2023

A meso-scale cartography of the AI ecosystem

Quantitative Science Studies, vol. 4, iss. 3, pp. 574-593, 2023.

By F. Gargiulo, S. Fontaine, M. Dubois, and P. Tubaro

@article{cartography:hal-04367071,
title={{A meso-scale cartography of the AI ecosystem}},
author={Gargiulo, Floriana and Fontaine, Sylvain and Dubois, Michel and Tubaro, Paola},
url={https://doi.org/10.1162/qss_a_00267},
journal={{Quantitative Science Studies}},
volume={4},
number={3},
pages={574-593},
year={2023},
doi={10.1162/qss\_a\_00267},
keywords={Artificial intelligence ; Science cartography ; Science of science},
}

From risk reduction to risk elimination by conditional mean risk sharing of independent losses

Insurance: mathematics and economics, vol. 108, pp. 46-59, 2023.

By M. Denuit and C. Y. Robert

[Bibtex]

@article{Denuit202346,
author={Denuit, M. and Robert, C.Y.},
title={From risk reduction to risk elimination by conditional mean risk sharing of independent losses},
journal={Insurance: Mathematics and Economics},
year={2023},
volume={108},
pages={46-59},
doi={10.1016/j.insmatheco.2022.11.003},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85142428132&doi=10.1016%2fj.insmatheco.2022.11.003&partnerID=40&md5=2497d6d4b5dc8cb5586fa5f9e3208399},
publisher={Elsevier B.V.},
}

Multivariate time series models for mixed data

Bernoulli, vol. 29, iss. 1, pp. 669-695, 2023.

By Z. -M. Debaly and L. Truquet

[Bibtex]

@article{Debaly2023669,
author={Debaly, Z.-M. and Truquet, L.},
title={Multivariate time series models for mixed data},
journal={Bernoulli},
year={2023},
volume={29},
number={1},
pages={669-695},
doi={10.3150/22-BEJ1474},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85139955864&doi=10.3150%2f22-BEJ1474&partnerID=40&md5=72a3ea5cb00bc2e47880f9600f2819c6},
publisher={Bernoulli Society for Mathematical Statistics and Probability},
}

2022

Bounding the error of discretized Langevin algorithms for non-strongly log-concave targets

J. mach. learn. res., vol. 23, p. Paper No. [235], 38, 2022.

By A. S. Dalalyan, A. Karagulyan, and vLionel Riou-Durand

[Bibtex]

@article {MR4577674,
author={Dalalyan, Arnak S. and Karagulyan, Avetik and Riou-Durand, vLionel},
title={Bounding the error of discretized {L}angevin algorithms for non-strongly log-concave targets},
journal={J. Mach. Learn. Res.},
fjournal={Journal of Machine Learning Research (JMLR)},
volume={23},
year={2022},
pages={Paper No. [235], 38},
issn={1532-4435,1533-7928},
mrclass={65C05 (62D05)},
mrnumber={4577674},
url={https://www.jmlr.org/papers/volume23/20-655/20-655.pdf},
}

All-in-one robust estimator of the Gaussian mean

Ann. statist., vol. 50, iss. 2, p. 1193–1219, 2022.

By A. S. Dalalyan and A. Minasyan

[Bibtex]

@article {MR4404933,
author={Dalalyan, Arnak S. and Minasyan, Arshak},
title={All-in-one robust estimator of the {G}aussian mean},
journal={Ann. Statist.},
fjournal={The Annals of Statistics},
volume={50},
year={2022},
number={2},
pages={1193--1219},
issn={0090-5364,2168-8966},
mrclass={62H12 (62F35)},
mrnumber={4404933},
doi={10.1214/21-aos2145},
url={https://doi.org/10.1214/21-aos2145},
}

Estimation of the l_2-norm and testing in sparse linear regression with unknown variance

Bernoulli, vol. 28, iss. 4, p. 2744–2787, 2022.

By A. Carpentier, O. Collier, L. Comminges, A. B. Tsybakov, and Y. Wang

[Bibtex]

@article{MR4474561,
author={Carpentier, Alexandra and Collier, Olivier and Comminges, Laetitia and Tsybakov, Alexandre B. and Wang, Yuhao},
title={Estimation of the l_2-norm and testing in sparse linear regression with unknown variance},
JOURNAL={Bernoulli},
volume={28},
year={2022},
NUMBER={4},
pages={2744--2787},
}

Stochastic derivative estimation for max-stable random fields

European journal of operational research, vol. 302, iss. 2, pp. 575-588, 2022.

By E. Koch and C. Y. Robert

[Bibtex]

@article{Koch2022575,
author={Koch, E. and Robert, C.Y.},
title={Stochastic derivative estimation for max-stable random fields},
journal={European Journal of Operational Research},
year={2022},
volume={302},
number={2},
pages={575-588},
doi={10.1016/j.ejor.2021.12.026},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85126151039&doi=10.1016%2fj.ejor.2021.12.026&partnerID=40&md5=cd3420a8e0e14aeaf5ac727919fd583f},
publisher={Elsevier B.V.},
}

Relaxing the gaussian assumption in shrinkage and sure in high dimension

Annals of statistics, vol. 50, iss. 5, pp. 2737-2766, 2022.

By M. Fathi, L. Goldstein, G. Reinert, and A. Saumard

[Bibtex]

@article{Fathi20222737,
author={Fathi, M. and Goldstein, L. and Reinert, G. and Saumard, A.},
title={RELAXING THE GAUSSIAN ASSUMPTION IN SHRINKAGE AND SURE IN HIGH DIMENSION},
journal={Annals of Statistics},
year={2022},
volume={50},
number={5},
pages={2737-2766},
doi={10.1214/22-AOS2208},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85143916326&doi=10.1214%2f22-AOS2208&partnerID=40&md5=24812da70d825ae76d4e4401c66353a2},
publisher={Institute of Mathematical Statistics},
}

Parametric estimation of hidden markov models by least squares type estimation and deconvolution

Statistical papers, vol. 63, iss. 5, pp. 1615-1648, 2022.

By C. Chesneau, S. El Kolei, and F. Navarro

[Bibtex]

@article{Chesneau20221615,
author={Chesneau, C. and El Kolei, S. and Navarro, F.},
title={Parametric estimation of hidden Markov models by least squares type estimation and deconvolution},
journal={Statistical Papers},
year={2022},
volume={63},
number={5},
pages={1615-1648},
doi={10.1007/s00362-022-01288-x},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85123836852&doi=10.1007%2fs00362-022-01288-x&partnerID=40&md5=8d1f0398e2a2cde8e334a27228e1f4e0},
publisher={Springer Science and Business Media Deutschland GmbH},
}

Mortality credits within large survivor funds

Astin bulletin, vol. 52, iss. 3, pp. 813-834, 2022.

By M. Denuit, P. Hieber, and C. Y. Robert

[Bibtex]

@article{Denuit2022813,
author={Denuit, M. and Hieber, P. and Robert, C.Y.},
title={MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS},
journal={ASTIN Bulletin},
year={2022},
volume={52},
number={3},
pages={813-834},
doi={10.1017/asb.2022.13},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85139551564&doi=10.1017%2fasb.2022.13&partnerID=40&md5=fa8a1c63df9deb6f6504dff358add548},
publisher={Cambridge University Press},
}

Revenue-maximizing auctions: a bidder’s standpoint

Operations research, vol. 70, iss. 5, pp. 2767-2783, 2022.

By T. Nedelec, C. Calauzènes, V. Perchet, and N. El Karoui

[Bibtex]

@article{Nedelec20222767,
author={Nedelec, T. and Calauzènes, C. and Perchet, V. and El Karoui, N.},
title={Revenue-Maximizing Auctions: A Bidder’s Standpoint},
journal={Operations Research},
year={2022},
volume={70},
number={5},
pages={2767-2783},
doi={10.1287/opre.2022.2316},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85146144550&doi=10.1287%2fopre.2022.2316&partnerID=40&md5=54410cbcdffda385a513d65c4b2f7776},
publisher={INFORMS Inst.for Operations Res.and the Management Sciences},
}

Autoregressive models for time series of random sums of positive variables: application to tree growth as a function of climate and insect outbreak

Ecological modelling, vol. 471, 2022.

By Z. M. Debaly, P. Marchand, and M. M. Girona

[Bibtex]

@article{Debaly2022,
author={Debaly, Z.M. and Marchand, P. and Girona, M.M.},
title={Autoregressive models for time series of random sums of positive variables: Application to tree growth as a function of climate and insect outbreak},
journal={Ecological Modelling},
year={2022},
volume={471},
doi={10.1016/j.ecolmodel.2022.110053},
art_number={110053},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85133436525&doi=10.1016%2fj.ecolmodel.2022.110053&partnerID=40&md5=0ec2c431f7232dc5f1e9556581c0cfca},
publisher={Elsevier B.V.},
}

Risk-sharing rules and their properties, with applications to peer-to-peer insurance

Journal of risk and insurance, vol. 89, iss. 3, pp. 615-667, 2022.

By M. Denuit, J. Dhaene, and C. Y. Robert

[Bibtex]

@article{Denuit2022615,
author={Denuit, M. and Dhaene, J. and Robert, C.Y.},
title={Risk-sharing rules and their properties, with applications to peer-to-peer insurance},
journal={Journal of Risk and Insurance},
year={2022},
volume={89},
number={3},
pages={615-667},
doi={10.1111/jori.12385},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85131185299&doi=10.1111%2fjori.12385&partnerID=40&md5=961fbcc39db914f0a4886f6a9f71ed2f},
publisher={John Wiley and Sons Inc},
}

Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent losses

Methodology and computing in applied probability, vol. 24, iss. 3, pp. 1953-1985, 2022.

By M. Denuit and C. Y. Robert

[Bibtex]

@article{Denuit20221953,
author={Denuit, M. and Robert, C.Y.},
title={Conditional Tail Expectation Decomposition and Conditional Mean Risk Sharing for Dependent and Conditionally Independent Losses},
journal={Methodology and Computing in Applied Probability},
year={2022},
volume={24},
number={3},
pages={1953-1985},
doi={10.1007/s11009-021-09888-0},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85116811799&doi=10.1007%2fs11009-021-09888-0&partnerID=40&md5=56b24d6c11c719d433ab8185591c364c},
publisher={Springer},
}

On automatic bias reduction for extreme expectile estimation

Statistics and computing, vol. 32, iss. 4, 2022.

By S. Girard, G. Stupfler, and A. Usseglio-Carleve

[Bibtex]

@article{Girard2022,
author={Girard, S. and Stupfler, G. and Usseglio-Carleve, A.},
title={On automatic bias reduction for extreme expectile estimation},
journal={Statistics and Computing},
year={2022},
volume={32},
number={4},
doi={10.1007/s11222-022-10118-x},
art_number={64},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85133492051&doi=10.1007%2fs11222-022-10118-x&partnerID=40&md5=87b6befe5c041ff3d82907176db10019},
publisher={Springer},
}

Optimal robust mean and location estimation via convex programs with respect to any pseudo-norms

Probability theory and related fields, vol. 183, iss. 3-4, pp. 997-1025, 2022.

By J. Depersin and G. Lecue

[Bibtex]

@article{Depersin2022997,
author={Depersin, J. and Lecue, G.},
title={Optimal robust mean and location estimation via convex programs with respect to any pseudo-norms},
journal={Probability Theory and Related Fields},
year={2022},
volume={183},
number={3-4},
pages={997-1025},
doi={10.1007/s00440-022-01127-y},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85133306233&doi=10.1007%2fs00440-022-01127-y&partnerID=40&md5=290a93cb9ed8d33f0372d9b91d3075e1},
publisher={Springer Science and Business Media Deutschland GmbH},
}

Bayesian estimation and comparison of conditional moment models

Journal of the royal statistical society. series b: statistical methodology, vol. 84, iss. 3, pp. 740-764, 2022.

By S. Chib, M. Shin, and A. Simoni

[Bibtex]

@article{Chib2022740,
author={Chib, S. and Shin, M. and Simoni, A.},
title={Bayesian estimation and comparison of conditional moment models},
journal={Journal of the Royal Statistical Society. Series B: Statistical Methodology},
year={2022},
volume={84},
number={3},
pages={740-764},
doi={10.1111/rssb.12484},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85121368953&doi=10.1111%2frssb.12484&partnerID=40&md5=9ffd2c2f8a597dabdcc538fb14c03643},
publisher={John Wiley and Sons Inc},
}

Fast nonasymptotic testing and support recovery for large sparse toeplitz covariance matrices

Journal of multivariate analysis, vol. 190, 2022.

By N. Bettache, C. Butucea, and M. Sorba

[Bibtex]

@article{Bettache2022,
author={Bettache, N. and Butucea, C. and Sorba, M.},
title={Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices},
journal={Journal of Multivariate Analysis},
year={2022},
volume={190},
doi={10.1016/j.jmva.2021.104883},
art_number={104883},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85118979717&doi=10.1016%2fj.jmva.2021.104883&partnerID=40&md5=c88adb30df4b6284ce49d491e6aa24d7},
publisher={Academic Press Inc.},
}

Contrast estimation for noisy observations of diffusion processes via closed-form density expansions

Statistical inference for stochastic processes, vol. 25, iss. 2, pp. 303-336, 2022.

By S. El Kolei and F. Navarro

[Bibtex]

@article{ElKolei2022303,
author={El Kolei, S. and Navarro, F.},
title={Contrast estimation for noisy observations of diffusion processes via closed-form density expansions},
journal={Statistical Inference for Stochastic Processes},
year={2022},
volume={25},
number={2},
pages={303-336},
doi={10.1007/s11203-021-09256-2},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85116408844&doi=10.1007%2fs11203-021-09256-2&partnerID=40&md5=1c894541102109d4e6657114a8740f1e},
publisher={Springer Science and Business Media B.V.},
}

Efficient conditional monte carlo simulations for the exponential integrals of gaussian random fields

Journal of applied probability, vol. 59, iss. 2, pp. 366-383, 2022.

By Q. H. Nguyen and C. Y. Robert

[Bibtex]

@article{Nguyen2022366,
author={Nguyen, Q.H. and Robert, C.Y.},
title={Efficient conditional Monte Carlo simulations for the exponential integrals of Gaussian random fields},
journal={Journal of Applied Probability},
year={2022},
volume={59},
number={2},
pages={366-383},
doi={10.1017/jpr.2021.57},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85124657091&doi=10.1017%2fjpr.2021.57&partnerID=40&md5=7b3dbfd0fa3d89b06a219a85512f7ffd},
publisher={Cambridge University Press},
}

Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses

Methodology and computing in applied probability, vol. 24, iss. 2, pp. 693-711, 2022.

By M. Denuit and C. Y. Robert

[Bibtex]

@article{Denuit2022693,
author={Denuit, M. and Robert, C.Y.},
title={Polynomial Series Expansions and Moment Approximations for Conditional Mean Risk Sharing of Insurance Losses},
journal={Methodology and Computing in Applied Probability},
year={2022},
volume={24},
number={2},
pages={693-711},
doi={10.1007/s11009-021-09881-7},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85109254281&doi=10.1007%2fs11009-021-09881-7&partnerID=40&md5=5d54f9bee307f7d8c3d2c0ce68ac7193},
publisher={Springer},
}

Joint inference on extreme expectiles for multivariate heavy-tailed distributions

Bernoulli, vol. 28, iss. 2, pp. 1021-1048, 2022.

By S. A. Padoan and G. Stupfler

[Bibtex]

@article{Padoan20221021,
author={Padoan, S.A. and Stupfler, G.},
title={Joint inference on extreme expectiles for multivariate heavy-tailed distributions},
journal={Bernoulli},
year={2022},
volume={28},
number={2},
pages={1021-1048},
doi={10.3150/21-BEJ1375},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85126489288&doi=10.3150%2f21-BEJ1375&partnerID=40&md5=72f71147097350e423c83e86fb6d7b34},
publisher={Bernoulli Society for Mathematical Statistics and Probability},
}

Clustering multivariate functional data using unsupervised binary trees

Computational statistics and data analysis, vol. 168, 2022.

By S. Golovkine, N. Klutchnikoff, and V. Patilea

[Bibtex]

@article{Golovkine2022,
author={Golovkine, S. and Klutchnikoff, N. and Patilea, V.},
title={Clustering multivariate functional data using unsupervised binary trees},
journal={Computational Statistics and Data Analysis},
year={2022},
volume={168},
doi={10.1016/j.csda.2021.107376},
art_number={107376},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85119288494&doi=10.1016%2fj.csda.2021.107376&partnerID=40&md5=f52f1f175d7d0e4b39bd17f66847383e},
publisher={Elsevier B.V.},
}

Conditional mean risk sharing in the individual model with graphical dependencies

Annals of actuarial science, vol. 16, iss. 1, pp. 183-209, 2022.

By M. Denuit and C. Y. Robert

[Bibtex]

@article{Denuit2022183,
author={Denuit, M. and Robert, C.Y.},
title={Conditional mean risk sharing in the individual model with graphical dependencies},
journal={Annals of Actuarial Science},
year={2022},
volume={16},
number={1},
pages={183-209},
doi={10.1017/S1748499521000166},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85108168501&doi=10.1017%2fS1748499521000166&partnerID=40&md5=3bd0e48ec1bfb07546aa18e47c9f2122},
publisher={Cambridge University Press},
}

Improved clustering algorithms for the bipartite stochastic block model

Ieee transactions on information theory, vol. 68, iss. 3, pp. 1960-1975, 2022.

By M. Ndaoud, S. Sigalla, and A. B. Tsybakov

[Bibtex]

@article{Ndaoud20221960,
author={Ndaoud, M. and Sigalla, S. and Tsybakov, A.B.},
title={Improved Clustering Algorithms for the Bipartite Stochastic Block Model},
journal={IEEE Transactions on Information Theory},
year={2022},
volume={68},
number={3},
pages={1960-1975},
doi={10.1109/TIT.2021.3130683},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85120579921&doi=10.1109%2fTIT.2021.3130683&partnerID=40&md5=3853f7db280bf27d25d1b42e3912a148},
publisher={Institute of Electrical and Electronics Engineers Inc.},
}

K-bmom: a robust lloyd-type clustering algorithm based on bootstrap median-of-means

Computational statistics and data analysis, vol. 167, 2022.

By C. Brunet-Saumard, E. Genetay, and A. Saumard

[Bibtex]

@article{Brunet-Saumard2022,
author={Brunet-Saumard, C. and Genetay, E. and Saumard, A.},
title={K-bMOM: A robust Lloyd-type clustering algorithm based on bootstrap median-of-means},
journal={Computational Statistics and Data Analysis},
year={2022},
volume={167},
doi={10.1016/j.csda.2021.107370},
art_number={107370},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85117286100&doi=10.1016%2fj.csda.2021.107370&partnerID=40&md5=e14e9ba6ad931f8653c400753eec7e5e},
publisher={Elsevier B.V.},
}

Reference values of coagulation assays performed for thrombophilia screening after a first venous thrombosis and their intra-patient associations

Thrombosis research, vol. 210, pp. 94-103, 2022.

By J. -C. Gris, É. Cochery-Nouvellon, C. Bourguignon, É. Mercier, S. Bouvier, I. Quéré, A. Perez-Martin, N. Molinari, and É. Matzner-Lober

[Bibtex]

@article{Gris202294,
author={Gris, J.-C. and Cochery-Nouvellon, É. and Bourguignon, C. and Mercier, É. and Bouvier, S. and Quéré, I. and Perez-Martin, A. and Molinari, N. and Matzner-Lober, É.},
title={Reference values of coagulation assays performed for thrombophilia screening after a first venous thrombosis and their intra-patient associations},
journal={Thrombosis Research},
year={2022},
volume={210},
pages={94-103},
doi={10.1016/j.thromres.2022.01.005},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85122764338&doi=10.1016%2fj.thromres.2022.01.005&partnerID=40&md5=fcae8f29fd02b56e15a3befcd312dd50},
publisher={Elsevier Ltd},
}

Testing for changes in the tail behavior of brown–resnick pareto processes

Stochastic processes and their applications, vol. 144, pp. 312-368, 2022.

By C. Y. Robert

[Bibtex]

@article{Robert2022312,
author={Robert, C.Y.},
title={Testing for changes in the tail behavior of Brown–Resnick Pareto processes},
journal={Stochastic Processes and their Applications},
year={2022},
volume={144},
pages={312-368},
doi={10.1016/j.spa.2021.11.009},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85120788632&doi=10.1016%2fj.spa.2021.11.009&partnerID=40&md5=22f3e1158cf02be360b5480331143a10},
publisher={Elsevier B.V.},
}

Waste-free sequential monte carlo

Journal of the royal statistical society. series b: statistical methodology, vol. 84, iss. 1, pp. 114-148, 2022.

By H. -D. Dau and N. Chopin

[Bibtex]

@article{Dau2022114,
author={Dau, H.-D. and Chopin, N.},
title={Waste-free sequential Monte Carlo},
journal={Journal of the Royal Statistical Society. Series B: Statistical Methodology},
year={2022},
volume={84},
number={1},
pages={114-148},
doi={10.1111/rssb.12475},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85118990729&doi=10.1111%2frssb.12475&partnerID=40&md5=b74c66e506fe64860d80b11247ae5146},
publisher={John Wiley and Sons Inc},
}

Optimal detection of the feature matching map in presence of noise and outliers

Electronic journal of statistics, vol. 16, iss. 2, pp. 5720-5750, 2022.

