Ph.D. Thesis

Rohmer, T., octobre 2014, Deux tests de détection de rupture dans la copule d’observations multivariées, Université de Pau & Université de Sherbrooke

Composition du jury:

M. Bouezmarni Taoufik, PR Univ. de Sherbrooke (co-directeur) - Mme Favre Anne-Catherine, PR Univ. de Grenoble (Examinatrice)
M. Fermanian Jean-David, PR, ENSAE (rapporteur)
M. Girard Stéphane, CR -HDR, INRIA (rapporteur)
M. Kojadinovic Ivan, PR, Univ. de Pau (co-directeur)
M. Quessy Jean-François, Univ de Trois-Rivières (co-directeur)

Articles publiés

Rohmer, Tom, Victoria Brüning, and Estelle Kuhn. 2026. “Bivariate Copula Mixed Model to Improve the Estimation of Genetic Parameters for Dependent Traits Under Selection.” Journal of Agricultural, Biological, and Environmental Statistics, ahead of print, May. https://doi.org/10.1007/s13253-026-00740-x https://hal.inrae.fr/hal-05647918.

Brouste, Alexandre, Christophe Dutang, Lilit Hovsepyan, and Tom Rohmer. 2025. “Fast inference in copula models with categorical explanatory variables using the one-step procedure.” Computational Statistics 41 (1): 23. https://doi.org/10.1007/s00180-025-01692-5 https://hal.inrae.fr/hal-04995713v2.

Guilmois, Céline, Tom Rohmer, and Maria Poparoch. 2025. “Learning basic mathematic skills in primary school.” School Effectiveness and School Improvement 36 (4): 573–99. https://doi.org/10.1080/09243453.2025.2536485 https://hal.science/hal-05312528.

Le, Vincent, Tom Rohmer, and Ingrid David. 2024. “Identification and characterization of unknown disturbances in a structured population using high-throughput phenotyping data and measurement of robustness: application to growing pigs.” Journal of Animal Science, ahead of print, March. https://doi.org/10.1093/jas/skae059 https://hal.inrae.fr/hal-04491582.

Brouste, Alexandre, Christophe Dutang, Lilit Hovsepyan, and Tom Rohmer. 2023. “One-Step Closed-Form Estimator for Generalized Linear Model with Categorical Explanatory Variables.” Statistics and Computing 33 (6): 138. https://doi.org/10.1007/s11222-023-10313-4 https://hal.science/hal-04251559.

Brouste, Alexandre, Christophe Dutang, and Tom Rohmer. 2022. “A Closed-form Alternative Estimator for GLM with Categorical Explanatory Variables.” Communications in Statistics - Simulation and Computation, June, 1–17. https://doi.org/10.1080/03610918.2022.2076870 https://hal.archives-ouvertes.fr/hal-03689206.

Rohmer, Tom, Anne Ricard, and Ingrid David. 2022. “Copula miss-specification in REML multivariate genetic animal model estimation.” Genetics Selection Evolution 54 (1): 36. https://doi.org/10.1186/s12711-022-00729-3 https://hal.inrae.fr/hal-03681151.

Le, Vincent, Tom Rohmer, and Ingrid David. 2022. “Impact of environmental disturbances on estimated genetic parameters and breeding values for growth traits in pigs.” Animal 16 (4): 9 p. https://doi.org/10.1016/j.animal.2022.100496 https://hal.inrae.fr/hal-03653106.

Dowek, Antoine, Laetitia Minh Mai Lê, Tom Rohmer, et al. 2020. “A mathematical approach to deal with nanoparticle polydispersity in surface enhanced Raman spectroscopy to quantify antineoplastic agents.” Talanta 217 (September): 121040. https://doi.org/10.1016/j.talanta.2020.121040 https://hal.archives-ouvertes.fr/hal-02557279.

Brouste, Alexandre, Christophe Dutang, and Tom Rohmer. 2020. “Closed form Maximum Likelihood Estimator for Generalized Linear Models in the case of categorical explanatory variables: Application to insurance loss modelling.” Computational Statistics, ahead of print. https://doi.org/10.1007/s00180-019-00918-7 https://hal.archives-ouvertes.fr/hal-01781504.

