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20162022
most citedAdaptive nonparametric drift estimation for diffusion processes using Faber-Schauder expansions

6 citations · 10 across the 5 of their papers we have counts for

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math.ST2022★ 1 cited

Necessary and sufficient conditions for identifiability in the admixture model

Jan van Waaij

We consider M SNP data from N individuals who are an admixture of K unknown ancient populations. Let be the frequency of the reference allele of individual i at SNP s. So…

math.ST2021★ 2 cited

Confidence sets in a sparse stochastic block model with two communities of unknown sizes

B. J. K. Kleijn, J. van Waaij

In a sparse stochastic block model with two communities of unequal sizes we derive two posterior concentration inequalities, that imply (1) posterior (almost-)exact recovery of the…

math.ST2021

Uncertainty quantification and testing in a stochastic block model with two unequal communities

J. van Waaij, B. J. K. Kleijn

We show posterior convergence for the community structure in the planted bi-section model, for several interesting priors. Examples include where the label on each vertex is iid Be…

math.ST2020★ 1 cited

Uncertainty quantification in the stochastic block model with an unknown number of classes

J. van Waaij, B. J. K. Kleijn

We study the frequentist properties of Bayesian statistical inference for the stochastic block model, with an unknown number of classes of varying sizes. We equip the space of vert…

math.ST2016★ 6 cited

Adaptive nonparametric drift estimation for diffusion processes using Faber-Schauder expansions

Frank van der Meulen, Moritz Schauer, Jan van Waaij

We consider the problem of nonparametric estimation of the drift of a continuously observed one-dimensional diffusion with periodic drift. Motivated by computational considerations…