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Minimax risks for sparse regressions: Ultra-high-dimensional phenomenons
Consider the standard Gaussian linear regression model $Y=X\theta+\epsilon$, where $Y\in R^n$ is a response vector and $ X\in R^{n*p}$ is a design matrix. Numerous... -
Confidence Intervals for Adaptive Regression Estimation on the Besov Spaces
The problem of adaptive estimation of the regression function f from noisy observations is concerned. A confidence interval for the L_2-error for wavelet adaptive... -
Confidence Intervals for Adaptive Regression Estimation
The problem of adaptive estimation of the regression function f from noisy observation is concerned. A wavelet adaptive estimator of unknown function with the... -
Penalized nonparametric mean square estimation of the coefficients of diffusi...
International audience -
A new algorithm for fixed design regression and denoising
International audience -
Adaptive Estimation of Convex Sets and Convex Polytopes from Noisy Data
We estimate convex polytopes and general convex sets in $\mathbb R^d,d\geq 2$ in the regression framework. We measure the risk of our estimators using a $L^1$-type... -
GAUSSIAN MODEL SELECTION WITH AN UNKNOWN VARIANCE
International audience -
Bernstein von Mises Theorems for Gaussian Regression with increasing number o...
International audience -
Random thresholds for linear model selection
A method is introduced to estimate the number of significant coefficients in non ordered model selection problems. The method is based on a convenient random centering... -
Adaptive wavelet estimation of the diffusion coefficient under additive error...
International audience -
On the adaptive wavelet estimation of a multidimensional regression function ...
We investigate the estimation of a multidimensional regression function $f$ from $n$ observations of a $\alpha$-mixing process $(Y,X)$ with $Y=f(X)+\xi$, where $X$... -
Online Parameter Identification for Real-Time Supercapacitor Performance Esti...
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Adaptive estimation of the intensity of some point processes by model selection.
In this thesis, we want to adapt model selection technics to<br />the problem of estimating the intensity of point processes. More precisely, we<br />want... -
Sequential robust efficient estimation for nonparametric autoregressive models
We construct efficient robust truncated sequential estimators for the pointwise estimation problem in nonparametric autoregression models with smooth coefficients. For... -
Adaptive estimation of the density matrix in quantum homodyne tomography with...
International audience -
Adaptive estimation for Hawkes processes; application to genome analysis
International audience -
Rank penalized estimation of a quantum system
We introduce a new method to reconstruct the density matrix $\rho$ of a system of $n$-qubits and estimate its rank $d$ from data obtained by quantum state tomography... -
Goodness-of-fit tests and nonparametric adaptive estimation for spike train a...
When dealing with classical spike train analysis, the practitioner often performs goodness-of-fit tests to test whether the observed process is a Poisson process, for... -
Adaptive Quantizers for Estimation
International audience -
Adaptive Estimation Based on Quantized Measurements
Oral Session
