23 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Université Paris NanterreFR15 papers
- Modélisation aléatoire de Paris NanterreFR11 papers
- Centre National de la Recherche ScientifiqueFR5 papers
- Mathématiques Appliquées à Paris 5FR3 papers
- Université Paris CitéFR3 papers
- Galaxies, Etoiles, Physique et InstrumentationFR2 papers
- Institut de Mathématiques de ToulouseFR2 papers
- Laboratoire AstroParticule et CosmologieFR2 papers
- Observatoire de ParisFR2 papers
- Qatar Science and Technology ParkQA2 papers
- Université Paris DescartesFR2 papers
- Université Paris Sciences et LettresFR2 papers
8 papers · 1 filter
Warped Kernel Estimator for I.I.D. Paths of Diffusion Processes
Nicolas Marie, Amélie Rosier
This paper deals with a nonparametric warped kernel estimator of the drift function computed from independent continuous observations of a diffusion process. A risk bo…
Nadaraya-Watson Estimator for I.I.D. Paths of Diffusion Processes
Nicolas Marie, Amélie Rosier
This paper deals with a nonparametric Nadaraya-Watson estimator of the drift function computed from independent continuous observations of a diffusion process. Risk bounds…
Tight Risk Bound for High Dimensional Time Series Completion
Pierre Alquier, Nicolas Marie, Amélie Rosier
Initially designed for independent datas, low-rank matrix completion was successfully applied in many domains to the reconstruction of partially observed high-dimensional time seri…
Kernel Selection in Nonparametric Regression
Hélène Halconruy, Nicolas Marie
In the regression model , where has a density , this paper deals with an oracle inequality for an estimator of , involving a kernel in the sen…
Nonparametric Estimation for I.I.D. Paths of Fractional SDE
Fabienne Comte, Nicolas Marie
This paper deals with nonparametric estimators of the drift function computed from independent continuous observations, on a compact time interval, of the solution of a stochas…
Nonparametric Estimation of the Trend in Reflected Fractional SDE
Nicolas Marie
This paper deals with the consistency, a rate of convergence and the asymptotic distribution of a nonparametric estimator of the trend in the Skorokhod reflection problem defined b…
Matrix factorization for multivariate time series analysis
Pierre Alquier, Nicolas Marie
Matrix factorization is a powerful data analysis tool. It has been used in multivariate time series analysis, leading to the decomposition of the series in a small set of latent fa…
Bandwidth Selection for the Wolverton-Wagner Estimator
Fabienne Comte, Nicolas Marie
For independent random variables having the same Hölder continuous density, this paper deals with controls of the Wolverton-Wagner's estimator MSE and MISE. Then, for a bandwid…