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6 papers · 2 filters
A Bernstein-type inequality for stochastic processes of quadratic forms of Gaussian variables
Ikhlef Bechar
We introduce a Bernstein-type inequality which serves to uniformly control quadratic forms of gaussian variables. The latter can for example be used to derive sharp model selection…
Technical appendix to "Adaptive estimation of stationary Gaussian fields"
Nicolas Verzelen
This is a technical appendix to "Adaptive estimation of stationary Gaussian fields". We present several proofs that have been skipped in the main paper.
A Backward Particle Interpretation of Feynman-Kac Formulae
Pierre Del Moral, Arnaud Doucet, Sumeetpal S. Singh
We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretati…
A general definition of influence between stochastic processes
Anne Gégout-Petit, Daniel Commenges
We extend the study of weak local conditional independence (WCLI) based on a measurability condition made by Commenges and Gégout-Petit (2009) to a larger class of processes that w…
Data-driven neighborhood selection of a Gaussian field
Nicolas Verzelen
We study the nonparametric covariance estimation of a stationary Gaussian field X observed on a lattice. To tackle this issue, a neighborhood selection procedure has been recently…
Adaptive estimation of stationary Gaussian fields
Nicolas Verzelen
We study the nonparametric covariance estimation of a stationary Gaussian field X observed on a regular lattice. In the time series setting, some procedures like AIC are proved to…