Kojadinovic, Ivan, Jean-François Quessy, and Tom Rohmer. 2016. “Testing the Constancy of Spearman’s Rho in Multivariate Time Series.” Annals of the Institute of Statistical Mathematics 68: 929–54. https://doi.org/10.1007/s10463-015-0520-2 https://hal.science/hal-01581271.

Rohmer, Tom. 2016. “Some Results on Change-Point Detection in Cross-Sectional Dependence of Multivariate Data with Changes in Marginal Distributions.” Statistics & Probability Letters 119: 45–54. https://doi.org/10.1016/j.spl.2016.06.026 https://hal.inrae.fr/hal-03187746.

Bücher, Axel, Ivan Kojadinovic, Tom Rohmer, and Johan Segers. 2014. “Detecting Changes in Cross-Sectional Dependence in Multivariate Time Series.” Journal of Multivariate Analysis 132: 111–28. https://doi.org/10.1016/j.jmva.2014.07.012 https://univ-pau.hal.science/hal-02158618.

Packages R

UpDown (T. Rohmer, V. Le, I. David, 2023), “Detecting Group Disturbances from Longitudinal Observations” CRAN, Github
glmtools (T. Rohmer, C. Dutang, A. Brouste, 2020), “Tools to fit generalized linear models (GLM) with explicit expressions” disponible à la demande. Soumission CRAN prochaine
npcopTest (T. Rohmer 2016, -màj 2018), “Non Parametric Test for Detecting Changes in the Copula” CRAN

Working papers

2025: T. Rohmer, C. Dutang, A. Brouste, “glmtools -an R Package to compute closed-form estimator for Generalized Linear Models with categorical explanatory variables”. Soumission prochaine (https://hal.science/hal-05006410v1)
2023 : I. David, V. Le & T. Rohmer, “UpDown - an R package to identify and characterize disturbances from longitudinal observations”. Article soumis (https://hal.inrae.fr/hal-04246616)
2022 : T. Rohmer, “Phenotype simulation, multitrait and random regression models using Asreml”. (https://hal.inrae.fr/hal-04045158)
2018 : A. Brouste, C. Dutang, V. Dessert, A. Matoussi & T. Rohmer , partenariat: E. Gales, P. Golhen, W. Lekeufack & B. Milleville (MMA) “Solvency tuned premium for a composite loss distribution”
(https://hal.science/hal-01883508/)

Students

2019-2022, Vincent Le, ph.d. student in genetic statistics, thesis co-supervised with Ingrid David (Inrae GenPhySE). “Nouvelle mesure de la robustesse des animaux d’élevage par utilisation des données de phénotypage haut-débits” https://hal.inrae.fr/tel-03967884
2021-2025, Lilit Hovsepyan, ph.d. student in Asymptotic statistic and stochastic process, thesis co-supervised with Alexandre Brouste and Irene Votsi . “Fast and efficient estimation methods for generalized linear models with application in assurance”. https://theses.hal.science/tel-05241312v1
2024, Victoria Bruning, stage M2, matser CSILS, co-supervised with Estelle Kuhn (Inrae, MaIAGE). ‘Copula Integration for Genetic Selection Parameter Estimation in Bivariate Linear Mixed Models’. Poster: https://hal.science/hal-04633406/
2024, Amandine Rouillard, stage M2, co-supervised with Charlotte Gaillaird et Anne Boudon (Inrae PEGASE), “Détection de ruptures dans la trajectoire de données de production et de comportement chez la vache laitière”.
2022, Gaelle Hamelin, stage M2, co-supervised with Charlotte Gaillard (Inrae, PEGASE). poster: https://hal.inrae.fr/hal-04021401v1

Financements

(2026-2031): Leader d’un WP du projet ANR AgriCooltools porté par Estelle Kuhn (Inrae, MaIaGE)
(2019-present): Participation to the chair IDR re2a directed by Alexandre Brouste, Anis Matoussi