3 papers
math.ST2025
Nonparametric estimation of the stationary density for Hawkes-diffusion systems with known and unknown intensity
Chiara Amorino, Charlotte Dion-Blanc, Arnaud Gloter +1
We investigate the nonparametric estimation problem of the density , representing the stationary distribution of a two-dimensional system $\left(Z_t\right)_{t \in[0, T]}=\left(…
math.ST2025
Estimation and variable selection in high dimension in nonlinear mixed-effects models
Antoine Caillebotte, Estelle Kuhn, Sarah Lemler
We consider nonlinear mixed effects models including high-dimensional covariates to model individual parameters variability. The objective is to identify relevant covariates among…
math.ST2025
Estimation and variable selection in high dimension in a causal joint model of survival times and longitudinal outcomes with random effects
Antoine Caillebotte, Estelle Kuhn, Sarah Lemler
We consider a joint survival and mixed-effects model to explain the survival time from longitudinal data and high-dimensional covariates in a population. The longitudinal data is m…