Christine De Mol
Professor
Department of Econometrics
European Center for Advanced Research in Economics and Statistics
Spain
Biography
Christine De Mol holds a Ph.D. in Physics (1979) and a habilitation degree in Mathematical Physics (1992) from ULB. Since 1975, she has held several research positions with the Belgian National Fund for Scientific Research (FNRS) that she left in 1998 as a Honorary Research Director to become a full-time Professor at ULB. She has held several visiting positions (Universities of London, Rome, Montpellier, Paris-Sud, Genoa).
Research Interest
Her research interests in applied mathematics include inverse problems, sparsity-enforcing regularization theory, wavelets and applications, learning theory, analysis and forecasting of time series, portfolio theory.
Publications
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"A sparsity-enforcing method for learning face features" (with A. Destrero, F. Odone and A. Verri), IEEE Transactions on Image Processing 18 (2009) : pp. 188-201.
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"Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components?" (with D. Giannone and L. Reichlin), Journal of Econometrics 146 (2008) : pp. 318-328.
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"An iterative thresholding algorithm for linear inverse problems with a sparsity constraint" (with I. Daubechies and M. Defrise), Communications on Pure and Applied Mathematics 57 (2004) : pp. 1416-57.
