Frédéric Ouimet

Page personnelle

Postes de professeur
[1] Professeur — UQTR — depuis 2025/06

Postes de recherche
[6] Boursier postdoctoral — Université de Sherbrooke — 2024/10 à 2025/05
[5] Assistant de recherche — Université McGill — 2024/11 à 2025/05
[4] Chercheur postdoctoral — Université McGill — 2023/09 à 2024/10
[3] Boursier postdoctoral CRM–Simons — Université de Montréal — 2022/09 à 2023/08
[2] Chercheur postdoctoral — Université McGill — 2021/06 à 2022/08
[1] Boursier postdoctoral — California Institute of Technology — 2019/09 à 2021/05

Postes d’enseignement
[4] Chargé de cours — Université du Québec à Montréal — depuis 2018/05
[3] Chargé de cours — California Institute of Technology — 2020/03 à 2021/03
[2] Chargé de cours — Université de Montréal — 2016/01 à 2019/04
[1] Auxiliaire d’enseignement — Université de Montréal — 2015/05 à 2019/06

Diplômes
[3] Ph. D. en mathématiques (probabilités) — Université de Montréal — 2015/09 à 2019/05
[2] M. Sc. en mathématiques (probabilités) — Université de Montréal — 2013/09 à 2014/11
[1] B. Sc. en mathématiques — Université de Montréal — 2009/09 à 2012/04

Statistique :
– modélisation
– estimation non paramétrique
– analyse multivariée
– analyse matricielle
– théorie asymptotique

Probabilité :
– processus de branchement
– champs log-corrélés
– systèmes désordonnés
– ordres stochastiques

Les applications en imagerie médicale (DTI) et en finance m’intéressent également.

En préparation

[59] Asymmetric kernel density estimation for mixing time series on the cone of positive definite matrices.
  Belzile, L. R., Genest, C., Ouimet, F. and Richards, D. (2025). En préparation. 38 pp.

[58] Dirichlet kernel density estimation for strongly mixing sequences on the simplex.
  Daayeb, H., Khardani, S. and Ouimet, F. (2025). En préparation. 11 pp.

Soumis

[57] On the Bernstein-smoothed lower-tail Spearman's rho estimator.
  Ouimet, F. and Susam, S. O. (2025). Soumis. arXiv:0000.00000. 15 pp.

[56] Results related to the Gaussian product inequality conjecture for mixed-sign exponents in arbitrary dimension.
  Lan, G., Ouimet, F. and Sun, W. (2025). Soumis. arXiv:2505.09976. 6 pp.

[55] On noncentral Wishart mixtures of noncentral Wisharts and their use for testing random effects in factorial design models.
  Genest, C., MacKay, A. and Ouimet, F. (2025). Soumis au Journal of Mathematical Analysis and Applications. arXiv:2502.13711. 10 pp.

[54] A comparison of Dirichlet kernel regression methods on the simplex.
  Daayeb, H., Genest, C., Khardani, S., Klutchnikoff, N. and Ouimet, F. (2025). Soumis. arXiv:2502.08461. 22 pp.

[53] A linear regression model for quantile function data applied to paired pulmonary 3D CT scans.
  Béclin, M.-F., Lafaye de Micheaux, P., Molinari, N. and Ouimet, F. Soumis à Annals of Applied Statistics. arXiv:2412.15049. 36 pp.

[52] Normal approximations for the multivariate inverse Gaussian distribution and asymmetric kernel smoothing on d-dimensional half-spaces.
  Belzile, L. R., Desgagné, A., Genest, C. and Ouimet, F. (2025). Soumis à Electronic Journal of Statistics. arXiv:2209.04757. 58 pp.

2025

[51] A new adaptive local polynomial density estimation procedure on complicated domains.
  Bertin, K., Klutchnikoff, N. and Ouimet, F. (2025). Bernoulli, 31 (3), 2201-2225.

[50] An explicit Wishart moment formula for the product of two disjoint principal minors.
  Genest, C., Ouimet, F. and Richards, D. (2025). Proceedings of the American Mathematical Society, 153 (3), 1299-1311.

[49] Asymptotics for non-degenerate multivariate $U$-statistics with estimated nuisance parameters under the null and local alternative hypotheses.
  Desgagné, A., Genest, C. and Ouimet, F. (2025). Journal of Multivariate Analysis, 208. 18 pp.

[48] Local linear smoothing for regression surfaces on the simplex using Dirichlet kernels.
  Genest, C. and Ouimet, F. (2025). Statistical Papers, 66 (4), 28 pp.

