output
20042011
most citedIdentifiability of parameters in latent structure models with many observed variables

466 citations

68 papers

stat.ML20092 cited

A Stochastic Model for Collaborative Recommendation

Gérard Biau, Benoit Cadre, Laurent Rouvière

Collaborative recommendation is an information-filtering technique that attempts to present information items (movies, music, books, news, images, Web pages, etc.) that are likely…

stat.CO20097 cited

Importance Sampling for rare events and conditioned random walks

Michel Broniatowski, Ya'Acov Ritov

This paper introduces a new Importance Sampling scheme, called Adaptive Twisted Importance Sampling, which is adequate for the improved estimation of rare event probabilities in he…

math.ST2009

Learning and adaptive estimation for marker-dependent counting processes

Stéphane Gaïffas, Agathe Guilloux

We consider the problem of statistical learning for the intensity of a counting process with covariates. In this context, we introduce an empirical risk, and prove risk bounds for…

math.PR20091 cited

On the structure of Gaussian random variables

Ciprian Tudor

We study when a given Gaussian random variable on a given probability space is equal almost surely to where is a Brownian motion defined on the sam…

math.PR20092 cited

On the discretization of backward doubly stochastic differential equations

Omar Aboura

In this paper, we are dealing with the approximation of the process (Y,Z) solution to the backward doubly stochastic differential equation with the forward process X . After provin…

math.DS20091 cited

Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains

Jerome Dedecker, Sebastien Gouezel, Florence Merlevede

We consider a large class of piecewise expanding maps T of [0,1] with a neutral fixed point, and their associated Markov chain Y_i whose transition kernel is the Perron-Frobenius o…