16 citations · 69 across the 27 of their papers we have counts for
4 papers · 1 filter
Three rates of convergence or separation via U-statistics in a dependent framework
Quentin Duchemin, Yohann De Castro, Claire Lacour
Despite the ubiquity of U-statistics in modern Probability and Statistics, their non-asymptotic analysis in a dependent framework may have been overlooked. In a recent work, a new…
Minimax Estimation of Partially-Observed Vector AutoRegressions
Guillaume Dalle, Yohann de Castro
High-dimensional time series are a core ingredient of the statistical modeling toolkit, for which numerous estimation methods are known.But when observations are scarce or corrupte…
Towards Off-the-grid Algorithms for Total Variation Regularized Inverse Problems
Yohann de Castro, Vincent Duval, Romain Petit
We introduce an algorithm to solve linear inverse problems regularized with the total (gradient) variation in a gridless manner. Contrary to most existing methods, that produce an…
Time series forecasting from partial observations via Non-negative Matrix Factorization
Yohann de Castro, Luca Mencarelli
In modern time series problems, one aims at forecasting multiple time series with possible missing and noisy values. In this paper, we introduce the Sliding Mask Method (SMM) for f…