activity
20042026
most citedGaussian model selection with an unknown variance

57 citations · 174 across the 20 of their papers we have counts for

collaborators

23 papers

math.ST2026

Statistical Inference via T-Posterior Randomised Estimators

Yannick Baraud, Gabriel Romon

Given a statistical model, we propose a novel estimation method that yields randomised estimators for the unknown distribution of an observed random variable. We establish non-asym…

math.ST2025

Estimating a regression function under possible heteroscedastic and heavy-tailed errors. Application to shape-restricted regression

Yannick Baraud, Guillaume Maillard

We consider a regression framework where the design points are deterministic and the errors possibly non-i.i.d. and heavy-tailed (with a moment of order in ). Given a cl…

math.ST2022

Robust density estimation with the -loss. Applications to the estimation of a density on the line satisfying a shape constraint

Y. Baraud, H. Halconruy, G. Maillard

We solve the problem of estimating the distribution of presumed i.i.d. observations for the total variation loss. Our approach is based on density models and is versatile enough to…

math.ST2021

From robust tests to Bayes-like posterior distributions

Yannick Baraud

In the Bayes paradigm and for a given loss function, we propose the construction of a new type of posterior distributions, that extends the classical Bayes one, for estimating the…

math.ST2020★ 2 cited

Robust estimation of a regression function in exponential families

Yannick Baraud, Juntong Chen

We observe pairs of independent (but not necessarily i.i.d.) random variables and tackle the problem of estimating the conditio…

math.ST2020

Tests and estimation strategies associated to some loss functions

Yannick Baraud

We consider the problem of estimating the joint distribution of independent random variables. Our approach is based on a family of candidate probabilities that we shall call a…