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20152025
most citedFundamental limits for learning hidden Markov model parameters

7 citations · 17 across the 12 of their papers we have counts for

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13 papers · 1 filter

math.ST2024

On the impossibility of detecting a late change-point in the preferential attachment random graph model

Ibrahim Kaddouri, Zacharie Naulet, Élisabeth Gassiat

We consider the problem of late change-point detection under the preferential attachment random graph model with time dependent attachment function. This can be formulated as a hyp…

math.ST2023★ 1 cited

Clustering risk in Non-parametric Hidden Markov and I.I.D. Models

Elisabeth Gassiat, Ibrahim Kaddouri, Zacharie Naulet

We conduct an in-depth analysis of the Bayes risk of clustering in the context of Hidden Markov and i.i.d. models. In both settings, we identify the situations where this risk is c…

math.ST2023

Frontiers to the learning of nonparametric hidden Markov models

Kweku Abraham, Elisabeth Gassiat, Zacharie Naulet

Hidden Markov models (HMMs) are flexible tools for clustering dependent data coming from unknown populations, allowing nonparametric modelling of the population densities. Identifi…

math.ST2023

Optimal estimation of high-order missing masses, and the rare-type match problem

Stefano Favaro, Zacharie Naulet

Consider a random sample from an unknown discrete distribution on a countable alphabet , and let $(Y_{n,j})_{j\ge…

math.ST2022★ 1 cited

Bayesian Nonparametric Inference for "Species-sampling" Problems

Cecilia Balocchi, Stefano Favaro, Zacharie Naulet

Given an observed sample from a population of individuals belonging to species, "species-sampling" problems (SSPs) call for estimating some features of the unknown species composit…

math.ST2021★ 2 cited

Asymptotic Analysis of Statistical Estimators related to MultiGraphex Processes under Misspecification

Zacharie Naulet, Judith Rousseau, François Caron

This article studies the asymptotic properties of Bayesian or frequentist estimators of a vector of parameters related to structural properties of sequences of graphs. The estimato…

math.ST2021

Near-optimal estimation of the unseen under regularly varying tail populations

Stefano Favaro, Zacharie Naulet

Given samples from a population of individuals belonging to different species, what is the number of hitherto unseen species that would be observed if new samples were…

math.ST2019

Optimal disclosure risk assessment

Federico Camerlenghi, Stefano Favaro, Zacharie Naulet +1

Protection against disclosure is a legal and ethical obligation for agencies releasing microdata files for public use. Consider a microdata sample of size from a finite populat…

math.ST2018

Adaptive Bayesian density estimation in sup-norm

Zacharie Naulet

We investigate the problem of deriving adaptive posterior rates of contraction on balls in density estimation. Although it is known that log-density priors ca…

math.ST2017

Bootstrap estimators for the tail-index and for the count statistics of graphex processes

Zacharie Naulet, Daniel M. Roy, Ekansh Sharma +1

Graphex processes resolve some pathologies in traditional random graph models, notably, providing models that are both projective and allow sparsity. Most of the literature on grap…

math.ST2016

Bayesian nonparametric estimation for Quantum Homodyne Tomography

Zacharie Naulet, Eric Barat

We estimate the quantum state of a light beam from results of quantum homodyne tomography noisy measurements performed on identically prepared quantum systems. We propose two Bayes…

math.ST2016

Tails assumptions and posterior concentration rates for mixtures of Gaussians

Zacharie Naulet, Judith Rousseau

Nowadays in density estimation, posterior rates of convergence for location and location-scale mixtures of Gaussians are only known under light-tail assumptions; with better rates…

math.ST2015

Some aspects of symmetric Gamma process mixtures

Zacharie Naulet, Eric Barat

In this article, we present some specific aspects of symmetric Gamma process mixtures for use in regression models. We propose a new Gibbs sampler for simulating the posterior and…