16 citations · 69 across the 27 of their papers we have counts for
4 papers · 1 filter
Estimating the transition matrix of a Markov chain observed at random times
Flavia Barsotti, Yohann De Castro, Thibault Espinasse +1
In this paper we develop a statistical estimation technique to recover the transition kernel of a Markov chain in presence of censored data. We cons…
A Rice method proof of the Null-Space Property over the Grassmannian
J. -M Azaïs, Y. De Castro, S. Mourareau
The Null-Space Property (NSP) is a necessary and sufficient condition for the recovery of the largest coefficients of solutions to an under-determined system of linear equations. I…
Randomized pick-freeze for sparse Sobol indices estimation in high dimension
Yohann De Castro, Alexandre Janon
This article investigates a new procedure to estimate the influence of each variable of a given function defined on a high-dimensional space. More precisely, we are concerned with…
Non-uniform spline recovery from small degree polynomial approximation
Yohann De Castro, Guillaume Mijoule
We investigate the sparse spikes deconvolution problem onto spaces of algebraic polynomials. Our framework encompasses the measure reconstruction problem from a combination of nois…