332 citations
- Psychiatric Medicine AssociatesUS67 papers
- Sorbonne UniversitéFR58 papers
- Université Paris CitéFR44 papers
- Centre National de la Recherche ScientifiqueFR38 papers
- Université Paris NanterreFR14 papers
- Institut de Mathématiques de MarseilleFR13 papers
- Département de mathématiques et applicationsFR12 papers
- École Normale Supérieure - PSLFR12 papers
- Centre de Recherche en Économie et StatistiqueFR11 papers
- Centre de Recherche en Mathématiques de la DécisionFR9 papers
- Laboratoire de Mathématiques Blaise PascalFR8 papers
- Laboratoire de Statistique Théorique et AppliquéeFR8 papers
8 papers · 2 filters
Extended Itô calculus for symmetric Markov processes
Alexander Walsh
Chen, Fitzsimmons, Kuwae and Zhang (Ann. Probab. 36 (2008) 931-970) have established an Ito formula consisting in the development of F(u(X)) for a symmetric Markov process X, a fun…
Needles and Straw in a Haystack: Posterior concentration for possibly sparse sequences
Ismaël Castillo, Aad van der Vaart
We consider full Bayesian inference in the multivariate normal mean model in the situation that the mean vector is sparse. The prior distribution on the vector of means is construc…
Kriging-based sequential design strategies using fast cross-validation techniques with extensions to multi-fidelity computer codes
Loic Le Gratiet, Claire Cannamela
Kriging-based surrogate models have become very popular during the last decades to approximate a computer code output from few simulations. In practical applications, it is very co…
Regularity dependence of the rate of convergence of the learning curve for Gaussian process regression
Loic Le Gratiet, Josselin Garnier
This paper deals with the speed of convergence of the learning curve in a Gaussian process regression framework. The learning curve describes the average generalization error of th…
Thomas Bayes' walk on manifolds
Ismael Castillo, Gerard Kerkyacharian, Dominique Picard
Convergence of the Bayes posterior measure is considered in canonical statistical settings where observations sit on a geometrical object such as a compact manifold, or more genera…
Blockwise SVD with error in the operator and application to blind deconvolution
S. Delattre, M. Hoffmann, D. Picard +1
We consider linear inverse problems in a nonparametric statistical framework. Both the signal and the operator are unknown and subject to error measurements. We establish minimax r…