149 citations
- Laboratoire de Statistique Théorique et AppliquéeFR11 papers
- Université Paris 1 Panthéon-SorbonneFR7 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR3 papers
- Sorbonne UniversitéFR3 papers
- Université Paris CitéFR3 papers
- Cole Engineering Services (United States)US2 papers
- Center for Responsible TravelUS1 paper
- Centre de Recherche en Mathématiques de la DécisionFR1 paper
- Centre National de la Recherche ScientifiqueFR1 paper
- CERMICSFR1 paper
- Clausthal University of TechnologyDE1 paper
- Friedrich Schiller University JenaDE1 paper
8 papers · 1 filter
Estimating the Number of Components in a Mixture of Multilayer Perceptrons
Madalina Olteanu, Joseph Rynkiewicz
BIC criterion is widely used by the neural-network community for model selection tasks, although its convergence properties are not always theoretically established. In this paper…
Consistent estimation of the architecture of multilayer perceptrons
Joseph Rynkiewicz
We consider regression models involving multilayer perceptrons (MLP) with one hidden layer and a Gaussian noise. The estimation of the parameters of the MLP can be done by maximizi…
Estimation non-paramétrique de la densité spectrale d'un processus gaussien échantillonné aléatoirement
Jean-Marc Bardet, Pierre Bertrand, Véronique Billat
From a wavelet analysis, one derives a nonparametrical estimator for the spectral density of a Gaussian process with stationary increments. First, the idealistic case of a continuo…
Spatial modelling for mixed-state observations
Cécile Hardouin, Jian-Feng Yao
In several application fields like daily pluviometry data modelling, or motion analysis from image sequences, observations contain two components of different nature. A first part…
Asymptotic normality of the Quasi Maximum Likelihood Estimator for multidimensional causal processes
Jean-Marc Bardet, Olivier Wintenberger
Strong consistency and asymptotic normality of the Quasi-Maximum Likelihood Estimator (QMLE) are given for a general class of multidimensional causal processes. For particular case…
Adaptive wavelet based estimator of the memory parameter for stationary Gaussian processes
Jean-Marc Bardet, Hatem Bibi, Abdellatif Jouini
This work is intended as a contribution to a wavelet-based adaptive estimator of the memory parameter in the classical semi-parametric framework for Gaussian stationary processes.…