1.4k citations
- University of GöttingenDE51 papers
- Max Planck SocietyDE17 papers
- Centre National de la Recherche ScientifiqueFR11 papers
- University of OxfordGB9 papers
- Deutsches Elektronen-Synchrotron DESYDE8 papers
- Lund UniversitySE7 papers
- Institució Catalana de Recerca i Estudis AvançatsES6 papers
- Kansas State UniversityUS6 papers
- Universität HamburgDE6 papers
- Universitätsmedizin GöttingenDE6 papers
- Center for Free-Electron Laser ScienceDE5 papers
- KTH Royal Institute of TechnologySE5 papers
7 papers · 1 filter
Minimax estimation in linear models with unknown design over finite alphabets
Merle Behr, Axel Munk
We provide a minimax optimal estimation procedure for F and W in matrix valued linear models Y = F W + Z where the parameter matrix W and the design matrix F are unknown but the la…
Multiscale Change-point Segmentation: Beyond Step Functions
Housen Li, Qinghai Guo, Axel Munk
Modern multiscale type segmentation methods are known to detect multiple change-points with high statistical accuracy, while allowing for fast computation. Underpinning theory has…
Partial least squares for dependent data
Marco Singer, Tatyana Krivobokova, Bert L. de Groot +1
The partial least squares algorithm for dependent data realisations is considered. Consequences of ignoring the dependence for the algorithm performance are studied both theoretica…
Limit laws of the empirical Wasserstein distance: Gaussian distributions
Thomas Rippl, Axel Munk, Anja Sturm
We derive central limit theorems for the Wasserstein distance between the empirical distributions of Gaussian samples. The cases are distinguished whether the underlying laws are t…
FDR-Control in Multiscale Change-point Segmentation
Housen Li, Axel Munk, Hannes Sieling
Fast multiple change-point segmentation methods, which additionally provide faithful statistical statements on the number, locations and sizes of the segments, have recently receiv…
Persistence Barcodes versus Kolmogorov Signatures: Detecting Modes of One-Dimensional Signals
Ulrich Bauer, Axel Munk, Hannes Sieling +1
We investigate the problem of estimating the number of modes (i.e., local maxima) - a well known question in statistical inference - and we show how to do so without presmoothing t…