Gautier
Gautier
Email : [email protected]
Webpage : https://www.tse-fr.eu/people/eric-gautier
Curriculum Vitae
Career
Education
Publications
J. Beyhum and E. Gautier, Factor and factor loading augmented estimators for panel regression,
arXiv:2010.01837 Journal of Business and Economic Statistics 41, 270-281 (2023).
C. Gaillac and E. Gautier, Adaptive estimation in the linear random coefficients model when regres-
sors have limited variation, arXiv:1905.06584 Bernoulli 28 (2022). 504-524.
C. Gaillac and E. Gautier, Estimates for the SVD of the truncated Fourier transform on L2 (cosh(bx))
and stable analytic continuation, arXiv:1905.11338, Journal of Fourier Analysis and Applica-
tions 27, 72 (2021).
E. Gautier and E. Le Pennec, Adaptive estimation in the nonparametric random coefficients bi-
nary choice model by needlet thresholding, https://doi.org/10.1214/17-EJS1383 (2018), Electronic
Journal of Statistics 12 (2018) 277-320
E. Gautier and A. Tsybakov, Pivotal estimation in high-dimensional regression via linear program-
ming, Empirical Inference, Festschrift in Honor of Vladimir N. Vapnik, arXiv:1303.7092,
Springer (2014)
E. Gautier and Y. Kitamura, Nonparametric estimation in random coefficients binary choice models,
arXiv:0907.2451v2, Econometrica 81 (2013) 581-607
E. Gautier, Exit times and persistence of solitons for a stochastic Korteweg-de-Vries equation. Dy-
namics, Games and Science II, ed. M. Peixoto, A. Pinto and D. Rand, Springer Proceedings in
Mathematics (2011)
A. de Bouard and E. Gautier, Exit problems related to the persistence of solitons for the Korteweg-de
Vries equation with small noise, arXiv:0801.3894, Discrete and Continuous Dynamical Systems
A 26 n3 (2010) 857-871
E. Gautier and C. Houdré, Estimation des inégalités dans l’enquête Patrimoine 2004, Economie et
Statistique 417-418 (2009) 135-152
E. Gautier, Exit from a basin of attraction for stochastic weakly damped nonlinear Schrödinger
equations, arXiv:0602350, Annals of Probability 36 (2008) 896-930
A. Debussche and E. Gautier, Small noise asymptotic of the timing jitter in soliton transmission,
arXiv:0609434v2, Annals of Applied Probability 18 (2008) 178-208
E. Gautier, Stochastic nonlinear Schrödinger equations driven by a fractional noise - Well posedness,
large deviations and support, arXiv:0609423v1, Electronic Journal of Probability 12 (2007) 848-
861
E. Gautier, Uniform large deviations for the nonlinear Schrödinger equation with multiplicative
noise, arXiv:0412319, Stochastic Processes and their Applications 115 (2005) 1904-1927
E. Gautier, Large deviations and support results for nonlinear Schrödinger equations with additive
noise and applications, arXiv:0406362, ESAIM : Probability and Statistics 9 (2005) 74-97
Proceedings
A. Arlandis, C. Cazals, E. Gautier, and N. Meddahi, How the Covid-19 crisis is impacting postal
markets ? - A new assessment one year later, in Postal Strategies, Springer (2023) 301-311
A. Arlandis, M. Lefort, C. Cazals, E. Gautier, and N. Meddahi, The effects of the Covid-19 crisis on
postal markets, in The Economics of the Postal and Delivery Sector, Springer (2023) 177-190
E. Gautier, Exit times and persistence of solitons for a Stochastic Korteweg - de Vries equation in
Dynamics, Games and Science II, Springer Proceedings in Mathematics (2011) 343-347
E. Gautier and C. Houdré, Approche multivariée de l’estimation des inégalités dans l’enquête Patri-
moine 2004, with C. Houdré, Document de travail INSEE F801 (2008)
E. Gautier, A large deviations approach to the evaluation of the error in optical soliton transmission.
Proceedings of the Nonlinearity Meetings, Institut Henri Poincaré (2006)
E. Gautier, Detection of inconsistencies and outliers and multivariate imputation in the French 2004
Wealth Survey, article for the Q2006 conference (2006)
E. Gautier, Selection and nonignorable selection in sample surveys, Proceedings from the Jour-
nées de Méthodologie Statistique (2005)
E. Gautier, Large deviations for stochastic nonlinear Schrödinger equations and applications, Pro-
ceedings from the SMAI conference at Evian (2005)
Book
Co-editor with P. Alquier and G. Stoltz of "Inverse problems and high dimensional estimation - Stats
in the Château summer school in Econometrics and Statistics, 2009", Springer Lecture Notes in
Statistics, 203 (2011)
E. Gautier and C. Rose, Fast, Robust Inference for Linear Instrumental Variables Models using
Self-Normalized Moments, arXiv:2211.02249 (v3)
C. Gaillac and E. Gautier, Nonparametric classes for identification in random coefficients models
when regressors have limited variation, arXiv:2105.11720 (2021).
