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math.ST2012
On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing
Sylvain Delattre, Etienne Roquain
This paper introduces a new framework to study the asymptotical behavior of the empirical distribution function (e.d.f.) of Gaussian vector components, whose correlation matrix $Γ^…
math.ST2012
Blockwise SVD with error in the operator and application to blind deconvolution
S. Delattre, M. Hoffmann, D. Picard +1
We consider linear inverse problems in a nonparametric statistical framework. Both the signal and the operator are unknown and subject to error measurements. We establish minimax r…