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Showing 2019 · math.STShow all
3 papers · 2 filters
math.ST2019★ 14 cited
Uniform convergence rates for the approximated halfspace and projection depth
Stanislav Nagy, Rainer Dyckerhoff, Pavlo Mozharovskyi
The computational complexity of some depths that satisfy the projection property, such as the halfspace depth or the projection depth, is known to be high, especially for data of h…
math.ST2019
Weakly stationary stochastic processes valued in a separable Hilbert space: Gramian-Cramér representations and applications
Amaury Durand, François Roueff
The spectral theory for weakly stationary processes valued in a separable Hilbert space has known renewed interest in the past decade. Here we follow earlier approaches which fully…
math.ST2019
The -Divergence Expectation Iteration Scheme
Kamélia Daudel, Randal Douc, François Portier +1
This paper introduces the -EI algorithm, a novel iterative algorithm which operates on measures and performs -divergence minimisation in a Bayesian framework. We prove t…