5 citations · 10 across the 4 of their papers we have counts for
5 papers
A quantitative Mc Diarmid's inequality for geometrically ergodic Markov chains
Antoine Havet, Matthieu Lerasle, Eric Moulines +1
We state and prove a quantitative version of the bounded difference inequality for geometrically ergodic Markov chains. Our proof uses the same martingale decomposition as \cite{MR…
A Bayesian nonparametric approach for generalized Bradley-Terry models in random environment
Sylvain Le Corff, Matthieu Lerasle, Elodie Vernet
This paper deals with the estimation of the unknown distribution of hidden random variables from the observation of pairwise comparisons between these variables. This problem is in…
Efficient semiparametric estimation and model selection for multidimensional mixtures
Elisabeth Gassiat, Judith Rousseau, Elodie Vernet
In this paper, we consider nonparametric multidimensional finite mixture models and we are interested in the semiparametric estimation of the population weights. Here, the i.i.d. o…
Non Parametric Hidden Markov Models with Finite State Space: Posterior Concentration Rates
Elodie Vernet
The use of non parametric hidden Markov models with finite state space is flourishing in practice while few theoretical guarantees are known in this framework. Here, we study asymp…
Posterior consistency for nonparametric hidden Markov models with finite state space
Elodie Vernet
In this paper we study posterior consistency for different topologies on the parameters for hidden Markov models with finite state space. We first obtain weak and strong posterior…