POIGNARD Benjamin ＰＯＩＧＮＡＲＤＢＥＮＪＡＭＩＮ

… Alternative Names

POIGNARD BENJAMIN ポイニャルベンジャミン

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Researcher Number	40845252
Other IDs
Affiliation (Current)	2025: 慶應義塾大学, 理工学部(矢上), 准教授
Affiliation (based on the past Project Information) *help	2025: 慶應義塾大学, 理工学部(矢上), 准教授 2022 – 2023: 大阪大学, 大学院経済学研究科, 准教授 2022: 大阪大学, 大学院経済学研究科, 講師 2019 – 2021: 大阪大学, 経済学研究科, 講師
Review Section/Research Field	Principal Investigator Basic Section 07030:Economic statistics-related / 0107:Economics, business administration, and related fields Except Principal Investigator Basic Section 61030:Intelligent informatics-related
Keywords	Principal Investigator High dimension / Asymptotic theory / Sparsity / Time series / Factor models / Copulas / M-estimator / Multivariate modelling / Factor model / Copula … More / Penalisation / Multivariate Time Series / High-dimension / M-estimation / High-dimensions / Financial econometrics … More Except Principal Investigator 機械学習 / 統計的推論 / 木構造最適輸送距離 / カーネル法 / 電子透かし / 特徴選択 / 選択的推論 Less

Statistical modelling for multivariate models of high dimensionPrincipal Investigator
- Principal Investigator
  
  POIGNARD BENJAMIN
- Project Period (FY)
  2025 – 2027
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Keio University
Sparse statistical approach for multivariate modellingPrincipal Investigator
- Principal Investigator
  
  POIGNARD BENJAMIN
- Project Period (FY)
  2022 – 2024
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Osaka University
Research and development of nonlinear Selective Inference for high-dimensional and small number of samples data
- Principal Investigator
  
  Yamada Makoto
- Project Period (FY)
  2020 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 61030:Intelligent informatics-related
- Research Institution
  Okinawa Institute of Science and Technology Graduate University
  Kyoto University
Parsimonious statistical modelling for high-dimensional problemsPrincipal Investigator
- Principal Investigator
  
  POIGNARD BENJAMIN
- Project Period (FY)
  2019 – 2022
- Research Category
  
  Grant-in-Aid for Research Activity Start-up
- Review Section
  
  0107:Economics, business administration, and related fields
- Research Institution
  Osaka University

All 2024 2023 2022 2021 2020 2019

All Journal Article Presentation

[Journal Article] Sparse M-estimators in semi-parametric copula models2024
- Author(s)
  Benjamin Poignard and Jean-David Fermanian
- Journal Title
  
  Bernoulli
  
  Volume: Forthcoming
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K13377
[Journal Article] High-Dimensional Nonlinear Feature Selection with Hilbert-Schmidt Independence Criterion Lasso2023
- Author(s)
  山田誠, Poignard Benjamin, 山田宏暁, Freidling Tobias
- Journal Title
  
  Journal of the Japan Statistical Society, Japanese Issue
  
  Volume: 53 Issue: 1 Pages: 49-67
- DOI
  10.11329/jjssj.53.49
- ISSN
  0389-5602, 2189-1478
- Year and Date
  2023-09-07
- Language
  Japanese
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21H04874, KAKENHI-PROJECT-20H04243
[Journal Article] Estimation of high-dimensional vector autoregression via sparse precision matrix2023
- Author(s)
  Poignard Benjamin、Asai Manabu
- Journal Title
  
  The Econometrics Journal
  
  Volume: -- Issue: 2 Pages: 307-326
- DOI
  10.1093/ectj/utad003
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01429, KAKENHI-PROJECT-22K13377
[Journal Article] Feature Screening with Kernel Knockoff2022
- Author(s)
  Benjamin Poignard, Peter Naylor, Hector Climente, Makoto Yamada
- Journal Title
  
  International Conference on Artificial Intelligence and Statistics (AISTATS)
  
  Volume: -
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-20H04243
[Journal Article] Feature screening with kernel knockoffs2022
- Author(s)
  Benjamin Poignard; Peter Naylor; Hector Climente-Gonzalez; Makoto Yamada
- Journal Title
  
