15 citations · 40 across the 12 of their papers we have counts for
3 papers · 1 filter
Clustering multivariate functional data using unsupervised binary trees
Steven Golovkine, Nicolas Klutchnikoff, Valentin Patilea
We propose a model-based clustering algorithm for a general class of functional data for which the components could be curves or images. The random functional data realizations cou…
Learning the smoothness of noisy curves with application to online curve estimation
Steven Golovkine, Nicolas Klutchnikoff, Valentin Patilea
Combining information both within and across trajectories, we propose a simple estimator for the local regularity of the trajectories of a stochastic process. Independent trajector…
Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion
Karine Bertin, Nicolas Klutchnikoff, Fabien Panloup +1
We build and study a data-driven procedure for the estimation of the stationary density f of an additive fractional SDE. To this end, we also prove some new concentrations bounds f…