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6 papers · 2 filters
Weak convergence of the regularization path in penalized M-estimation
Jean-François Germain, François Roueff
We consider an estimator $\hbbeta_n(t)$ defined as the element $\bphi\in\bPhi$ minimizing a contrast process $\pencontrast(\bphi, t)$ for each t. We give some general results for d…
Linear Fractional Stable Sheets: wavelet expansion and sample path properties
Antoine Ayache, François Roueff, Yimin Xiao
In this paper we give a detailed description of the random wavelet series representation of real-valued linear fractional stable sheet introduced in Ayache, Roueff and Xiao (2007).…
On Upper-Confidence Bound Policies for Non-Stationary Bandit Problems
Aurélien Garivier, Eric Moulines
Multi-armed bandit problems are considered as a paradigm of the trade-off between exploring the environment to find profitable actions and exploiting what is already known. In the…
Asymptotic normality of wavelet estimators of the memory parameter for linear processes
François Roueff, Murad S. Taqqu
We consider linear processes, not necessarily Gaussian, with long, short or negative memory. The memory parameter is estimated semi-parametrically using wavelets from a sample $X_1…
Estimators of Long-Memory: Fourier versus Wavelets
Gilles Fay, Eric Moulines, François Roueff +1
There have been a number of papers written on semi-parametric estimation methods of the long-memory exponent of a time series, some applied, others theoretical. Some using Fourier…
Coding on countably infinite alphabets
Stéphane Boucheron, Aurélien Garivier, Elisabeth Gassiat
This paper describes universal lossless coding strategies for compressing sources on countably infinite alphabets. Classes of memoryless sources defined by an envelope condition on…