  Proceedings of Machine Learning Research, AISTATS 2022
  
  Volume: 151 Pages: 1935-1974
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23193
[Journal Article] High‐dimensional sparse multivariate stochastic volatility models2022
- Author(s)
  Poignard Benjamin, Asai Manabu
- Journal Title
  
  Journal of Time Series Analysis
  
  Volume: - Issue: 1 Pages: 00-00
- DOI
  10.1111/jtsa.12647
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01594, KAKENHI-PROJECT-19K23193
[Journal Article] Feature screening with kernel knockoffs2022
- Author(s)
  Benjamin Poignard、Peter J. Naylor、Hector Climente-Gonzalez、Makoto Yamada
- Journal Title
  
  Proceedings of The 25th International Conference on Artificial Intelligence and Statistics
  
  Volume: 151 Pages: 1935-1974
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23193
[Journal Article] Post-selection inference with HSIC-Lasso2021
- Author(s)
  Tobias Freidling, Benjamin Poignard, Hector Climente-Gonzalez, Makoto Yamada
- Journal Title
  
  International Conference on Machine Learning (ICML)
  
  Volume: - Pages: 3439-3448
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H04243
[Journal Article] Post-Selection Inference with HSIC-Lasso2021
- Author(s)
  Tobias Freidling; Benjamin Poignard; Hector Climente-Gonzalez; Makoto Yamada
- Journal Title
  
  Proceedings of Machine Learning Research, ICML 2021
  
  Volume: 139 Pages: 3439-3448
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23193
[Journal Article] The finite sample properties of sparse M-estimators with pseudo-observations2021
- Author(s)
  Benjamin POIGNARD; Jean-David FERMANIAN
- Journal Title
  
  Annals of the Institute of Statistical Mathematics
  
  Volume: To appear Issue: 1 Pages: 1-31
- DOI
  10.1007/s10463-021-00785-4
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23193
[Journal Article] Sparse Hilbert-Schmidt Independence Criterion Regression2020
- Author(s)
  Benjamin POIGNARD; Makoto Yamada
- Journal Title
  
  Proceedings of Machine Learning Research, AISTATS 2020
  
  Volume: 108 Pages: 538-548
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23193
[Journal Article] High-dimensional penalized ARCH processes2020
- Author(s)
  Benjamin POIGNARD; Jean-David FERMANIAN
- Journal Title
  
  Econometric Reviews
  
  Volume: 40 Issue: 1 Pages: 86-107
- DOI
  10.1080/07474938.2020.1761153
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23193
[Journal Article] Statistical analysis of sparse approximate factor models2020
- Author(s)
  Poignard Benjamin、Terada Yoshikazu
- Journal Title
  
  Electronic Journal of Statistics
  
  Volume: 14 Issue: 2 Pages: 3315-3365
- DOI
  10.1214/20-ejs1745
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K19756, KAKENHI-PROJECT-19K23193
[Journal Article] Sparse Hilbert-Schmidt Independence Criterion Regression2020
- Author(s)
  Benjamin POIGNARD; Makoto YAMADA
- Journal Title
  