By T. Galstyan, A. Minasyan, and A. S. Dalalyan

[Bibtex]

@article{Galstyan20225720,
author={Galstyan, T. and Minasyan, A. and Dalalyan, A.S.},
title={Optimal detection of the feature matching map in presence of noise and outliers},
journal={Electronic Journal of Statistics},
year={2022},
volume={16},
number={2},
pages={5720-5750},
doi={10.1214/22-EJS2076},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85140829908&doi=10.1214%2f22-EJS2076&partnerID=40&md5=04bd58a4824afadb06bcbf472862b9c5},
publisher={Institute of Mathematical Statistics},
}

When are google data useful to nowcast gdp? an approach via preselection and shrinkage

Journal of business and economic statistics, , 2022.

By L. Ferrara and A. Simoni

[Bibtex]

@article{Ferrara2022,
author={Ferrara, L. and Simoni, A.},
title={When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage},
journal={Journal of Business and Economic Statistics},
year={2022},
doi={10.1080/07350015.2022.2116025},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85139942216&doi=10.1080%2f07350015.2022.2116025&partnerID=40&md5=c13433c7f1e3cd804d40ade3a052389f},
publisher={Taylor and Francis Ltd.},
}

50 shades of bayesian testing of hypotheses☆

Handbook of statistics, vol. 47, pp. 103-120, 2022.

By C. P. Robert

[Bibtex]

@article{Robert2022103,
author={Robert, C.P.},
title={50 shades of Bayesian testing of hypotheses☆},
journal={Handbook of Statistics},
year={2022},
volume={47},
pages={103-120},
doi={10.1016/bs.host.2022.06.003},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85134676681&doi=10.1016%2fbs.host.2022.06.003&partnerID=40&md5=b89a9a2afbf7f6a6dff0db22be8d6be2},
publisher={Elsevier B.V.},
}

On the complexity of approximating multimarginal optimal transport

Journal of machine learning research, vol. 23, 2022.

By T. Lin, N. Ho, M. Cuturi, and M. I. Jordan

[Bibtex]

@article{Lin2022,
author={Lin, T. and Ho, N. and Cuturi, M. and Jordan, M.I.},
title={On the Complexity of Approximating Multimarginal Optimal Transport},
journal={Journal of Machine Learning Research},
year={2022},
volume={23},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85130339089&partnerID=40&md5=2cfb89befa99c52d8d188a9b355765e8},
publisher={Microtome Publishing},
}

Estimation of copulas via maximum mean discrepancy

Journal of the american statistical association, , 2022.

By P. Alquier, B. -E. Chérief-Abdellatif, A. Derumigny, and J. -D. Fermanian

[Bibtex]

@article{Alquier2022,
author={Alquier, P. and Chérief-Abdellatif, B.-E. and Derumigny, A. and Fermanian, J.-D.},
title={Estimation of Copulas via Maximum Mean Discrepancy},
journal={Journal of the American Statistical Association},
year={2022},
doi={10.1080/01621459.2021.2024836},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85129125328&doi=10.1080%2f01621459.2021.2024836&partnerID=40&md5=7e6a0a313d17652a8fbe29f4f3efe4f1},
publisher={American Statistical Association},
}

Utility/privacy trade-off as regularized optimal transport

Mathematical programming, , 2022.

By E. Boursier and V. Perchet

[Bibtex]

@article{Boursier2022,
author={Boursier, E. and Perchet, V.},
title={Utility/privacy trade-off as regularized optimal transport},
journal={Mathematical Programming},
year={2022},
doi={10.1007/s10107-022-01811-w},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85128791536&doi=10.1007%2fs10107-022-01811-w&partnerID=40&md5=5a350071bfdb2062873f08b9b3263857},
publisher={Springer Science and Business Media Deutschland GmbH},
}

Composite bias-reduced lp-quantile-based estimators of extreme quantiles and expectiles

Canadian journal of statistics, , 2022.

By G. Stupfler and A. Usseglio-Carleve

[Bibtex]

@article{Stupfler2022,
author={Stupfler, G. and Usseglio-Carleve, A.},
title={Composite bias-reduced Lp-quantile-based estimators of extreme quantiles and expectiles},
journal={Canadian Journal of Statistics},
year={2022},
doi={10.1002/cjs.11703},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85128175866&doi=10.1002%2fcjs.11703&partnerID=40&md5=df7220f0407b2d2dd6189e7a1dbc22a5},
publisher={Statistical Society of Canada},
}

Garch-ugh: a bias-reduced approach for dynamic extreme value-at-risk estimation in financial time series

Quantitative finance, vol. 22, iss. 7, pp. 1277-1294, 2022.

By H. Kaibuchi, Y. Kawasaki, and G. Stupfler

[Bibtex]

@article{Kaibuchi20221277,
author={Kaibuchi, H. and Kawasaki, Y. and Stupfler, G.},
title={GARCH-UGH: a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series},
journal={Quantitative Finance},
year={2022},
volume={22},
number={7},
pages={1277-1294},
doi={10.1080/14697688.2022.2048061},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85127223010&doi=10.1080%2f14697688.2022.2048061&partnerID=40&md5=a63d0452f6edc6d6ab59b788c7393236},
publisher={Routledge},
}

Learning the smoothness of noisy curves with application to online curve estimation

Electronic journal of statistics, vol. 16, iss. 1, pp. 1485-1560, 2022.

By S. Golovkine, N. Klutchnikoff, and V. Patilea

[Bibtex]

@article{Golovkine20221485,
author={Golovkine, S. and Klutchnikoff, N. and Patilea, V.},
title={Learning the smoothness of noisy curves with application to online curve estimation},
journal={Electronic Journal of Statistics},
year={2022},
volume={16},
number={1},
pages={1485-1560},
doi={10.1214/22-EJS1997},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85126815475&doi=10.1214%2f22-EJS1997&partnerID=40&md5=24be1ab01c72bdcc8f0787279d365eb2},
publisher={Institute of Mathematical Statistics},
}

Functional estimation of extreme conditional expectiles

Econometrics and statistics, vol. 21, pp. 131-158, 2022.

By S. Girard, G. Stupfler, and A. Usseglio-Carleve

[Bibtex]

@article{Girard2022131,
author={Girard, S. and Stupfler, G. and Usseglio-Carleve, A.},
title={Functional estimation of extreme conditional expectiles},
journal={Econometrics and Statistics},
year={2022},
volume={21},
pages={131-158},
doi={10.1016/j.ecosta.2021.05.006},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85110498627&doi=10.1016%2fj.ecosta.2021.05.006&partnerID=40&md5=f8661a3d0e34f402fc30b9dddf6148f5},
publisher={Elsevier B.V.},
}

Collaborative insurance with stop-loss protection and team partitioning

North american actuarial journal, vol. 26, iss. 1, pp. 143-160, 2022.

By M. Denuit and C. Y. Robert

[Bibtex]

@article{Denuit2022143,
author={Denuit, M. and Robert, C.Y.},
title={Collaborative Insurance with Stop-Loss Protection and Team Partitioning},
journal={North American Actuarial Journal},
year={2022},
volume={26},
number={1},
pages={143-160},
doi={10.1080/10920277.2020.1855199},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85101358377&doi=10.1080%2f10920277.2020.1855199&partnerID=40&md5=93e8e7a28e9058c146fab660c5ccbd8f},
publisher={Routledge},
}

2021

By N. Schreuder, V. Brune, and A. S. Dalalyan,
“Statistical guarantees for generative models without domination,” in Algorithmic learning theory, Proceedings of machine learning research pmlr, [place of publication not identified], 2021, vol. 132, p. 21.

[Bibtex]

@incollection {MR4227353,
author={Schreuder, Nicolas and Brune, Victor-Emmanuel and Dalalyan, Arnak S.},
title={Statistical guarantees for generative models without domination},
booktitle={Algorithmic learning theory},
series={Proc. Mach. Learn. Res. (PMLR)},
volume={132},
pages={21},
publisher={Proceedings of Machine Learning Research PMLR, [place of
publication not identified]},
year={2021},
url={https://proceedings.mlr.press/v132/schreuder21a.html},
}

Adaptive robust estimation in sparse vector model

The annals of statistics, vol. 49, iss. 3, p. 1347–1377, 2021.

By L. Comminges, O. Collier, M. Ndaoud, and A. B. Tsybakov

[Bibtex]

@article{comminges2021adaptive,
title={Adaptive robust estimation in sparse vector model},
author={Comminges, Laetitia and Collier, Olivier and Ndaoud, Mohamed and Tsybakov, Alexandre B},
journal={The Annals of Statistics},
volume={49},
number={3},
pages={1347--1377},
year={2021},
publisher={Institute of Mathematical Statistics},
issn={0090-5364},
doi={10.1214/20-AOS2002},
sici={0090-5364(2021)49:3<1347:AREISV>2.0.CO;2-H},
url={https://arxiv.org/pdf/1802.04230.pdf},
}

Iterations of dependent random maps and exogeneity in nonlinear dynamics

Econometric theory, vol. 37, iss. 6, pp. 1135-1172, 2021.

By Z. M. Debaly and L. Truquet

[Bibtex]

@article{Debaly20211135,
author={Debaly, Z.M. and Truquet, L.},
title={Iterations of Dependent Random Maps and Exogeneity in Nonlinear Dynamics},
journal={Econometric Theory},
year={2021},
volume={37},
number={6},
pages={1135-1172},
doi={10.1017/S0266466620000559},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85100584933&doi=10.1017%2fS0266466620000559&partnerID=40&md5=a28cd7086e931ad192bfb0f358fd70da},
publisher={Cambridge University Press},
}

Revisiting identification concepts in bayesi ananalysis

Annals of economics and statistics, , iss. 144, pp. 1-38, 2021.

By J. -P. Florens and A. Simoni

[Bibtex]

@article{Florens20211,
author={Florens, J.-P. and Simoni, A.},
title={REVISITING IDENTIFICATION CONCEPTS IN BAYESI ANANALYSIS},
journal={Annals of Economics and Statistics},
year={2021},
number={144},
pages={1-38},
doi={10.15609/ANNAECONSTAT2009.144.0001},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85123639341&doi=10.15609%2fANNAECONSTAT2009.144.0001&partnerID=40&md5=3a99f2234f487e39576e785da015fccc},
publisher={GENES (Groupe des Ecoles en Economie et Statistiques)},
}

Wilks’ theorem for semiparametric regressions with weakly dependent data

Annals of statistics, vol. 49, iss. 6, pp. 3228-3254, 2021.

By M. du Roy De Chaumaray, M. Marbac, and V. Patilea

[Bibtex]

@article{duRoyDeChaumaray20213228,
author={du Roy De Chaumaray, M. and Marbac, M. and Patilea, V.},
title={WILKS’ THEOREM for SEMIPARAMETRIC REGRESSIONS with WEAKLY DEPENDENT DATA},
journal={Annals of Statistics},
year={2021},
volume={49},
number={6},
pages={3228-3254},
doi={10.1214/21-AOS2081},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85122178098&doi=10.1214%2f21-AOS2081&partnerID=40&md5=c7c4fac842a7aacab28561d475d9dd79},
publisher={Institute of Mathematical Statistics},
}

Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models

Annals of statistics, vol. 49, iss. 6, pp. 3358-3382, 2021.

By S. Girard, G. Stupfler, and A. Usseglio-Carleve

[Bibtex]

@article{Girard20213358,
author={Girard, S. and Stupfler, G. and Usseglio-Carleve, A.},
title={EXTREME CONDITIONAL EXPECTILE ESTIMATION in HEAVY-TAILED HETEROSCEDASTIC REGRESSION MODELS},
journal={Annals of Statistics},
year={2021},
volume={49},
number={6},
pages={3358-3382},
doi={10.1214/21-AOS2087},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85118868261&doi=10.1214%2f21-AOS2087&partnerID=40&md5=aaa0d1b01f57e26b794fb931394825d3},
publisher={Institute of Mathematical Statistics},
}

A note on the stability of multivariate non-linear time series with an application to time series of counts

Statistics and probability letters, vol. 179, 2021.

By Z. M. Debaly and L. Truquet

[Bibtex]

@article{Debaly2021,
author={Debaly, Z.M. and Truquet, L.},
title={A note on the stability of multivariate non-linear time series with an application to time series of counts},
journal={Statistics and Probability Letters},
year={2021},
volume={179},
doi={10.1016/j.spl.2021.109196},
art_number={109196},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85111002729&doi=10.1016%2fj.spl.2021.109196&partnerID=40&md5=ae77984fe7a8d3306ddfa53c4a08686a},
publisher={Elsevier B.V.},
}

Outlier detection in networks with missing links

Computational statistics and data analysis, vol. 164, 2021.

By S. Gaucher, O. Klopp, and G. Robin

[Bibtex]

@article{Gaucher2021,
author={Gaucher, S. and Klopp, O. and Robin, G.},
title={Outlier detection in networks with missing links},
journal={Computational Statistics and Data Analysis},
year={2021},
volume={164},
doi={10.1016/j.csda.2021.107308},
art_number={107308},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85108876315&doi=10.1016%2fj.csda.2021.107308&partnerID=40&md5=f7cb3dcfa59e94350fdd7b9321b64711},
publisher={Elsevier B.V.},
}

Can t2-weighted dixon fat-only images replace t1-weighted images in degenerative disc disease with modic changes on lumbar spine mri?

European radiology, vol. 31, iss. 12, pp. 9380-9389, 2021.

By S. Yang, L. Lassalle, A. Mekki, G. Appert, F. Rannou, C. Nguyen, M. -M. Lefèvre-Colau, C. Mutschler, J. -L. Drapé, and A. Feydy

[Bibtex]

@article{Yang20219380,
author={Yang, S. and Lassalle, L. and Mekki, A. and Appert, G. and Rannou, F. and Nguyen, C. and Lefèvre-Colau, M.-M. and Mutschler, C. and Drapé, J.-L. and Feydy, A.},
title={Can T2-weighted Dixon fat-only images replace T1-weighted images in degenerative disc disease with Modic changes on lumbar spine MRI?},
journal={European Radiology},
year={2021},
volume={31},
number={12},
pages={9380-9389},
doi={10.1007/s00330-021-07946-2},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85106274922&doi=10.1007%2fs00330-021-07946-2&partnerID=40&md5=d6b4152cb05075825372281113b18f60},
publisher={Springer Science and Business Media Deutschland GmbH},
}

Maximum likelihood estimation of sparse networks with missing observations

Journal of statistical planning and inference, vol. 215, pp. 299-329, 2021.

By S. Gaucher and O. Klopp

[Bibtex]

@article{Gaucher2021299,
author={Gaucher, S. and Klopp, O.},
title={Maximum likelihood estimation of sparse networks with missing observations},
journal={Journal of Statistical Planning and Inference},
year={2021},
volume={215},
pages={299-329},
doi={10.1016/j.jspi.2021.04.003},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85105296784&doi=10.1016%2fj.jspi.2021.04.003&partnerID=40&md5=2d38c0f958500f31773885f9aaa08fbc},
publisher={Elsevier B.V.},
}

Constant payoff in zero-sum stochastic games

Annales de l’institut henri poincare (b) probability and statistics, vol. 57, iss. 4, pp. 1888-1900, 2021.

By O. Catoni, M. Oliu-Barton, and B. Ziliotto

[Bibtex]

@article{Catoni20211888,
author={Catoni, O. and Oliu-Barton, M. and Ziliotto, B.},
title={Constant payoff in zero-sum stochastic games},
journal={Annales de l'institut Henri Poincare (B) Probability and Statistics},
year={2021},
volume={57},
number={4},
pages={1888-1900},
doi={10.1214/20-AIHP1146},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85118229246&doi=10.1214%2f20-AIHP1146&partnerID=40&md5=fde64a2613d49018e9baa4562a87401d},
publisher={Institute of Mathematical Statistics},
}

Corrigendum and addendum to “from risk sharing to pure premium for a large number of heterogeneous losses” [insurance: mathematics and economics 96 (2021) 116–126](s0167668720301566)(10.1016/j.insmatheco.2020.11.006)

Insurance: mathematics and economics, vol. 101, pp. 640-644, 2021.

By M. Denuit and C. Y. Robert

[Bibtex]

@article{Denuit2021640,
author={Denuit, M. and Robert, C.Y.},
title={Corrigendum and addendum to “From risk sharing to pure premium for a large number of heterogeneous losses” [Insurance: Mathematics and Economics 96 (2021) 116–126](S0167668720301566)(10.1016/j.insmatheco.2020.11.006)},
journal={Insurance: Mathematics and Economics},
year={2021},
volume={101},
pages={640-644},
doi={10.1016/j.insmatheco.2021.09.002},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85115371188&doi=10.1016%2fj.insmatheco.2021.09.002&partnerID=40&md5=32ab536964ba76afedf7e6b3f05ff9a2},
publisher={Elsevier B.V.},
}

Efron’s asymptotic monotonicity property in the gaussian stable domain of attraction

Journal of multivariate analysis, vol. 186, 2021.

By M. Denuit and C. Y. Robert

[Bibtex]

@article{Denuit2021,
author={Denuit, M. and Robert, C.Y.},
title={Efron's asymptotic monotonicity property in the Gaussian stable domain of attraction},
journal={Journal of Multivariate Analysis},
year={2021},
volume={186},
doi={10.1016/j.jmva.2021.104803},
art_number={104803},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85114086981&doi=10.1016%2fj.jmva.2021.104803&partnerID=40&md5=4204d91dc859f2e480f38e8af30aee73},
publisher={Academic Press Inc.},
}

Finite sample improvement of akaike’s information criterion

Ieee transactions on information theory, vol. 67, iss. 10, pp. 6328-6343, 2021.

By A. Saumard and F. Navarro

[Bibtex]

@article{Saumard20216328,
author={Saumard, A. and Navarro, F.},
title={Finite Sample Improvement of Akaike's Information Criterion},
journal={IEEE Transactions on Information Theory},
year={2021},
volume={67},
number={10},
pages={6328-6343},
doi={10.1109/TIT.2021.3094770},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85112597936&doi=10.1109%2fTIT.2021.3094770&partnerID=40&md5=44c56fb8a559860ee24a1d804f2884b6},
publisher={Institute of Electrical and Electronics Engineers Inc.},
}

Equivalent models for observables under the assumption of missing at random

Econometrics and statistics, vol. 20, pp. 153-165, 2021.

By M. Hristache and V. Patilea

[Bibtex]

@article{Hristache2021153,
author={Hristache, M. and Patilea, V.},
title={Equivalent models for observables under the assumption of missing at random},
journal={Econometrics and Statistics},
year={2021},
volume={20},
pages={153-165},
doi={10.1016/j.ecosta.2020.03.002},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85086123300&doi=10.1016%2fj.ecosta.2020.03.002&partnerID=40&md5=bf2ce1255d18a5f8bdbbf434af90cd21},
publisher={Elsevier B.V.},
}

Stop-loss protection for a large p2p insurance pool

Insurance: mathematics and economics, vol. 100, pp. 210-233, 2021.

By M. Denuit and C. Y. Robert

[Bibtex]

@article{Denuit2021210,
author={Denuit, M. and Robert, C.Y.},
title={Stop-loss protection for a large P2P insurance pool},
journal={Insurance: Mathematics and Economics},
year={2021},
volume={100},
pages={210-233},
doi={10.1016/j.insmatheco.2021.05.007},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85107650649&doi=10.1016%2fj.insmatheco.2021.05.007&partnerID=40&md5=dd27790686272d84c534c8a274c9d013},
publisher={Elsevier B.V.},
}

A likelihood-based approach for cure regression models

Test, vol. 30, iss. 3, pp. 693-712, 2021.

By K. Burke and V. Patilea

[Bibtex]

@article{Burke2021693,
author={Burke, K. and Patilea, V.},
title={A likelihood-based approach for cure regression models},
journal={Test},
year={2021},
volume={30},
number={3},
pages={693-712},
doi={10.1007/s11749-020-00738-8},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85096443392&doi=10.1007%2fs11749-020-00738-8&partnerID=40&md5=543ff14ba033b74baed0e6a8b6737788},
publisher={Springer Science and Business Media Deutschland GmbH},
}

Rao–blackwellisation in the markov chain monte carlo era

International statistical review, vol. 89, iss. 2, pp. 237-249, 2021.

By C. P. Robert and G. Roberts

[Bibtex]

@article{Robert2021237,
author={Robert, C.P. and Roberts, G.},
title={Rao–Blackwellisation in the Markov Chain Monte Carlo Era},
journal={International Statistical Review},
year={2021},
volume={89},
number={2},
pages={237-249},
doi={10.1111/insr.12463},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85111321223&doi=10.1111%2finsr.12463&partnerID=40&md5=98766c41835ca302f3a67018a033215c},
publisher={International Statistical Institute},
}

Risk sharing under the dominant peer-to-peer property and casualty insurance business models

Risk management and insurance review, vol. 24, iss. 2, pp. 181-205, 2021.

