79 citations · 182 across the 17 of their papers we have counts for
5 papers · 1 filter
A minimax near-optimal algorithm for adaptive rejection sampling
Juliette Achdou, Joseph C. Lam, Alexandra Carpentier +1
Rejection Sampling is a fundamental Monte-Carlo method. It is used to sample from distributions admitting a probability density function which can be evaluated exactly at any given…
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:…
Linear Bandits with Stochastic Delayed Feedback
Claire Vernade, Alexandra Carpentier, Tor Lattimore +3
Stochastic linear bandits are a natural and well-studied model for structured exploration/exploitation problems and are widely used in applications such as online marketing and rec…
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…