2024

[47] On the Gaussian product inequality conjecture for disjoint principal minors of Wishart random matrices.
  Genest, C., Ouimet, F. and Richards, D. (2024). Electronic Journal of Probability, 29, 26 pp.

[46] Deficiency bounds for the multivariate inverse hypergeometric distribution.
  Ouimet, F. (2024). Statistical Papers, 65 (6), 3959-3969.

[45] Asymptotic comparison of negative multinomial and multivariate normal experiments.
  Genest, C. and Ouimet, F. (2024). Statistica Neerlandica, 78 (2), 427-440.

[44] On Wilks' joint moment formulas for embedded principal minors of Wishart random matrices.
  Genest, C., Ouimet, F. and Richards, D. (2024). Stat, 13 (2), e706, 6 pp.

[43] Central and noncentral moments of the multivariate hypergeometric distribution.
  Ouimet, F. (2024). arXiv:2404.09118. 4 pp.

[42] Integral representations for the joint survival functions of the cumulated components of multinomial random vectors.
  Ouimet, F. (2024). arXiv:2406.18509. 8 pp.

2023

[41] Miscellaneous results related to the Gaussian product inequality conjecture for the joint distribution of traces of Wishart matrices.
  Genest, C. and Ouimet, F. (2023). Journal of Mathematical Analysis and Applications, 523 (1), 10 pp.

[40] Minimax properties of Dirichlet kernel density estimators.
  Bertin, K., Genest, C., Klutchnikoff, N. and Ouimet, F. (2023). Journal of Multivariate Analysis, 195, 16 pp.

[39] Goodness-of-fit tests for the Laplace, Gaussian and exponential power distributions based on $\lambda$-th power skewness and kurtosis.
  Desgagné, A., Lafaye de Micheaux, P. and Ouimet, F. (2023). Statistics, 57 (1), 94-122.

[38] A refined continuity correction for the negative binomial distribution and asymptotics of the median.
  Ouimet, F. (2023). Metrika, 86 (7), 827-849.

[37] Moments of the negative multinomial distribution.
  Ouimet, F. (2023). Mathematical and Computational Applications, 28 (4), 85, 13 pp.

[36] Non-asymptotic approximations for Pearson's chi-square statistic and its application to confidence intervals for strictly convex functions of discrete distributions.
  Bax, E. and Ouimet, F. (2023). arXiv:2309.01882. 20 pp.

[35] The Gaussian product inequality conjecture for multinomial covariances.
  Ouimet, F. (2023). arXiv:2209.01505. 8 pp.

[34] A bridge between the circular and linear normal distributions.
  Ouimet, F. (2023). arXiv:2312.17202. 5 pp.

2022

[33] Asymptotic properties of Dirichlet kernel density estimators.
  Ouimet, F. and Tolosana-Delgado, R. (2022). Journal of Multivariate Analysis, 187, 25 pp.

[32] A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications.
  Ouimet, F. (2022). Journal of Multivariate Analysis, 189, 17 pp.

[31] An improvement of Tusnády's inequality in the bulk.
  Ouimet, F. (2022). Advances in Applied Mathematics, 133, 24 pp.

[30] A comprehensive empirical power comparison of univariate goodness-of-fit tests for the Laplace distribution.
  Desgagné, A., Lafaye de Micheaux, P. and Ouimet, F. (2022). Journal of Statistical Computation and Simulation, 92 (18), 3743-3788.

[29] Logarithmically complete monotonicity of a matrix-parametrized analogue of the multinomial distribution.
  Ouimet, F. and Qi, F. (2022). Mathematical Inequalities & Applications, 25 (3), 703-714.

[28] On the Le Cam distance between multivariate hypergeometric and multivariate normal experiments.
  Ouimet, F. (2022). Results in Mathematics, 77 (1), 11 pp.

[27] Refined normal approximations for the central and noncentral chi-square distributions and some applications.
  Ouimet, F. (2022). Statistics, 56 (4), 22 pp.

[26] A multivariate normal approximation for the Dirichlet density and some applications.
  Ouimet, F. (2022). Stat, 11 (1), e410, 13 pp.

[25] A combinatorial proof of the Gaussian product inequality beyond the MTP2 case.
  Genest, C. and Ouimet, F. (2022). Dependence Modeling, 10 (1), 236-244.

[24] On the boundary properties of Bernstein estimators on the simplex.
  Ouimet, F. (2022). Open Statistics, 3 (1), 48-62.