E. Gautier and C. Rose, High-dimensional instrumental variables regression and confidence sets,
arXiv:1105.2454 (v7) (2021) Revised 6 times for Econometrica (see also arXiv:1812.11330)
J. Beyhum and E. Gautier, Square-root nuclear norm penalized estimator for panel data models
with approximately low-rank unobserved heterogeneity, arXiv:1904.09192 (2019)
E. Gautier and S. Hoderlein, A triangular treatment effect model with random coefficients in the
selection equation, arXiv:1109.0362 (v4) (2015), was revised for Econometrica and rejected
E. Gautier and C. Rose, Inference on social effects when the network is sparse and unknown
(presented at : NYU, CORE, TSE, LSE, CREST, at the 2015 Frontiers of Theoretical Econometrics
in the Honor of Don Andrews in Konstanz and COEURE workshop on data and methods, and 2016
RES, SFDS, ISNPS, Recent advances in Econometrics in Toulouse, IAAE, Berkeley/Cemmap, LA-
CEA/LAMES, EC2, 2017 French Econometrics, CIREQ Montreal, Cemmap Vanderbildt, Meeting
in Econometrics at TSE, Asian Meeting of the Econometric Society and EcoSta conferences, 2018
Australia New Zealand Econometric Study Group Meeting)
Presentations at conferences
2022 : Conference of the International Society of Nonparametric Statistics (Cyprus), Recent ad-
vances in Econometrics (TSE) ;
2020 : Econometric Society World Congress (Milan) ;
2019 : TSE-Bristol conference ;
2018 : Barcelona GSE Summer Forum High-dimensional Statistics and Random Structures ;
2017 : CEMMAP/Vanderbilt conference on Econometrics and Models of Strategic Interactions
(Vanderbilt University in Nashville) ; CIREQ conference on Inference in Large Econometric Models
(invited speaker, Montreal) ; Meeting in Econometrics (Toulouse) ; Asian Meeting of the Econome-
tric Society (invited speaker, Hong-Kong) ; EcoSta conference (invited speaker, Hong-Kong) ; IAAE
conference (Sapporo) ; CMStatistics (invited speaker, London) ;
2016 : EC2 conference on Big Data (Toulouse) ; LACEA/LAMES (invited speaker, Medellin) ; SFDS
congress (Montpellier), 3rd Conference of the International Society of Nonparametric Statistics (Avi-
gnon) ; Recent Advances in Econometrics (TSE) ; IAAE conference (Milan)
2015 : COEURE workshop on data and methods (Université Libre de Bruxelles), Frontiers of Theo-
retical Econometrics in the Honor of D. Andrews, (University of Konstanz) ; Conference on Inverse
Problems in Econometrics (invited speaker, Northwestern) ;
2014 : Modern econometric tools and applications (keynote speaker, Nizhny Novgorod) ;
2013 : 14th International Symposium of Econometrics, Operational Research and Statistics (key-
note speaker, Sarajevo), EEA/ESEM 2013 (Gothenburg) ;
2012 : New Trends in Mathematical Statistics (CIRM) ; 4th French Econometrics Conference (invi-
ted speaker, ENSAI) ; 7th French Colloquium in Survey Sampling (ENSAI) ; Conference on Statistics
and Stochastic Differential Equations (invited speaker, University of Kyoto) ; 8th World Congress in
Probability and Statistics (chair, Istanbul) ; Conference of the Canadian Economics Society (invited
speaker, Mont-Tremblant) ; CIREQ conference on High Dimensional Problems in Econometrics (in-
vited speaker, Montreal) ; XII Latin American Congress of Probability and Mathematical Statistics
(chair, Viña del Mar) ;
2011 : ERCIM’11 Conference on Computing and Statistics (London) ; New Trends in Mathematical
Statistics (CIRM) ; 41th Probability Summer School (Saint-Flour) ; 35th Conference on Stochastic
Processes and their Applications (Oaxaca) ;
2010 : Stochastic Partial Differential Equations and Stochastic Partial Differential Equations and
Applications workshops (invited speaker, Isaac Newton Institute for Mathematical Sciences, Cam-
bridge).
2009 : Mathematical Statistics meetings (CIRM) ; Stochastic Problems and Nonlinear PDEs (in-
vited speaker, Kyoto) ; 33rd Conference on Stochastic Processes and their Applications, session on
nonparametric Statistics (Berlin).