  Proceedings of Machine Learning Research, AISTATS 2020
  
  Volume: To appear
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23193
[Presentation] Factor multivariate stochastic volatility models2024
- Author(s)
  Benjamin Poignard
- Organizer
  CREST (ENSAE Paris - IP Paris) - Finance & Financial Econometrics Seminar
- Invited
- Data Source
  KAKENHI-PROJECT-22K13377
[Presentation] Sparse M-estimator in semi-parametric copula models2023
- Author(s)
  Benjamin Poignard
- Organizer
  共同研究集会2023：接合関数（コピュラ）理論の新展開 - 統計数理研究所
- Invited
- Data Source
  KAKENHI-PROJECT-22K13377
[Presentation] Sparse factor model of high dimension2023
- Author(s)
  Benjamin Poignard
- Organizer
  10th International Congress on Industrial and Applied Mathematics - ICIAM 2023
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K13377
[Presentation] Feature screening with kernel knockoffs2022
- Author(s)
  Benjamin Poignard
- Organizer
  AISTATS 2022 Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23193
[Presentation] Asymptotic theory of sparse factor models in high-dimension2022
- Author(s)
  Benjamin Poignard
- Organizer
  International Conference on Econometrics and Statistics (EcoSta 2022)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K13377
[Presentation] Sparse M-estimator in semi-parametric copula models2022
- Author(s)
  Benjamin POIGNARD
- Organizer
  Statistical machine learning seminar, Institute of Statistical Mathematics
- Invited
- Data Source
  KAKENHI-PROJECT-19K23193
[Presentation] Sparse M-estimator in semi-parametric copula models2022
- Author(s)
  Benjamin Poignard
- Organizer
  Workshop of Copulas
- Invited
- Data Source
  KAKENHI-PROJECT-22K13377
[Presentation] Feature screening and knockoff filtering2022
- Author(s)
  Benjamin POIGNARD
- Organizer
  Mathematics seminar, Kyoto University, Graduate School of Informatics
- Invited
- Data Source
  KAKENHI-PROJECT-19K23193
[Presentation] Feature screening with kernel knockoffs2022
- Author(s)
  Benjamin Poignard, Peter J. Naylor, Hector Climente-Gonzalez, Makoto Yamada
- Organizer
  AISTATS 2022
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H04243
[Presentation] Sparse M-estimator in semi-parametric copula models2022
- Author(s)
  Benjamin Poignard
- Organizer
  The 16th International Symposium on Econometric Theory and Applications: SETA2022
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K13377
[Presentation] Feature screening with kernel knockoffs2022
- Author(s)
  Benjamin POIGNARD
- Organizer
  AISTATS 2022 conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23193
[Presentation] Asymptotic theory of sparse factor models in high-dimension2022
- Author(s)
  Benjamin Poignard
- Organizer
  International Conference on Econometrics and Statistics (EcoSta 2022)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23193
[Presentation] Sparse factor models of high dimension2022
- Author(s)
  Benjamin Poignard
- Organizer
  CFE-CMStatistics 2022 Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23193
[Presentation] Sparse M-estimator in semi-parametric copula models2022
- Author(s)
  Benjamin Poignard
- Organizer
  The 16th International Symposium on Econometric Theory and Applications: SETA2022
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23193
[Presentation] Sparse factor models of high dimension2022
- Author(s)
  Benjamin Poignard
- Organizer
  CFE-CMStatistics 2022 Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K13377
[Presentation] An overview of screening methods for feature selection2021
- Author(s)
  Benjamin POIGNARD
- Organizer
  Statistics Summer Seminar
- Invited
- Data Source
  KAKENHI-PROJECT-19K23193
[Presentation] Sparse M-estimator in semi-parametric copula models2021
- Author(s)
  Benjamin POIGNARD
- Organizer
  Nakanoshima Workshop - Osaka University
- Invited
- Data Source
  KAKENHI-PROJECT-19K23193
[Presentation] Estimation of High Dimensional Vector Autoregression via Sparse Precision Matrix2021
- Author(s)
  Benjamin POIGNARD
- Organizer
  Finance Seminar MMDS - Osaka University
- Invited
- Data Source
  KAKENHI-PROJECT-19K23193
[Presentation] Estimation of High Dimensional Vector Autoregression via Sparse Precision Matrix2021
- Author(s)
  Benjamin POIGNARD
- Organizer
  Finance Seminar - Ritsumeikan University
- Invited
- Data Source
  KAKENHI-PROJECT-19K23193
[Presentation] Sparse Hilbert-Schmidt Independence Regression Criterion2021
- Author(s)
  Benjamin POIGNARD
- Organizer
  Riken AIP - 9th AIP Open Seminar
- Invited
- Data Source
  KAKENHI-PROJECT-19K23193
[Presentation] Sparse Factor Models: Asymptotic Properties2021
- Author(s)
  Benjamin POIGNARD
- Organizer
  CFE-CMStatistics 2021 Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23193
[Presentation] Sparse Factor Models: Asymptotic Properties2021
- Author(s)
  Benjamin POIGNARD
- Organizer
  Ecodep Conference 2021
- Invited
- Data Source
  KAKENHI-PROJECT-19K23193
[Presentation] Sparse Hilbert-Schmidt Independence Regression Criterion2020
- Author(s)
  Benjamin POIGNARD
- Organizer
  AISTATS 2020 conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23193
[Presentation] High-dimensional Sparse Multivariate Stochastic Volatility Models2020
- Author(s)
  Benjamin POIGNARD
- Organizer
  Seminar presentation at the 4th Asian Quantitative Finance Seminar
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23193
[Presentation] Sparse Hilbert-Schmidt Independence Regression Criterion2020
- Author(s)
  Benjamin POIGNARD
- Organizer
  Seminar presentation at the Institute of Scientific and Industrial Research of Osaka University
- Invited
- Data Source
  KAKENHI-PROJECT-19K23193
[Presentation] High-dimensional Sparse Multivariate Stochastic Volatility Models2020
- Author(s)
  Benjamin POIGNARD
- Organizer
  CFE-CMStatistics 2020 Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23193
[Presentation] Long term asset allocation2019
- Author(s)
  Benjamin POIGNARD
- Organizer
  Marunochi Quantitative Finance Seminar
- Invited
- Data Source
  KAKENHI-PROJECT-19K23193
[Presentation] The Finite Sample Properties of Sparse M-estimators with Pseudo-Observations2019
- Author(s)
  Benjamin POIGNARD
- Organizer
  EcoSta
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23193
[Presentation] Statistical analysis of sparse approximate factor models2019
- Author(s)
  Benjamin POIGNARD
- Organizer
  SETA International Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23193
[Presentation] Sparse Hilbert-Schmidt Independence Criterion Regression2019
- Author(s)
  Benjamin POIGNARD
- Organizer
  MMDS Seminar, Osaka University
- Invited
- Data Source
  KAKENHI-PROJECT-19K23193