[23] Local normal approximations and probability metric bounds for the matrix-variate $T$-distribution and its application to Hotelling's $T$ statistic.
  Ouimet, F. (2022). AppliedMath, 2 (3), 446-456.

[22] Refined normal approximations for the Student distribution.
  Ouimet, F. (2022). Journal of Classical Analysis, 20 (1), 23-33.

2021

[21] Moments of the Riemann zeta function on short intervals of the critical line.
  Arguin, L.-P., Ouimet, F. and Radziwill, M. (2021). Annals of Probability, 49 (6), 3106-3141.

[20] Asymptotic properties of Bernstein estimators on the simplex.
  Ouimet, F. (2021). Journal of Multivariate Analysis, 185, 20 pp.

[19] On the Le Cam distance between Poisson and Gaussian experiments and the asymptotic properties of Szász estimators.
  Ouimet, F. (2021). Journal of Mathematical Analysis and Applications, 499 (1), 18 pp.

[18] A counterexample to the existence of a general central limit theorem for pairwise independent identically distributed random variables.
  Avanzi, B., Boglioni Beaulieu, G., Lafaye de Micheaux, P., Ouimet, F. and Wong, B. (2021). Journal of Mathematical Analysis and Applications, 499 (1), 13 pp.

[17] A precise local limit theorem for the multinomial distribution and some applications.
  Ouimet, F. (2021). Journal of Statistical Planning and Inference, 215, 218-233.

[16] Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin.
  Boglioni Beaulieu, G., Lafaye de Micheaux, P. and Ouimet, F. (2021). Dependence Modeling, 9, 424-438.

[15] Bounding means of discrete distributions.
  Bax, E. and Ouimet, F. (2021). IEEE International Conference on Big Data, 15-18 déc. 2021, Orlando, FL, USA, 5024-5032.

[14] A study of seven asymmetric kernels for the estimation of cumulative distribution functions.
  Lafaye de Micheaux, P. and Ouimet, F. (2021). Mathematics, 9 (20), 2605, 35 pp.

[13] General formulas for the central and non-central moments of the multinomial distribution.
  Ouimet, F. (2021). Stats, 4 (1), 18-27.

2020

[12] Explicit formulas for the joint third and fourth central moments of the multinomial distribution.
  Ouimet, F. (2020). arXiv:2006.09059. 7 pp.

2019

[11] Large deviations and continuity estimates for the derivative of a random model of $\log|\zeta|$ on the critical line.
  Arguin, L.-P. and Ouimet, F. (2019). Journal of Mathematical Analysis and Applications, 472 (1), 687-695.

[10] Extremes of log-correlated random fields and the Riemann-zeta function, and some asymptotic results for various estimators in statistics.
  Ouimet, F. (2019). Papyrus, Université de Montréal, PhD thesis, 425 pp.

[9]   Complete monotonicity of a ratio of gamma functions and some combinatorial inequalities for multinomial coefficients.
  Ouimet, F. (2019). arXiv:1907.05262. 8 pp.

[8]   Discretization of the maximum for the derivatives of a random model of $\log|\zeta|$ on the critical line.
  Arguin, L.-P., Ouimet, F. and Webb, C. (2019). arXiv:1907.08838. 4 pp.

2018

[7]   Complete monotonicity of multinomial probabilities and its application to Bernstein estimators on the simplex.
  Ouimet, F. (2018). Journal of Mathematical Analysis and Applications, 466 (2), 1609-1617.

[6]   Poisson-Dirichlet statistics for the extremes of a randomized Riemann zeta function.
  Ouimet, F. (2018). Electronic Communications in Probability, 23, no. 46, 15 pp.

[5]   A uniform $L^{1}$ law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator.
  Lafaye de Micheaux, P. and Ouimet, F. (2018). Statistics & Probability Letters, 142, 109-117.

[4]   Maxima of branching random walks with piecewise constant variance.
  Ouimet, F. (2018). Brazilian Journal of Probability and Statistics, 32 (4), 679-706.

2017

[3]   Geometry of the Gibbs measure for the discrete 2D Gaussian free field with scale-dependent variance.
  Ouimet, F. (2017). ALEA, 14 (2), 851-902.

2016

[2]   Extremes of the two-dimensional Gaussian free field with scale-dependent variance.
  Arguin, L.-P. and Ouimet, F. (2016). ALEA, 13 (2), 779-808.

2014

[1]   Étude du maximum et des hauts points de la marche aléatoire branchante inhomogène et du champ libre gaussien inhomogène.
  Ouimet, F. (2014). Papyrus, Université de Montréal, Master's thesis, 144 pp.

