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20052020
most citedGuided proposals for simulating multi-dimensional diffusion bridges

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

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6 papers · 1 filter

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…

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.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…

math.ST2013★ 28 cited

Consistent nonparametric Bayesian inference for discretely observed scalar diffusions

Frank van der Meulen, Harry van Zanten

We study Bayes procedures for the problem of nonparametric drift estimation for one-dimensional, ergodic diffusion models from discrete-time, low-frequency data. We give conditions…

math.ST2007★ 53 cited

Bayesian inference with rescaled Gaussian process priors

Aad van der Vaart, Harry van Zanten

We use rescaled Gaussian processes as prior models for functional parameters in nonparametric statistical models. We show how the rate of contraction of the posterior distributions…