296 citations
- Centre National de la Recherche ScientifiqueFR14 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR14 papers
- Centre de Mathématiques Appliquées de l'École polytechniqueFR11 papers
- École PolytechniqueFR11 papers
- Université Paris CitéFR11 papers
- Modélisation aléatoire de Paris NanterreFR6 papers
- Sorbonne UniversitéFR6 papers
- Laboratoire d’Analyse et de Mathématiques AppliquéesFR4 papers
- Laboratoire Traitement et Communication de l’InformationFR4 papers
- Centre de Mathématiques Laurent SchwartzFR3 papers
- Roma Tre UniversityIT3 papers
- Université Paris-Est CréteilFR3 papers
11 papers · 1 filter
Log-average periodogram estimator of the memory parameter
Valderio Reisen, Eric Moulines, Philippe Soulier +1
This paper introduces a semiparametric regression estimator of the memory parameter for long-memory time series process. It is based on the regression in a neighborhood of the zero…
Functional approach for excess mass estimation in the density model
Cristina Butucea, Mathilde Mougeot, Karine Tribouley
We consider a multivariate density model where we estimate the excess mass of the unknown probability density at a given level from i.i.d. observed random variables.…
Convex minimization problems with weak constraint qualifications
Christian Léonard
One revisits the standard saddle-point method based on conjugate duality for solving convex minimization problems. Our aim is to reduce or remove unnecessary topological restrictio…
A large deviation approach to optimal transport
Christian Léonard
A probabilistic method for solving the Monge-Kantorovich mass transport problem on is introduced. A system of empirical measures of independent particles is built in such a w…
Spherical Needlets for CMB Data Analysis
D. Marinucci, D. Pietrobon, A. Balbi +6
We discuss Spherical Needlets and their properties. Needlets are a form of spherical wavelets which do not rely on any kind of tangent plane approximation and enjoy good localizati…
Subgeometric ergodicity of Markov chains
Randal Douc, Eric Moulines, Philippe Soulier
The goal of this paper is to give a short and self contained proof of general bounds for subgeometric rates of convergence, under practical conditions. The main result whose proof,…