2008 : Journées STAR (invited speaker, ENSAI, France) ; Dynamics & Applications, (invited spea-
ker, Universidade do Minho, Braga, Portugal) ; EEA-ESEM Congress, session on ill-posed inverse
problems (Milan, Italy) ; Journées du groupe MAS de la SMAI (invited speaker, Rennes) ; Cowles
Conference on Opertor Methods and Inverse Problems in Econometrics (invited speaker, Yale) ;
2007 : Applications of Stochastic Partial Differential Equations (invited speaker, Mittag-Leffler
Institute) ; 32nd Conference on Stochastic Processes and their Applications, session on Stochastic
Partial Differential Equations (invited speaker, UIUC) ; Large Deviations Conference, (invited spea-
ker, University of Michigan) ;
2006 : 31st Conference on Stochastic Processes and their Applications (invited speaker, Paris) ;
"Young Probabilists and Statisticians" Conference, (invited speaker, Aussois) ; European Conference
on Quality in Survey Statistics (Cardiff) ; Workshop on Stochastic Partial Differential Equations (in-
vited speaker, De Giorgi Research Center, Pisa) ; Nonlinearity Meetings (invited speaker, Institut
Henri Poincaré) ;
2005 : SPDE in hydrodynamics : recent progress and prospects, CIME summer courses (invited
speaker, Cetraro) ; National SMAI conference, (invited speaker, Evian) ; INSEE Statistical Metho-
dology Conference (Paris) ;
2004 : 34th Probability Summer School (Saint-Flour)
Seminar presentations
II - Academic leadership
Grants
Journées MAS de la SMAI (Poitiers, 2024, scientific committee) IAAE - Applied Econometrics
conference (Sapporro, 2017)
EC2 (Toulouse, 2016)
IAAE - Applied Econometrics conference (Milan, 2016)
SFDS conference (Montpellier, 2016)
Seminar organization
Co-organizer of the Decision Mathematics and Statistics Seminar (TSE, 2017-2018 and 2021-2023)
Co-organizer of the Econometrics and Empirical Economics seminar (TSE, 2015-2017)
Research visits
Referee for
Journals : AIMS Proceedings, American Economic Review, Annals of Statistics, Annals of Probabi-
lity, Annals of Applied Probability, Applied and Computational Harmonic Analysis, Bernoulli, Eco-
nometrica, Econometric Theory, Economie et Statistiques, Electronic Journal of Statistics, Journal
of the American Statistical Association, The Journal of Applied Econometrics, Journal of Business
and Economic Statistics, Journal of Econometrics, Journal of Machine Learning Research, Journal
of Mathematical Analysis and Applications, Journal of Mathematical Physics, Journal of Political
Economy, Journal of the Royal Statistical Society : B, Journal of Statistical Planning and Inference,
The Econometrics Journal, The RAND Journal of Economics, The Review of Economics and Sta-
tistics, Markov Processes and Related Fields, Quantitative Economics, Review of Economic Studies,
SIAM Journal on Mathematical Analysis
Grants : ERC, Swiss FNS, Maurice Falk Institute for Economic Research (Israel), National Science
Foundation.
III - Supervision
Ph.D. supervision
L. Laage (100%, funded by ERC POEMH, 2019-2020), L. Laage is now assistant professor at
Georgetown University
C. Rose (100%, funded by ERC POEMH, 2015-2017), C. Rose is now assistant professor at the
University of Queensland in Australia
Q. Paris (50%, funded by LABEX ECODEC : 2013-2014), Q. Paris is now assistant professor at
Higher School of Economics in Moscow
University of Chicago : Random coefficients models and high-dimensional econometrics (Ph.D., 2014)
ENSAE ParisTech : Recent developments in semi and nonparametric Econometrics (M2 APE, co-
taught with X. d’Haultfœuille in 2013 and A. Simoni in 2014)
V - Collective responsibility
Director (second year master) of the Mathematics and Economic Decision master at TSE (2021-)
Coordinator of the courses in Econometrics at TSE (2019-)
Member of the board of the Mathematics department (TSE, 2017-)
Secretary of the Mathematics of Decision Making and Statistics group (TSE, 2017-2021)
Researcher at TSE-P (research partnership with La Poste, 2014-)
Member of the Recruiting Committee (TSE, 2017-)
Member of the Junior Recruiting Committee (TSE, 2017-2018)
Past :
Member of the CODEP of TSE (TSE 2018-2020)
Member of the Recruitment Committee at University of Lausanne (2015), ENSAE (2008, 2010, 2012,
2014)
Member of the reading committee for a senior hire (TSE, 2016)
Member of the junior recruitment committee (TSE, 2017-2018)
In charge of the junior job market for the Econometrics and Empirical Economics and Mathematics
of Decision Making and Statistics groups (TSE, 2014-2015)
Assistant director of studies (ENSAE ParisTech, 2007-2010)
In charge of the Mathematics teaching department (ENSAE ParisTech, 2007-2011)
In charge of master theses "Groupes de Travail" (ENSAE ParisTech, 2007-2012)
Examiner in Mathematics (Khagne BL competition to enter ENSAE ParisTech, 2009 and 2010)
Examiner in Statistics (Administrateur de l’INSEE internal competition, 2006)