31 citations · 85 across the 11 of their papers we have counts for
7 papers · 1 filter
Estimation of the -norm and testing in sparse linear regression with unknown variance
Alexandra Carpentier, Olivier Collier, Laetitia Comminges +2
We consider the related problems of estimating the -norm and the squared -norm in sparse linear regression with unknown variance, as well as the problem of testing the hy…
Local minimax rates for closeness testing of discrete distributions
Joseph Lam-Weil, Alexandra Carpentier, Bharath K. Sriperumbudur
We consider the closeness testing problem for discrete distributions. The goal is to distinguish whether two samples are drawn from the same unspecified distribution, or whether th…
Optimal Sparsity Testing in Linear regression Model
Alexandra Carpentier, Nicolas Verzelen
We consider the problem of sparsity testing in the high-dimensional linear regression model. The problem is to test whether the number of non-zero components (aka the sparsity) of…
Total variation distance for discretely observed Lévy processes: a Gaussian approximation of the small jumps
Alexandra Carpentier, Céline Duval, Ester Mariucci
It is common practice to treat small jumps of Lévy processes as Wiener noise and thus to approximate its marginals by a Gaussian distribution. However, results that allow to quanti…
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:…
Minimax rate of testing in sparse linear regression
Alexandra Carpentier, Olivier Collier, Laëtitia Comminges +2
We consider the problem of testing the hypothesis that the parameter of linear regression model is 0 against an s-sparse alternative separated from 0 in the l2-distance. We show th…