Introduction to nonparametric estimation
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- Deconvolution for an atomic distribution
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- Statistical inference for time-changed Lévy processes via composite characteristic function estimation
- Adaptive estimation of the conditional intensity of marker-dependent counting processes
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- Non parametric estimation of the diffusion coefficients of a diffusion with jumps
- Oracle inequalities for probability density estimations
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- On a set of data for the membrane potential in a neuron
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- Fast and optimal inference for change points in piecewise polynomials via differencing
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- Penalized maximum likelihood and semiparametric second-order efficiency
- Testing the regularity of a smooth signal
- A summary of nonparametric theory
- On the adaptive wavelet deconvolution of a density for strong mixing sequences
- A Bernstein-von Mises theorem for discrete probability distributions
- Generative semi-supervised classification
- Kernel and wavelet density estimators on manifolds and more general metric spaces
- Lower bounds for invariant statistical models with applications to principal component analysis
- How do noise tails impact on deep ReLU networks?
- Upper and lower risk bounds for estimating the Wasserstein barycenter of random measures on the real line
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- Optimal adaptive estimation on \(\mathbb{R}\) or \(\mathbb{R}^{+}\) of the derivatives of a density
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- A note on the adaptive estimation of a multiplicative separable regression function
- Lower bounds for nonparametric estimation of ordinary differential equations
- Sharp optimality for regression with real-time data
- Minimax estimation of smooth densities in Wasserstein distance
- A note on the adaptive estimation of a bi-dimensional density in the case of knowledge of the copula density
- Optimal design for linear models with correlated observations
- Adaptive minimax estimation of a fractional derivative
- Adaptive distributed methods under communication constraints
- Wavelet block thresholding for density estimation in the presence of bias
- Minimax properties of Dirichlet kernel density estimators
- A note on Bayesian nonparametric regression function estimation
- Adaptive density estimation for directional data using needlets
- Nonlinear Tikhonov regularization in Hilbert scales with balancing principle tuning parameter in statistical inverse problems
- Irregular nonparametric autoregression
- Nonparametric spectral density estimation under local differential privacy
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- Large covariance estimation through elliptical factor models
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- On the posterior pointwise convergence rate of a Gaussian signal under a conjugate prior
- Optimal change-point estimation from indirect observations
- Estimation of the shift parameter in regression models with unknown distribution of the observations
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- Non-parametric adaptive estimation of order 1 Sobol indices in stochastic models, with an application to epidemiology
- Optimal extended optical flow subject to a statistical constraint
- Nonparametric estimation of jump rates for a specific class of piecewise deterministic Markov processes
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