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math.ST2019★ 1 cited
An improper estimator with optimal excess risk in misspecified density estimation and logistic regression
Jaouad Mourtada, Stéphane Gaïffas
We introduce a procedure for conditional density estimation under logarithmic loss, which we call SMP (Sample Minmax Predictor). This estimator minimizes a new general excess risk…
math.ST2015
Learning the intensity of time events with change-points
Mokhtar Zahdi Alaya, Stéphane Gaïffas, Agathe Guilloux
We consider the problem of learning the inhomogeneous intensity of a counting process, under a sparse segmentation assumption. We introduce a weighted total-variation penalization,…
math.ST2008★ 2 cited
Adaptive estimation of the conditional intensity of marker-dependent counting processes
F. Comte, S. Gaïffas, A. Guilloux
We propose in this work an original estimator of the conditional intensity of a marker-dependent counting process, that is, a counting process with covariates. We use model selecti…