Azadeh Khaleghi

I am a Professor of Statistics at École Nationale de la Statistique et de l'Administration Économique (ENSAE) - Centre de Recherche en Économie et Statistique (CREST). My research interests are in the mathematical foundations of Statistics and Machine Learning. My main focus is on devising nonparametric models for long-memory time series and Multi-Armed Bandits. I am equally interested in studying the possibilities and limitations of Algorithmic Fairness.

Contact Details
azadeh dot khaleghi at ensae dot fr
École Nationale de la Statistique et de l'Administration Économique
5, avenue Henry Le Chatelier 91120 Palaiseau

Google Scholar

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Notable Awards & Grants

Selected Publications & Preprints

Software

  • A. Khaleghi, L. Zierahn, RChest and PyChest: An R package available on CRAN, (respectively a Python Package available on PyPi) for locating distributional changes in piece-wise stationary timeseries with long-range dependencies, (2021).

    - Corresponding Paper: A. Khaleghi, L. Zierahn, PyChEst: a Python package for the consistent retrospective estimation of distributional changes in piece-wise stationary time series, arXiv:2112.10565.
  • - The Github repository contains a Go implementation which is also interfaced with Python.

  • Github repository for the implementation of our `algorithmically fair' classification and regression methods proposed in this paper.

  • Dissertations

    Teaching