| Publication | Date of Publication | Type |
|---|
Semi-parametric Bernstein-von Mises theorem in linear inverse problems
Electronic Journal of Statistics | 2025-05-23 | Paper |
Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression
Electronic Journal of Statistics | 2024-01-05 | Paper |
Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression
Electronic Journal of Statistics | 2024-01-05 | Paper |
| Optimal testing using combined test statistics across independent studies | 2023-10-30 | Paper |
| Semiparametric Bernstein-von Mises Theorem for a Parameter in the Heat Equation | 2023-10-04 | Paper |
Optimal high-dimensional and nonparametric distributed testing under communication constraints
The Annals of Statistics | 2023-08-31 | Paper |
Optimal high-dimensional and nonparametric distributed testing under communication constraints
The Annals of Statistics | 2023-08-31 | Paper |
Distributed function estimation: adaptation using minimal communication
Mathematical Statistics and Learning | 2023-04-04 | Paper |
Optimal Distributed Composite Testing in High-Dimensional Gaussian Models With 1-Bit Communication
IEEE Transactions on Information Theory | 2022-07-13 | Paper |
Nonparametric Bayesian label prediction on a large graph using truncated Laplacian regularization
Communications in Statistics. Simulation and Computation | 2022-07-05 | Paper |
| Contraction rates for sparse variational approximations in Gaussian process regression | 2021-09-22 | Paper |
Correction to: ``Optimal two-stage procedures for estimating location and size of the maximum of a multivariate regression function''
The Annals of Statistics | 2021-03-11 | Paper |
Adaptive distributed methods under communication constraints
The Annals of Statistics | 2020-12-14 | Paper |
Adaptive distributed methods under communication constraints
The Annals of Statistics | 2020-12-14 | Paper |
Distributed function estimation: adaptation using minimal communication
(available as arXiv preprint) | 2020-03-28 | Paper |
| An asymptotic analysis of distributed nonparametric methods | 2020-02-07 | Paper |
An asymptotic analysis of distributed nonparametric methods
(available as arXiv preprint) | 2020-02-07 | Paper |
Reversible jump MCMC for nonparametric drift estimation for diffusion processes
Computational Statistics and Data Analysis | 2018-11-08 | Paper |
Nonparametric Bayesian label prediction on a graph
Computational Statistics and Data Analysis | 2018-08-17 | Paper |
Nonparametric Bayesian label prediction on a graph
Computational Statistics and Data Analysis | 2018-08-17 | Paper |
Comments on "PCA Based Hurst Exponent Estimator for fBm Signals Under Disturbances
IEEE Transactions on Signal Processing | 2018-07-09 | Paper |
Minimax lower bounds for function estimation on graphs
Electronic Journal of Statistics | 2018-04-25 | Paper |
Minimax lower bounds for function estimation on graphs
Electronic Journal of Statistics | 2018-04-25 | Paper |
Guided proposals for simulating multi-dimensional diffusion bridges
Bernoulli | 2017-09-21 | Paper |
Guided proposals for simulating multi-dimensional diffusion bridges
Bernoulli | 2017-09-21 | Paper |
Estimating a smooth function on a large graph by Bayesian Laplacian regularisation
Electronic Journal of Statistics | 2017-04-07 | Paper |
Estimating a smooth function on a large graph by Bayesian Laplacian regularisation
Electronic Journal of Statistics | 2017-04-07 | Paper |
Full adaptation to smoothness using randomly truncated series priors with Gaussian coefficients and inverse gamma scaling
Statistics & Probability Letters | 2017-02-21 | Paper |
Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation
Electronic Journal of Statistics | 2016-03-11 | Paper |
Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation
Electronic Journal of Statistics | 2016-03-11 | Paper |
Optimality of Poisson processes intensity learning with Gaussian processes
Journal of Machine Learning Research (JMLR) | 2016-02-19 | Paper |
Optimality of Poisson processes intensity learning with Gaussian processes
Journal of Machine Learning Research (JMLR) | 2016-02-19 | Paper |
Honest Bayesian confidence sets for the \(L^2\)-norm
Journal of Statistical Planning and Inference | 2015-12-29 | Paper |
