52 citations · 54 across the 3 of their papers we have counts for
6 papers
Adaptive wavelet multivariate regression with errors in variables
Michaël Chichignoud, Van Ha Hoang, Thanh Mai Pham Ngoc +1
In the multidimensional setting, we consider the errors-in-variables model. We aim at estimating the unknown nonparametric multivariate regression function with errors in the covar…
A Practical Scheme and Fast Algorithm to Tune the Lasso With Optimality Guarantees
Michaël Chichignoud, Johannes Lederer, Martin Wainwright
We introduce a novel scheme for choosing the regularization parameter in high-dimensional linear regression with Lasso. This scheme, inspired by Lepski's method for bandwidth selec…
Bandwidth selection in kernel empirical risk minimization via the gradient
Michaël Chichignoud, Sébastien Loustau
In this paper, we deal with the data-driven selection of multidimensional and possibly anisotropic bandwidths in the general framework of kernel empirical risk minimization. We pro…
Adaptive Noisy Clustering
Michael Chichignoud, Sébastien Loustau
The problem of adaptive noisy clustering is investigated. Given a set of noisy observations , , the goal is to design clusters associated with the law of $X…
Pointwise Adaptive M-estimation in Nonparametric Regression
Michaël Chichignoud
This paper deals with the nonparametric estimation in heteroscedastic regression , with incomplete information, i.e. each real random variable $ ξ_i…
Minimax and minimax adaptive estimation in multiplicative regression : locally bayesian approach
M. Chichignoud
The paper deals with the non-parametric estimation in the regression with the multiplicative noise. Using the local polynomial fitting and the bayesian approach, we construct the m…