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math.ST2025
Gaussian Mixture Model with unknown diagonal covariances via continuous sparse regularization
Romane Giard, Yohann de Castro, Clément Marteau
This paper addresses the statistical estimation of Gaussian Mixture Models (GMMs) with unknown diagonal covariances from independent and identically distributed samples. We employ…
math.ST2024
Second Maximum of a Gaussian Random Field and Exact (t-)Spacing test
Jean-Marc Azaïs, Federico Dalmao, Yohann De Castro
In this article, we introduce the novel concept of the second maximum of a Gaussian random field on a Riemannian submanifold. This second maximum serves as a powerful tool for char…