28 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Laboratoire de Mathématiques Blaise PascalFR35 papers
- Laboratoire de Mathématiques et Modélisation d'ÉvryFR35 papers
- LAM FoundationUS14 papers
- Centre de Mathématiques Appliquées de l'École polytechniqueFR11 papers
- Centre National de la Recherche ScientifiqueFR11 papers
- École PolytechniqueFR10 papers
- Université d'Évry Val-d'EssonneFR9 papers
- National Research University Higher School of EconomicsRU6 papers
- Université Paris-SaclayFR6 papers
- École Nationale Supérieure d’Informatique pour l’Industrie et l’EntrepriseFR5 papers
- Laboratoire de Probabilités, Statistique et ModélisationFR5 papers
- Chimie de la Matière Condensée de ParisFR4 papers
6 papers · 1 filter
Nonparametric estimation of the stationary density for Hawkes-diffusion systems with known and unknown intensity
Chiara Amorino, Charlotte Dion-Blanc, Arnaud Gloter +1
We investigate the nonparametric estimation problem of the density , representing the stationary distribution of a two-dimensional system $\left(Z_t\right)_{t \in[0, T]}=\left(X…
Rate of Estimation for the Stationary Distribution of Stochastic Damping Hamiltonian Systems with Continuous Observations
Sylvain Delattre, Arnaud Gloter, Nakahiro Yoshida
We study the problem of the non-parametric estimation for the density of the stationary distribution of a stochastic two-dimensional damping Hamiltonian system $(Z_t)_{t\in[0,T…
Invariant density adaptive estimation for ergodic jump diffusion processes over anisotropic classes
Chiara Amorino, Arnaud Gloter
We consider the solution X = (Xt) t0 of a multivariate stochastic differential equation with Levy-type jumps and with unique invariant probability measure with density . We…
New efficient algorithms for multiple change-point detection with kernels
Alain Celisse, Guillemette Marot, Morgane Pierre-Jean +1
Several statistical approaches based on reproducing kernels have been proposed to detect abrupt changes arising in the full distribution of the observations and not only in the mea…
Clustering and Model Selection via Penalized Likelihood for Different-sized Categorical Data Vectors
Esther Derman, Erwan Le Pennec
In this study, we consider unsupervised clustering of categorical vectors that can be of different size using mixture. We use likelihood maximization to estimate the parameters of…
Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates
Agathe Guilloux, Sarah Lemler, Marie-Luce Taupin
The purpose of this article is to provide an adaptive estimator of the baseline function in the Cox model with high-dimensional covariates. We consider a two-step procedure : first…