1 citations · 1 across the 5 of their papers we have counts for
5 papers
Asymptotically exact threshold for detecting anomalies in multivariate Gaussian data with application to time series
Marie Turčičová, Patrícia Martinková
In this paper, we propose a new thresholding technique for detecting anomalies in multivariate normal random samples, under the assumption that anomalous observations are sparse an…
Adaptive almost full recovery in sparse nonparametric models
Natalia Stepanova, Marie Turcicova, Xiang Zhao
We observe an unknown function of variables , , in the Gaussian white noise model of intensity . We assume that the…
Adaptive exact recovery in sparse nonparametric models
Natalia Stepanova, Marie Turcicova
We observe an unknown regression function of variables , , in the Gaussian white noise model of intensity . We assu…
Exact variable selection in sparse nonparametric models
Natalia Stepanova, Marie Turcicova
We study the problem of adaptive variable selection in a Gaussian white noise model of intensity under certain sparsity and regularity conditions on an unknown regres…
Multilevel maximum likelihood estimation with application to covariance matrices
Marie Turčičová, Jan Mandel, Kryštof Eben
The asymptotic variance of the maximum likelihood estimate is proved to decrease when the maximization is restricted to a subspace that contains the true parameter value. Maximum l…