By M. Denuit and C. Y. Robert

[Bibtex]

@article{Denuit2021181,
author={Denuit, M. and Robert, C.Y.},
title={Risk sharing under the dominant peer-to-peer property and casualty insurance business models},
journal={Risk Management and Insurance Review},
year={2021},
volume={24},
number={2},
pages={181-205},
doi={10.1111/rmir.12180},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85107389774&doi=10.1111%2frmir.12180&partnerID=40&md5=3b6b4cb7924b1369b4d97e755097cedd},
publisher={Blackwell Publishing Ltd},
}

Data-driven thresholding in denoising with spectral graph wavelet transform

Journal of computational and applied mathematics, vol. 389, 2021.

By B. de Loynes, F. Navarro, and B. Olivier

[Bibtex]

@article{deLoynes2021,
author={de Loynes, B. and Navarro, F. and Olivier, B.},
title={Data-driven thresholding in denoising with Spectral Graph Wavelet Transform},
journal={Journal of Computational and Applied Mathematics},
year={2021},
volume={389},
doi={10.1016/j.cam.2020.113319},
art_number={113319},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85098696939&doi=10.1016%2fj.cam.2020.113319&partnerID=40&md5=9a601579cfc0ee13fdb9bbe3120ee24d},
publisher={Elsevier B.V.},
}

Estimation of convex supports from noisy measurements

Bernoulli, vol. 27, iss. 2, pp. 772-793, 2021.

By V. -E. Brunel, J. M. Klusowski, and D. Yang

[Bibtex]

@article{Brunel2021772,
author={Brunel, V.-E. and Klusowski, J.M. and Yang, D.},
title={Estimation of convex supports from noisy measurements},
journal={Bernoulli},
year={2021},
volume={27},
number={2},
pages={772-793},
doi={10.3150/20-BEJ1229},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85104368009&doi=10.3150%2f20-BEJ1229&partnerID=40&md5=39202b22abc1d908cd9b2fa88bd8d3dc},
publisher={International Statistical Institute},
}

Bayesian midas penalized regressions: estimation, selection, and prediction

Journal of econometrics, vol. 222, iss. 1, pp. 833-860, 2021.

By M. Mogliani and A. Simoni

[Bibtex]

@article{Mogliani2021833,
author={Mogliani, M. and Simoni, A.},
title={Bayesian MIDAS penalized regressions: Estimation, selection, and prediction},
journal={Journal of Econometrics},
year={2021},
volume={222},
number={1},
pages={833-860},
doi={10.1016/j.jeconom.2020.07.022},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85089457836&doi=10.1016%2fj.jeconom.2020.07.022&partnerID=40&md5=a98b0f3a7bb20af6b2bcfa0b059b02f0},
publisher={Elsevier Ltd},
}

Hierarchical copulas with archimedean blocks and asymmetric between-block pairs

Computational statistics and data analysis, vol. 154, 2021.

By I. Chaoubi, H. Cossette, E. Marceau, and C. Y. Robert

[Bibtex]

@article{Chaoubi2021,
author={Chaoubi, I. and Cossette, H. and Marceau, E. and Robert, C.Y.},
title={Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs},
journal={Computational Statistics and Data Analysis},
year={2021},
volume={154},
doi={10.1016/j.csda.2020.107071},
art_number={107071},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85090551004&doi=10.1016%2fj.csda.2020.107071&partnerID=40&md5=c51eeabd67c4ee71c56ef51bc5e19a04},
publisher={Elsevier B.V.},
}

Adaptive tuning of hamiltonian monte carlo within sequential monte carlo

Bayesian analysis, vol. 16, iss. 3, pp. 745-771, 2021.

By A. Buchholz, N. Chopin, and P. E. Jacob

[Bibtex]

@article{Buchholz2021745,
author={Buchholz, A. and Chopin, N. and Jacob, P.E.},
title={Adaptive Tuning of Hamiltonian Monte Carlo Within Sequential Monte Carlo},
journal={Bayesian Analysis},
year={2021},
volume={16},
number={3},
pages={745-771},
doi={10.1214/20-BA1222},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85114370324&doi=10.1214%2f20-BA1222&partnerID=40&md5=3aabc50c93f9911c2ebdfc92b2bc1fea},
publisher={International Society for Bayesian Analysis},
}

Deep k-svd denoising

Ieee transactions on image processing, vol. 30, pp. 5944-5955, 2021.

By M. Scetbon, M. Elad, and P. Milanfar

[Bibtex]

@article{Scetbon20215944,
author={Scetbon, M. and Elad, M. and Milanfar, P.},
title={Deep K-SVD denoising},
journal={IEEE Transactions on Image Processing},
year={2021},
volume={30},
pages={5944-5955},
doi={10.1109/TIP.2021.3090531},
art_number={9464674},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85111788409&doi=10.1109%2fTIP.2021.3090531&partnerID=40&md5=ff9310aa2dda2777b4d22648b9971aa9},
publisher={Institute of Electrical and Electronics Engineers Inc.},
}

From risk sharing to pure premium for a large number of heterogeneous losses

Insurance: mathematics and economics, vol. 96, pp. 116-126, 2021.

By M. Denuit and C. Y. Robert

[Bibtex]

@article{Denuit2021116,
author={Denuit, M. and Robert, C.Y.},
title={From risk sharing to pure premium for a large number of heterogeneous losses},
journal={Insurance: Mathematics and Economics},
year={2021},
volume={96},
pages={116-126},
doi={10.1016/j.insmatheco.2020.11.006},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85097224892&doi=10.1016%2fj.insmatheco.2020.11.006&partnerID=40&md5=7bb5adf5854867aad3e7c0cb7705e599},
publisher={Elsevier B.V.},
}

Depth for curve data and applications

Journal of the american statistical association, vol. 116, iss. 536, pp. 1881-1897, 2021.

By P. L. de Micheaux, P. Mozharovskyi, and M. Vimond

[Bibtex]

@article{deMicheaux20211881,
author={de Micheaux, P.L. and Mozharovskyi, P. and Vimond, M.},
title={Depth for Curve Data and Applications},
journal={Journal of the American Statistical Association},
year={2021},
volume={116},
number={536},
pages={1881-1897},
doi={10.1080/01621459.2020.1745815},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85083838018&doi=10.1080%2f01621459.2020.1745815&partnerID=40&md5=166934788fb39556bb6dd17a6600a74f},
publisher={American Statistical Association},
}

2020

Nonparametric estimation in a regression model with additive and multiplicative noise

Journal of computational and applied mathematics, vol. 380, 2020.

By C. Chesneau, S. El Kolei, J. Kou, and F. Navarro

[Bibtex]

@article{Chesneau2020,
author={Chesneau, C. and El Kolei, S. and Kou, J. and Navarro, F.},
title={Nonparametric estimation in a regression model with additive and multiplicative noise},
journal={Journal of Computational and Applied Mathematics},
year={2020},
volume={380},
doi={10.1016/j.cam.2020.112971},
art_number={112971},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85084834296&doi=10.1016%2fj.cam.2020.112971&partnerID=40&md5=cc96326b7a29229bbd0a186ab779cc4a},
publisher={Elsevier B.V.},
}

Deviation inequalities for random polytopes in arbitrary convex bodies

Bernoulli, vol. 26, iss. 4, pp. 2488-2502, 2020.

By V. -E. Brunel

[Bibtex]

@article{Brunel20202488,
author={Brunel, V.-E.},
title={Deviation inequalities for random polytopes in arbitrary convex bodies},
journal={Bernoulli},
year={2020},
volume={26},
number={4},
pages={2488-2502},
doi={10.3150/19-BEJ1164},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85091233993&doi=10.3150%2f19-BEJ1164&partnerID=40&md5=c9dc7590cf19496195bbcae76cd194f1},
publisher={International Statistical Institute},
}

Feasibility of type 3 polygraphy for evaluating leak determinants in cpap-treated osa patients: a step toward personalized leak management

Chest, vol. 158, iss. 5, pp. 2165-2171, 2020.

By M. Lebret, D. Jaffuel, C. M. Suehs, J. -P. Mallet, L. Lambert, M. -C. Rotty, J. -L. Pépin, E. Matzner-Lober, N. Molinari, and J. -C. Borel

[Bibtex]

@article{Lebret20202165,
author={Lebret, M. and Jaffuel, D. and Suehs, C.M. and Mallet, J.-P. and Lambert, L. and Rotty, M.-C. and Pépin, J.-L. and Matzner-Lober, E. and Molinari, N. and Borel, J.-C.},
title={Feasibility of Type 3 Polygraphy for Evaluating Leak Determinants in CPAP-Treated OSA Patients: A Step Toward Personalized Leak Management},
journal={Chest},
year={2020},
volume={158},
number={5},
pages={2165-2171},
doi={10.1016/j.chest.2020.05.593},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85093966743&doi=10.1016%2fj.chest.2020.05.593&partnerID=40&md5=e41150dbe62d9e58db9229576a085b2a},
publisher={Elsevier Inc.},
}

Ill-posed estimation in high-dimensional models with instrumental variables

Journal of econometrics, vol. 219, iss. 1, pp. 171-200, 2020.

By C. Breunig, E. Mammen, and A. Simoni

[Bibtex]

@article{Breunig2020171,
author={Breunig, C. and Mammen, E. and Simoni, A.},
title={Ill-posed estimation in high-dimensional models with instrumental variables},
journal={Journal of Econometrics},
year={2020},
volume={219},
number={1},
pages={171-200},
doi={10.1016/j.jeconom.2020.04.043},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85089256045&doi=10.1016%2fj.jeconom.2020.04.043&partnerID=40&md5=a9717e8ba0cad53354e439a51428845d},
publisher={Elsevier Ltd},
}

Multi-subject meg/eeg source imaging with sparse multi-task regression

Neuroimage, vol. 220, 2020.

By H. Janati, T. Bazeille, B. Thirion, M. Cuturi, and A. Gramfort

[Bibtex]

@article{Janati2020,
author={Janati, H. and Bazeille, T. and Thirion, B. and Cuturi, M. and Gramfort, A.},
title={Multi-subject MEG/EEG source imaging with sparse multi-task regression},
journal={NeuroImage},
year={2020},
volume={220},
doi={10.1016/j.neuroimage.2020.116847},
art_number={116847},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85088874247&doi=10.1016%2fj.neuroimage.2020.116847&partnerID=40&md5=d939ff0574dd2a859ae9542563eb8d4d},
publisher={Academic Press Inc.},
}

Interobserver agreement issues in radiology

Diagnostic and interventional imaging, vol. 101, iss. 10, pp. 639-641, 2020.

By M. Benchoufi, E. Matzner-Lober, N. Molinari, A. -S. Jannot, and P. Soyer

[Bibtex]

@article{Benchoufi2020639,
author={Benchoufi, M. and Matzner-Lober, E. and Molinari, N. and Jannot, A.-S. and Soyer, P.},
title={Interobserver agreement issues in radiology},
journal={Diagnostic and Interventional Imaging},
year={2020},
volume={101},
number={10},
pages={639-641},
doi={10.1016/j.diii.2020.09.001},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85091058192&doi=10.1016%2fj.diii.2020.09.001&partnerID=40&md5=96fd42ad8c18c8031a3f741d458fe8c2},
publisher={Elsevier Masson s.r.l.},
}

Large-loss behavior of conditional mean risk sharing

Astin bulletin, vol. 50, iss. 3, pp. 1093-1122, 2020.

By M. Denuit and C. Y. Robert

[Bibtex]

@article{Denuit20201093,
author={Denuit, M. and Robert, C.Y.},
title={Large-loss behavior of conditional mean risk sharing},
journal={ASTIN Bulletin},
year={2020},
volume={50},
number={3},
pages={1093-1122},
doi={10.1017/asb.2020.23},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85091790468&doi=10.1017%2fasb.2020.23&partnerID=40&md5=8d056a216e6b2e5d3a60d32a6b120458},
publisher={Cambridge University Press},
}

Efficient volatility estimation in a two-factor model

Scandinavian journal of statistics, vol. 47, iss. 3, pp. 862-898, 2020.

By O. Féron, P. Gruet, and M. Hoffmann

[Bibtex]

@article{Féron2020862,
author={Féron, O. and Gruet, P. and Hoffmann, M.},
title={Efficient volatility estimation in a two-factor model},
journal={Scandinavian Journal of Statistics},
year={2020},
volume={47},
number={3},
pages={862-898},
doi={10.1111/sjos.12431},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85076776877&doi=10.1111%2fsjos.12431&partnerID=40&md5=f3d95a5f825b45a3bc3f4aa21d54e9ca},
publisher={Blackwell Publishing Ltd},
}

Local differential privacy: elbow effect in optimal density estimation and adaptation over besov ellipsoids

Bernoulli, vol. 26, iss. 3, pp. 1727-1764, 2020.

By C. Butucea, A. Dubois, M. Kroll, and A. Saumard

[Bibtex]

@article{Butucea20201727,
author={Butucea, C. and Dubois, A. and Kroll, M. and Saumard, A.},
title={Local differential privacy: Elbow effect in optimal density estimation and adaptation over Besov ellipsoids},
journal={Bernoulli},
year={2020},
volume={26},
number={3},
pages={1727-1764},
doi={10.3150/19-BEJ1165},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85091187918&doi=10.3150%2f19-BEJ1165&partnerID=40&md5=a553a71ab70c97f6dfa365d2aa4af54b},
publisher={International Statistical Institute},
}

Kernel and wavelet density estimators on manifolds and more general metric spaces

Bernoulli, vol. 26, iss. 3, pp. 1832-1862, 2020.

By G. Cleanthous, A. G. Georgiadis, G. Kerkyacharian, P. Petrushev, and D. Picard

[Bibtex]

@article{Cleanthous20201832,
author={Cleanthous, G. and Georgiadis, A.G. and Kerkyacharian, G. and Petrushev, P. and Picard, D.},
title={Kernel and wavelet density estimators on manifolds and more general metric spaces},
journal={Bernoulli},
year={2020},
volume={26},
number={3},
pages={1832-1862},
doi={10.3150/19-BEJ1171},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85091173450&doi=10.3150%2f19-BEJ1171&partnerID=40&md5=55aa1119db6925c6baa6e8c5eacf011c},
publisher={International Statistical Institute},
}

On sampling from a log-concave density using kinetic langevin diffusions

Bernoulli, vol. 26, iss. 3, pp. 1956-1988, 2020.

By A. S. Dalalyan and L. Riou-Durand

[Bibtex]

@article{Dalalyan20201956,
author={Dalalyan, A.S. and Riou-Durand, L.},
title={On sampling from a log-concave density using kinetic Langevin diffusions},
journal={Bernoulli},
year={2020},
volume={26},
number={3},
pages={1956-1988},
doi={10.3150/19-BEJ1178},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85091155335&doi=10.3150%2f19-BEJ1178&partnerID=40&md5=170cd248a1b45eb650ce382d250f1ca2},
publisher={International Statistical Institute},
}

On estimation of nonsmooth functionals of sparse normal means

Bernoulli, vol. 26, iss. 3, pp. 1989-2020, 2020.

By O. Collier, L. Comminges, and A. B. Tsybakov

[Bibtex]

@article{Collier20201989,
author={Collier, O. and Comminges, L. and Tsybakov, A.B.},
title={On estimation of nonsmooth functionals of sparse normal means},
journal={Bernoulli},
year={2020},
volume={26},
number={3},
pages={1989-2020},
doi={10.3150/19-BEJ1180},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85091139630&doi=10.3150%2f19-BEJ1180&partnerID=40&md5=f55115f95e7e0a5f5019d7f0e5818c0a},
publisher={International Statistical Institute},
}

Correction to: robust classification via mom minimization (machine learning, (2020), 109, 8, (1635-1665), 10.1007/s10994-019-05863-6)

Machine learning, vol. 109, iss. 8, p. 1667, 2020.

By G. Lecue, M. Lerasle, and T. Mathieu

[Bibtex]

@article{Lecue20201667,
author={Lecue, G. and Lerasle, M. and Mathieu, T.},
title={Correction to: Robust classification via MOM minimization (Machine Learning, (2020), 109, 8, (1635-1665), 10.1007/s10994-019-05863-6)},
journal={Machine Learning},
year={2020},
volume={109},
number={8},
pages={1667},
doi={10.1007/s10994-020-05885-5},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85086040466&doi=10.1007%2fs10994-020-05885-5&partnerID=40&md5=58f7c72df183dc7f334d256c519d6724},
publisher={Springer},
}

Robust classification via mom minimization

Machine learning, vol. 109, iss. 8, pp. 1635-1665, 2020.

By G. Lecue, M. Lerasle, and T. Mathieu

[Bibtex]

@article{Lecue20201635,
author={Lecue, G. and Lerasle, M. and Mathieu, T.},
title={Robust classification via MOM minimization},
journal={Machine Learning},
year={2020},
volume={109},
number={8},
pages={1635-1665},
doi={10.1007/s10994-019-05863-6},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85084219419&doi=10.1007%2fs10994-019-05863-6&partnerID=40&md5=1937702a4df26d81545bbe6a650df72f},
publisher={Springer},
}

Main effects and interactions in mixed and incomplete data frames

Journal of the american statistical association, vol. 115, iss. 531, pp. 1292-1303, 2020.

By G. Robin, O. Klopp, J. Josse, É. Moulines, and R. Tibshirani

[Bibtex]

@article{Robin20201292,
author={Robin, G. and Klopp, O. and Josse, J. and Moulines, É. and Tibshirani, R.},
title={Main Effects and Interactions in Mixed and Incomplete Data Frames},
journal={Journal of the American Statistical Association},
year={2020},
volume={115},
number={531},
pages={1292-1303},
doi={10.1080/01621459.2019.1623041},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85068082228&doi=10.1080%2f01621459.2019.1623041&partnerID=40&md5=cf35feb927ec6e593c12639e037de027},
publisher={American Statistical Association},
}

Prediction of tumor grade and lymphovascular space invasion in endometrial adenocarcinoma with mr imaging-based radiomic analysis

Diagnostic and interventional imaging, vol. 101, iss. 6, pp. 401-411, 2020.

By M. Bereby-Kahane, R. Dautry, E. Matzner-Lober, F. Cornelis, D. Sebbag-Sfez, V. Place, M. Mezzadri, P. Soyer, and A. Dohan

[Bibtex]

@article{Bereby-Kahane2020401,
author={Bereby-Kahane, M. and Dautry, R. and Matzner-Lober, E. and Cornelis, F. and Sebbag-Sfez, D. and Place, V. and Mezzadri, M. and Soyer, P. and Dohan, A.},
title={Prediction of tumor grade and lymphovascular space invasion in endometrial adenocarcinoma with MR imaging-based radiomic analysis},
journal={Diagnostic and Interventional Imaging},
year={2020},
volume={101},
number={6},
pages={401-411},
doi={10.1016/j.diii.2020.01.003},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85078978252&doi=10.1016%2fj.diii.2020.01.003&partnerID=40&md5=971ed7bdc064d3ef54ccc078cc63f6ce},
publisher={Elsevier Masson SAS},
}

Optimal variable selection and adaptive noisy compressed sensing

Ieee transactions on information theory, vol. 66, iss. 4, pp. 2517-2532, 2020.

By M. Ndaoud and A. B. Tsybakov

[Bibtex]

@article{Ndaoud20202517,
author={Ndaoud, M. and Tsybakov, A.B.},
title={Optimal variable selection and adaptive noisy compressed sensing},
journal={IEEE Transactions on Information Theory},
year={2020},
volume={66},
number={4},
pages={2517-2532},
doi={10.1109/TIT.2020.2965738},
art_number={8955982},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85082398767&doi=10.1109%2fTIT.2020.2965738&partnerID=40&md5=bc15fcf61b4397f753eef2e54bfcbfed},
publisher={Institute of Electrical and Electronics Engineers Inc.},
}

Adaptive bayesian estimation in indirect gaussian sequence space models

Annals of economics and statistics, , iss. 137, pp. 83-116, 2020.

By J. Johannes, A. Simoni, and R. Schenk

[Bibtex]

@article{Johannes202083,
author={Johannes, J. and Simoni, A. and Schenk, R.},
title={Adaptive bayesian estimation in indirect gaussian sequence space models},
journal={Annals of Economics and Statistics},
year={2020},
number={137},
pages={83-116},
doi={10.15609/ANNAECONSTAT2009.137.0083},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85085497022&doi=10.15609%2fANNAECONSTAT2009.137.0083&partnerID=40&md5=1bbdbed3f937a9153c857950e047eb30},
publisher={GENES (Groupe des Ecoles en Economie et Statistiques)},
}

Gaussian bounds for the weighted heat kernels on the interval, ball, and simplex

Constructive approximation, vol. 51, iss. 1, pp. 73-122, 2020.

By G. Kerkyacharian, P. Petrushev, and Y. Xu

[Bibtex]

@article{Kerkyacharian202073,
author={Kerkyacharian, G. and Petrushev, P. and Xu, Y.},
title={Gaussian Bounds for the Weighted Heat Kernels on the Interval, Ball, and Simplex},
journal={Constructive Approximation},
year={2020},
volume={51},
number={1},
pages={73-122},
doi={10.1007/s00365-019-09458-1},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85063209396&doi=10.1007%2fs00365-019-09458-1&partnerID=40&md5=fde110bddced5f261e801d3168279f48},
publisher={Springer},
}

Bounding the expectation of the supremum of empirical processes indexed by hölder classes

Mathematical methods of statistics, vol. 29, iss. 1, pp. 76-86, 2020.

