16 citations · 69 across the 27 of their papers we have counts for
3 papers · 1 filter
Consistent estimation of the filtering and marginal smoothing distributions in nonparametric hidden Markov models
Yohann De Castro, Elisabeth Gassiat, Sylvain Le Corff
In this paper, we consider the filtering and smoothing recursions in nonparametric finite state space hidden Markov models (HMMs) when the parameters of the model are unknown and r…
Power of the Spacing test for Least-Angle Regression
Jean-Marc Azaïs, Yohann de Castro, Stéphane Mourareau
Recent advances in Post-Selection Inference have shown that conditional testing is relevant and tractable in high-dimensions. In the Gaussian linear model, further works have deriv…
Minimax adaptive estimation of nonparametric hidden Markov models
Yohann De Castro, Élisabeth Gassiat, Claire Lacour
We consider stationary hidden Markov models with finite state space and nonparametric modeling of the emission distributions. It has remained unknown until very recently that such…