output
20052026
most citedOperational Research: Methods and Applications

120 citations

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Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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12 papers · 1 filter

math.ST2025

Low-Rank Graphon Estimation: Theory and Applications to Graphon Games

Olga Klopp, Fedor Noskov

We study low-rank estimation of an unknown sparse graphon from sampled network data under operator-norm loss, motivated by targeted interventions in graphon games. Starting from th…

math.ST2024

On importance sampling and independent Metropolis-Hastings with an unbounded weight function

George Deligiannidis, Pierre E. Jacob, El Mahdi Khribch +1

Importance sampling and independent Metropolis-Hastings are among the fundamental building blocks of Monte Carlo methods. Both require a proposal distribution that globally approxi…

math.ST2024

Generalized multi-view model: Adaptive density estimation under low-rank constraints

Julien Chhor, Olga Klopp, Alexandre Tsybakov

We study the problem of bivariate discrete or continuous probability density estimation under low-rank constraints.For discrete distributions, we assume that the two-dimensional ar…

math.ST2023★ 1 cited

Extremal behaviour and convergence rates for sample--based geometric quantiles and half space depths

Sibsankar Singha, Marie Kratz, Sreekar Vadlamani

We consider the empirical versions of geometric quantile and halfspace depth, and study their extremal behaviour as a function of the sample size. The objective of this study is to…

math.ST2023

Change point detection in low-rank VAR processes

Farida Enikeeva, Olga Klopp, Mathilde Rousselot

Vector autoregressive (VAR) models are widely used in multivariate time series analysis for describing the short-time dynamics of the data. The reduced-rank VAR models are of parti…

math.ST2023

On the relation between extremal dependence and concomitants

Amir Khorrami Chokami, Marie Kratz

The study of concomitants has recently met a renewed interest due to its applications in selection procedures. For instance, concomitants are used in ranked-set sampling, to achiev…

math.ST2022★ 2 cited

A Fourier representation of kernel Stein discrepancy with application to Goodness-of-Fit tests for measures on infinite dimensional Hilbert spaces

George Wynne, Mikołaj Kasprzak, Andrew B. Duncan

Kernel Stein discrepancy (KSD) is a widely used kernel-based measure of discrepancy between probability measures. It is often employed in the scenario where a user has a collection…

math.ST2021

Optimality of variational inference for stochastic block model with missing links

Solenne Gaucher, Olga Klopp

Variational methods are extremely popular in the analysis of network data. Statistical guarantees obtained for these methods typically provide asymptotic normality for the problem…

math.ST2021★ 5 cited

Change-Point Detection in Dynamic Networks with Missing Links

Farida Enikeeva, Olga Klopp

Structural changes occur in dynamic networks quite frequently and its detection is an important question in many situations such as fraud detection or cybersecurity. Real-life netw…

math.ST2020

Near-Optimal Procedures for Model Discrimination with Non-Disclosure Properties

Dmitrii M. Ostrovskii, Mohamed Ndaoud, Adel Javanmard +1

Let be the population risk minimizers associated to some loss and two distributions $\mathbb{P}_0,\mat…

math.ST2019

Bivariate FCLT for the Sample Quantile and Measures of Dispersion for Augmented GARCH(,) processes

Marcel Bräutigam, Marie Kratz

In this paper, we build upon the asymptotic theory for GARCH processes, considering the general class of augmented GARCH(, ) processes. Our contribution is to complement the…

math.ST2017

Optimal graphon estimation in cut distance

Olga Klopp, Nicolas Verzelen

Consider the twin problems of estimating the connection probability matrix of an inhomogeneous random graph and the graphon of a W-random graph. We establish the minimax estimation…