By N. Schreuder

[Bibtex]

@article{Schreuder202076,
author={Schreuder, N.},
title={Bounding the Expectation of the Supremum of Empirical Processes Indexed by Hölder Classes},
journal={Mathematical Methods of Statistics},
year={2020},
volume={29},
number={1},
pages={76-86},
doi={10.3103/S1066530720010056},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85113957474&doi=10.3103%2fS1066530720010056&partnerID=40&md5=a02e246fd55c82ade241acbe9a828a89},
publisher={Pleiades journals},
}

Estimating fast mean-reverting jumps in electricity market models

Esaim – probability and statistics, vol. 24, pp. 963-1002, 2020.

By T. Deschatre, O. Féron, and M. Hoffmann

[Bibtex]

@article{Deschatre2020963,
author={Deschatre, T. and Féron, O. and Hoffmann, M.},
title={Estimating fast mean-reverting jumps in electricity market models},
journal={ESAIM - Probability and Statistics},
year={2020},
volume={24},
pages={963-1002},
doi={10.1051/ps/2020027},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85098007313&doi=10.1051%2fps%2f2020027&partnerID=40&md5=3895bb4a2a7895342a70109d71c307aa},
publisher={EDP Sciences},
}

Confidence regions and minimax rates in outlier-robust estimation on the probability simplex

Electronic journal of statistics, vol. 14, iss. 2, pp. 2653-2677, 2020.

By A. -H. Bateni and A. S. Dalalyan

[Bibtex]

@article{Bateni20202653,
author={Bateni, A.-H. and Dalalyan, A.S.},
title={Confidence regions and minimax rates in outlier-robust estimation on the probability simplex},
journal={Electronic Journal of Statistics},
year={2020},
volume={14},
number={2},
pages={2653-2677},
doi={10.1214/20-EJS1731},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85088169633&doi=10.1214%2f20-EJS1731&partnerID=40&md5=fe9fb9cd08e5148bae142ae99b9217bd},
publisher={Institute of Mathematical Statistics},
}

Exponential weights in multivariate regression and a low-rankness favoring prior

Annales de l’institut henri poincare (b) probability and statistics, vol. 56, iss. 2, pp. 1465-1483, 2020.

By A. S. Dalalyan

[Bibtex]

@article{Dalalyan20201465,
author={Dalalyan, A.S.},
title={Exponential weights in multivariate regression and a low-rankness favoring prior},
journal={Annales de l'institut Henri Poincare (B) Probability and Statistics},
year={2020},
volume={56},
number={2},
pages={1465-1483},
doi={10.1214/19-AIHP1010},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85082518536&doi=10.1214%2f19-AIHP1010&partnerID=40&md5=88723744a0472d1726f079dbaf4c47ea},
publisher={Institute of Mathematical Statistics},
}

A computational approach for detecting micro-domains and confinement domains in cells: a simulation study

Physical biology, vol. 17, iss. 2, 2020.

By V. Briane, A. Salomon, M. Vimond, and C. Kervrann

[Bibtex]

@article{Briane2020,
author={Briane, V. and Salomon, A. and Vimond, M. and Kervrann, C.},
title={A computational approach for detecting micro-domains and confinement domains in cells: A simulation study},
journal={Physical Biology},
year={2020},
volume={17},
number={2},
doi={10.1088/1478-3975/ab5e1d},
art_number={025002},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85079344581&doi=10.1088%2f1478-3975%2fab5e1d&partnerID=40&md5=88ef191c65d60f6df077ce0d12a01bf1},
publisher={Institute of Physics Publishing},
}

A sequential algorithm to detect diffusion switching along intracellular particle trajectories

Bioinformatics, vol. 36, iss. 1, pp. 317-329, 2020.

By V. Briane, M. Vimond, C. A. Valades-Cruz, A. Salomon, C. Wunder, and C. Kervrann

[Bibtex]

@article{Briane2020317,
author={Briane, V. and Vimond, M. and Valades-Cruz, C.A. and Salomon, A. and Wunder, C. and Kervrann, C.},
title={A sequential algorithm to detect diffusion switching along intracellular particle trajectories},
journal={Bioinformatics},
year={2020},
volume={36},
number={1},
pages={317-329},
doi={10.1093/bioinformatics/btz489},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85077791629&doi=10.1093%2fbioinformatics%2fbtz489&partnerID=40&md5=e0496f471825f4c04615233d99759cb3},
publisher={Oxford University Press},
}

2019

Statistical inference for structured high-dimensional models

Oberwolfach reports, vol. 15, iss. 1, p. 591–630, 2019.

By A. Juditsky, A. B. Tsybakov, and C. Zhang

[Bibtex]

@article{juditsky2019statistical,
title={Statistical Inference for Structured High-dimensional Models},
author={Juditsky, Anatoli and Tsybakov, Alexandre B and Zhang, Cun-Hui},
journal={Oberwolfach Reports},
volume={15},
number={1},
pages={591--630},
year={2019},
}

Atomic and molecular decomposition of homogeneous spaces of distributions associated to non-negative self-adjoint operators

Journal of fourier analysis and applications, vol. 25, iss. 6, pp. 3259-3309, 2019.

By A. G. Georgiadis, G. Kerkyacharian, G. Kyriazis, and P. Petrushev

[Bibtex]

@article{Georgiadis20193259,
author={Georgiadis, A.G. and Kerkyacharian, G. and Kyriazis, G. and Petrushev, P.},
title={Atomic and Molecular Decomposition of Homogeneous Spaces of Distributions Associated to Non-negative Self-Adjoint Operators},
journal={Journal of Fourier Analysis and Applications},
year={2019},
volume={25},
number={6},
pages={3259-3309},
doi={10.1007/s00041-019-09702-z},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85074014607&doi=10.1007%2fs00041-019-09702-z&partnerID=40&md5=50306ff1a559e31a7955c526edc25665},
publisher={Birkhauser Boston},
}

User-friendly guarantees for the langevin monte carlo with inaccurate gradient

Stochastic processes and their applications, vol. 129, iss. 12, pp. 5278-5311, 2019.

By A. S. Dalalyan and A. Karagulyan

[Bibtex]

@article{Dalalyan20195278,
author={Dalalyan, A.S. and Karagulyan, A.},
title={User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient},
journal={Stochastic Processes and their Applications},
year={2019},
volume={129},
number={12},
pages={5278-5311},
doi={10.1016/j.spa.2019.02.016},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85062981328&doi=10.1016%2fj.spa.2019.02.016&partnerID=40&md5=ec48fdd466f9029a7bd9b2e7af8d979c},
publisher={Elsevier B.V.},
}

Learning from mom’s principles: le cam’s approach

Stochastic processes and their applications, vol. 129, iss. 11, pp. 4385-4410, 2019.

By G. Lecue and M. Lerasle

[Bibtex]

@article{Lecue20194385,
author={Lecue, G. and Lerasle, M.},
title={Learning from MOM's principles: Le Cam's approach},
journal={Stochastic Processes and their Applications},
year={2019},
volume={129},
number={11},
pages={4385-4410},
doi={10.1016/j.spa.2018.11.024},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85059237150&doi=10.1016%2fj.spa.2018.11.024&partnerID=40&md5=d3fc3930ab4e9abac6100f094c35aa12},
publisher={Elsevier B.V.},
}

Collective matrix completion

Journal of machine learning research, vol. 20, 2019.

By M. Z. Alaya and O. Klopp

[Bibtex]

@article{Alaya2019,
author={Alaya, M.Z. and Klopp, O.},
title={Collective matrix completion},
journal={Journal of Machine Learning Research},
year={2019},
volume={20},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85077513592&partnerID=40&md5=f84313675cb1752b8facc47896f227f3},
publisher={Microtome Publishing},
}

Minimax rate of testing in sparse linear regression

Automation and remote control, vol. 80, iss. 10, pp. 1817-1834, 2019.

By A. Carpentier, O. Collier, L. Comminges, A. B. Tsybakov, and Y. Wang

[Bibtex]

@article{Carpentier20191817,
author={Carpentier, A. and Collier, O. and Comminges, L. and Tsybakov, A.B. and Wang, Y.},
title={Minimax Rate of Testing in Sparse Linear Regression},
journal={Automation and Remote Control},
year={2019},
volume={80},
number={10},
pages={1817-1834},
doi={10.1134/S0005117919100047},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85073621680&doi=10.1134%2fS0005117919100047&partnerID=40&md5=81b5e0faa8b3640a6797637dd50dc06e},
publisher={Pleiades Publishing},
}

Algorithms of robust stochastic optimization based on mirror descent method

Automation and remote control, vol. 80, iss. 9, pp. 1607-1627, 2019.

By A. V. Nazin, A. S. Nemirovsky, A. B. Tsybakov, and A. B. Juditsky

[Bibtex]

@article{Nazin20191607,
author={Nazin, A.V. and Nemirovsky, A.S. and Tsybakov, A.B. and Juditsky, A.B.},
title={Algorithms of Robust Stochastic Optimization Based on Mirror Descent Method},
journal={Automation and Remote Control},
year={2019},
volume={80},
number={9},
pages={1607-1627},
doi={10.1134/S0005117919090042},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85072963520&doi=10.1134%2fS0005117919090042&partnerID=40&md5=472eee4f5daa78097b7e0945fa5b41ca},
publisher={Pleiades Publishing},
}

Bayesian inference for partially identified smooth convex models

Journal of econometrics, vol. 211, iss. 2, pp. 338-360, 2019.

By Y. Liao and A. Simoni

[Bibtex]

@article{Liao2019338,
author={Liao, Y. and Simoni, A.},
title={Bayesian inference for partially identified smooth convex models},
journal={Journal of Econometrics},
year={2019},
volume={211},
number={2},
pages={338-360},
doi={10.1016/j.jeconom.2019.03.001},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85063447871&doi=10.1016%2fj.jeconom.2019.03.001&partnerID=40&md5=3d856dc46bd139ce9c1bc2ed8e7d1f1c},
publisher={Elsevier Ltd},
}

Optimal graphon estimation in cut distance

Probability theory and related fields, vol. 174, iss. 3-4, pp. 1033-1090, 2019.

By O. Klopp and N. Verzelen

[Bibtex]

@article{Klopp20191033,
author={Klopp, O. and Verzelen, N.},
title={Optimal graphon estimation in cut distance},
journal={Probability Theory and Related Fields},
year={2019},
volume={174},
number={3-4},
pages={1033-1090},
doi={10.1007/s00440-018-0878-1},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85055884796&doi=10.1007%2fs00440-018-0878-1&partnerID=40&md5=c91e5c3b10b67513f6457b0e07dec503},
publisher={Springer New York LLC},
}

An overview of diffusion models for intracellular dynamics analysis

Briefings in bioinformatics, vol. 21, iss. 4, pp. 1136-1150, 2019.

By V. Briane, M. Vimond, and C. Kervrann

[Bibtex]

@article{Briane20191136,
author={Briane, V. and Vimond, M. and Kervrann, C.},
title={An overview of diffusion models for intracellular dynamics analysis},
journal={Briefings in Bioinformatics},
year={2019},
volume={21},
number={4},
pages={1136-1150},
doi={10.1093/bib/bbz052},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85082753657&doi=10.1093%2fbib%2fbbz052&partnerID=40&md5=9568fb73f00d3099378e36712b63cf00},
publisher={Oxford University Press},
}

An equivalence result for moment equations when data are missing at random

Statistical theory and related fields, vol. 3, iss. 2, pp. 199-207, 2019.

By M. Hristache and V. Patilea

[Bibtex]

@article{Hristache2019199,
author={Hristache, M. and Patilea, V.},
title={An equivalence result for moment equations when data are missing at random},
journal={Statistical Theory and Related Fields},
year={2019},
volume={3},
number={2},
pages={199-207},
doi={10.1080/24754269.2019.1672021},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85074025927&doi=10.1080%2f24754269.2019.1672021&partnerID=40&md5=0eacf95a4271975130892635cd01bf05},
publisher={Routledge},
}

Information geometry for regularized optimal transport and barycenters of patterns

Neural computation, vol. 31, iss. 5, pp. 827-848, 2019.

By S. -I. Amari, R. Karakida, M. Oizumi, and M. Cuturi

[Bibtex]

@article{Amari2019827,
author={Amari, S.-I. and Karakida, R. and Oizumi, M. and Cuturi, M.},
title={Information geometry for regularized optimal transport and barycenters of patterns},
journal={Neural Computation},
year={2019},
volume={31},
number={5},
pages={827-848},
doi={10.1162/neco_a_01178},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85064431208&doi=10.1162%2fneco_a_01178&partnerID=40&md5=f8d80051ffc0e746208a5fe4a39ab5cb},
publisher={MIT Press Journals},
}

On some applicable approximations of gaussian type integrals

Journal of mathematical modeling, vol. 7, iss. 2, pp. 221-229, 2019.

By C. Chesneau and F. Navarro

[Bibtex]

@article{Chesneau2019221,
author={Chesneau, C. and Navarro, F.},
title={On some applicable approximations of gaussian type integrals},
journal={Journal of Mathematical Modeling},
year={2019},
volume={7},
number={2},
pages={221-229},
doi={10.22124/jmm.2019.12897.1250},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85069679118&doi=10.22124%2fjmm.2019.12897.1250&partnerID=40&md5=9f07c21b93d88630381664dbb47a9c32},
publisher={University of Guilan},
}

A model for predicting wine quality in a rhône valley vineyard

Agronomy journal, vol. 111, iss. 2, pp. 545-554, 2019.

By P. Abbal, J. -M. Sablayrolles, E. Matzner-Lober, and A. Carbonneau

[Bibtex]

@article{Abbal2019545,
author={Abbal, P. and Sablayrolles, J.-M. and Matzner-Lober, E. and Carbonneau, A.},
title={A model for predicting wine quality in a rhône valley vineyard},
journal={Agronomy Journal},
year={2019},
volume={111},
number={2},
pages={545-554},
doi={10.2134/agronj2018.04.0269},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85065303659&doi=10.2134%2fagronj2018.04.0269&partnerID=40&md5=d88b48c89d2969a748c3e5853d19df5e},
publisher={American Society of Agronomy},
}

An extremal property of the normal distribution, with a discrete analog

Statistics and probability letters, vol. 145, pp. 181-186, 2019.

By E. Hillion, O. Johnson, and A. Saumard

[Bibtex]

@article{Hillion2019181,
author={Hillion, E. and Johnson, O. and Saumard, A.},
title={An extremal property of the normal distribution, with a discrete analog},
journal={Statistics and Probability Letters},
year={2019},
volume={145},
pages={181-186},
doi={10.1016/j.spl.2018.08.018},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85054804365&doi=10.1016%2fj.spl.2018.08.018&partnerID=40&md5=28cdc184bc7015ab2d8046a2d2aa2be0},
publisher={Elsevier B.V.},
}

Improving approximate bayesian computation via quasi-monte carlo

Journal of computational and graphical statistics, vol. 28, iss. 1, pp. 205-219, 2019.

By A. Buchholz and N. Chopin

[Bibtex]

@article{Buchholz2019205,
author={Buchholz, A. and Chopin, N.},
title={Improving Approximate Bayesian Computation via Quasi-Monte Carlo},
journal={Journal of Computational and Graphical Statistics},
year={2019},
volume={28},
number={1},
pages={205-219},
doi={10.1080/10618600.2018.1497511},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85055267217&doi=10.1080%2f10618600.2018.1497511&partnerID=40&md5=624a273eb9f9c37ce449cdf5e837cfe3},
publisher={American Statistical Association},
}

Gaussian processes and bayesian moment estimation

Journal of business and economic statistics, , 2019.

By J. -P. Florens and A. Simoni

[Bibtex]

@article{Florens2019,
author={Florens, J.-P. and Simoni, A.},
title={Gaussian Processes and Bayesian Moment Estimation},
journal={Journal of Business and Economic Statistics},
year={2019},
doi={10.1080/07350015.2019.1668799},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85074474542&doi=10.1080%2f07350015.2019.1668799&partnerID=40&md5=10bea6fa478f68ce3bd1a3fb3613727d},
publisher={American Statistical Association},
}

Multidimensional linear functional estimation in sparse gaussian models and robust estimation of the mean

Electronic journal of statistics, vol. 13, iss. 2, pp. 2830-2864, 2019.

By O. Collier and A. S. Dalalyan

[Bibtex]

@article{Collier20192830,
author={Collier, O. and Dalalyan, A.S.},
title={Multidimensional linear functional estimation in sparse Gaussian models and robust estimation of the mean},
journal={Electronic Journal of Statistics},
year={2019},
volume={13},
number={2},
pages={2830-2864},
doi={10.1214/19-EJS1590},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85073359975&doi=10.1214%2f19-EJS1590&partnerID=40&md5=aedccb3278835c8bc811ca0df47b5984},
publisher={Institute of Mathematical Statistics},
}

Structured matrix estimation and completion

Bernoulli, vol. 25, iss. 4B, pp. 3883-3911, 2019.

By O. Klopp, Y. Lu, A. B. Tsybakov, and H. H. Zhou

[Bibtex]

@article{Klopp20193883,
author={Klopp, O. and Lu, Y. and Tsybakov, A.B. and Zhou, H.H.},
title={Structured matrix estimation and completion},
journal={Bernoulli},
year={2019},
volume={25},
number={4B},
pages={3883-3911},
doi={10.3150/19-BEJ1114},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85073073915&doi=10.3150%2f19-BEJ1114&partnerID=40&md5=ed7238ecb9bc9ae7bed3e94b4ee4e9db},
publisher={International Statistical Institute},
}

Weighted poincaré inequalities, concentration inequalities and tail bounds related to stein kernels in dimension one

Bernoulli, vol. 25, iss. 4B, pp. 3978-4006, 2019.

By A. Saumard

[Bibtex]

@article{Saumard20193978,
author={Saumard, A.},
title={Weighted Poincaré inequalities, concentration inequalities and tail bounds related to Stein kernels in dimension one},
journal={Bernoulli},
year={2019},
volume={25},
number={4B},
pages={3978-4006},
doi={10.3150/19-BEJ1117},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85073053217&doi=10.3150%2f19-BEJ1117&partnerID=40&md5=b329bcec715ee5cfe5bf9f976ebac7fe},
publisher={International Statistical Institute},
}

Sparse covariance matrix estimation in high-dimensional deconvolution

Bernoulli, vol. 25, iss. 3, pp. 1901-1938, 2019.

By D. Belomestny, M. Trabs, and A. B. Tsybakov

[Bibtex]

@article{Belomestny20191901,
author={Belomestny, D. and Trabs, M. and Tsybakov, A.B.},
title={Sparse covariance matrix estimation in high-dimensional deconvolution},
journal={Bernoulli},
year={2019},
volume={25},
number={3},
pages={1901-1938},
doi={10.3150/18-BEJ1040A},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85069733380&doi=10.3150%2f18-BEJ1040A&partnerID=40&md5=10a3cdf8fc0bd15c48ca8edc638a9f0e},
publisher={International Statistical Institute},
}

On the isoperimetric constant, covariance inequalities and lp-poincaré inequalities in dimension one

Bernoulli, vol. 25, iss. 3, pp. 1794-1815, 2019.

By A. Saumard and J. A. Wellner

[Bibtex]

@article{Saumard20191794,
author={Saumard, A. and Wellner, J.A.},
title={On the isoperimetric constant, covariance inequalities and Lp-Poincaré inequalities in dimension one},
journal={Bernoulli},
year={2019},
volume={25},
number={3},
pages={1794-1815},
doi={10.3150/18-BEJ1036},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85069678551&doi=10.3150%2f18-BEJ1036&partnerID=40&md5=19e694bf54385672b657c079ef03abc5},
publisher={International Statistical Institute},
}

Group level meg/eeg source imaging via optimal transport: minimum wasserstein estimates

Lecture notes in computer science (including subseries lecture notes in artificial intelligence and lecture notes in bioinformatics), vol. 11492 LNCS, pp. 743-754, 2019.

By H. Janati, T. Bazeille, B. Thirion, M. Cuturi, and A. Gramfort

[Bibtex]

@article{Janati2019743,
author={Janati, H. and Bazeille, T. and Thirion, B. and Cuturi, M. and Gramfort, A.},
title={Group Level MEG/EEG Source Imaging via Optimal Transport: Minimum Wasserstein Estimates},
journal={Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)},
year={2019},
volume={11492 LNCS},
pages={743-754},
doi={10.1007/978-3-030-20351-1_58},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85066153626&doi=10.1007%2f978-3-030-20351-1_58&partnerID=40&md5=cb2e8c0183fc5378dcdc2de1b2e8390a},
publisher={Springer Verlag},
}

Negative association, ordering and convergence of resampling methods

Annals of statistics, vol. 47, iss. 4, pp. 2236-2260, 2019.

By M. Gerber, N. Chopin, and N. Whiteley

[Bibtex]

@article{Gerber20192236,
author={Gerber, M. and Chopin, N. and Whiteley, N.},
title={Negative association, ordering and convergence of resampling methods},
journal={Annals of Statistics},
year={2019},
volume={47},
number={4},
pages={2236-2260},
doi={10.1214/18-AOS1746},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85061910085&doi=10.1214%2f18-AOS1746&partnerID=40&md5=4aa56d7e4b4da9c6937a5e0bbf143736},
publisher={Institute of Mathematical Statistics},
}

Computational optimal transport

Foundations and trends in machine learning, vol. 11, iss. 5-6, pp. 1-257, 2019.

