activity
20052018
most cited-variations for multifractal fractional random walks

31 citations · 62 across the 6 of their papers we have counts for

collaborators

7 papers

cs.DM2018

Modular decomposition of graphs and hierarchical modeling

Carenne Ludena, Miguel mendez, Nicolas Bolivar

We consider Gallai's graph Modular Decomposition theory for network analytics. On the one hand, by arguing that this is a choice tool for understanding structural and functional si…

math.ST2012

Probability bounds for active learning in the regression problem

Ana Karina Fermin, Carenne Ludeña

In this article we consider the problem of choosing an optimal sampling scheme for the regression problem simultaneously with that of model selection. We consider a batch type appr…

math.ST2011★ 5 cited

Estimating the scaling function of multifractal measures and multifractal random walks using ratios

Carenne Ludeña, Philippe Soulier

In this paper, we prove central limit theorems for bias reduced estimators of the structure function of several multifractal processes, namely mutiplicative cascades, multifractal…

math.ST2008★ 14 cited

Adaptive complexity regularization for linear inverse problems

Jean-Michel Loubes, Carenne Ludeña

We tackle the problem of building adaptive estimation procedures for ill-posed inverse problems. For general regularization methods depending on tuning parameters, we construct a p…

math.PR2008★ 31 cited

-variations for multifractal fractional random walks

Carenne Ludeña

A multifractal random walk (MRW) is defined by a Brownian motion subordinated by a class of continuous multifractal random measures . In this paper we obtain an…

math.ST2007★ 12 cited

Adaptive estimation of linear functionals by model selection

Béatrice Laurent, Carenne Ludeña, Clémentine Prieur

We propose an estimation procedure for linear functionals based on Gaussian model selection techniques. We show that the procedure is adaptive, and we give a non asymptotic oracle…