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math.ST2013
Maximum entropy copula with given diagonal section
Cristina Butucea, Jean-François Delmas, Anne Dutfoy +1
We consider copulas with a given diagonal section and compute the explicit density of the unique optimal copula which maximizes the entropy. In this sense, this copula is the least…
math.ST2013
Sharp Variable Selection of a Sparse Submatrix in a High-Dimensional Noisy Matrix
Cristina Butucea, Yuri I. Ingster, Irina Suslina
We observe a matrix of independent, identically distributed Gaussian random variables which are centered except for elements of some submatrix of size where…
math.ST2013
Sharp detection of smooth signals in a high-dimensional sparse matrix with indirect observations
Cristina Butucea, Ghislaine Gayraud
We consider a matrix-valued Gaussian sequence model, that is, we observe a sequence of high-dimensional matrices of heterogeneous Gaussian random variables …