By G. Peyré and M. Cuturi

[Bibtex]

@article{Peyré20191,
author={Peyré, G. and Cuturi, M.},
title={Computational optimal transport},
journal={Foundations and Trends in Machine Learning},
year={2019},
volume={11},
number={5-6},
pages={1-257},
doi={10.1561/2200000073},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85061557059&doi=10.1561%2f2200000073&partnerID=40&md5=d30d729fe2a4972781fa3e5d72d74a70},
publisher={Now Publishers Inc},
}

Nonparametric model checks of single-index assumptions

Statistica sinica, vol. 29, iss. 1, pp. 113-138, 2019.

By S. Maistre and V. Patilea

[Bibtex]

@article{Maistre2019113,
author={Maistre, S. and Patilea, V.},
title={Nonparametric model checks of single-index assumptions},
journal={Statistica Sinica},
year={2019},
volume={29},
number={1},
pages={113-138},
doi={10.5705/ss.202015.0337},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85061276756&doi=10.5705%2fss.202015.0337&partnerID=40&md5=5115cc16306b60f69f6603af36365799},
publisher={Institute of Statistical Science},
}

2018

Slope meets lasso: improved oracle bounds and optimality

The annals of statistics, vol. 46, iss. 6B, p. 3603–3642, 2018.

By P. C. Bellec, G. Lecue, and A. B. Tsybakov

[Bibtex]

@article{bellec2018slope,
title={Slope meets lasso: improved oracle bounds and optimality},
author={Bellec, Pierre C and Lecue, Guillaume and Tsybakov, Alexandre B},
journal={The Annals of Statistics},
volume={46},
number={6B},
pages={3603--3642},
year={2018},
publisher={JSTOR},
}

Wasserstein discriminant analysis

Machine learning, vol. 107, iss. 12, pp. 1923-1945, 2018.

By R. Flamary, M. Cuturi, N. Courty, and A. Rakotomamonjy

[Bibtex]

@article{Flamary20181923,
author={Flamary, R. and Cuturi, M. and Courty, N. and Rakotomamonjy, A.},
title={Wasserstein discriminant analysis},
journal={Machine Learning},
year={2018},
volume={107},
number={12},
pages={1923-1945},
doi={10.1007/s10994-018-5717-1},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85047144827&doi=10.1007%2fs10994-018-5717-1&partnerID=40&md5=f43f3d144ea78675d6e5183a6b4a2dc1},
publisher={Springer New York LLC},
}

Bayesian estimation and comparison of moment condition models

Journal of the american statistical association, vol. 113, iss. 524, pp. 1656-1668, 2018.

By S. Chib, M. Shin, and A. Simoni

[Bibtex]

@article{Chib20181656,
author={Chib, S. and Shin, M. and Simoni, A.},
title={Bayesian Estimation and Comparison of Moment Condition Models},
journal={Journal of the American Statistical Association},
year={2018},
volume={113},
number={524},
pages={1656-1668},
doi={10.1080/01621459.2017.1358172},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85049125012&doi=10.1080%2f01621459.2017.1358172&partnerID=40&md5=3fb44d2ad43a19a14487113f3d047354},
publisher={American Statistical Association},
}

Variable selection with hamming loss

Annals of statistics, vol. 46, iss. 5, pp. 1837-1875, 2018.

By C. Butucea, M. Ndaoud, N. A. Stepanova, and A. B. Tsybakov

[Bibtex]

@article{Butucea20181837,
author={Butucea, C. and Ndaoud, M. and Stepanova, N.A. and Tsybakov, A.B.},
title={Variable selection with hamming loss},
journal={Annals of Statistics},
year={2018},
volume={46},
number={5},
pages={1837-1875},
doi={10.1214/17-AOS1572},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85052655230&doi=10.1214%2f17-AOS1572&partnerID=40&md5=7f43dc9716fafc6e4c886f2cabc27df8},
publisher={Institute of Mathematical Statistics},
}

On the exponentially weighted aggregate with the laplace prior

Annals of statistics, vol. 46, iss. 5, pp. 2452-2478, 2018.

By A. S. Dalalyan, E. Grappin, and Q. Paris

[Bibtex]

@article{Dalalyan20182452,
author={Dalalyan, A.S. and Grappin, E. and Paris, Q.},
title={On the exponentially weighted aggregate with the laplace prior},
journal={Annals of Statistics},
year={2018},
volume={46},
number={5},
pages={2452-2478},
doi={10.1214/17-AOS1626},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85052610806&doi=10.1214%2f17-AOS1626&partnerID=40&md5=b2c02b889f4fa84d107838e03f2e7497},
publisher={Institute of Mathematical Statistics},
}

On optimality of empirical risk minimization in linear aggregation

Bernoulli, vol. 24, iss. 3, pp. 2176-2203, 2018.

By A. Saumard

[Bibtex]

@article{Saumard20182176,
author={Saumard, A.},
title={On optimality of empirical risk minimization in linear aggregation},
journal={Bernoulli},
year={2018},
volume={24},
number={3},
pages={2176-2203},
doi={10.3150/17-BEJ925},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85041920614&doi=10.3150%2f17-BEJ925&partnerID=40&md5=d4f55c18817fa39bf39989f07fd87919},
publisher={International Statistical Institute},
}

Efron’s monotonicity property for measures on r2

Journal of multivariate analysis, vol. 166, pp. 212-224, 2018.

By A. Saumard and J. A. Wellner

[Bibtex]

@article{Saumard2018212,
author={Saumard, A. and Wellner, J.A.},
title={Efron's monotonicity property for measures on R2},
journal={Journal of Multivariate Analysis},
year={2018},
volume={166},
pages={212-224},
doi={10.1016/j.jmva.2018.03.005},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85044606119&doi=10.1016%2fj.jmva.2018.03.005&partnerID=40&md5=5dc0165aad3aa7ea38f4e0bbc15e366d},
publisher={Academic Press Inc.},
}

Statistical analysis of particle trajectories in living cells

Physical review e, vol. 97, iss. 6, 2018.

By V. Briane, C. Kervrann, and M. Vimond

[Bibtex]

@article{Briane2018,
author={Briane, V. and Kervrann, C. and Vimond, M.},
title={Statistical analysis of particle trajectories in living cells},
journal={Physical Review E},
year={2018},
volume={97},
number={6},
doi={10.1103/PhysRevE.97.062121},
art_number={062121},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85048574125&doi=10.1103%2fPhysRevE.97.062121&partnerID=40&md5=2cc110c164721277766a45cd030db958},
publisher={American Physical Society},
}

Adaptive sup-norm estimation of the wigner function in noisy quantum homodyne tomography

Annals of statistics, vol. 46, iss. 3, pp. 1318-1351, 2018.

By K. Lounici, K. Meziani, and G. Peyré

[Bibtex]

@article{Lounici20181318,
author={Lounici, K. and Meziani, K. and Peyré, G.},
title={Adaptive sup-norm estimation of the Wigner function in noisy quantum homodyne tomography},
journal={Annals of Statistics},
year={2018},
volume={46},
number={3},
pages={1318-1351},
doi={10.1214/17-AOS1586},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85047471667&doi=10.1214%2f17-AOS1586&partnerID=40&md5=98e1040d722ee11518623f1d707cc629},
publisher={Institute of Mathematical Statistics},
}

A dimension reduction approach for conditional kaplan–meier estimators

Test, vol. 27, iss. 2, pp. 295-315, 2018.

By W. Li and V. Patilea

[Bibtex]

@article{Li2018295,
author={Li, W. and Patilea, V.},
title={A dimension reduction approach for conditional Kaplan–Meier estimators},
journal={Test},
year={2018},
volume={27},
number={2},
pages={295-315},
doi={10.1007/s11749-017-0546-2},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85020539332&doi=10.1007%2fs11749-017-0546-2&partnerID=40&md5=1b6765f5af57ab98c5ae7927297c9d96},
publisher={Springer New York LLC},
}

Thoughts on entering correlated imaging variables into a multivariable model: application to radiomics and texture analysis

Diagnostic and interventional imaging, vol. 99, iss. 5, pp. 269-270, 2018.

By E. Matzner-Lober, M. Suehs Carey, A. Dohan, and N. Molinari

[Bibtex]

@article{Matzner-Lober2018269,
author={Matzner-Lober, E. and Suehs Carey, M. and Dohan, A. and Molinari, N.},
title={Thoughts on entering correlated imaging variables into a multivariable model: Application to radiomics and texture analysis},
journal={Diagnostic and Interventional Imaging},
year={2018},
volume={99},
number={5},
pages={269-270},
doi={10.1016/j.diii.2018.04.011},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85047986537&doi=10.1016%2fj.diii.2018.04.011&partnerID=40&md5=fa5855cd8eb1c7450c34073dc86f5c2b},
publisher={Elsevier Masson SAS},
}

Wasserstein dictionary learning: optimal transport-based unsupervised nonlinear dictionary learning

Siam journal on imaging sciences, vol. 11, iss. 1, pp. 643-678, 2018.

By M. A. Schmitz, M. Heitz, N. Bonneel, F. Ngolè, D. Coeurjolly, M. Cuturi, G. Peyré, and J. -L. Starck

[Bibtex]

@article{Schmitz2018643,
author={Schmitz, M.A. and Heitz, M. and Bonneel, N. and Ngolè, F. and Coeurjolly, D. and Cuturi, M. and Peyré, G. and Starck, J.-L.},
title={Wasserstein dictionary learning: Optimal transport-based unsupervised nonlinear dictionary learning},
journal={SIAM Journal on Imaging Sciences},
year={2018},
volume={11},
number={1},
pages={643-678},
doi={10.1137/17M1140431},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85045695466&doi=10.1137%2f17M1140431&partnerID=40&md5=bcf6adf908a2d41f6d15a124f1cdefef},
publisher={Society for Industrial and Applied Mathematics Publications},
}

Nonparametric estimation in case of endogenous selection

Journal of econometrics, vol. 202, iss. 2, pp. 268-285, 2018.

By C. Breunig, E. Mammen, and A. Simoni

[Bibtex]

@article{Breunig2018268,
author={Breunig, C. and Mammen, E. and Simoni, A.},
title={Nonparametric estimation in case of endogenous selection},
journal={Journal of Econometrics},
year={2018},
volume={202},
number={2},
pages={268-285},
doi={10.1016/j.jeconom.2017.11.002},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85037030479&doi=10.1016%2fj.jeconom.2017.11.002&partnerID=40&md5=c9abd21210e3008d779208cc5724221a},
publisher={Elsevier Ltd},
}

On the prediction loss of the lasso in the partially labeled setting

Electronic journal of statistics, vol. 12, iss. 2, pp. 3443-3472, 2018.

By P. C. Bellec, A. S. Dalalyan, E. Grappin, and Q. Paris

[Bibtex]

@article{Bellec20183443,
author={Bellec, P.C. and Dalalyan, A.S. and Grappin, E. and Paris, Q.},
title={On the prediction loss of the lasso in the partially labeled setting},
journal={Electronic Journal of Statistics},
year={2018},
volume={12},
number={2},
pages={3443-3472},
doi={10.1214/18-EJS1457},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85063375588&doi=10.1214%2f18-EJS1457&partnerID=40&md5=9bdab6eedcbae99bf9fbf0a7d604a57c},
publisher={Institute of Mathematical Statistics},
}

Semidual regularized optimal transport

Siam review, vol. 60, iss. 4, pp. 941-965, 2018.

By M. Cuturi and G. Peyré

[Bibtex]

@article{Cuturi2018941,
author={Cuturi, M. and Peyré, G.},
title={Semidual regularized optimal transport},
journal={SIAM Review},
year={2018},
volume={60},
number={4},
pages={941-965},
doi={10.1137/18M1208654},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85056596147&doi=10.1137%2f18M1208654&partnerID=40&md5=0ca7a87656c59e048f410f024963aaad},
publisher={Society for Industrial and Applied Mathematics Publications},
}

Optimal adaptive estimation of linear functionals under sparsity

Annals of statistics, vol. 46, iss. 6A, pp. 3130-3150, 2018.

By O. Collier, L. Comminges, A. B. Tsybakov, and N. Verzelen

[Bibtex]

@article{Collier20183130,
author={Collier, O. and Comminges, L. and Tsybakov, A.B. and Verzelen, N.},
title={Optimal adaptive estimation of linear functionals under sparsity},
journal={Annals of Statistics},
year={2018},
volume={46},
number={6A},
pages={3130-3150},
doi={10.1214/17-AOS1653},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85054763840&doi=10.1214%2f17-AOS1653&partnerID=40&md5=3719a1d4a3388288ca71bb4022e4117c},
publisher={Institute of Mathematical Statistics},
}

Local asymptotic equivalence of pure states ensembles and quantum gaussian white noise

Annals of statistics, vol. 46, iss. 6B, pp. 3676-3706, 2018.

By C. Butucea, M. A. Gut, and M. Nussbaum

[Bibtex]

@article{Butucea20183676,
author={Butucea, C. and Gut, M.A. and Nussbaum, M.},
title={Local asymptotic equivalence of pure states ensembles and quantum Gaussian white noise},
journal={Annals of Statistics},
year={2018},
volume={46},
number={6B},
pages={3676-3706},
doi={10.1214/17-AOS1672},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85054753811&doi=10.1214%2f17-AOS1672&partnerID=40&md5=761d964ed3fffc1dc98d42ee6c59d0e9},
publisher={Institute of Mathematical Statistics},
}

Consistency of variational bayes inference for estimation and model selection in mixtures

Electronic journal of statistics, vol. 12, iss. 2, pp. 2995-3035, 2018.

By B. -E. Chérief-Abdellatif and P. Alquier

[Bibtex]

@article{Chérief-Abdellatif20182995,
author={Chérief-Abdellatif, B.-E. and Alquier, P.},
title={Consistency of variational Bayes inference for estimation and model selection in mixtures},
journal={Electronic Journal of Statistics},
year={2018},
volume={12},
number={2},
pages={2995-3035},
doi={10.1214/18-EJS1475},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85053934256&doi=10.1214%2f18-EJS1475&partnerID=40&md5=fa40b64910edfb36bdce376e863349b7},
publisher={Institute of Mathematical Statistics},
}

Geodesic pca versus log-pca of histograms in the wasserstein space

Siam journal on scientific computing, vol. 40, iss. 2, p. B429-B456, 2018.

By E. Cazelles, V. Seguy, J. Bigot, M. Cuturi, and N. Papadakis

[Bibtex]

@article{Cazelles2018B429,
author={Cazelles, E. and Seguy, V. and Bigot, J. and Cuturi, M. and Papadakis, N.},
title={Geodesic PCA versus LOG-PCA of histograms in the wasserstein space},
journal={SIAM Journal on Scientific Computing},
year={2018},
volume={40},
number={2},
pages={B429-B456},
doi={10.1137/17M1143459},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85046805671&doi=10.1137%2f17M1143459&partnerID=40&md5=c8927fe265b5b71d2c6216060ee1b53f},
publisher={Society for Industrial and Applied Mathematics Publications},
}

Fast adaptive estimation of log-additive exponential models in kullback-leibler divergence

Electronic journal of statistics, vol. 12, iss. 1, pp. 1256-1298, 2018.

By C. Butucea, J. -F. Delmas, A. Dutfoy, and R. Fischer

[Bibtex]

@article{Butucea20181256,
author={Butucea, C. and Delmas, J.-F. and Dutfoy, A. and Fischer, R.},
title={Fast adaptive estimation of log-additive exponential models in kullback-leibler divergence},
journal={Electronic Journal of Statistics},
year={2018},
volume={12},
number={1},
pages={1256-1298},
doi={10.1214/18-EJS1413},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85045095428&doi=10.1214%2f18-EJS1413&partnerID=40&md5=b91d2045fe347a32217e3ff5257eec1b},
publisher={Institute of Mathematical Statistics},
}

2017

By P. Bellec, G. Lecue, and A. Tsybakov,
“Towards the study of least squares estimators with convex penalty,” in Actes du 1er congres national de la smf, tours, 2016, Soc. math. france, paris, 2017, vol. 31, p. 109–136.

[Bibtex]

@incollection {MR3837652,
author={Bellec, Pierre and Lecue, Guillaume and Tsybakov, Alexandre},
title={Towards the study of least squares estimators with convex penalty},
booktitle={Actes du 1er Congres National de la SMF, Tours, 2016},
series={Semin. Congr.},
volume={31},
pages={109--136},
publisher={Soc. Math. France, Paris},
year={2017},
mrclass={62J05 (62-02 62J07)},
mrnumber={3837652},
}

Convergence of sequential quasi-monte carlo smoothing algorithms

Bernoulli, vol. 23, iss. 4B, pp. 2951-2987, 2017.

By M. Gerber and N. Chopin

[Bibtex]

@article{Gerber20172951,
author={Gerber, M. and Chopin, N.},
title={Convergence of sequential quasi-Monte Carlo smoothing algorithms},
journal={Bernoulli},
year={2017},
volume={23},
number={4B},
pages={2951-2987},
doi={10.3150/16-BEJ834},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85019550080&doi=10.3150%2f16-BEJ834&partnerID=40&md5=e9071243d8e37633fe12e576baa2921d},
publisher={International Statistical Institute},
}

Robust matrix completion

Probability theory and related fields, vol. 169, iss. 1-2, pp. 523-564, 2017.

By O. Klopp, K. Lounici, and A. B. Tsybakov

[Bibtex]

@article{Klopp2017523,
author={Klopp, O. and Lounici, K. and Tsybakov, A.B.},
title={Robust matrix completion},
journal={Probability Theory and Related Fields},
year={2017},
volume={169},
number={1-2},
pages={523-564},
doi={10.1007/s00440-016-0736-y},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84983445835&doi=10.1007%2fs00440-016-0736-y&partnerID=40&md5=b5bdbad468f45c041d2131821770f5d5},
publisher={Springer New York LLC},
}

Conditional moment models with data missing at random

Biometrika, vol. 104, iss. 3, pp. 735-742, 2017.

By M. Hristache and V. Patilea

[Bibtex]

@article{Hristache2017735,
author={Hristache, M. and Patilea, V.},
title={Conditional moment models with data missing at random},
journal={Biometrika},
year={2017},
volume={104},
number={3},
pages={735-742},
doi={10.1093/biomet/asx025},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85037138465&doi=10.1093%2fbiomet%2fasx025&partnerID=40&md5=762861bea953ec2668f85e85f9837dbb},
publisher={Oxford University Press},
}

An iht algorithm for sparse recovery from subexponential measurements

Ieee signal processing letters, vol. 24, iss. 9, pp. 1280-1283, 2017.

By S. Foucart and G. Lecue

[Bibtex]

@article{Foucart20171280,
author={Foucart, S. and Lecue, G.},
title={An IHT Algorithm for Sparse Recovery from Subexponential Measurements},
journal={IEEE Signal Processing Letters},
year={2017},
volume={24},
number={9},
pages={1280-1283},
doi={10.1109/LSP.2017.2721500},
art_number={7962149},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85022037374&doi=10.1109%2fLSP.2017.2721500&partnerID=40&md5=74aa1ce570893e188b73409a790cd4ec},
publisher={Institute of Electrical and Electronics Engineers Inc.},
}

On the pointwise mean squared error of a multidimensional term-by-term thresholding wavelet estimator

Communications in statistics – theory and methods, vol. 46, iss. 11, pp. 5643-5655, 2017.

By C. Chesneau and F. Navarro

[Bibtex]

@article{Chesneau20175643,
author={Chesneau, C. and Navarro, F.},
title={On the pointwise mean squared error of a multidimensional term-by-term thresholding wavelet estimator},
journal={Communications in Statistics - Theory and Methods},
year={2017},
volume={46},
number={11},
pages={5643-5655},
doi={10.1080/03610926.2015.1107587},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85013046209&doi=10.1080%2f03610926.2015.1107587&partnerID=40&md5=7e10b9e833e8d62a0413d6ac3fc059df},
publisher={Taylor and Francis Inc.},
}

Minimax estimation of linear and quadratic functionals on sparsity classes

Annals of statistics, vol. 45, iss. 3, pp. 923-958, 2017.

By O. Collier, L. Comminges, and A. B. Tsybakov

[Bibtex]

@article{Collier2017923,
author={Collier, O. and Comminges, L. and Tsybakov, A.B.},
title={Minimax estimation of linear and quadratic functionals on sparsity classes},
journal={Annals of Statistics},
year={2017},
volume={45},
number={3},
pages={923-958},
doi={10.1214/15-AOS1432},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85020631616&doi=10.1214%2f15-AOS1432&partnerID=40&md5=f68e9f442d7dcc58d7b5fd391bc7b952},
publisher={Institute of Mathematical Statistics},
}

A new minimum contrast approach for inference in single-index models

Journal of multivariate analysis, vol. 158, pp. 47-59, 2017.

By W. Li and V. Patilea

[Bibtex]

@article{Li201747,
author={Li, W. and Patilea, V.},
title={A new minimum contrast approach for inference in single-index models},
journal={Journal of Multivariate Analysis},
year={2017},
volume={158},
pages={47-59},
doi={10.1016/j.jmva.2017.03.009},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85018473151&doi=10.1016%2fj.jmva.2017.03.009&partnerID=40&md5=6179e245074791b6b3b49720a1ce3763},
publisher={Academic Press Inc.},
}

Linear and conic programming estimators in high dimensional errors-in-variables models

Journal of the royal statistical society. series b: statistical methodology, vol. 79, iss. 3, pp. 939-956, 2017.

