4 papers
Nonparametric estimation in a regression model with additive and multiplicative noise
Christophe Chesneau, Salima El Kolei, Junke Kou +1
In this paper, we consider an unknown functional estimation problem in a general nonparametric regression model with the feature of having both multiplicative and additive noise.We…
Data-driven Thresholding in Denoising with Spectral Graph Wavelet Transform
Basile de Loynes, Fabien Navarro, Baptiste Olivier
This paper is devoted to adaptive signal denoising in the context of Graph Signal Processing (GSP) using Spectral Graph Wavelet Transform (SGWT). This issue is addressed \emph{via}…
Mixture of hidden Markov models for accelerometer data
Marie du Roy de Chaumaray, Matthieu Marbac, Fabien Navarro
Motivated by the analysis of accelerometer data, we introduce a specific finite mixture of hidden Markov models with particular characteristics that adapt well to the specific natu…
Finite sample improvement of Akaike's Information Criterion
Adrien Saumard, Fabien Navarro
We emphasize that it is possible to improve the principle of unbiased risk estimation for model selection by addressing excess risk deviations in the design of penalization procedu…