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Optimal cross-validation in density estimation
The performance of cross-validation (CV) is analyzed in two contexts: (i) risk estimation and (ii) model selection in the density estimation framework. The main focus... -
Sensitivity analysis for multidimensional and functional outputs
International audience -
Hoeffding's inequality for supermartingales
International audience -
Hoeffding's inequality for supermartingales
International audience -
On the rate of convergence in Wasserstein distance of the empirical measure
Let $\mu_N$ be the empirical measure associated to a $N$-sample of a given probability distribution $\mu$ on $\mathbb{R}^d$. We are interested in the rate of...
