Short bio

I am a PhD Student in the IECL lab at Université de Lorraine (Nancy, France) since January 2021. I am focusing on Statistics and Machine Learning, and especially time series analysis. My advisors are Pr. Marianne Clausel and Pr. Konstantin Usevich. Before that, I earned a BS degree in Mathematics and a MS degree in Applied Mathematics and Data Science both from Sorbonne Université (Paris, France). Moreover, through internships, I have been practicing Data Science at leading companies and research institutes.

Research interests

I am working on the use of the signature, a tool from rough paths theory, for time series analysis and statistical learning. This tool extract intrinsic information about multidimensional time series and more precisely the dependencies in variations along the space dimensions. Find here an introduction to this tool.

News

April 2024: Workshop Mathematics of data streams: signatures, neural differential equations, and diffusion models in Greifswald, Germany !

Publications

R. Mignot, V. Mange, K. Usevich, M. Clausel, J.-Y. Tourneret and F. Vincent, “Anomaly Detection Using Multiscale Signatures”. In: Proceedings EUSIPCO 2024, to appear. Software.
J. Cugliari, E. Devijver, A. Meynaoui, and R. Mignot, “Some recent developments on functional data analysis”. In: ESAIM: Proceedings and Surveys, EDP Sciences, 2024, to appear.
R. Mignot, M. Clausel, K. Usevich and N. Sugiura, “Principal geodesic analysis for time series encoded with signature features.” Preprint hal-04392568, 2024. Software.
M. Clausel, J. Diehl, R. Mignot, L. Schmitz, N. Sugiura, and K. Usevich, “The barycenter in free nilpotent Lie groups and its application to iterated-integrals signatures”. In: SIAM Journal on Applied Algebra and Geometry 8.3 (2024), pp.519-552. DOI: 10.1137/23M159024X. Software.

Talks

2024/08 Conference: EUSIPCO 2024 (website). Lyon, France.
2024/04 Workshop: Mathematics of data streams. (website). Greifswald, Germany.
2023/12 Seminar: Signature, applications and Machine Learning (website). University of Pau and the Adour Region. Pau, France.
2023/11 Group seminar. University of British Columbia, Dpt. Mathematics. Vancouver, Canada.
2023/11 Probability & Stat. Seminar (website) Univ. Luxembourg, Dpt. Mathematics. Luxembourg.
2023/10 Workshop: Mathematical Founding Principles of AI (website) Sorbonne University.
2023/09 Lorraine - Luxembourg Workshop in Probability and Statistics (website). University of Lorraine & University of Luxembourg.
2023/07 Group seminar (website). University Lyon 2. Data Science Lab (ERIC). Lyon, France.
2023/06 Workshop GDR TRAG (Research group on Rough Paths) (website). Paris Dauphine University.
2023/01 Group seminar. University Grenoble–Alpes, Computer Sc. Lab (LIG). Grenoble, France.
2022/09 Conference: 28th GRETSI (Signal and Image Processing) (website). France.
2022/08 Conference: MAS (Modeling, Stochastic and Statistics) (website). France.
2022/07 Group seminar. Japan Agency for Marine-Earth Science and Technology. Tokyo, Japan.
2022/06 Conference: French Statistics Society (website). France.

Teaching

2022 - 2024 : Data Analysis (Tutorials, 25h each year). Ecole des Mines de Nancy. Level: Graduate. Topics: R, Linear models, Principal Component Analysis, Factor analysis, Classification, Linear discriminant analysis, Logistic regression, Association rule learning.
2021 - 2024 : Probability and Statistics (Tutorials, 20h each year). University of Lorraine. Level: Graduate. Topics: Point estimation, Confidence intervals, Hypothesis testing (parametric tests, two-sample tests, chi-square tests), Python.

Softwares

See Software links in publications.