148 citations
- Département de mathématiques et applicationsFR6 papers
- Université Paris-SudFR6 papers
- Centre National de la Recherche ScientifiqueFR5 papers
- University of EdinburghGB5 papers
- Laboratoire Analyse, Géométrie et ApplicationsFR4 papers
- Université Jean MonnetFR4 papers
- Université Paris CitéFR4 papers
- Institut de Mathématiques de BordeauxFR3 papers
- Université de Franche-ComtéFR3 papers
- Université Paris-Est CréteilFR3 papers
- Analyse, Géométrie et ModélisationFR2 papers
- Centre de Physique ThéoriqueFR2 papers
8 papers · 1 filter
The stochastic approximation method for the estimation of a multivariate probability density
Abdelkader Mokkadem, Mariane Pelletier, Yousri Slaoui
We apply the stochastic approximation method to construct a large class of recursive kernel estimators of a probability density, including the one introduced by Hall and Patil (199…
V-fold cross-validation improved: V-fold penalization
Sylvain Arlot
We study the efficiency of V-fold cross-validation (VFCV) for model selection from the non-asymptotic viewpoint, and suggest an improvement on it, which we call ``V-fold penalizati…
Adaptive thresholding estimation of a Poisson intensity with infinite support
Patricia Reynaud-Bouret, Vincent Rivoirard
The purpose of this paper is to estimate the intensity of a Poisson process by using thresholding rules. In this paper, the intensity, defined as the derivative of the mean mea…
Model selection for quantum homodyne tomography
Jonas Kahn
This paper deals with a non-parametric problem coming from physics, namely quantum tomography. That consists in determining the quantum state of a mode of light through a homodyne…
Semi-parametric estimation of shifts
Fabrice Gamboa, Jean-Michel Loubes, Elie Maza
We observe a large number of functions differing from each other only by a translation parameter. While the main pattern is unknown, we propose to estimate the shift parameters usi…
Resampling-based confidence regions and multiple tests for a correlated random vector
Sylvain Arlot, Gilles Blanchard, Etienne Roquain
We derive non-asymptotic confidence regions for the mean of a random vector whose coordinates have an unknown dependence structure. The random vector is supposed to be either Gauss…