1. Yamada Makoto (00581323)

# of Collaborated Projects: 1 results

# of Collaborated Products: 3 results
2. 下平英寿 (00290867)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. 浅井学

# of Collaborated Projects: 0 results

# of Collaborated Products: 2 results
4. 寺田吉壱

# of Collaborated Projects: 0 results

# of Collaborated Products: 1 results

POIGNARD Benjamin ＰＯＩＧＮＡＲＤ ＢＥＮＪＡＭＩＮ

POIGNARD BENJAMIN ポイニャル ベンジャミン

Research Projects

Research Products

Co-Researchers

Statistical modelling for multivariate models of high dimensionPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Sparse statistical approach for multivariate modellingPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Research and development of nonlinear Selective Inference for high-dimensional and small number of samples data

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Parsimonious statistical modelling for high-dimensional problemsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

[Journal Article] Sparse M-estimators in semi-parametric copula models2024

Author(s)

Journal Title

Data Source

[Journal Article] High-Dimensional Nonlinear Feature Selection with Hilbert-Schmidt Independence Criterion Lasso2023

Author(s)

Journal Title

DOI

ISSN

Year and Date

Language

Data Source

[Journal Article] Estimation of high-dimensional vector autoregression via sparse precision matrix2023

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Feature Screening with Kernel Knockoff2022

Author(s)

Journal Title

Data Source

[Journal Article] Feature screening with kernel knockoffs2022

Author(s)

Journal Title

Data Source

[Journal Article] High‐dimensional sparse multivariate stochastic volatility models2022

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Feature screening with kernel knockoffs2022

Author(s)

Journal Title

Data Source

[Journal Article] Post-selection inference with HSIC-Lasso2021

Author(s)

Journal Title

Data Source

[Journal Article] Post-Selection Inference with HSIC-Lasso2021

Author(s)

Journal Title

Data Source

[Journal Article] The finite sample properties of sparse M-estimators with pseudo-observations2021

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Sparse Hilbert-Schmidt Independence Criterion Regression2020

Author(s)

Journal Title

Data Source

POIGNARD Benjamin ＰＯＩＧＮＡＲＤＢＥＮＪＡＭＩＮ

POIGNARD BENJAMIN ポイニャルベンジャミン