Rate-optimal Bayesian intensity smoothing for inhomogeneous Poisson processes
Journal of Statistical Planning and Inference | 2015-12-29 | Paper |
Optimal two-stage procedures for estimating location and size of the maximum of a multivariate regression function
The Annals of Statistics | 2014-09-15 | Paper |
Optimal two-stage procedures for estimating location and size of the maximum of a multivariate regression function
The Annals of Statistics | 2014-09-15 | Paper |
Nonparametric Bayesian methods for one-dimensional diffusion models
Mathematical Biosciences | 2014-02-11 | Paper |
| Information rates of nonparametric Gaussian process methods | 2014-02-03 | Paper |
Estimating the period of a cyclic non-homogeneous Poisson process
Scandinavian Journal of Statistics | 2013-06-05 | Paper |
Semiparametric Bernstein-von Mises for the error standard deviation
Electronic Journal of Statistics | 2013-05-29 | Paper |
Consistent nonparametric Bayesian inference for discretely observed scalar diffusions
Bernoulli | 2013-03-07 | Paper |
Consistent nonparametric Bayesian inference for discretely observed scalar diffusions
Bernoulli | 2013-03-07 | Paper |
Nonparametric methods for volatility density estimation
Advanced Mathematical Methods for Finance | 2011-08-08 | Paper |
Conditional full support of Gaussian processes with stationary increments
Journal of Applied Probability | 2011-07-08 | Paper |
A note on wavelet density deconvolution for weakly dependent data
Statistical Inference for Stochastic Processes | 2011-02-05 | Paper |
On Brownian motion as a prior for nonparametric regression
Statistics & Decisions | 2010-12-14 | Paper |
A remark on the equivalence of Gaussian processes
Electronic Communications in Probability | 2009-11-20 | Paper |
A remark on the equivalence of Gaussian processes
Electronic Communications in Probability | 2009-11-20 | Paper |
Nonparametric Bayesian inference for ergodic diffusions
Journal of Statistical Planning and Inference | 2009-10-01 | Paper |
Representations of isotropic Gaussian random fields with homogeneous increments
Journal of Applied Mathematics and Stochastic Analysis | 2008-08-15 | Paper |
Bayesian inference with rescaled Gaussian process priors
Electronic Journal of Statistics | 2008-05-14 | Paper |
When is a linear combination of independent fBm's equivalent to a single fBm?
Stochastic Processes and their Applications | 2007-03-29 | Paper |
On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models
Bernoulli | 2006-07-26 | Paper |
Representations of fractional Brownian motion using vibrating strings
Stochastic Processes and their Applications | 2005-12-07 | Paper |
Donsker theorems for diffusions: necessary and sufficient conditions
The Annals of Probability | 2005-10-18 | Paper |
Optimality of an explicit series expansion of the fractional Brownian sheet
Statistics & Probability Letters | 2005-08-01 | Paper |
Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion
The Annals of Probability | 2005-05-03 | Paper |
Nonparametric volatility density estimation for discrete time models
Journal of Nonparametric Statistics | 2005-02-21 | Paper |
A series expansion of fractional Brownian motion
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2005-02-08 | Paper |
Nonparametric volatility density estimation
Bernoulli | 2004-06-18 | Paper |
On Empirical Processes for Ergodic Diffusions and Rates of Convergence of <i>M</i>‐estimators
Scandinavian Journal of Statistics | 2004-03-16 | Paper |
On uniform laws of large numbers for ergodic diffusions and consistency of estimators
Statistical Inference for Stochastic Processes | 2003-11-10 | Paper |
Continuous Ocone martingales as weak limits of rescaled martingales
Electronic Communications in Probability | 2003-02-25 | Paper |
Continuous Ocone martingales as weak limits of rescaled martingales
Electronic Communications in Probability | 2003-02-25 | Paper |
A multivariate central limit theorem for continuous local martingales
Statistics & Probability Letters | 2003-02-06 | Paper |
Rates of convergence and asymptotic normality of kernel estimators for ergodic diffusion processes
Journal of Nonparametric Statistics | 2002-12-03 | Paper |
