332 citations
- Psychiatric Medicine AssociatesUS58 papers
- Sorbonne UniversitéFR43 papers
- Université Paris CitéFR28 papers
- Centre National de la Recherche ScientifiqueFR26 papers
- Département de mathématiques et applicationsFR10 papers
- École Normale Supérieure - PSLFR9 papers
- Université Paris NanterreFR9 papers
- Institut de Mathématiques de MarseilleFR7 papers
- Laboratoire de Statistique Théorique et AppliquéeFR7 papers
- Centre de Recherche en Économie et StatistiqueFR6 papers
- Institut de Mathématiques de Jussieu-Paris Rive GaucheFR5 papers
- Laboratoire Paul PainlevéFR5 papers
30 papers · 1 filter
Nonparametric tests for pathwise properties of semimartingales
Rama Cont, Cecilia Mancini
We propose two nonparametric tests for investigating the pathwise properties of a signal modeled as the sum of a Lévy process and a Brownian semimartingale. Using a nonparametric t…
OMP-type Algorithm with Structured Sparsity Patterns for Multipath Radar Signals
Tabea Rebafka, Céline Lévy-Leduc, Maurice Charbit
A transmitted, unknown radar signal is observed at the receiver through more than one path in additive noise. The aim is to recover the waveform of the intercepted signal and to si…
Transductive versions of the LASSO and the Dantzig Selector
Pierre Alquier, Mohamed Hebiri
We consider the linear regression problem, where the number of covariates is possibly larger than the number of observations , under sparsit…
Sparse classification boundaries
Yuri I. Ingster, Christophe Pouet, Alexandre B. Tsybakov
Given a training sample of size from a -dimensional population, we wish to allocate a new observation to this population or to the noise. We suppose that the dif…
Adaptive estimation of linear functionals in the convolution model and applications
C. Butucea, F. Comte
We consider the model , for i.i.d. 's and 's and independent sequences and $(\varepsilon_i)_{i\in{\mathbb{N}}}…
Universal pointwise selection rule in multivariate function estimation
Alexander Goldenshluger, Oleg Lepski
In this paper, we study the problem of pointwise estimation of a multivariate function. We develop a general pointwise estimation procedure that is based on selection of estimators…