6 citations · 10 across the 9 of their papers we have counts for
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Mean squared error reduction of (plug-in) look-ahead estimators for Markov chains
Romain Azaïs, Benoît Henry, Henri Péchoux
We consider the estimation of the invariant distribution of a Markov kernel on a discrete state space (or of the mean value of a functional under ) when solving t…
Maximum likelihood estimation for spinal-structured trees
Romain Azaïs, Benoît Henry
We investigate some aspects of the problem of the estimation of birth distributions (BD) in multi-type Galton-Watson trees (MGW) with unobserved types. More precisely, we consider…
Inference for conditioned Galton-Watson trees from their Harris path
Romain Azaïs, Alexandre Genadot, Benoît Henry
Tree-structured data naturally appear in various fields, particularly in biology where plants and blood vessels may be described by trees, but also in computer science because XML…
Optimal choice among a class of nonparametric estimators of the jump rate for piecewise-deterministic Markov processes
Romain Azaïs, Aurélie Muller-Gueudin
A piecewise-deterministic Markov process is a stochastic process whose behavior is governed by an ordinary differential equation punctuated by random jumps occurring at random time…
Piecewise deterministic Markov process - recent results
Romain Azaïs, Jean-Baptiste Bardet, Alexandre Genadot +2
We give a short overview of recent results on a specific class of Markov process: the Piecewise Deterministic Markov Processes (PDMPs). We first recall the definition of these proc…
A recursive nonparametric estimator for the transition kernel of a piecewise-deterministic Markov process
Romain Azaïs
In this paper, we investigate a nonparametric approach to provide a recursive estimator of the transition density of a non-stationary piecewise-deterministic Markov process, from o…