66 citations · 66 across the 2 of their papers we have counts for
4 papers · 1 filter
On estimation of nonsmooth functionals of sparse normal means
Olivier Collier, Laëtitia Comminges, Alexandre B. Tsybakov
We study the problem of estimation of the value N_gamma(θ) = sum(i=1)^d |θ_i|^gamma for 0 < gamma <= 1 based on the observations y_i = θ_i + εξ_i, i = 1,...,d, where θ= (θ_1,...,θ_…
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…
Adaptive robust estimation in sparse vector model
Laëtitia Comminges, Olivier Collier, Mohamed Ndaoud +1
For the sparse vector model, we consider estimation of the target vector, of its L2-norm and of the noise variance. We construct adaptive estimators and establish the optimal rates…
Estimating linear functionals of a sparse family of Poisson means
Olivier Collier, Arnak Dalalyan
Assume that we observe a sample of size n composed of p-dimensional signals, each signal having independent entries drawn from a scaled Poisson distribution with an unknown intensi…