3 papers
stat.ME2026
Asymptotically exact threshold for detecting anomalies in multivariate Gaussian data with application to time series
Marie TurÄiÄová, PatrÃcia Martinková
In this paper, we propose a new thresholding technique for detecting anomalies in multivariate normal random samples, under the assumption that anomalous observations are sparse an…
math.ST2025
Adaptive almost full recovery in sparse nonparametric models
Natalia Stepanova, Marie Turcicova, Xiang Zhao
We observe an unknown function of variables , , in the Gaussian white noise model of intensity . We assume that the…
math.ST2025
Adaptive exact recovery in sparse nonparametric models
Natalia Stepanova, Marie Turcicova
We observe an unknown regression function of variables , , in the Gaussian white noise model of intensity . We assu…