ENSAE Paris

output

20072024

most citedThree discussions of the paper "sequential quasi-Monte Carlo sampling", by M. Gerber and N. Chopin

125 citations

researchers with a paper here

N. Chopin2 profiles7 · h 28
Marco Cuturi5 · h 52
A. Tsybakov4 · h 60
Caroline Hillairet2 profiles4 · h 11
A. Derumigny3 · h 7
Alexandre Gramfort3 · h 61
C. Robert3 · h 17
Flore Sentenac3
H. Janati3 · h 11
Vianney Perchet3 · h 24
Victor-Emmanuel Brunel3 · h 15
A. Dalalyan2 · h 28

collaborating institutions

Centre de Recherche en Économie et StatistiqueFR24 papers
Centre for Research in Engineering Surface TechnologyIE13 papers
Center for Responsible TravelUS9 papers
Centre National de la Recherche ScientifiqueFR4 papers
Centre de Recherche en Mathématiques de la DécisionFR3 papers
Columbia UniversityUS3 papers
École PolytechniqueFR3 papers
HEC ParisFR3 papers
Laboratoire de Probabilités et Modèles AléatoiresFR3 papers
Université Paris Dauphine-PSLFR3 papers
Centre de Mathématiques Appliquées de l'École polytechniqueFR2 papers
Commissariat à l'Énergie Atomique et aux Énergies AlternativesFR2 papers

Showing 2015 · math.STShow all

2 papers · 2 filters

math.ST2015★ 1 cited

Sharp minimax tests for large Toeplitz covariance matrices with repeated observations

Cristina Butucea, Rania Zgheib

We observe a sample of $n$ independent $p$ -dimensional Gaussian vectors with Toeplitz covariance matrix $Σ = [σ_{∣ i - j ∣}]_{1 \leq i, j \leq p}$ and $σ_{0} = 1$ . We consider the problem o…

math.ST2015★ 66 cited

Minimax estimation of linear and quadratic functionals on sparsity classes

Olivier Collier, Laëtitia Comminges, Alexandre B. Tsybakov

For the Gaussian sequence model, we obtain non-asymptotic minimax rates of estimation of the linear, quadratic and the L2-norm functionals on classes of sparse vectors and construc…