25 citations · 28 across the 3 of their papers we have counts for
9 papers
VARCLUST: clustering variables using dimensionality reduction
Piotr Sobczyk, Stanislaw Wilczynski, Malgorzata Bogdan +5
VARCLUST algorithm is proposed for clustering variables under the assumption that variables in a given cluster are linear combinations of a small number of hidden latent variables,…
Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion
Karine Bertin, Nicolas Klutchnikoff, Fabien Panloup +1
We build and study a data-driven procedure for the estimation of the stationary density f of an additive fractional SDE. To this end, we also prove some new concentrations bounds f…
A general drift estimation procedure for stochastic differential equations with additive fractional noise
Fabien Panloup, Samy Tindel, Maylis Varvenne
In this paper we consider the drift estimation problem for a general differential equation driven by an additive multidimensional fractional Brownian motion, under ergodic assumpti…
Probabilistic reconstruction of genealogies for polyploid plant species
Frédéric Proïa, Fabien Panloup, Chiraz Trabelsi +1
A probabilistic reconstruction of genealogies in a polyploid population (from 2x to 4x) is investigated, by considering genetic data analyzed as the probability of allele presence…
Sub-exponential convergence to equilibrium for Gaussian driven Stochastic Differential Equations with semi-contractive drift
Fabien Panloup, Alexandre Richard
The convergence to the stationary regime is studied for Stochastic Differential Equations driven by an additive Gaussian noise and evolving in a semi-contractive environment, i.e.…
Optimal non-asymptotic bound of the Ruppert-Polyak averaging without strong convexity
Sébastien Gadat, Fabien Panloup
This paper is devoted to the non-asymptotic control of the mean-squared error for the Ruppert-Polyak stochastic averaged gradient descent introduced in the seminal contributions of…