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math.ST2025
Rates of Convergence of Maximum Smoothed Log-Likelihood Estimators for Semi-Parametric Multivariate Mixtures
Marie Du Roy de Chaumaray, Michael Levine, Matthieu Marbac
Theoretical guarantees are established for a standard estimator in a semi-parametric finite mixture model, where each component density is modeled as a product of univariate densit…
math.ST2022★ 1 cited
Estimation of the Order of Non-Parametric Hidden Markov Models using the Singular Values of an Integral Operator
Marie Du Roy de Chaumaray, Salima El Kolei, Marie-Pierre Etienne +1
We are interested in assessing the order of a finite-state Hidden Markov Model (HMM) with the only two assumptions that the transition matrix of the latent Markov chain has full ra…