46 citations · 224 across the 39 of their papers we have counts for
7 papers · 1 filter
Risk bounds for the non-parametric estimation of Lévy processes
José E. Figueroa-López, Christian Houdré
Estimation methods for the Lévy density of a Lévy process are developed under mild qualitative assumptions. A classical model selection approach made up of two steps is studied. Th…
On the Longest Increasing Subsequence for Finite and Countable Alphabets
Christian houdré, Trevis J. Litherland
Let be a sequence of iid random variables with values in a finite alphabet . Let be the length of the longest increasing subsequence…
Transportation Distance and the Central Limit Theorem
S. Ekisheva, C. Houdré
For probability measures on a complete separable metric space, we present sufficient conditions for the existence of a solution to the Kantorovich transportation problem. We also o…
Median, Concentration and Fluctuation for Lévy Processes
C. Houdré, P. Marchal
We estimate a median of where is a Lipschitz function, is a Lévy process and an arbitrary time. This leads to concentration inequalities for . In turn,…
Concentration for norms of infinitely divisible vectors with independent components
Christian Houdré, Philippe Marchal, Patricia Reynaud-Bouret
We obtain dimension-free concentration inequalities for -norms, , of infinitely divisible random vectors with independent coordinates and finite exponential moments…
Concentration for Infinitely Divisible Vectors with Independent Components
C. Houdré, P. Reynaud-Bouret
For various classes of Lipschitz functions we provide dimension free concentration inequalities for infinitely divisible random vectors with independent components and finite expon…
Wavelet thresholding for nonnecessarily Gaussian noise: functionality
R. Averkamp, C. Houdré
For signals belonging to balls in smoothness classes and noise with enough moments, the asymptotic behavior of the minimax quadratic risk among soft-threshold estimates is investig…