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- Université Toulouse III - Paul SabatierFR936 papers
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6 papers · 2 filters
Non asymptotic minimax rates of testing in signal detection with heterogeneous variances
Béatrice Laurent, Jean-Michel Loubès, Clément Marteau
The aim of this paper is to establish non-asymptotic minimax rates of testing for goodness-of-fit hypotheses in a heteroscedastic setting. More precisely, we deal with sequences $(…
Adaptive estimation of spectral densities via wavelet thresholding and information projection
Jérémie Bigot, Rolando Biscay Lirio, Jean-Michel Loubes +1
In this paper, we study the problem of adaptive estimation of the spectral density of a stationary Gaussian process. For this purpose, we consider a wavelet-based method which comb…
Optimal model selection for density estimation of stationary data under various mixing conditions
Matthieu Lerasle
We propose a block-resampling penalization method for marginal density estimation with nonnecessary independent observations. When the data are or -mixing, the selected esti…
Optimal model selection in density estimation
Matthieu Lerasle
We build penalized least-squares estimators using the slope heuristic and resampling penalties. We prove oracle inequalities for the selected estimator with leading constant asympt…
Adaptive density estimation for stationary processes
Matthieu Lerasle
We propose an algorithm to estimate the common density of a stationary process . We suppose that the process is either or -mixing. We provide a model select…
Oracle Inequality for Instrumental Variable Regression
Jean-Michel Loubes, Clément Marteau
We tackle the problem of estimating a regression function observed in an instrumental regression framework. This model is an inverse problem with unknown operator. We provide a spe…