activity
20052020
most citedGuided proposals for simulating multi-dimensional diffusion bridges

57 citations · 224 across the 9 of their papers we have counts for

collaborators

10 papers

math.ST2020★ 1 cited

Distributed function estimation: adaptation using minimal communication

Botond Szabo, Harry van Zanten

We investigate whether in a distributed setting, adaptive estimation of a smooth function at the optimal rate is possible under minimal communication. It turns out that the answer…

stat.CO2018

Nonparametric Bayesian label prediction on a large graph using truncated Laplacian regularization

Jarno Hartog, Harry van Zanten

This article describes an implementation of a nonparametric Bayesian approach to solving binary classification problems on graphs. We consider a hierarchical Bayesian approach with…

math.ST2018

Adaptive distributed methods under communication constraints

Botond Szabo, Harry van Zanten

We study distributed estimation methods under communication constraints in a distributed version of the nonparametric random design regression model. We derive minimax lower bounds…

math.ST2017★ 23 cited

An asymptotic analysis of distributed nonparametric methods

Botond Szabo, Harry van Zanten

We investigate and compare the fundamental performance of several distributed learning methods that have been proposed recently. We do this in the context of a distributed version…

math.PR2013★ 57 cited

Guided proposals for simulating multi-dimensional diffusion bridges

Moritz Schauer, Frank van der Meulen, Harry van Zanten

A Monte Carlo method for simulating a multi-dimensional diffusion process conditioned on hitting a fixed point at a fixed future time is developed. Proposals for such diffusion bri…

math.ST2013★ 5 cited

Optimal two-stage procedures for estimating location and size of the maximum of a multivariate regression function

Eduard Belitser, Subhashis Ghosal, Harry van Zanten

We propose a two-stage procedure for estimating the location $\boldsμ$ and size M of the maximum of a smooth d-variate regression function f. In the first stage, a preliminary esti…