23 citations · 32 across the 6 of their papers we have counts for
7 papers · 1 filter
Robust Bayes-Like Estimation: Rho-Bayes estimation
Yannick Baraud, Lucien Birgé
We consider the problem of estimating the joint distribution of independent random variables within the Bayes paradigm from a non-asymptotic point of view. Assuming that $P…
Une alternative robuste au maximum de vraisemblance: la -estimation
Yannick Baraud, Lucien Birgé
This paper is based on our personal notes for the short course we gave on January 5, 2017 at Institut Henri Poincaré, after an invitation of the SFdS. Our purpose is to give an ove…
A new V-fold type procedure based on robust tests
Lucien Birgé, Nelo Magalhães, Pascal Massart
We define a general V-fold cross-validation type method based on robust tests, which is an extension of the hold-out defined by Birg{é} [7, Section 9]. We give some theoretical res…
Rates of convergence of rho-estimators for sets of densities satisfying shape constraints
Yannick Baraud, Lucien Birgé
The purpose of this paper is to pursue our study of rho-estimators built from i.i.d. observations that we defined in Baraud et al. (2014). For a ρ-estimator based on some model S (…
About the non-asymptotic behaviour of Bayes estimators
Lucien Birgé
This paper investigates the {\em nonasymptotic} properties of Bayes procedures for estimating an unknown distribution from i.i.d.\ observations. We assume that the prior is sup…
Model selection for Poisson processes
Lucien Birgé
Our purpose in this paper is to apply the general methodology for model selection based on T-estimators developed in Birgé [Ann. Inst. H. Poincaré Probab. Statist. 42 (2006) 273--3…
The Brouwer Lecture 2005: Statistical estimation with model selection
Lucien Birgé
The purpose of this paper is to explain the interest and importance of (approximate) models and model selection in Statistics. Starting from the very elementary example of histogra…