Publications:

• Different Closed-Form Expressions for Generalized Entropy Rates of Markov Chains
  V. Girardin, L. Lhote, P. Regnault.
  Methodology and computing in Applied Probability, 2018. DOI:10.1007/s11009-018-9679-3
• Foreword: Special Issue on the Future of Applied Stochastic Models and Data Analysis
  V. Girardin, P. Regnault, C. Skiadas.
  Applied Stochastic Models in Business and Industry, 2018. DOI:10.1002/asmb.2404
• A Continuous-Time Inequality Measure Applied to Financial Risk: The Case of the European Union
  G. D’Amico, P. Regnault, S. Scocchera, L. Storchi.
  International Journal of Financial Studies, vol. 6(3), 2018, DOI:10.3390/ijfs6030062
• Dynamic Measurement of Poverty: Modeling and Estimation
  G. D’Amico, P. Regnault.
  Sankhya B, vol. 80 (2), pp 305--340, 2018. DOI: 10.1007/s13571-018-0153-6
• Weighted Closed Form Expressions Based on Escort Distributions for Rényi Entropy Rates of Markov Chains
  P. Regnault, V. Girardin, L. Lhote.
  In F. Nielsen and F. Barbaresco (Eds): Geometric Science of Information, Lecture Notes in Computer Science 10589, Springer, 2017.
• Semiparametric estimation of mutual information and related criteria: optimal test of independence
  A. Keziou, P. Regnault.
  IEEE Transactions on Information Theory, vol. 63, no. 1, pp. 57--71, 2017. DOI: 10.1109/TIT.2016.2620163
• Escort distributions minimizing the Kullback–Leibler divergence for a large deviations principle and tests of entropy level.
  V. Girardin, P. Regnault.
  Annals of the Institute of Statistical Mathematics, vol. 68(2), pp 439--468, 2016. DOI: 10.1007/s10463-014-0501-x
• Generalized Mutual-Information Based Independence Tests
  A. Keziou, P. Regnault
  In F. Nielsen and F. Barbaresco (Eds): Geometric Science of Information, Lecture Notes in Computer Science 9389, Springer, 2015
• Confidence Intervals for Dynamic Theil's Entropy of Economic Systems Modeled by Birth-Death Processes.
  P. Regnault.
  In J. Bozeman, V. Girardin, C.h. Skiadas (Eds) : New Perspectives on Stochastic Modeling and Data Analysis, ISAST, 2014.
• Entropy Level testing from a Large Deviations Principle
  V. Girardin, P. Regnault.
  Proceedings of 2nd Marrakesh International Conference on Probability and Statistics, Marrakesh, 2013.
• Entropy Estimation of M/M/1 queueing systems
  P. Regnault.
  Bayesian Inference and Maximum Entropy Methods in Science and Engineering, AIP Conference Proceedings, 1443, pp330-337, 2012.
• Estimation Using Plug-in of the Stationary Distribution and Shannon Entropy of Continuous-Time Markov Processes.
  P. Regnault.
  Journal of Statistical Planning and Inference 41:8, pp2711-2725, 2011.
• On the Estimation of Entropy for Markov Chains
  V. Girardin, P. Regnault.
  Proceedings of 58th World Statistical Congress of Statistics, ISI. Dublin, 2011.
• Plug‐in Estimator of the Entropy Rate of a Pure‐Jump Two‐State Markov Process
  P. Regnault.
  Bayesian Inference and Maximum Entropy Methods in Science and Engineering, AIP Conference Proceedings, 1193, pp153-160, 2009.

Preprint:

• vsgoftest: An R Package for Goodness-of-Fit Testing Based on Kullback-Leibler Divergence
  Justine Lequesne, Philippe Regnault.
  hal-01816063

Recent talks in workshops:

• Statistical topics and stochastic models for dependent data ; applications in reliability, survival analysis and related fields (STODEP 2018). Rouen, 3-5 october 2018.
  Rescaled Rates for Generalized Entropy of Markov Chains.
• 9th International Workshop on Applied Probability (IWAP 2018). Budapest, Hungaria, 6-9 june 2018.
  Generalized entropy rates of ergodic Markov chains.
• 3rd International Conference on Geometric Science of Information (GSI 2017). Paris, 7-9 november 2017.
  Generalized entropy rates of ergodic Markov chains.
• 17th Conference of the Applied Stochastic Models and Data Analysis International Society (ASMDA 2017). London, United Kingdom, 6-9 june 2017.
  Dynamic Measurement of Poverty : Modeling and Estimation.
• 3rd Conference of the International Society for Nonparametric Statistics (ISNPS). Avignon, France, 11-16 june 2016.
  Closed form expressions for rescaled entropy rates of Markov chains.
• 2nd conference on Geometric Science of Information. Paris-Saclay, France, 28-30 october 2015.
  Semi-parametric estimation of mutual information ; optimal test of independence.
• Congrès SMAI 2015. Les Karellis, Savoie, France 08-12 june 2015.
  Indices posturologiques discriminant entre plusieurs groupes de patients atteints par la maladie de Parkinson.
• 34th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering. Amboise, France 21-26 september 2014.
  Goodness-of-fit Tests based on φ-Entropy Differences.