103 citations · 136 across the 10 of their papers we have counts for
5 papers · 1 filter
Reconstructing undirected graphs from eigenspaces
Yohann De Castro, Thibault Espinasse, Paul Rochet
In this paper, we aim at recovering an undirected weighted graph of vertices from the knowledge of a perturbed version of the eigenspaces of its adjacency matrix . For insta…
A Kriging procedure for processes indexed by graphs
Thibault Espinasse, Jean-Michel Loubes
We provide a new kriging procedure of processes on graphs. Based on the construction of Gaussian random processes indexed by graphs, we extend to this framework the usual linear pr…
Estimating the transition matrix of a Markov chain observed at random times
Flavia Barsotti, Yohann De Castro, Thibault Espinasse +1
In this paper we develop a statistical estimation technique to recover the transition kernel of a Markov chain in presence of censored data. We cons…
A Cramér-Rao inequality for non differentiable models
Thibault Espinasse, Paul Rochet
We compute a variance lower bound for unbiased estimators in specified statistical models. The construction of the bound is related to the original Cramér-Rao bound, although it do…
Gaussian stationary processes over graphs, general frame and maximum likelihood identification
Thibault Espinasse, Fabrice Gamboa, Jean-Michel Loubes
In this paper, using spectral theory of Hilbertian operators, we study ARMA Gaussian processes indexed by graphs. We extend Whittle maximum likelihood estimation of the parameters…