2 papers
math.ST2026
Nadaraya-Watson Type Estimator of the Transition Density Function for Diffusion Processes
Nicolas Marie, Ousmane Sacko
This paper deals with a nonparametric Nadaraya-Watson (NW) estimator of the transition density function computed from independent continuous observations of a diffusion process. A…
math.ST2025
Minimax density estimation in the adversarial framework under local differential privacy
Mélisande Albert, Juliette Chevallier, Béatrice Laurent +1
We consider the problem of nonparametric density estimation under privacy constraints in an adversarial framework. To this end, we study minimax rates over Sobolev spaces under loc…