75 citations · 235 across the 62 of their papers we have counts for
74 papers
Moments for self-normalized partial sums
Muneya Matsui, Thomas Mikosch, Olivier Wintenberger
We consider a regularly varying stationary sequence of random variables (Xt) with tail index ___ < 2. For these sequences we study the joint convergence of sums, `p- type moduli an…
A duration-augmented binary Markov chain for rainfall occurrence with long dry spells
Antoine Doizé, Denis Allard, Philippe Naveau +1
Simulating realistic wet and dry spells is central in weather generators and climate-impact studies. While finite-order Markov chains are standard, they often fail to reproduce per…
High-Probability Minimax Adaptive Estimation in Besov Spaces via Online-to-Batch
Paul Liautaud, Pierre Gaillard, Olivier Wintenberger
We study nonparametric regression over Besov spaces from noisy observations under sub-exponential noise, aiming to achieve minimax-optimal guarantees on the integrated squared erro…
Geometry-Aware Optimal Transport: Fast Intrinsic Dimension and Wasserstein Distance Estimation
Ferdinand Genans, Olivier Wintenberger
Solving large scale Optimal Transport (OT) in machine learning typically relies on sampling measures to obtain a tractable discrete problem. While the discrete solver's accuracy is…
Assessing Extrapolation of Peaks Over Thresholds with Martingale Testing
Joseph de Vilmarest, Olivier Wintenberger
We present the winning strategy for the EVA2025 Data Challenge, which aimed to estimate the probability of extreme precipitation events. These events occurred at most once in the d…
Decreasing Entropic Regularization Averaged Gradient for Semi-Discrete Optimal Transport
Ferdinand Genans, Antoine Godichon-Baggioni, François-Xavier Vialard +1
Adding entropic regularization to Optimal Transport (OT) problems has become a standard approach for designing efficient and scalable solvers. However, regularization introduces a…