57 citations · 174 across the 20 of their papers we have counts for
11 papers · 1 filter
Rate of Estimation for the Stationary Distribution of Stochastic Damping Hamiltonian Systems with Continuous Observations
Sylvain Delattre, Arnaud Gloter, Nakahiro Yoshida
We study the problem of the non-parametric estimation for the density of the stationary distribution of a stochastic two-dimensional damping Hamiltonian system $(Z_t)_{t\in[0,T…
Estimation via length-constrained generalized empirical principal curves under small noise
Sylvain Delattre, Aurélie Fischer
In this paper, we propose a method to build a sequence of generalized empirical principal curves, with selected length, so that, in Hausdor distance, the images of the estimating p…
Estimating minimum effect with outlier selection
Alexandra Carpentier, Sylvain Delattre, Etienne Roquain +1
We introduce one-sided versions of Huber's contamination model, in which corrupted samples tend to take larger values than uncorrupted ones. Two intertwined problems are addressed:…
On the Kozachenko-Leonenko entropy estimator
Nicolas Fournier, Sylvain Delattre
We study in details the bias and variance of the entropy estimator proposed by Kozachenko and Leonenko for a large class of densities on . We then use the work of Bic…
Statistical inference versus mean field limit for Hawkes processes
Sylvain Delattre, Nicolas Fournier
We consider a population of individuals, of which we observe the number of actions as time evolves. For each couple of individuals , may or not influence , which…
Asymptotic lower bounds in estimating jumps
Emmanuelle Clément, Sylvain Delattre, Arnaud Gloter
We study the problem of the efficient estimation of the jumps for stochastic processes. We assume that the stochastic jump process is observed discretely, with…