Adaptive distributed methods under communication constraints
B Szabo, H van Zanten - 2020 - projecteuclid.org
Adaptive distributed methods under communication constraints Page 1 The Annals of Statistics
2020, Vol. 48, No. 4, 2347–2380 https://doi.org/10.1214/19-AOS1890 © Institute of Mathematical …
2020, Vol. 48, No. 4, 2347–2380 https://doi.org/10.1214/19-AOS1890 © Institute of Mathematical …
Optimal high-dimensional and nonparametric distributed testing under communication constraints
Optimal high-dimensional and nonparametric distributed testing under communication
constraints Page 1 The Annals of Statistics 2023, Vol. 51, No. 3, 909–934 https://doi.org/10.1214/23-AOS2269 …
constraints Page 1 The Annals of Statistics 2023, Vol. 51, No. 3, 909–934 https://doi.org/10.1214/23-AOS2269 …
Adaptive estimation in the linear random coefficients model when regressors have limited variation
C Gaillac, E Gautier - Bernoulli, 2022 - projecteuclid.org
Adaptive estimation in the linear random coefficients model when regressors have limited
variation Page 1 Bernoulli 28(1), 2022, 504–524 https://doi.org/10.3150/21-BEJ1354 Adaptive …
variation Page 1 Bernoulli 28(1), 2022, 504–524 https://doi.org/10.3150/21-BEJ1354 Adaptive …
Penalization versus Goldenshluger-Lepski strategies in warped bases regression
G Chagny - ESAIM: Probability and Statistics, 2013 - numdam.org
This paper deals with the problem of estimating a regression function f, in a random design
framework. We build and study two adaptive estimators based on model selection, applied …
framework. We build and study two adaptive estimators based on model selection, applied …
Warped bases for conditional density estimation
G Chagny - Mathematical Methods of Statistics, 2013 - Springer
We consider the problem of estimating the conditional density π of a response vector Y
given the predictor X (which is assumed to be a continuous variable). We provide an …
given the predictor X (which is assumed to be a continuous variable). We provide an …
Adaptive and minimax estimation of the cumulative distribution function given a functional covariate
G Chagny, A Roche - 2014 - projecteuclid.org
We consider the nonparametric kernel estimation of the conditional cumulative distribution
function given a functional covariate. Given the bias-variance trade-off of the risk, we first …
function given a functional covariate. Given the bias-variance trade-off of the risk, we first …
Non-parametric Poisson regression from independent and weakly dependent observations by model selection
M Kroll - Journal of Statistical Planning and Inference, 2019 - Elsevier
We consider the non-parametric Poisson regression problem where the integer valued
response Y is the realization of a Poisson random variable with parameter λ (X). The aim is …
response Y is the realization of a Poisson random variable with parameter λ (X). The aim is …
General oracle inequalities for a penalized log-likelihood criterion based on non-stationary data
We prove oracle inequalities for a penalized log-likelihood criterion that hold even if the data
are not independent and not stationary, based on a martingale approach. The assumptions …
are not independent and not stationary, based on a martingale approach. The assumptions …
Adaptive warped kernel estimators
G Chagny - Scandinavian Journal of Statistics, 2015 - Wiley Online Library
In this work, we develop a method of adaptive non‐parametric estimation, based on
'warped'kernels. The aim is to estimate a real‐valued function s from a sample of random …
'warped'kernels. The aim is to estimate a real‐valued function s from a sample of random …
Adaptive density estimation for general ARCH models
F Comte, J Dedecker, ML Taupin - Econometric Theory, 2008 - cambridge.org
We consider a model Yt= σtηt in which (σt) is not independent of the noise process (ηt) but σt
is independent of ηt for each t. We assume that (σt) is stationary, and we propose an …
is independent of ηt for each t. We assume that (σt) is stationary, and we propose an …