47 citations · 83 across the 22 of their papers we have counts for
26 papers
Risk comparison theorems and application to deep learning of diffusion coefficients
Arnaud Gloter, Nakahiro Yoshida
We investigate the nonparametric estimation of the diffusion matrix in stochastic differential equations featuring multidimensional, strong mixing covariate processes. We propose a…
On the role of symmetry for staircase mechanisms in local differential privacy efficiency across different privacy regimes
Chiara Amorino, Arnaud Gloter
We investigate the structural foundations of statistical efficiency under -local differential privacy, with a focus on maximizing Fisher information. Building on the role of con…
Drift estimation for rough processes under small noise asymptotic : QMLE approach
Arnaud Gloter, Nakahiro Yoshida
We consider a process $X^\ve$ solution of a stochastic Volterra equation with an unknown parameter in the drift function. The Volterra kernel is singular near zero, exhib…
Factorization by extremal privacy mechanisms: new insights into efficiency
Chiara Amorino, Arnaud Gloter
We study the problem of efficiency under local differential privacy ( LDP) in both discrete and continuous settings. Building on a factorization lemma, which shows that any…
Drift estimation for rough processes under small noise asymptotic : trajectory fitting method
Arnaud Gloter, Nakahiro Yoshida
We consider a process $X^\ve$ that solves a stochastic Volterra equation with an unknown parameter in the drift function. The Volterra kernel is singular, and includes as…
Nonparametric estimation of the stationary density for Hawkes-diffusion systems with known and unknown intensity
Chiara Amorino, Charlotte Dion-Blanc, Arnaud Gloter +1
We investigate the nonparametric estimation problem of the density , representing the stationary distribution of a two-dimensional system $\left(Z_t\right)_{t \in[0, T]}=\left(X…