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8 papers · 2 filters
Oracle approach and slope heuristic in context tree estimation
A. Garivier, M. Lerasle
We introduce a general approach to prove oracle properties in context tree selection. The results derive from a concentration condition that is verified, for example, by mixing pro…
Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models
Randal Douc, Eric Moulines
Let be a stationary sequence on a probability space taking values in a standard Borel space . Consider the associ…
Supplement paper to "Online Expectation Maximization based algorithms for inference in hidden Markov models"
Sylvain Le Corff, Gersende Fort
This is a supplementary material to the paper "Online Expectation Maximization based algorithms for inference in hidden Markov models". It contains further technical derivations an…
A simple variance inequality for U-statistics of a Markov chain with applications
Gersende Fort, Eric Moulines, Pierre Priouret +1
We establish a simple variance inequality for U-statistics whose underlying sequence of random variables is an ergodic Markov Chain. The constants in this inequality are explicit a…
Homogeneity and change-point detection tests for multivariate data using rank statistics
Alexandre Lung-Yut-Fong, Céline Lévy-Leduc, Olivier Cappé
Detecting and locating changes in highly multivariate data is a major concern in several current statistical applications. In this context, the first contribution of the paper is a…
Consistency of functional learning methods based on derivatives
Fabrice Rossi, Nathalie Villa-Vialaneix
In some real world applications, such as spectrometry, functional models achieve better predictive performances if they work on the derivatives of order m of their inputs rather th…