Harry van Zanten

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Person:259198

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zbMath Open van-zanten.harryMaRDI QIDQ259198

List of research outcomes

PublicationDate of PublicationType
Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression2024-01-05Paper
Optimal testing using combined test statistics across independent studies2023-10-30Paper
Semiparametric Bernstein-von Mises Theorem for a Parameter in the Heat Equation2023-10-04Paper
Optimal high-dimensional and nonparametric distributed testing under communication constraints2023-08-31Paper
Distributed function estimation: adaptation using minimal communication2023-04-04Paper
Optimal Distributed Composite Testing in High-Dimensional Gaussian Models With 1-Bit Communication2022-07-13Paper
Nonparametric Bayesian label prediction on a large graph using truncated Laplacian regularization2022-07-05Paper
Contraction rates for sparse variational approximations in Gaussian process regression2021-09-22Paper
Correction to: ``Optimal two-stage procedures for estimating location and size of the maximum of a multivariate regression function2021-03-11Paper
Adaptive distributed methods under communication constraints2020-12-14Paper
Distributed function estimation: adaptation using minimal communication2020-03-28Paper
An asymptotic analysis of distributed nonparametric methods2020-02-07Paper
Reversible jump MCMC for nonparametric drift estimation for diffusion processes2018-11-08Paper
Nonparametric Bayesian label prediction on a graph2018-08-17Paper
Comments on "PCA Based Hurst Exponent Estimator for fBm Signals Under Disturbances2018-07-09Paper
Minimax lower bounds for function estimation on graphs2018-04-25Paper
Guided proposals for simulating multi-dimensional diffusion bridges2017-09-21Paper
Estimating a smooth function on a large graph by Bayesian Laplacian regularisation2017-04-07Paper
Full adaptation to smoothness using randomly truncated series priors with Gaussian coefficients and inverse gamma scaling2017-02-21Paper
Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation2016-03-11Paper
Optimality of Poisson processes intensity learning with Gaussian processes2016-02-19Paper
Rate-optimal Bayesian intensity smoothing for inhomogeneous Poisson processes2015-12-29Paper
Honest Bayesian confidence sets for the \(L^2\)-norm2015-12-29Paper
Optimal two-stage procedures for estimating location and size of the maximum of a multivariate regression function2014-09-15Paper
Nonparametric Bayesian methods for one-dimensional diffusion models2014-02-11Paper
https://portal.mardi4nfdi.de/entity/Q53966722014-02-03Paper
Estimating the Period of a Cyclic Non‐Homogeneous Poisson Process2013-06-05Paper
Semiparametric Bernstein-von Mises for the error standard deviation2013-05-29Paper
Consistent nonparametric Bayesian inference for discretely observed scalar diffusions2013-03-07Paper
Nonparametric Methods for Volatility Density Estimation2011-08-08Paper
Conditional Full Support of Gaussian Processes with Stationary Increments2011-07-08Paper
A note on wavelet density deconvolution for weakly dependent data2011-02-05Paper
On Brownian motion as a prior for nonparametric regression2010-12-14Paper
A remark on the equivalence of Gaussian processes2009-11-20Paper
Nonparametric Bayesian inference for ergodic diffusions2009-10-01Paper
Representations of isotropic Gaussian random fields with homogeneous increments2008-08-15Paper
Bayesian inference with rescaled Gaussian process priors2008-05-14Paper
When is a linear combination of independent fBm's equivalent to a single fBm?2007-03-29Paper
On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models2006-07-26Paper
Representations of fractional Brownian motion using vibrating strings2005-12-07Paper
Donsker theorems for diffusions: necessary and sufficient conditions2005-10-18Paper
Optimality of an explicit series expansion of the fractional Brownian sheet2005-08-01Paper
Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion2005-05-03Paper
Nonparametric volatility density estimation for discrete time models2005-02-21Paper
A series expansion of fractional Brownian motion2005-02-08Paper
Nonparametric volatility density estimation2004-06-18Paper
On Empirical Processes for Ergodic Diffusions and Rates of Convergence of M‐estimators2004-03-16Paper
On uniform laws of large numbers for ergodic diffusions and consistency of estimators2003-11-10Paper
Continuous Ocone martingales as weak limits of rescaled martingales2003-02-25Paper
A multivariate central limit theorem for continuous local martingales2003-02-06Paper
Rates of convergence and asymptotic normality of kernel estimators for ergodic diffusion processes2002-12-03Paper

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