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Christine DE MOL
Christine DE MOL
Phone #: +32 2 650 5573/4155
Office: R42.6.224
Email: This e-mail address is being protected from spam bots, you need JavaScript enabled to view it

Additional Info

Main Field: Applied Mathematics
Second Field: Econometrics
Third Field: Time Series Analysis

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).

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.

Selected Works:

"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.

 "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.

"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.

"A Regularized Framework for Feature Selection in Face Detection and Authentication" (with A. Destrero, F. Odone and A. Verri), International Journal of Computer Vision 83 (2009): pp. 164-177.

"Elastic-Net Regularization in Learning Theory" (with E. De Vito and L. Rosasco), Journal of Complexity 25 (2009) : pp. 201-230.

"A Regularized Method for Selecting Nested Groups of Relevant Genes from Microarray Data" (with S. Mosci, M. Traskine and A. Verri), Journal of Computational Biology 16 (2009): pp. 677-690.

"Accelerating gradient projection methods for L1-constrained signal recovery by steplength selection rules" (with I. Loris, M. Bertero, L. Zanella and L. Zanni), Applied Computational and Harmonic Analysis 27 (2009): pp. 247-254.

"Sparse and stable Markowitz portfolios" (with J. Brodie, I. Daubechies, D. Giannone and I. Loris),  Proc. Natl Acad. Sci. USA 106 (2009): pp. 12267-12272.

"Optimal combination of survey forecasts" (with C. Conflitti and D. Giannone), International Journal of Forecasting  31 (2015): pp. 1096-1103.

"Sparse Markowitz Portfolios", in "Financial Signal Processing and Machine Learning" (A.N. Akansu et al. eds), Wiley 2016, Chapter 2, pp. 11-22.

"Big data in Economics: Evolution or Revolution" (with E. Gautier, D. Giannone, S. Mullainathan, L. Reichlin and H. Van Dijk), in "Economics  without Borders" (R. Blundell et al. eds), Cambridge 2017, Chapter 14, pp. 612-631.

"Sparsity-enforcing regularization and ISTA revisited" (with I. Daubechies and M. Defrise), Inverse Problems 32 (2016), 104001.


Wavelets and Applications; Inverse problems in imaging; Statistical Learning;

Mathematical Physics; Mathematical Analysis; Topics in Applied Mathematics

Current Affiliations:

ULB, ECARES and Department of Mathematics (Faculty of Sciences)


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