Marco Corneli
Research Interests
Static and dynamic network analysis : spectral clustering, stochastic block model (SBM), hierarchical random graph model (HRG)...
Time series analysis : change point detections, hidden Markov models (HMM), ARCH, GARCH...
Stochastic processes : Brownian motion, Poisson process, diffusion processes...
Teaching
Linear Algebra : 1st year undergrad., teaching assistant (chargé de TD)
Statistics and Probability : 2nd year undergrad, teaching assistant (chargé de TD)
Publications
Multiple change points detection and clustering in dynamic networks. Joint work with Pierre Latouche et Fabrice Rossi. Statistics and Computing (2017). DOI : 10.1007/s11222-017-9775-1
Block modelling in dynamic networks with non-homogeneous Poisson processes and exact ICL. Joint work with Pierre Latouche et Fabrice Rossi. Social Network Analysis and Mining, 6, (2016). DOI : 10.1007/s13278-016-0368-3
Exact ICL maximization in a non-stationary temporal extension of the stochastic block model for dynamic networks. Joint work with Pierre Latouce et Fabrice Rossi. Neurocomputing 192, (2016). DOI : 10.1016/j.neucom.2016.02.031