By A. Belloni, M. Rosenbaum, and A. B. Tsybakov

[Bibtex]

@article{Belloni2017939,
author={Belloni, A. and Rosenbaum, M. and Tsybakov, A.B.},
title={Linear and conic programming estimators in high dimensional errors-in-variables models},
journal={Journal of the Royal Statistical Society. Series B: Statistical Methodology},
year={2017},
volume={79},
number={3},
pages={939-956},
doi={10.1111/rssb.12196},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84978148144&doi=10.1111%2frssb.12196&partnerID=40&md5=51a9b292300db46f549014e690c747aa},
publisher={Blackwell Publishing Ltd},
}

Control functionals for monte carlo integration

Journal of the royal statistical society. series b: statistical methodology, vol. 79, iss. 3, pp. 695-718, 2017.

By C. J. Oates, M. Girolami, and N. Chopin

[Bibtex]

@article{Oates2017695,
author={Oates, C.J. and Girolami, M. and Chopin, N.},
title={Control functionals for Monte Carlo integration},
journal={Journal of the Royal Statistical Society. Series B: Statistical Methodology},
year={2017},
volume={79},
number={3},
pages={695-718},
doi={10.1111/rssb.12185},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84971325632&doi=10.1111%2frssb.12185&partnerID=40&md5=232a287ef8a5f8786f0e8d5a7e194dea},
publisher={Blackwell Publishing Ltd},
}

Empirical entropy, minimax regret and minimax risk

Bernoulli, vol. 23, iss. 2, pp. 789-824, 2017.

By A. Rakhlin, K. Sridharan, and A. B. Tsybakov

[Bibtex]

@article{Rakhlin2017789,
author={Rakhlin, A. and Sridharan, K. and Tsybakov, A.B.},
title={Empirical entropy, minimax regret and minimax risk},
journal={Bernoulli},
year={2017},
volume={23},
number={2},
pages={789-824},
doi={10.3150/14-BEJ679},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85012932326&doi=10.3150%2f14-BEJ679&partnerID=40&md5=8b2f2fe19eece3e4839088df390a43d9},
publisher={International Statistical Institute},
}

Exploratory use of structured assessment tools for the risk of recidivism in france [usage exploratoire d’outils d’évaluation structurée du risque de récidive en france]

Annales medico-psychologiques, vol. 175, iss. 3, pp. 287-289, 2017.

By M. Rio, N. Letto, and C. Butucea

[Bibtex]

@article{Rio2017287,
author={Rio, M. and Letto, N. and Butucea, C.},
title={Exploratory use of structured assessment tools for the risk of recidivism in France [Usage exploratoire d'outils d’évaluation structurée du risque de récidive en France]},
journal={Annales Medico-Psychologiques},
year={2017},
volume={175},
number={3},
pages={287-289},
doi={10.1016/j.amp.2017.01.014},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85013471751&doi=10.1016%2fj.amp.2017.01.014&partnerID=40&md5=8b69cc67b6d94fd3990db8dc05c1d974},
publisher={Elsevier Masson SAS},
}

Oracle inequalities for network models and sparse graphon estimation

Annals of statistics, vol. 45, iss. 1, pp. 316-354, 2017.

By O. Klopp, A. B. Tsybakov, and N. Verzelen

[Bibtex]

@article{Klopp2017316,
author={Klopp, O. and Tsybakov, A.B. and Verzelen, N.},
title={Oracle inequalities for network models and sparse graphon estimation},
journal={Annals of Statistics},
year={2017},
volume={45},
number={1},
pages={316-354},
doi={10.1214/16-AOS1454},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85015023562&doi=10.1214%2f16-AOS1454&partnerID=40&md5=eccdbefa98c9cf5dfb3ebfa09a9f3c86},
publisher={Institute of Mathematical Statistics},
}

On the prediction performance of the lasso

Bernoulli, vol. 23, iss. 1, pp. 552-581, 2017.

By A. S. Dalalyan, M. Hebiri, and J. Lederer

[Bibtex]

@article{Dalalyan2017552,
author={Dalalyan, A.S. and Hebiri, M. and Lederer, J.},
title={On the prediction performance of the Lasso},
journal={Bernoulli},
year={2017},
volume={23},
number={1},
pages={552-581},
doi={10.3150/15-BEJ756},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84991786871&doi=10.3150%2f15-BEJ756&partnerID=40&md5=58154c2dae197087a07bbcbc9798eb03},
publisher={International Statistical Institute},
}

Adaptive test for large covariance matrices in presence of missing observations

Alea (rio de janeiro), vol. 14, iss. 1, pp. 557-578, 2017.

By C. Butucea and R. Zgheib

[Bibtex]

@article{Butucea2017557,
author={Butucea, C. and Zgheib, R.},
title={Adaptive test for large covariance matrices in presence of missing observations},
journal={Alea (Rio de Janeiro)},
year={2017},
volume={14},
number={1},
pages={557-578},
doi={10.30757/ALEA.v14-28},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85117340947&doi=10.30757%2fALEA.v14-28&partnerID=40&md5=61a7476e34002fa50609ef3587b9ba61},
publisher={Instituto Nacional de Matematica Pura e Aplicada},
}

Slope heuristics and v-fold model selection in heteroscedastic regression using strongly localized bases

Esaim – probability and statistics, vol. 21, pp. 412-451, 2017.

By F. Navarro and A. Saumard

[Bibtex]

@article{Navarro2017412,
author={Navarro, F. and Saumard, A.},
title={Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases},
journal={ESAIM - Probability and Statistics},
year={2017},
volume={21},
pages={412-451},
doi={10.1051/ps/2017005},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85040310805&doi=10.1051%2fps%2f2017005&partnerID=40&md5=2b277d7ac84cb4c3f00519e40c1ff441},
publisher={EDP Sciences},
}

Hardy spaces associated with non-negative self-adjoint operators

Studia mathematica, vol. 239, iss. 1, pp. 17-54, 2017.

By S. Dekel, G. Kerkyacharian, G. Kyriazis, and P. Petrushev

[Bibtex]

@article{Dekel201717,
author={Dekel, S. and Kerkyacharian, G. and Kyriazis, G. and Petrushev, P.},
title={Hardy spaces associated with non-negative self-adjoint operators},
journal={Studia Mathematica},
year={2017},
volume={239},
number={1},
pages={17-54},
doi={10.4064/sm8646-12-2016},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85026551372&doi=10.4064%2fsm8646-12-2016&partnerID=40&md5=815c8eb29b621eeef0fee48ba7b11963},
publisher={Instytut Matematyczny},
}

Adaptive variable selection in nonparametric sparse additive models

Electronic journal of statistics, vol. 11, iss. 1, pp. 2321-2357, 2017.

By C. Butucea and N. Stepanova

[Bibtex]

@article{Butucea20172321,
author={Butucea, C. and Stepanova, N.},
title={Adaptive variable selection in nonparametric sparse additive models},
journal={Electronic Journal of Statistics},
year={2017},
volume={11},
number={1},
pages={2321-2357},
doi={10.1214/17-EJS1275},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85019970964&doi=10.1214%2f17-EJS1275&partnerID=40&md5=c4727a8bbde5712d1a2ee6e29109e500},
publisher={Institute of Mathematical Statistics},
}

A note on the adaptive estimation of the differential entropy by wavelet methods

Commentationes mathematicae universitatis carolinae, vol. 58, iss. 1, pp. 87-100, 2017.

By C. Chesneau, F. Navarro, and O. S. Serea

[Bibtex]

@article{Chesneau201787,
author={Chesneau, C. and Navarro, F. and Serea, O.S.},
title={A note on the adaptive estimation of the differential entropy by wavelet methods},
journal={Commentationes Mathematicae Universitatis Carolinae},
year={2017},
volume={58},
number={1},
pages={87-100},
doi={10.14712/1213-7243.2015.191},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85016122850&doi=10.14712%2f1213-7243.2015.191&partnerID=40&md5=deec2b520ccab956a6063067c5bd2c08},
publisher={Charles University, Faculty of Mathematics and Physics},
}

On wasserstein two-sample testing and related families of nonparametric tests

Entropy, vol. 19, iss. 2, 2017.

By A. Ramdas, N. G. Trillos, and M. Cuturi

[Bibtex]

@article{Ramdas2017,
author={Ramdas, A. and Trillos, N.G. and Cuturi, M.},
title={On wasserstein two-sample testing and related families of nonparametric tests},
journal={Entropy},
year={2017},
volume={19},
number={2},
doi={10.3390/e19020047},
art_number={47},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85012289092&doi=10.3390%2fe19020047&partnerID=40&md5=a39c17c075aaccd3b2c39b5104274f0a},
publisher={MDPI AG},
}

Powerful nonparametric checks for quantile regression

Journal of statistical planning and inference, vol. 180, pp. 13-29, 2017.

By S. Maistre, P. Lavergne, and V. Patilea

[Bibtex]

@article{Maistre201713,
author={Maistre, S. and Lavergne, P. and Patilea, V.},
title={Powerful nonparametric checks for quantile regression},
journal={Journal of Statistical Planning and Inference},
year={2017},
volume={180},
pages={13-29},
doi={10.1016/j.jspi.2016.08.006},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84994424567&doi=10.1016%2fj.jspi.2016.08.006&partnerID=40&md5=21ebadc2fcb911dfeb5be2472baa72b7},
publisher={Elsevier B.V.},
}

2016

An inifity-regularization approach to high-dimensional errors-in-variables models

Electronic journal of statistics, vol. 10, iss. 2, p. 1729–1750, 2016.

By A. Belloni, M. Rosenbaum, and A. B. Tsybakov

[Bibtex]

@article{belloni2016ell_,
title={An inifity-regularization approach to high-dimensional errors-in-variables models},
author={Belloni, Alexandre and Rosenbaum, Mathieu and Tsybakov, Alexandre B},
journal={Electronic journal of statistics},
volume={10},
number={2},
pages={1729--1750},
year={2016},
publisher={Institute of Mathematical Statistics and Bernoulli Society},
}

Discussion of” influential features pca for high dimensional clustering”

The annals of statistics, vol. 44, iss. 6, p. 2382–2386, 2016.

By N. A. Stepanova and A. B. Tsybakov

[Bibtex]

@article{stepanova2016discussion,
title={Discussion of" influential features PCA for high dimensional clustering"},
author={Stepanova, Natalia A and Tsybakov, Alexandre B},
journal={The Annals of Statistics},
volume={44},
number={6},
pages={2382--2386},
year={2016},
publisher={JSTOR},
}

Gains and losses are fundamentally different in regret minimization: the sparse case

Journal of machine learning research, vol. 17, pp. 1-32, 2016.

By J. Kwon and V. Perchet

[Bibtex]

@article{Kwon20161,
author={Kwon, J. and Perchet, V.},
title={Gains and losses are fundamentally different in regret minimization: The sparse case},
journal={Journal of Machine Learning Research},
year={2016},
volume={17},
pages={1-32},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85008323985&partnerID=40&md5=6c62f9c689961a2ffe30a3609a550ce3},
publisher={Microtome Publishing},
}

Discussion of “influential features pca for high dimensional clustering”

Annals of statistics, vol. 44, iss. 6, pp. 2382-2386, 2016.

By N. A. Stepanova and A. B. Tsybakov

[Bibtex]

@article{Stepanova20162382,
author={Stepanova, N.A. and Tsybakov, A.B.},
title={Discussion of "influential features PCA for high dimensional clustering"},
journal={Annals of Statistics},
year={2016},
volume={44},
number={6},
pages={2382-2386},
doi={10.1214/16-AOS1423D},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84999648344&doi=10.1214%2f16-AOS1423D&partnerID=40&md5=8459299f242c9e8d2aba3e9f09ec62c5},
publisher={Institute of Mathematical Statistics},
}

Estimation of low-rank covariance function

Stochastic processes and their applications, vol. 126, iss. 12, pp. 3952-3967, 2016.

By V. Koltchinskii, K. Lounici, and A. B. Tsybakov

[Bibtex]

@article{Koltchinskii20163952,
author={Koltchinskii, V. and Lounici, K. and Tsybakov, A.B.},
title={Estimation of low-rank covariance function},
journal={Stochastic Processes and their Applications},
year={2016},
volume={126},
number={12},
pages={3952-3967},
doi={10.1016/j.spa.2016.04.006},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84969964130&doi=10.1016%2fj.spa.2016.04.006&partnerID=40&md5=1e3350a5864e8537e16742ef89b95e9d},
publisher={Elsevier B.V.},
}

Sharp detection of smooth signals in a high-dimensional sparsematrix with indirect observations

Annales de l’institut henri poincare (b) probability and statistics, vol. 52, iss. 4, pp. 1564-1591, 2016.

By C. Butucea and G. Gayraud

[Bibtex]

@article{Butucea20161564,
author={Butucea, C. and Gayraud, G.},
title={Sharp detection of smooth signals in a high-dimensional sparsematrix with indirect observations},
journal={Annales de l'institut Henri Poincare (B) Probability and Statistics},
year={2016},
volume={52},
number={4},
pages={1564-1591},
doi={10.1214/15-AIHP689},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84997079514&doi=10.1214%2f15-AIHP689&partnerID=40&md5=a52181e209ae86ec809819137666d527},
publisher={Institute of Mathematical Statistics},
}

Testing the predictor effect on a functional response

Journal of the american statistical association, vol. 111, iss. 516, pp. 1684-1695, 2016.

By V. Patilea, C. Sánchez-Sellero, and M. Saumard

[Bibtex]

@article{Patilea20161684,
author={Patilea, V. and Sánchez-Sellero, C. and Saumard, M.},
title={Testing the Predictor Effect on a Functional Response},
journal={Journal of the American Statistical Association},
year={2016},
volume={111},
number={516},
pages={1684-1695},
doi={10.1080/01621459.2015.1110031},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85010676976&doi=10.1080%2f01621459.2015.1110031&partnerID=40&md5=166278f9442de5c90d5802f27a52ebe9},
publisher={American Statistical Association},
}

Semiparametric efficiency bounds for conditional moment restriction models with different conditioning variables

Econometric theory, vol. 32, iss. 4, pp. 917-946, 2016.

By M. Hristache and V. Patilea

[Bibtex]

@article{Hristache2016917,
author={Hristache, M. and Patilea, V.},
title={SEMIPARAMETRIC EFFICIENCY BOUNDS for CONDITIONAL MOMENT RESTRICTION MODELS with DIFFERENT CONDITIONING VARIABLES},
journal={Econometric Theory},
year={2016},
volume={32},
number={4},
pages={917-946},
doi={10.1017/S0266466615000080},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84927924291&doi=10.1017%2fS0266466615000080&partnerID=40&md5=2c2bf3e140f206c21193897e2e44a467},
publisher={Cambridge University Press},
}

Online learning and blackwell approachability in quitting games

Journal of machine learning research, vol. 49, iss. June, pp. 941-942, 2016.

By J. Flesch, R. Laraki, and V. Perchet

[Bibtex]

@article{Flesch2016941,
author={Flesch, J. and Laraki, R. and Perchet, V.},
title={Online learning and blackwell approachability in quitting games},
journal={Journal of Machine Learning Research},
year={2016},
volume={49},
number={June},
pages={941-942},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85072265218&partnerID=40&md5=8cbd34ada7d68258ebee12aeb0804c5f},
publisher={Microtome Publishing},
}

Online learning in repeated auctions

Journal of machine learning research, vol. 49, iss. June, pp. 1562-1583, 2016.

By J. Weed, V. Perchet, and P. Rigollet

[Bibtex]

@article{Weed20161562,
author={Weed, J. and Perchet, V. and Rigollet, P.},
title={Online learning in repeated auctions},
journal={Journal of Machine Learning Research},
year={2016},
volume={49},
number={June},
pages={1562-1583},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85072249507&partnerID=40&md5=e7f4dddef042a16b333db523d08ac7f7},
publisher={Microtome Publishing},
}

Highly-smooth zero-th order online optimization

Journal of machine learning research, vol. 49, iss. June, pp. 257-283, 2016.

By F. Bach and V. Perchet

[Bibtex]

@article{Bach2016257,
author={Bach, F. and Perchet, V.},
title={Highly-smooth zero-th order online optimization},
journal={Journal of Machine Learning Research},
year={2016},
volume={49},
number={June},
pages={257-283},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85072242088&partnerID=40&md5=424dc5ac75c56eb0ee21af422a235404},
publisher={Microtome Publishing},
}

Importance sampling schemes for evidence approximation in mixture models

Bayesian analysis, vol. 11, iss. 2, pp. 573-597, 2016.

By J. E. Lee and C. P. Robert

[Bibtex]

@article{Lee2016573,
author={Lee, J.E. and Robert, C.P.},
title={Importance sampling schemes for evidence approximation in mixture models},
journal={Bayesian Analysis},
year={2016},
volume={11},
number={2},
pages={573-597},
doi={10.1214/15-BA970},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84963818644&doi=10.1214%2f15-BA970&partnerID=40&md5=bdb82445a6c3ec8981e5c9d5ecaae585},
publisher={International Society for Bayesian Analysis},
}

The expected demise of the bayes factor

Journal of mathematical psychology, vol. 72, pp. 33-37, 2016.

By C. P. Robert

[Bibtex]

@article{Robert201633,
author={Robert, C.P.},
title={The expected demise of the Bayes factor},
journal={Journal of Mathematical Psychology},
year={2016},
volume={72},
pages={33-37},
doi={10.1016/j.jmp.2015.08.002},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84940776975&doi=10.1016%2fj.jmp.2015.08.002&partnerID=40&md5=394bb0dd2267dbc2bfb45c411ebe4551},
publisher={Academic Press Inc.},
}

Sharp minimax tests for large toeplitz covariance matrices with repeated observations

Journal of multivariate analysis, vol. 146, pp. 164-176, 2016.

By C. Butucea and R. Zgheib

[Bibtex]

@article{Butucea2016164,
author={Butucea, C. and Zgheib, R.},
title={Sharp minimax tests for large Toeplitz covariance matrices with repeated observations},
journal={Journal of Multivariate Analysis},
year={2016},
volume={146},
pages={164-176},
doi={10.1016/j.jmva.2015.09.003},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84951805901&doi=10.1016%2fj.jmva.2015.09.003&partnerID=40&md5=a66ac7661c4709619f26eb02f81a497c},
publisher={Academic Press Inc.},
}

Adaptive estimation of convex and polytopal density support

Probability theory and related fields, vol. 164, iss. 1-2, pp. 1-16, 2016.

By V. -E. Brunel

[Bibtex]

@article{Brunel20161,
author={Brunel, V.-E.},
title={Adaptive estimation of convex and polytopal density support},
journal={Probability Theory and Related Fields},
year={2016},
volume={164},
number={1-2},
pages={1-16},
doi={10.1007/s00440-014-0605-5},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84955411155&doi=10.1007%2fs00440-014-0605-5&partnerID=40&md5=5cf42f5bd36613dd43b5283f5e9586fa},
publisher={Springer New York LLC},
}

Sharp minimax tests for large covariance matrices and adaptation

Electronic journal of statistics, vol. 10, iss. 2, pp. 1927-1972, 2016.

By C. Butucea and R. Zgheib

[Bibtex]

@article{Butucea20161927,
author={Butucea, C. and Zgheib, R.},
title={Sharp minimax tests for large covariance matrices and adaptation},
journal={Electronic Journal of Statistics},
year={2016},
volume={10},
number={2},
pages={1927-1972},
doi={10.1214/16-EJS1143},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84978698631&doi=10.1214%2f16-EJS1143&partnerID=40&md5=c1fd27b141d707a87ff494d3ac36df57},
publisher={Institute of Mathematical Statistics},
}

An ℓ1, ℓ2, ℓ∞-regularization approach to high-dimensional errors-in-variables models

Electronic journal of statistics, vol. 10, iss. 2, pp. 1729-1750, 2016.

By A. Belloni, M. Rosenbaum, and A. B. Tsybakov

[Bibtex]

@article{Belloni20161729,
author={Belloni, A. and Rosenbaum, M. and Tsybakov, A.B.},
title={An {ℓ1, ℓ2, ℓ∞}-regularization approach to high-dimensional errors-in-variables models},
journal={Electronic Journal of Statistics},
year={2016},
volume={10},
number={2},
pages={1729-1750},
doi={10.1214/15-EJS1095},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84978696374&doi=10.1214%2f15-EJS1095&partnerID=40&md5=d431a664d415922fac31faa87ca28276},
publisher={Institute of Mathematical Statistics},
}

Discussion of “estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation”

Electronic journal of statistics, vol. 10, iss. 1, pp. 67-70, 2016.

By A. B. Tsybakov

[Bibtex]

@article{Tsybakov201667,
author={Tsybakov, A.B.},
title={Discussion of “estimating structured high-dimensional covariance and precision matrices: Optimal rates and adaptive estimation”},
journal={Electronic Journal of Statistics},
year={2016},
volume={10},
number={1},
pages={67-70},
doi={10.1214/15-EJS1081A},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84975770517&doi=10.1214%2f15-EJS1081A&partnerID=40&md5=1d4429e3c80d5bc2dd5fca7f61acb75f},
publisher={Institute of Mathematical Statistics},
}

On estimation of the diagonal elements of a sparse precision matrix

Electronic journal of statistics, vol. 10, iss. 1, pp. 1551-1579, 2016.

