Zhang. Bernoulli 28 (2) 713 - 743, May 2022.
Second order Stein: SURE for SURE and other applications in high-dimensional inference. Pierre C Bellec and Cun-Hui Zhang. Ann. Statist., 49 (4) 1864 - 1903, August 2021.
Optimal bounds for aggregation of affine estimators. Pierre C. Bellec. Ann. Statist., 46(1):30–59, 02 2018.
Sharp oracle inequalities for Least Squares estimators in shape restricted regression. Pierre C. Bellec. Ann. Statist., 46(2):745–780, 2018.
Slope meets Lasso: Improved oracle bounds and optimality. Pierre C. Bellec, Guillaume Lecué, and Alexandre B. Tsybakov. Ann. Statist., 46(6B):3603–3642, 2018.
On the prediction loss of the lasso in the partially labeled setting. Pierre C. Bellec, Arnak S. Dalalyan, Edwin Grappin, and Quentin Paris. Electron. J. Statist., 12(2):3443–3472, 2018.
Localized Gaussian width of M-convex hulls with applications to Lasso and convex aggregation. Pierre C Bellec. Bernoulli, 25 (4A) 3016 - 3040, November 2019.
Optimal exponential bounds for aggregation of density estimators. Pierre C. Bellec. Bernoulli, 23(1):219–248, 2017.
Bounds on the prediction error of penalized least squares estimators with convex penalty. Pierre C Bellec and Alexandre B Tsybakov. In Modern Problems of Stochastic Analysis and Statistics, Selected Contributions In Honor of Valentin Konakov. Springer, 2017.
Towards the study of least squares estimators with convex penalty. Pierre C Bellec, Guillaume Lecué, and Alexandre B Tsybakov. In Seminaire et Congres, number 39. Societe mathematique de France, 2017.
A sharp oracle inequality for Graph-Slope. Pierre C. Bellec, Joseph Salmon, and Samuel Vaiter. Electron. J. Statist., 11(2):4851–4870, 2017.
Adaptive confidence sets in shape restricted regression. Pierre C. Bellec. Bernoulli, 27 (1) 66 - 92, February 2021.
Sharp Oracle Bounds for Monotone and Convex Regression Through Aggregation. Pierre C. Bellec and Alexandre B. Tsybakov. Journal of Machine Learning Research, 16:1879–1892, 2015.
Asymptotic normality and confidence intervals for derivatives of 2-layers neural network in the random features model.
Pierre C Bellec and Yiwei Shen.
Advances in Neural Information Processing Systems (NeurIPS),
33:18625–18636,
2020.
The cost-free nature of optimally
tuning Tikhonov regularizers and other ordered smoothers.
Pierre C Bellec and Dana Yang.
Proceedings of the 37th International Conference on Machine Learning (ICML),
pages 1621–1630,
2020.
First
order expansion of convex regularized estimators.
Pierre Bellec and Arun Kuchibhotla.
In Advances in Neural Information Processing Systems (NeurIPS), pages
3457–3468, 2019.
Aggregation of supports along
the Lasso path.
Pierre C. Bellec.
volume 49 of Proceedings of Machine Learning Research, pages
488–529, Conference On Learning Theory (COLT),
Columbia University, New York, USA, 23–26 Jun 2016.
PMLR.
Fast-p (https://github.com/bellecp/fast-p),
a fast command-line tool to browse hundreds or thousands of academic PDFs. Some of my teaching material is released under Creative Commons and available at
https://github.com/bellecp/CC-BY-SA-teaching-material/
.
Awards and Grants
Students
Program commitees/editorial boards
Past and upcoming talks
Software
Some teaching material
Contact
Department of Statistics
Rutgers University
501 Hill Center, Busch Campus
110 Frelinghuysen Road
Piscataway, NJ 08854