129 citations · 138 across the 12 of their papers we have counts for
8 papers · 1 filter
Csiszár indices and interpolating copulas
Cristina Butucea, Jean-François Delmas, Anne Dutfoy +1
We study various properties of -divergences and Csiszár indices between two probability distributions in very general setups for the convex function and for the probability…
Off-the-grid prediction and testing for linear combination of translated features
Cristina Butucea, Jean-François Delmas, Anne Dutfoy +1
We consider a model where a signal (discrete or continuous) is observed with an additive Gaussian noise process. The signal is issued from a linear combination of a finite but incr…
On the use of a local to improve MCMC convergence diagnostic
Théo Moins, Julyan Arbel, Anne Dutfoy +1
Diagnosing convergence of Markov chain Monte Carlo is crucial and remains an essentially unsolved problem. Among the most popular methods, the potential scale reduction factor, com…
Optimal input potential functions in the interacting particle system method
H. Chraibi, A. Dutfoy, T. Galtier +1
The assessment of the probability of a rare event with a naive Monte-Carlo method is computationally intensive, so faster estimation or variance reduction methods are needed. We fo…
Fast adaptive estimation of log-additive exponential models in Kullback-Leibler divergence
Cristina Butucea, Jean-François Delmas, Anne Dutfoy +1
We study the problem of nonparametric estimation of density functions with a product form on the domain $\triangle=\{( x_1, \ldots, x_d)\in \mathbb{R}^d, 0\leq x_1\leq \dots \leq x…
Optimal exponential bounds for aggregation of estimators for the Kullback-Leibler loss
Cristina Butucea, Jean-François Delmas, Anne Dutfoy +1
We study the problem of model selection type aggregation with respect to the Kullback-Leibler divergence for various probabilistic models. Rather than considering a convex combinat…