By S. Balmand and A. S. Dalalyan

[Bibtex]

@article{Balmand20161551,
author={Balmand, S. and Dalalyan, A.S.},
title={On estimation of the diagonal elements of a sparse precision matrix},
journal={Electronic Journal of Statistics},
year={2016},
volume={10},
number={1},
pages={1551-1579},
doi={10.1214/16-EJS1148},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84973351698&doi=10.1214%2f16-EJS1148&partnerID=40&md5=0d87b2626caf9d456d3e00d4eec252f7},
publisher={Institute of Mathematical Statistics},
}

Minimax rates in permutation estimation for feature matching

Journal of machine learning research, vol. 17, 2016.

By O. Collier and A. S. Dalalyan

[Bibtex]

@article{Collier2016,
author={Collier, O. and Dalalyan, A.S.},
title={Minimax rates in permutation estimation for feature matching},
journal={Journal of Machine Learning Research},
year={2016},
volume={17},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84962408596&partnerID=40&md5=b764c60aedeb371c5686be2acc2c6ad2},
publisher={Microtome Publishing},
}

2015

Sharp oracle bounds for monotone and convex regression through aggregation.

J. mach. learn. res., vol. 16, p. 1879–1892, 2015.

By P. C. Bellec and A. B. Tsybakov

[Bibtex]

@article{bellec2015sharp,
title={Sharp oracle bounds for monotone and convex regression through aggregation.},
author={Bellec, Pierre C and Tsybakov, Alexandre B},
journal={J. Mach. Learn. Res.},
volume={16},
pages={1879--1892},
year={2015},
}

Estimation of matrices with row sparsity

Problems of information transmission, vol. 51, iss. 4, pp. 335-348, 2015.

By O. Klopp and A. B. Tsybakov

[Bibtex]

@article{Klopp2015335,
author={Klopp, O. and Tsybakov, A.B.},
title={Estimation of matrices with row sparsity},
journal={Problems of Information Transmission},
year={2015},
volume={51},
number={4},
pages={335-348},
doi={10.1134/S0032946015040031},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84952939495&doi=10.1134%2fS0032946015040031&partnerID=40&md5=1d44421d8eb21c646a858a5a04b2b876},
publisher={Maik Nauka Publishing / Springer SBM},
}

Adaptive multinomial matrix completion

Electronic journal of statistics, vol. 9, iss. 2, pp. 2950-2975, 2015.

By O. Klopp, J. Lafond, É. Moulines, and J. Salmon

[Bibtex]

@article{Klopp20152950,
author={Klopp, O. and Lafond, J. and Moulines, É. and Salmon, J.},
title={Adaptive multinomial matrix completion},
journal={Electronic Journal of Statistics},
year={2015},
volume={9},
number={2},
pages={2950-2975},
doi={10.1214/15-EJS1093},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84955498874&doi=10.1214%2f15-EJS1093&partnerID=40&md5=ffcf7c0fcfc04bcc1c5253a2d971f72e},
publisher={Institute of Mathematical Statistics},
}

Matrix completion by singular value thresholding: sharp bounds

Electronic journal of statistics, vol. 9, iss. 2, pp. 2348-2369, 2015.

By O. Klopp

[Bibtex]

@article{Klopp20152348,
author={Klopp, O.},
title={Matrix completion by singular value thresholding: Sharp bounds},
journal={Electronic Journal of Statistics},
year={2015},
volume={9},
number={2},
pages={2348-2369},
doi={10.1214/15-EJS1076},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84947928625&doi=10.1214%2f15-EJS1076&partnerID=40&md5=5df691cf23a6a50686afd42650f0d0d9},
publisher={Institute of Mathematical Statistics},
}

On particle gibbs sampling

Bernoulli, vol. 21, iss. 3, pp. 1855-1883, 2015.

By N. Chopin and S. S. Singh

[Bibtex]

@article{Chopin20151855,
author={Chopin, N. and Singh, S.S.},
title={On particle Gibbs sampling},
journal={Bernoulli},
year={2015},
volume={21},
number={3},
pages={1855-1883},
doi={10.3150/14-BEJ629},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84938651689&doi=10.3150%2f14-BEJ629&partnerID=40&md5=12104efb98533c8d9dc7ec8ee7f9f8eb},
publisher={International Statistical Institute},
}

The poisson transform for unnormalised statistical models

Statistics and computing, vol. 25, iss. 4, pp. 767-780, 2015.

By S. Barthelmé and N. Chopin

[Bibtex]

@article{Barthelmé2015767,
author={Barthelmé, S. and Chopin, N.},
title={The Poisson transform for unnormalised statistical models},
journal={Statistics and Computing},
year={2015},
volume={25},
number={4},
pages={767-780},
doi={10.1007/s11222-015-9559-4},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84932197246&doi=10.1007%2fs11222-015-9559-4&partnerID=40&md5=b72ea5745b4489be4abe5b6e22a32426},
publisher={Kluwer Academic Publishers},
}

Estimation of convolution in the model with noise

Journal of nonparametric statistics, vol. 27, iss. 3, pp. 286-315, 2015.

By C. Chesneau, F. Comte, G. Mabon, and F. Navarro

[Bibtex]

@article{Chesneau2015286,
author={Chesneau, C. and Comte, F. and Mabon, G. and Navarro, F.},
title={Estimation of convolution in the model with noise},
journal={Journal of Nonparametric Statistics},
year={2015},
volume={27},
number={3},
pages={286-315},
doi={10.1080/10485252.2015.1041944},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84938745821&doi=10.1080%2f10485252.2015.1041944&partnerID=40&md5=ec8280238debd4d78fb2463a3e3019f3},
publisher={Taylor and Francis Ltd.},
}

Curve registration by nonparametric goodness-of-fit testing

Journal of statistical planning and inference, vol. 162, pp. 20-42, 2015.

By O. Collier and A. S. Dalalyan

[Bibtex]

@article{Collier201520,
author={Collier, O. and Dalalyan, A.S.},
title={Curve registration by nonparametric goodness-of-fit testing},
journal={Journal of Statistical Planning and Inference},
year={2015},
volume={162},
pages={20-42},
doi={10.1016/j.jspi.2015.02.004},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84925292554&doi=10.1016%2fj.jspi.2015.02.004&partnerID=40&md5=7f1918c8e66e25898721c455473305b9},
publisher={Elsevier B.V.},
}

Sequential quasi monte carlo

Journal of the royal statistical society. series b: statistical methodology, vol. 77, iss. 3, pp. 509-579, 2015.

By M. Gerber and N. Chopin

[Bibtex]

@article{Gerber2015509,
author={Gerber, M. and Chopin, N.},
title={Sequential quasi Monte Carlo},
journal={Journal of the Royal Statistical Society. Series B: Statistical Methodology},
year={2015},
volume={77},
number={3},
pages={509-579},
doi={10.1111/rssb.12104},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84929149762&doi=10.1111%2frssb.12104&partnerID=40&md5=8bb5aa880c9948f143aad00cc4632aec},
}

Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix

Esaim – probability and statistics, vol. 19, pp. 115-134, 2015.

By C. Butucea, Y. I. Ingster, and I. A. Suslina

[Bibtex]

@article{Butucea2015115,
author={Butucea, C. and Ingster, Y.I. and Suslina, I.A.},
title={Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix},
journal={ESAIM - Probability and Statistics},
year={2015},
volume={19},
pages={115-134},
doi={10.1051/ps/2014017},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84933532407&doi=10.1051%2fps%2f2014017&partnerID=40&md5=ca6e07028aeeae465e9875fdede9bf37},
publisher={EDP Sciences},
}

On particle methods for parameter estimation in state-space models

Statistical science, vol. 30, iss. 3, pp. 328-351, 2015.

By N. Kantas, A. Doucet, S. S. Singh, J. Maciejowski, and N. Chopin

[Bibtex]

@article{Kantas2015328,
author={Kantas, N. and Doucet, A. and Singh, S.S. and Maciejowski, J. and Chopin, N.},
title={On particle methods for parameter estimation in state-space models},
journal={Statistical Science},
year={2015},
volume={30},
number={3},
pages={328-351},
doi={10.1214/14-STS511},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84931459778&doi=10.1214%2f14-STS511&partnerID=40&md5=b80e24a9f5d0a541a907ae1a5db81280},
publisher={Institute of Mathematical Statistics},
}

A significance test for covariates in nonparametric regression

Electronic journal of statistics, vol. 9, pp. 643-678, 2015.

By P. Lavergne, S. Maistre, and V. Patilea

[Bibtex]

@article{Lavergne2015643,
author={Lavergne, P. and Maistre, S. and Patilea, V.},
title={A significance test for covariates in nonparametric regression},
journal={Electronic Journal of Statistics},
year={2015},
volume={9},
pages={643-678},
doi={10.1214/15-EJS1005},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84926361151&doi=10.1214%2f15-EJS1005&partnerID=40&md5=0488aa122e8b1d24008f753976fa788a},
publisher={Institute of Mathematical Statistics},
}

Pre-processing for approximate bayesian computation in image analysis

Statistics and computing, vol. 25, iss. 1, pp. 23-33, 2015.

By M. T. Moores, C. C. Drovandi, K. Mengersen, and C. P. Robert

[Bibtex]

@article{Moores201523,
author={Moores, M.T. and Drovandi, C.C. and Mengersen, K. and Robert, C.P.},
title={Pre-processing for approximate Bayesian computation in image analysis},
journal={Statistics and Computing},
year={2015},
volume={25},
number={1},
pages={23-33},
doi={10.1007/s11222-014-9525-6},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84925517418&doi=10.1007%2fs11222-014-9525-6&partnerID=40&md5=575748011e49acac9b6799e42484db7a},
publisher={Kluwer Academic Publishers},
}

2014

Credit risk valuation with rating transitions and partial information

International journal of theoretical and applied finance, vol. 17, iss. 7, 2014.

By D. Hainaut and C. Y. Robert

[Bibtex]

@article{Hainaut2014,
author={Hainaut, D. and Robert, C.Y.},
title={Credit risk valuation with rating transitions and partial information},
journal={International Journal of Theoretical and Applied Finance},
year={2014},
volume={17},
number={7},
doi={10.1142/S0219024914500460},
art_number={1450046},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84929519234&doi=10.1142%2fS0219024914500460&partnerID=40&md5=42a3fb997b11945fe36eae7982f6dd4f},
publisher={World Scientific},
}

Regularizing priors for linear inverse problems

Econometric theory, vol. 32, iss. 1, pp. 71-121, 2014.

By J. -P. Florens and A. Simoni

[Bibtex]

@article{Florens201471,
author={Florens, J.-P. and Simoni, A.},
title={REGULARIZING PRIORS for LINEAR INVERSE PROBLEMS},
journal={Econometric Theory},
year={2014},
volume={32},
number={1},
pages={71-121},
doi={10.1017/S0266466614000796},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84954310933&doi=10.1017%2fS0266466614000796&partnerID=40&md5=bad33d57b1030befce62a15cf245a446},
publisher={Cambridge University Press},
}

Testing second-order dynamics for autoregressive processes in presence of time-varying variance

Journal of the american statistical association, vol. 109, iss. 507, pp. 1099-1111, 2014.

By V. Patilea and H. Raïssi

[Bibtex]

@article{Patilea20141099,
author={Patilea, V. and Raïssi, H.},
title={Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance},
journal={Journal of the American Statistical Association},
year={2014},
volume={109},
number={507},
pages={1099-1111},
doi={10.1080/01621459.2014.884504},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84907507029&doi=10.1080%2f01621459.2014.884504&partnerID=40&md5=94bb76c1e21c6017bc2aa0b86c00045c},
publisher={American Statistical Association},
}

On a family of contrasts for parametric inference in degenerate arch models

Econometric theory, vol. 30, iss. 6, pp. 1165-1206, 2014.

By L. Truquet

[Bibtex]

@article{Truquet20141165,
author={Truquet, L.},
title={On a family of contrasts for parametric inference in degenerate ARCH models},
journal={Econometric Theory},
year={2014},
volume={30},
number={6},
pages={1165-1206},
doi={10.1017/S0266466614000139},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84911412602&doi=10.1017%2fS0266466614000139&partnerID=40&md5=761b125e18d9217c83b6e6eb9eca6ef0},
publisher={Cambridge University Press},
}

Statistical inference in compound functional models

Probability theory and related fields, vol. 158, iss. 3-4, pp. 513-532, 2014.

By A. Dalalyan, Y. Ingster, and A. B. Tsybakov

[Bibtex]

@article{Dalalyan2014513,
author={Dalalyan, A. and Ingster, Y. and Tsybakov, A.B.},
title={Statistical inference in compound functional models},
journal={Probability Theory and Related Fields},
year={2014},
volume={158},
number={3-4},
pages={513-532},
doi={10.1007/s00440-013-0487-y},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84897671636&doi=10.1007%2fs00440-013-0487-y&partnerID=40&md5=5fb8613c1c4e0a1501d0e72297fb4324},
}

Noisy low-rank matrix completion with general sampling distribution

Bernoulli, vol. 20, iss. 1, pp. 282-303, 2014.

By O. Klopp

[Bibtex]

@article{Klopp2014282,
author={Klopp, O.},
title={Noisy low-rank matrix completion with general sampling distribution},
journal={Bernoulli},
year={2014},
volume={20},
number={1},
pages={282-303},
doi={10.3150/12-BEJ486},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84893673569&doi=10.3150%2f12-BEJ486&partnerID=40&md5=a8644f9fbec6e11f5ba17435970d2830},
}

Expectation propagation for likelihood-free inference

Journal of the american statistical association, vol. 109, iss. 505, pp. 315-333, 2014.

By S. Barthelmé and N. Chopin

[Bibtex]

@article{Barthelmé2014315,
author={Barthelmé, S. and Chopin, N.},
title={Expectation propagation for likelihood-free inference},
journal={Journal of the American Statistical Association},
year={2014},
volume={109},
number={505},
pages={315-333},
doi={10.1080/01621459.2013.864178},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84901815715&doi=10.1080%2f01621459.2013.864178&partnerID=40&md5=794ec11cc834769340aa9e61eacc7af5},
publisher={American Statistical Association},
}

Optimal exponential bounds on the accuracy of classification

Constructive approximation, vol. 39, iss. 3, pp. 421-444, 2014.

By G. Kerkyacharian, A. B. Tsybakov, V. Temlyakov, D. Picard, and V. Koltchinskii

[Bibtex]

@article{Kerkyacharian2014421,
author={Kerkyacharian, G. and Tsybakov, A.B. and Temlyakov, V. and Picard, D. and Koltchinskii, V.},
title={Optimal Exponential Bounds on the Accuracy of Classification},
journal={Constructive Approximation},
year={2014},
volume={39},
number={3},
pages={421-444},
doi={10.1007/s00365-014-9229-3},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84901038612&doi=10.1007%2fs00365-014-9229-3&partnerID=40&md5=3c0c5d6a91f6da623bd42fa7410c114a},
publisher={Springer New York LLC},
}

2013

Computational aspects of bayesian spectral density estimation

Journal of computational and graphical statistics, vol. 22, iss. 3, pp. 533-557, 2013.

By N. Chopin, J. Rousseau, and B. Liseo

[Bibtex]

@article{Chopin2013533,
author={Chopin, N. and Rousseau, J. and Liseo, B.},
title={Computational aspects of Bayesian spectral density estimation},
journal={Journal of Computational and Graphical Statistics},
year={2013},
volume={22},
number={3},
pages={533-557},
doi={10.1080/10618600.2013.785293},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84890242663&doi=10.1080%2f10618600.2013.785293&partnerID=40&md5=4860201eb7e44b2562c0354e4386cc19},
}

Detection of a sparse submatrix of a high-dimensional noisy matrix

Bernoulli, vol. 19, iss. 5 B, pp. 2652-2688, 2013.

By C. Butucea and Y. I. Ingster

[Bibtex]

@article{Butucea20132652,
author={Butucea, C. and Ingster, Y.I.},
title={Detection of a sparse submatrix of a high-dimensional noisy matrix},
journal={Bernoulli},
year={2013},
volume={19},
number={5 B},
pages={2652-2688},
doi={10.3150/12-BEJ470},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84891934985&doi=10.3150%2f12-BEJ470&partnerID=40&md5=146bff4f1293f849fb0afc64c5d2a363},
}

Bayesian computation for statistical models with intractable normalizing constants

Brazilian journal of probability and statistics, vol. 27, iss. 4, pp. 416-436, 2013.

By Y. F. Atchadé, N. Lartillot, and C. Robert

[Bibtex]

@article{Atchadé2013416,
author={Atchadé, Y.F. and Lartillot, N. and Robert, C.},
title={Bayesian computation for statistical models with intractable normalizing constants},
journal={Brazilian Journal of Probability and Statistics},
year={2013},
volume={27},
number={4},
pages={416-436},
doi={10.1214/11-BJPS174},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84884147564&doi=10.1214%2f11-BJPS174&partnerID=40&md5=1569de8a2ccea05bcdc05c1f482f5a07},
}

Adaptive estimation of convex polytopes and convex sets from noisy data

Electronic journal of statistics, vol. 7, iss. 1, pp. 1301-1327, 2013.

By V. -E. Brunel

[Bibtex]

@article{Brunel20131301,
author={Brunel, V.-E.},
title={Adaptive estimation of convex polytopes and convex sets from noisy data},
journal={Electronic Journal of Statistics},
year={2013},
volume={7},
number={1},
pages={1301-1327},
doi={10.1214/13-EJS804},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84884971672&doi=10.1214%2f13-EJS804&partnerID=40&md5=5c419c3f0ad28cffa2bc5c30444779df},
}

Rank-penalized estimation of a quantum system

Physical review a – atomic, molecular, and optical physics, vol. 88, iss. 3, 2013.

By P. Alquier, C. Butucea, M. Hebiri, K. Meziani, and T. Morimae

[Bibtex]

@article{Alquier2013,
author={Alquier, P. and Butucea, C. and Hebiri, M. and Meziani, K. and Morimae, T.},
title={Rank-penalized estimation of a quantum system},
journal={Physical Review A - Atomic, Molecular, and Optical Physics},
year={2013},
volume={88},
number={3},
doi={10.1103/PhysRevA.88.032113},
art_number={032113},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84884881858&doi=10.1103%2fPhysRevA.88.032113&partnerID=40&md5=844f0740e4481e6d162096bcd06c1e54},
}

Bayesian optimal adaptive estimation using a sieve prior

Scandinavian journal of statistics, vol. 40, iss. 3, pp. 549-570, 2013.

By J. Arbel, G. Gayraud, and J. Rousseau

[Bibtex]

@article{Arbel2013549,
author={Arbel, J. and Gayraud, G. and Rousseau, J.},
title={Bayesian optimal adaptive estimation using a sieve prior},
journal={Scandinavian Journal of Statistics},
year={2013},
volume={40},
number={3},
pages={549-570},
doi={10.1002/sjos.12002},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84881543831&doi=10.1002%2fsjos.12002&partnerID=40&md5=3b409a10072a50211417bdfb4d91c0f7},
}

Single index regression models in the presence of censoring depending on the covariates

Bernoulli, vol. 19, iss. 3, pp. 721-747, 2013.

By O. Lopez, V. Patilea, and I. Van Keilegom

[Bibtex]

@article{Lopez2013721,
author={Lopez, O. and Patilea, V. and Van Keilegom, I.},
title={Single index regression models in the presence of censoring depending on the covariates},
journal={Bernoulli},
year={2013},
volume={19},
number={3},
pages={721-747},
doi={10.3150/12-BEJ464},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84883881843&doi=10.3150%2f12-BEJ464&partnerID=40&md5=715a33851bab670c459525d90ba16b68},
}

Smc2: an efficient algorithm for sequential analysis of state space models

Journal of the royal statistical society. series b: statistical methodology, vol. 75, iss. 3, pp. 397-426, 2013.

By N. Chopin, P. E. Jacob, and O. Papaspiliopoulos

[Bibtex]

@article{Chopin2013397,
author={Chopin, N. and Jacob, P.E. and Papaspiliopoulos, O.},
title={SMC2: An efficient algorithm for sequential analysis of state space models},
journal={Journal of the Royal Statistical Society. Series B: Statistical Methodology},
year={2013},
volume={75},
number={3},
pages={397-426},
doi={10.1111/j.1467-9868.2012.01046.x},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84878260706&doi=10.1111%2fj.1467-9868.2012.01046.x&partnerID=40&md5=90a96648a2eb9b67c3392f7984c22b23},
}

Estimation of the lead-lag parameter from non-synchronous data

Bernoulli, vol. 19, iss. 2, pp. 426-461, 2013.

By M. Hoffmann, M. Rosenbaum, and N. Yoshida

[Bibtex]

@article{Hoffmann2013426,
author={Hoffmann, M. and Rosenbaum, M. and Yoshida, N.},
title={Estimation of the lead-lag parameter from non-synchronous data},
journal={Bernoulli},
year={2013},
volume={19},
number={2},
pages={426-461},
doi={10.3150/11-BEJ407},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84884128241&doi=10.3150%2f11-BEJ407&partnerID=40&md5=c94a760cb050712d45f79c7fa098e4bf},
}

Discussion

International statistical review, vol. 81, iss. 1, pp. 52-56, 2013.

