Marie Turčičová

activity

20172026

most citedMultilevel maximum likelihood estimation with application to covariance matrices

1 citations · 1 across the 5 of their papers we have counts for

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4 papers · 1 filter

math.ST2025

Adaptive almost full recovery in sparse nonparametric models

Natalia Stepanova, Marie Turcicova, Xiang Zhao

We observe an unknown function of $d$ variables $f (t)$ , $t \in [0, 1]^{d}$ , in the Gaussian white noise model of intensity $ε > 0$ . We assume that the…

math.ST2024

Adaptive exact recovery in sparse nonparametric models

Natalia Stepanova, Marie Turcicova

We observe an unknown regression function of $d$ variables $f (t)$ , $t \in [0, 1]^{d}$ , in the Gaussian white noise model of intensity $ε > 0$ . We assu…

math.ST2023

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 $ε$ under certain sparsity and regularity conditions on an unknown regres…

math.ST2017★ 1 cited

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…