Harry van Zanten

Available identifiers

zbMath Open van-zanten.harryMaRDI QIDQ259198

List of research outcomes

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
Rate-optimal Bayesian intensity smoothing for inhomogeneous Poisson processes	2015-12-29	Paper
Honest Bayesian confidence sets for the \(L^2\)-norm	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

Research outcomes over time

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