130 citations · 314 across the 29 of their papers we have counts for
32 papers
Estimation in linear high dimensional Hawkes processes: a Bayesian approach
Judith Rousseau, Vincent Rivoirard, Déborah Sulem
In this paper we study the frequentist properties of Bayesian approaches in linear high dimensional Hawkes processes in a sparse regime where the number of interaction functions ac…
Goodness-of-fit testing for the stationary density of a size-structured PDE
Van Ha Hoang, Phu Thanh Nguyen, Thanh Mai Pham Ngoc +2
We consider two division models for structured cell populations, where cells can grow, age and divide. These models have been introduced in the literature under the denomination of…
Is model selection possible for the -loss? PCO estimation for regression models
Claire Lacour, Pascal Massart, Vincent Rivoirard
This paper addresses the problem of model selection in the sequence model , when is sub-Gaussian, for non-euclidian loss-functions. In this model, the Penaliz…
Eve, Adam and the Preferential Attachment Tree
Alice Contat, Nicolas Curien, Perrine Lacroix +2
We consider the problem of finding the initial vertex (Adam) in a Barabási--Albert tree process at large times. More precisely, given …
Scalable and adaptive variational Bayes methods for Hawkes processes
Deborah Sulem, Vincent Rivoirard, Judith Rousseau
Hawkes processes are often applied to model dependence and interaction phenomena in multivariate event data sets, such as neuronal spike trains, social interactions, and financial…
Adaptive warped kernel estimation for nonparametric regression with circular responses
Tien Dat Nguyen, Thanh Mai Pham Ngoc, Vincent Rivoirard
In this paper, we deal with nonparametric regression for circular data, meaning that observations are represented by points lying on the unit circle. We propose a kernel estimation…