354 citations · 390 across the 12 of their papers we have counts for
9 papers · 1 filter
Sharp adaptive and pathwise stable similarity testing for scalar ergodic diffusions
Johannes Brutsche, Angelika Rohde
Within the nonparametric diffusion model, we develop a multiple test to infer about similarity of an unknown drift to some reference drift : At prescribed significance, we…
Interactive versus non-interactive locally differentially private estimation: Two elbows for the quadratic functional
Cristina Butucea, Angelika Rohde, Lukas Steinberger
Local differential privacy has recently received increasing attention from the statistics community as a valuable tool to protect the privacy of individual data owners without the…
Geometrizing rates of convergence under local differential privacy constraints
Angelika Rohde, Lukas Steinberger
We study the problem of estimating a functional of an unknown probability distribution in which the original iid sample is…
Locally Adaptive Confidence Bands
Tim Patschkowski, Angelika Rohde
We develop honest and locally adaptive confidence bands for probability densities. They provide substantially improved confidence statements in case of inhomogeneous smoothness, an…
Adaptation to lowest density regions with application to support recovery
Tim Patschkowski, Angelika Rohde
A scheme for locally adaptive bandwidth selection is proposed which sensitively shrinks the bandwidth of a kernel estimator at lowest density regions such as the support boundary w…
Estimation of high-dimensional low-rank matrices
Angelika Rohde, Alexandre B. Tsybakov
Suppose that we observe entries or, more generally, linear combinations of entries of an unknown -matrix corrupted by noise. We are particularly interested in the hi…