Travaux en cours

[66] Poisson-Dirichlet statistics for the extremes of the Riemann zeta function on short intervals near the critical line.
  Ouimet, F. (2023). Travail en cours. 55 pp.

[65] Goodness-of-fit tests for Student's $t$-distribution based on $\lambda$-th power skewness and kurtosis.
  Desgagné, A., Lafaye de Micheaux, P. and Ouimet, F. (2023). Travail en cours. 20 pp.

[64] Omnibus goodness-of-fit tests based on trigonometric moments.
  Desgagné, A. and Ouimet, F. (2024). Travail en cours. 52 pp.

[63] Product.
  Gaunt, R. E., Ouimet, F., Richards, D. and Sriperumbudur, B. K. (2025). Travail en cours. 7 pp.

[62] Stein 2.
  Gaunt, R. E., Ouimet, F., Richards, D. and Sriperumbudur, B. K. (2025). Travail en cours. 13 pp.

[61] Stein 1.
  Gaunt, R. E., Ouimet, F., Richards, D. and Sriperumbudur, B. K. (2025). Travail en cours. 7 pp.

[60] Project with no name.
  Lan, G., Ouimet, F. and Sun, W. (2025). Travail en cours.

Liste de mes collaborateurs:

1. Arguin, Louis-Pierre
2. Avanzi, Benjamin
3. Bax, Eric
4. Béclin, Marie-France
5. Belzile, Léo R.
6. Bertin, Karine
7. Boglioni Beaulieu, Guillaume
8. Daayeb, Hanen
9. Desgagné, Alain
10. Genest, Christian
11. Khardani, Salah
12. Klutchnikoff, Nicolas
13. Lafaye de Micheaux, Pierre
14. Lan, Guolie
15. MacKay, Anne
16. Molinari, Nicolas
17. Qi, Feng
18. Radziwill, Maksym
19. Richards, Donald St.-P.
20. Sun, Wei
21. Susam, Selim O.
22. Tolosana-Delgado, Raimon
23. Webb, Christian
24. Wong, Bernard

Subventions
  [1] Fonds de démarrage – 2025/06 – 15 000 $

Bourses et prix
  [16] CRM & Simons Foundation – Bourse postdoctorale – 2022/09 à 2023/08 – 70 000 $
  [15] FRQNT – Renouvellement de bourse postdoctorale (B3XR) – 2021/09 à 2022/08 – 45 000 $
  [14] FRQNT – Supplément de bourse postdoctorale (B3X) – 2019/09 à 2021/08 – 20 000 $
  [13] CRSNG – Bourse postdoctorale (BPD) – 2019/09 à 2021/08 – 90 000 $
  [12] ISM – Prix d’excellence – 2018/09 – 4 000 $
  [11] DMS – Prix Serge Bissonnette – 2016/11 – 5 000 $
  [10] CRSNG – Bourse Alexander Graham Bell (BESC D3) – 2016/05 à 2019/04 – 105 000 $
  [9] FESP – Bourse J.-A. Bombardier – 2015/10 – 10 000 $
  [8] HEC – Admission à la maîtrise en ingénierie financière – 2014/09 – 2 000 $
  [7] CRSNG – Bourse Alexander Graham Bell (BESC M) – 2013/09 à 2014/08 – 17 500 $
  [6] FRQNT – Bourse de recherche de maîtrise (B1) – 2013/05 à 2013/08 – 5 000 $
  [5] CRSNG – Bourse de recherche de premier cycle – 2011/05 à 2011/08 – 5 625 $
  [4] UdeM – Services aux étudiants – 2010/12 – 1 000 $
  [3] UdeM – Prix du doyen – 2010/10 – 2 000 $
  [2] CRSNG – Bourse de recherche de premier cycle – 2010/05 à 2010/08 – 5 625 $
  [1] UQÀM – Admission au baccalauréat en actuariat – 2008/09 – 1 500 $

Distinctions
  [8] Mention exceptionnelle — thèse de doctorat – 2019/05
  [7] Mise en candidature pour la médaille académique du Gouverneur général (FAS) – 2015/02
  [6] Mention exceptionnelle — mémoire de maîtrise – 2014/11
  [5] Liste d’honneur du doyen — cycles supérieurs – 2013/01
  [4] Mention d’excellence pour le B.Sc. en mathématiques (relevé de notes officiel) – 2012/06
  [3] Liste d’honneur du doyen — premier cycle – 2012/06
  [2] Liste d’honneur du doyen — premier cycle – 2011/06
  [1] Liste d’honneur du doyen — premier cycle – 2010/06