The following pages link to Harry van Zanten (Q259198):
Displayed 50 items.
- Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation (Q259199) (← links)
- Full adaptation to smoothness using randomly truncated series priors with Gaussian coefficients and inverse gamma scaling (Q511556) (← links)
- Estimating a smooth function on a large graph by Bayesian Laplacian regularisation (Q521331) (← links)
- A note on wavelet density deconvolution for weakly dependent data (Q623487) (← links)
- A series expansion of fractional Brownian motion (Q706329) (← links)
- Nonparametric Bayesian inference for ergodic diffusions (Q730843) (← links)
- Optimal two-stage procedures for estimating location and size of the maximum of a multivariate regression function (Q741809) (← links)
- When is a linear combination of independent fBm's equivalent to a single fBm? (Q873606) (← links)
- Rate-optimal Bayesian intensity smoothing for inhomogeneous Poisson processes (Q899533) (← links)
- Honest Bayesian confidence sets for the \(L^2\)-norm (Q899534) (← links)
- Representations of isotropic Gaussian random fields with homogeneous increments (Q937478) (← links)
- (Q1038852) (redirect page) (← links)
- A remark on the equivalence of Gaussian processes (Q1038853) (← links)
- On uniform laws of large numbers for ergodic diffusions and consistency of estimators (Q1412242) (← links)
- Nonparametric volatility density estimation (Q1433460) (← links)
- A multivariate central limit theorem for continuous local martingales (Q1591160) (← links)
- Reversible jump MCMC for nonparametric drift estimation for diffusion processes (Q1621341) (← links)
- Nonparametric Bayesian label prediction on a graph (Q1662125) (← links)
- Minimax lower bounds for function estimation on graphs (Q1746533) (← links)
- Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion (Q1775445) (← links)
- Continuous Ocone martingales as weak limits of rescaled martingales (Q1860598) (← links)
- Consistent nonparametric Bayesian inference for discretely observed scalar diffusions (Q1940748) (← links)
- Semiparametric Bernstein-von Mises for the error standard deviation (Q1951109) (← links)
- Adaptive distributed methods under communication constraints (Q2215741) (← links)
- Guided proposals for simulating multi-dimensional diffusion bridges (Q2405130) (← links)
- Bayesian inference with rescaled Gaussian process priors (Q2426812) (← links)
- Optimality of an explicit series expansion of the fractional Brownian sheet (Q2483855) (← links)
- On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models (Q2496940) (← links)
- Donsker theorems for diffusions: necessary and sufficient conditions (Q2569224) (← links)
- Representations of fractional Brownian motion using vibrating strings (Q2575814) (← links)
- Nonparametric Bayesian methods for one-dimensional diffusion models (Q2637400) (← links)
- Correction to: ``Optimal two-stage procedures for estimating location and size of the maximum of a multivariate regression function'' (Q2656611) (← links)
- Distributed function estimation: adaptation using minimal communication (Q2694726) (← links)
- Optimality of Poisson processes intensity learning with Gaussian processes (Q2788391) (← links)
- Conditional Full Support of Gaussian Processes with Stationary Increments (Q3014992) (← links)
- On Brownian motion as a prior for nonparametric regression (Q3061270) (← links)
- On Empirical Processes for Ergodic Diffusions and Rates of Convergence of <i>M</i>‐estimators (Q4455950) (← links)
- Rates of convergence and asymptotic normality of kernel estimators for ergodic diffusion processes (Q4551596) (← links)
- Comments on "PCA Based Hurst Exponent Estimator for fBm Signals Under Disturbances (Q4570481) (← links)
- Nonparametric volatility density estimation for discrete time models (Q4651100) (← links)
- Estimating the Period of a Cyclic Non‐Homogeneous Poisson Process (Q4923050) (← links)
- Nonparametric Bayesian label prediction on a large graph using truncated Laplacian regularization (Q5086360) (← links)
- Optimal Distributed Composite Testing in High-Dimensional Gaussian Models With 1-Bit Communication (Q5088531) (← links)
- Nonparametric Methods for Volatility Density Estimation (Q5198564) (← links)
- An asymptotic analysis of distributed nonparametric methods (Q5214170) (← links)
- (Q5396672) (← links)
- Optimal high-dimensional and nonparametric distributed testing under communication constraints (Q6136575) (← links)
- Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression (Q6184877) (← links)
- Distributed function estimation: adaptation using minimal communication (Q6337577) (← links)
- Contraction rates for sparse variational approximations in Gaussian process regression (Q6378283) (← links)