| Publication | Date of Publication | Type |
|---|
| Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression | 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 | 2023-08-31 | Paper |
| Distributed function estimation: adaptation using minimal communication | 2023-04-04 | Paper |
| Optimal Distributed Composite Testing in High-Dimensional Gaussian Models With 1-Bit Communication | 2022-07-13 | Paper |
| Nonparametric Bayesian label prediction on a large graph using truncated Laplacian regularization | 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 | 2021-03-11 | Paper |
| Adaptive distributed methods under communication constraints | 2020-12-14 | Paper |
| Distributed function estimation: adaptation using minimal communication | 2020-03-28 | Paper |
| An asymptotic analysis of distributed nonparametric methods | 2020-02-07 | Paper |
| Reversible jump MCMC for nonparametric drift estimation for diffusion processes | 2018-11-08 | Paper |
| Nonparametric Bayesian label prediction on a graph | 2018-08-17 | Paper |
| Comments on "PCA Based Hurst Exponent Estimator for fBm Signals Under Disturbances | 2018-07-09 | Paper |
| Minimax lower bounds for function estimation on graphs | 2018-04-25 | Paper |
| Guided proposals for simulating multi-dimensional diffusion bridges | 2017-09-21 | Paper |
| Estimating a smooth function on a large graph by Bayesian Laplacian regularisation | 2017-04-07 | Paper |
| Full adaptation to smoothness using randomly truncated series priors with Gaussian coefficients and inverse gamma scaling | 2017-02-21 | Paper |
| Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation | 2016-03-11 | Paper |
| Optimality of Poisson processes intensity learning with Gaussian processes | 2016-02-19 | Paper |
| Honest Bayesian confidence sets for the \(L^2\)-norm | 2015-12-29 | Paper |
| Rate-optimal Bayesian intensity smoothing for inhomogeneous Poisson processes | 2015-12-29 | Paper |
| Optimal two-stage procedures for estimating location and size of the maximum of a multivariate regression function | 2014-09-15 | Paper |
| Nonparametric Bayesian methods for one-dimensional diffusion models | 2014-02-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5396672 | 2014-02-03 | Paper |
| Estimating the Period of a Cyclic Non‐Homogeneous Poisson Process | 2013-06-05 | Paper |
| Semiparametric Bernstein-von Mises for the error standard deviation | 2013-05-29 | Paper |
| Consistent nonparametric Bayesian inference for discretely observed scalar diffusions | 2013-03-07 | Paper |
| Nonparametric Methods for Volatility Density Estimation | 2011-08-08 | Paper |
| Conditional Full Support of Gaussian Processes with Stationary Increments | 2011-07-08 | Paper |
| A note on wavelet density deconvolution for weakly dependent data | 2011-02-05 | Paper |
| On Brownian motion as a prior for nonparametric regression | 2010-12-14 | Paper |
| A remark on the equivalence of Gaussian processes | 2009-11-20 | Paper |
| Nonparametric Bayesian inference for ergodic diffusions | 2009-10-01 | Paper |
| Representations of isotropic Gaussian random fields with homogeneous increments | 2008-08-15 | Paper |
| Bayesian inference with rescaled Gaussian process priors | 2008-05-14 | Paper |
| When is a linear combination of independent fBm's equivalent to a single fBm? | 2007-03-29 | Paper |
| On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models | 2006-07-26 | Paper |
| Representations of fractional Brownian motion using vibrating strings | 2005-12-07 | Paper |
| Donsker theorems for diffusions: necessary and sufficient conditions | 2005-10-18 | Paper |
| Optimality of an explicit series expansion of the fractional Brownian sheet | 2005-08-01 | Paper |
| Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion | 2005-05-03 | Paper |
| Nonparametric volatility density estimation for discrete time models | 2005-02-21 | Paper |
| A series expansion of fractional Brownian motion | 2005-02-08 | Paper |
| Nonparametric volatility density estimation | 2004-06-18 | Paper |
| On Empirical Processes for Ergodic Diffusions and Rates of Convergence of M‐estimators | 2004-03-16 | Paper |
| On uniform laws of large numbers for ergodic diffusions and consistency of estimators | 2003-11-10 | Paper |
| Continuous Ocone martingales as weak limits of rescaled martingales | 2003-02-25 | Paper |
| A multivariate central limit theorem for continuous local martingales | 2003-02-06 | Paper |
| Rates of convergence and asymptotic normality of kernel estimators for ergodic diffusion processes | 2002-12-03 | Paper |
