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20062025
most citedIonic transport through a protein nanopore: a Coarse-Grained Molecular Dynamics Study

28 citations

Showing math.STShow all

6 papers · 1 filter

math.ST2024

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…

math.ST2020

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…

math.ST2020

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…

math.ST2017★ 1 cited

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…

math.ST2017★ 2 cited

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…

math.ST2015★ 5 cited

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…