By C. P. Robert

[Bibtex]

@article{Robert201352,
author={Robert, C.P.},
title={Discussion},
journal={International Statistical Review},
year={2013},
volume={81},
number={1},
pages={52-56},
doi={10.1111/insr.12003},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84875641170&doi=10.1111%2finsr.12003&partnerID=40&md5=5715cd3f1160f67f10a806d8e48cc08b},
}

Corrected portmanteau tests for var models with time-varying variance

Journal of multivariate analysis, vol. 116, pp. 190-207, 2013.

By V. Patilea and H. Raïssi

[Bibtex]

@article{Patilea2013190,
author={Patilea, V. and Raïssi, H.},
title={Corrected portmanteau tests for VAR models with time-varying variance},
journal={Journal of Multivariate Analysis},
year={2013},
volume={116},
pages={190-207},
doi={10.1016/j.jmva.2012.12.004},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84872417584&doi=10.1016%2fj.jmva.2012.12.004&partnerID=40&md5=bd38e1a9538a5dbe28cc926bbb91b454},
}

Error and inference: an outsider stand on a frequentist philosophy

Theory and decision, vol. 74, iss. 3, pp. 447-461, 2013.

By C. P. Robert

[Bibtex]

@article{Robert2013447,
author={Robert, C.P.},
title={Error and inference: An outsider stand on a frequentist philosophy},
journal={Theory and Decision},
year={2013},
volume={74},
number={3},
pages={447-461},
doi={10.1007/s11238-012-9298-3},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84878515324&doi=10.1007%2fs11238-012-9298-3&partnerID=40&md5=08ab07673dc56e27e877c51863b48a2d},
publisher={Kluwer Academic Publishers},
}

Sequential monte carlo on large binary sampling spaces

Statistics and computing, vol. 23, iss. 2, pp. 163-184, 2013.

By C. Schäfer and N. Chopin

[Bibtex]

@article{Schäfer2013163,
author={Schäfer, C. and Chopin, N.},
title={Sequential Monte Carlo on large binary sampling spaces},
journal={Statistics and Computing},
year={2013},
volume={23},
number={2},
pages={163-184},
doi={10.1007/s11222-011-9299-z},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84872617354&doi=10.1007%2fs11222-011-9299-z&partnerID=40&md5=14d59feba0b7e1061992397a412bb6c7},
publisher={Kluwer Academic Publishers},
}

Permutation estimation and minimax matching thresholds

Journal of machine learning research, vol. 31, pp. 10-19, 2013.

By O. Collier and A. Dalalyan

[Bibtex]

@article{Collier201310,
author={Collier, O. and Dalalyan, A.},
title={Permutation estimation and minimax matching thresholds},
journal={Journal of Machine Learning Research},
year={2013},
volume={31},
pages={10-19},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84954235621&partnerID=40&md5=54d4279fe09db8ac95e2a6ea879eb925},
publisher={Microtome Publishing},
}

Pivotal estimation in high-dimensional regression via linear programming

Empirical inference: festschrift in honor of vladimir n. vapnik, , pp. 195-204, 2013.

By E. Gautier and A. B. Tsybakov

[Bibtex]

@book{Gautier2013195,
author={Gautier, E. and Tsybakov, A.B.},
title={Pivotal estimation in high-dimensional regression via linear programming},
journal={Empirical Inference: Festschrift in Honor of Vladimir N. Vapnik},
year={2013},
pages={195-204},
doi={10.1007/978-3-642-41136-6_17},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84948109105&doi=10.1007%2f978-3-642-41136-6_17&partnerID=40&md5=df406b493c8153bd30d241f18346ab89},
publisher={Springer Berlin Heidelberg},
}

Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory

Journal of econometrics, vol. 177, iss. 1, pp. 47-59, 2013.

By P. Lavergne and V. Patilea

[Bibtex]

@article{Lavergne201347,
author={Lavergne, P. and Patilea, V.},
title={Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory},
journal={Journal of Econometrics},
year={2013},
volume={177},
number={1},
pages={47-59},
doi={10.1016/j.jeconom.2013.05.006},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84883457873&doi=10.1016%2fj.jeconom.2013.05.006&partnerID=40&md5=3c960af4a2a8ce7b9e38bd045a0221e5},
publisher={Elsevier Ltd},
}

Bayesian learning of noisy markov decision processes

Acm transactions on modeling and computer simulation, vol. 23, iss. 1, 2013.

By S. S. Singh, N. Chopin, and N. Whiteley

[Bibtex]

@article{Singh2013,
author={Singh, S.S. and Chopin, N. and Whiteley, N.},
title={Bayesian learning of noisy markov decision processes},
journal={ACM Transactions on Modeling and Computer Simulation},
year={2013},
volume={23},
number={1},
doi={10.1145/2414416.2414420},
art_number={4},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84873697423&doi=10.1145%2f2414416.2414420&partnerID=40&md5=963d9ac0971a83a74919a0df94ea096b},
}

Generalized stochastic target problems for pricing and partial hedging under loss constraints-application in optimal book liquidation

Finance and stochastics, vol. 17, iss. 1, pp. 31-72, 2013.

By B. Bouchard and N. -M. Dang

[Bibtex]

@article{Bouchard201331,
author={Bouchard, B. and Dang, N.-M.},
title={Generalized stochastic target problems for pricing and partial hedging under loss constraints-application in optimal book liquidation},
journal={Finance and Stochastics},
year={2013},
volume={17},
number={1},
pages={31-72},
doi={10.1007/s00780-012-0198-8},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84871399603&doi=10.1007%2fs00780-012-0198-8&partnerID=40&md5=53c65b8dbc395a160073e413a8d98c28},
publisher={Springer Verlag},
}

Modelling microstructure noise with mutually exciting point processes

Quantitative finance, vol. 13, iss. 1, pp. 65-77, 2013.

By E. Bacry, S. Delattre, M. Hoffmann, and J. F. Muzy

[Bibtex]

@article{Bacry201365,
author={Bacry, E. and Delattre, S. and Hoffmann, M. and Muzy, J.F.},
title={Modelling microstructure noise with mutually exciting point processes},
journal={Quantitative Finance},
year={2013},
volume={13},
number={1},
pages={65-77},
doi={10.1080/14697688.2011.647054},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84861315065&doi=10.1080%2f14697688.2011.647054&partnerID=40&md5=cf97fe2a17786ee9712d6935d8982a3e},
}

2012

Discussion: latent variable graphical model selection via convex optimization

The annals of statistics, vol. 40, iss. 4, p. 1984–1988, 2012.

By C. Giraud and A. Tsybakov

[Bibtex]

@article{giraud2012discussion,
title={Discussion: Latent variable graphical model selection via convex optimization},
author={Giraud, Christophe and Tsybakov, Alexandre},
journal={The Annals of Statistics},
volume={40},
number={4},
pages={1984--1988},
year={2012},
publisher={JSTOR},
}

Adaptive multiple importance sampling

Scandinavian journal of statistics, vol. 39, iss. 4, pp. 798-812, 2012.

By J. -M. Cornuet, J. -M. Marin, A. Mira, and C. P. Robert

[Bibtex]

@article{Cornuet2012798,
author={Cornuet, J.-M. and Marin, J.-M. and Mira, A. and Robert, C.P.},
title={Adaptive Multiple Importance Sampling},
journal={Scandinavian Journal of Statistics},
year={2012},
volume={39},
number={4},
pages={798-812},
doi={10.1111/j.1467-9469.2011.00756.x},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84865840917&doi=10.1111%2fj.1467-9469.2011.00756.x&partnerID=40&md5=62e921e8fd01200610cfe17d84cdca9c},
}

Issues in designing hybrid algorithms

Case studies in bayesian statistical modelling and analysis, , pp. 403-420, 2012.

By J. E. Lee, K. L. Mengersen, and C. P. Robert

[Bibtex]

@book{Lee2012403,
author={Lee, J.E. and Mengersen, K.L. and Robert, C.P.},
title={Issues in Designing Hybrid Algorithms},
journal={Case Studies in Bayesian Statistical Modelling and Analysis},
year={2012},
pages={403-420},
doi={10.1002/9781118394472.ch24},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84949757833&doi=10.1002%2f9781118394472.ch24&partnerID=40&md5=09547d708c4d53dbf51f61e7f38beb04},
publisher={wiley},
}

Sparse estimation by exponential weighting

Statistical science, vol. 27, iss. 4, pp. 558-575, 2012.

By P. Rigollet and A. B. Tsybakov

[Bibtex]

@article{Rigollet2012558,
author={Rigollet, P. and Tsybakov, A.B.},
title={Sparse estimation by exponential weighting},
journal={Statistical Science},
year={2012},
volume={27},
number={4},
pages={558-575},
doi={10.1214/12-STS393},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84871564349&doi=10.1214%2f12-STS393&partnerID=40&md5=d4d5154252826c1a4cc2274dc828ccac},
}

Approximate bayesian computational methods

Statistics and computing, vol. 22, iss. 6, pp. 1167-1180, 2012.

By J. -M. Marin, P. Pudlo, C. P. Robert, and R. J. Ryder

[Bibtex]

@article{Marin20121167,
author={Marin, J.-M. and Pudlo, P. and Robert, C.P. and Ryder, R.J.},
title={Approximate Bayesian computational methods},
journal={Statistics and Computing},
year={2012},
volume={22},
number={6},
pages={1167-1180},
doi={10.1007/s11222-011-9288-2},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84861108073&doi=10.1007%2fs11222-011-9288-2&partnerID=40&md5=d7452680ff97ed7d2f3037108fffb09d},
}

Comment

Statistica sinica, vol. 22, iss. 4, pp. 1358-1367, 2012.

By P. Rigollet and A. B. Tsybakov

[Bibtex]

@article{Rigollet20121358,
author={Rigollet, P. and Tsybakov, A.B.},
title={Comment},
journal={Statistica Sinica},
year={2012},
volume={22},
number={4},
pages={1358-1367},
doi={10.5705/ss.2010.253},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84866857300&doi=10.5705%2fss.2010.253&partnerID=40&md5=4ccc5ea95b265453b2953396f2c8d812},
}

Estimation of demo-genetic model probabilities with approximate bayesian computation using linear discriminant analysis on summary statistics

Molecular ecology resources, vol. 12, iss. 5, pp. 846-855, 2012.

By A. Estoup, E. Lombaert, J. -M. Marin, T. Guillemaud, P. Pudlo, C. P. Robert, and J. -M. Cornuet

[Bibtex]

@article{Estoup2012846,
author={Estoup, A. and Lombaert, E. and Marin, J.-M. and Guillemaud, T. and Pudlo, P. and Robert, C.P. and Cornuet, J.-M.},
title={Estimation of demo-genetic model probabilities with Approximate Bayesian Computation using linear discriminant analysis on summary statistics},
journal={Molecular Ecology Resources},
year={2012},
volume={12},
number={5},
pages={846-855},
doi={10.1111/j.1755-0998.2012.03153.x},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84865301018&doi=10.1111%2fj.1755-0998.2012.03153.x&partnerID=40&md5=15e14a1098431104fa64e2119e6dcf3e},
}

Transductive versions of the lasso and the dantzig selector

Journal of statistical planning and inference, vol. 142, iss. 9, pp. 2485-2500, 2012.

By P. Alquier and M. Hebiri

[Bibtex]

@article{Alquier20122485,
author={Alquier, P. and Hebiri, M.},
title={Transductive versions of the LASSO and the Dantzig Selector},
journal={Journal of Statistical Planning and Inference},
year={2012},
volume={142},
number={9},
pages={2485-2500},
doi={10.1016/j.jspi.2012.03.020},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84860883493&doi=10.1016%2fj.jspi.2012.03.020&partnerID=40&md5=9d12bbbfb09a8623ac121e261fa73c95},
}

Mirror averaging with sparsity priors

Bernoulli, vol. 18, iss. 3, pp. 914-944, 2012.

By A. S. Dalalyan and A. B. Tsybakov

[Bibtex]

@article{Dalalyan2012914,
author={Dalalyan, A.S. and Tsybakov, A.B.},
title={Mirror averaging with sparsity priors},
journal={Bernoulli},
year={2012},
volume={18},
number={3},
pages={914-944},
doi={10.3150/11-BEJ361},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84871602377&doi=10.3150%2f11-BEJ361&partnerID=40&md5=6ce893aae1566e6d04ad0672cff36b2c},
}

Socp based variance free dantzig selector with application to robust estimation

Comptes rendus mathematique, vol. 350, iss. 15-16, pp. 785-788, 2012.

By A. S. Dalalyan

[Bibtex]

@article{Dalalyan2012785,
author={Dalalyan, A.S.},
title={SOCP based variance free Dantzig Selector with application to robust estimation},
journal={Comptes Rendus Mathematique},
year={2012},
volume={350},
number={15-16},
pages={785-788},
doi={10.1016/j.crma.2012.09.016},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84867329277&doi=10.1016%2fj.crma.2012.09.016&partnerID=40&md5=78ab3230a27ba094a2a44c51b6e7ee42},
}

Free energy methods for bayesian inference: efficient exploration of univariate gaussian mixture posteriors

Statistics and computing, vol. 22, iss. 4, pp. 897-916, 2012.

By N. Chopin, T. Lelièvre, and G. Stoltz

[Bibtex]

@article{Chopin2012897,
author={Chopin, N. and Lelièvre, T. and Stoltz, G.},
title={Free energy methods for Bayesian inference: Efficient exploration of univariate Gaussian mixture posteriors},
journal={Statistics and Computing},
year={2012},
volume={22},
number={4},
pages={897-916},
doi={10.1007/s11222-011-9257-9},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84859780059&doi=10.1007%2fs11222-011-9257-9&partnerID=40&md5=23296dc5fb10324acaa79c4f920297d8},
}

Nonparametric estimation of the division rate of a size-structured population

Siam journal on numerical analysis, vol. 50, iss. 2, pp. 925-950, 2012.

By M. Doumic, M. Hoffmann, P. Reynaud-Bouret, and V. Rivoirard

[Bibtex]

@article{Doumic2012925,
author={Doumic, M. and Hoffmann, M. and Reynaud-Bouret, P. and Rivoirard, V.},
title={Nonparametric estimation of the division rate of a size-structured population},
journal={SIAM Journal on Numerical Analysis},
year={2012},
volume={50},
number={2},
pages={925-950},
doi={10.1137/110828344},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84861414830&doi=10.1137%2f110828344&partnerID=40&md5=636b10c3b3aa89affcf8fedd863d9d62},
}

A uniform berry-esseen theorem on m-estimators for geometrically ergodic markov chains

Bernoulli, vol. 18, iss. 2, pp. 703-734, 2012.

By L. Hervé, J. Ledoux, and V. Patilea

[Bibtex]

@article{Hervé2012703,
author={Hervé, L. and Ledoux, J. and Patilea, V.},
title={A uniform Berry-Esseen theorem on M-estimators for geometrically ergodic Markov chains},
journal={Bernoulli},
year={2012},
volume={18},
number={2},
pages={703-734},
doi={10.3150/10-BEJ347},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84873335645&doi=10.3150%2f10-BEJ347&partnerID=40&md5=f247dc8bd5d68dde5dc94bff8fe1c127},
}

Bayesian nonparametric estimation of the spectral density of a long or intermediate memory gaussian process

Annals of statistics, vol. 40, iss. 2, pp. 964-995, 2012.

By J. Rousseau, N. Chopin, and B. Liseo

[Bibtex]

@article{Rousseau2012964,
author={Rousseau, J. and Chopin, N. and Liseo, B.},
title={Bayesian nonparametric estimation of the spectral density of a long or intermediate memory gaussian process},
journal={Annals of Statistics},
year={2012},
volume={40},
number={2},
pages={964-995},
doi={10.1214/11-AOS955},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84872066330&doi=10.1214%2f11-AOS955&partnerID=40&md5=530457e02a1f0d526c0a8143f3beb72a},
}

Semiparametric estimation of shifts on compact lie groups for image registration

Probability theory and related fields, vol. 152, iss. 3-4, pp. 425-473, 2012.

By J. Bigot, J. -M. Loubes, and M. Vimond

[Bibtex]

@article{Bigot2012425,
author={Bigot, J. and Loubes, J.-M. and Vimond, M.},
title={Semiparametric estimation of shifts on compact Lie groups for image registration},
journal={Probability Theory and Related Fields},
year={2012},
volume={152},
number={3-4},
pages={425-473},
doi={10.1007/s00440-010-0327-2},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84858160199&doi=10.1007%2fs00440-010-0327-2&partnerID=40&md5=e37d8c88ac98fdca104c952959758832},
}

Optimal portfolios with end-of-period target

Advances in decision sciences, vol. 2012, 2012.

By H. Shiraishi, H. Ogata, T. Amano, V. Patilea, D. Veredas, and M. Taniguchi

[Bibtex]

@article{Shiraishi2012,
author={Shiraishi, H. and Ogata, H. and Amano, T. and Patilea, V. and Veredas, D. and Taniguchi, M.},
title={Optimal portfolios with end-of-period target},
journal={Advances in Decision Sciences},
year={2012},
volume={2012},
doi={10.1155/2012/703465},
art_number={703465},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84858329373&doi=10.1155%2f2012%2f703465&partnerID=40&md5=c3755b3181946b53b0b806ff764194ee},
}

Optimal control versus stochastic target problems: an equivalence result

Systems and control letters, vol. 61, iss. 2, pp. 343-346, 2012.

By B. Bouchard and N. M. Dang

[Bibtex]

@article{Bouchard2012343,
author={Bouchard, B. and Dang, N.M.},
title={Optimal control versus stochastic target problems: An equivalence result},
journal={Systems and Control Letters},
year={2012},
volume={61},
number={2},
pages={343-346},
doi={10.1016/j.sysconle.2011.11.010},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84855291889&doi=10.1016%2fj.sysconle.2011.11.010&partnerID=40&md5=6d8aef47d3f356846f476be086bc0b8c},
}

Free energy sequential monte carlo, application to mixture modelling

Bayesian statistics 9, vol. 9780199694587, 2012.

By N. Chopin, P. Jacob, and P. J. Green

[Bibtex]

@book{Chopin2012,
author={Chopin, N. and Jacob, P. and Green, P.J.},
title={Free Energy Sequential Monte Carlo, Application to Mixture Modelling},
journal={Bayesian Statistics 9},
year={2012},
volume={9780199694587},
doi={10.1093/acprof:oso/9780199694587.003.0003},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84933474405&doi=10.1093%2facprof%3aoso%2f9780199694587.003.0003&partnerID=40&md5=581fe50d839b3d4c4e2055fc96ed2027},
publisher={Oxford University Press},
}

Kernels based tests with non-asymptotic bootstrap approaches for two-sample problems

Journal of machine learning research, vol. 23, p. 23.1-23.22, 2012.

By M. Fromont, B. Laurent, M. Lerasle, and P. Reynaud-Bouret

[Bibtex]

@article{Fromont2012,
author={Fromont, M. and Laurent, B. and Lerasle, M. and Reynaud-Bouret, P.},
title={Kernels based tests with non-asymptotic bootstrap approaches for two-sample problems},
journal={Journal of Machine Learning Research},
year={2012},
volume={23},
pages={23.1-23.22},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84898473605&partnerID=40&md5=7ff9ddf9ee403f11627633c85fa14862},
publisher={Microtome Publishing},
}

Sharp oracle inequalities for aggregation of affine estimators

Annals of statistics, vol. 40, iss. 4, pp. 2327-2355, 2012.

By A. S. Dalalyan and J. Salmon

[Bibtex]

@article{Dalalyan20122327,
author={Dalalyan, A.S. and Salmon, J.},
title={Sharp oracle inequalities for aggregation of affine estimators},
journal={Annals of Statistics},
year={2012},
volume={40},
number={4},
pages={2327-2355},
doi={10.1214/12-AOS1038},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84884954887&doi=10.1214%2f12-AOS1038&partnerID=40&md5=4c1292bdc2a917a672f782ebb18cde6d},
publisher={Institute of Mathematical Statistics},
}

Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean

Journal of statistical planning and inference, vol. 142, iss. 11, pp. 2891-2912, 2012.

By V. Patilea and H. Raïssi

[Bibtex]

@article{Patilea20122891,
author={Patilea, V. and Raïssi, H.},
title={Adaptive estimation of vector autoregressive models with time-varying variance: Application to testing linear causality in mean},
journal={Journal of Statistical Planning and Inference},
year={2012},
volume={142},
number={11},
pages={2891-2912},
doi={10.1016/j.jspi.2012.04.005},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84862995394&doi=10.1016%2fj.jspi.2012.04.005&partnerID=40&md5=d59b6378d62f46da9b06601e3787922e},
publisher={Elsevier B.V.},
}

One for all and all for one: regression checks with many regressors

Journal of business and economic statistics, vol. 30, iss. 1, pp. 41-52, 2012.

By P. Lavergne and V. Patilea

[Bibtex]

@article{Lavergne201241,
author={Lavergne, P. and Patilea, V.},
title={One for all and all for one: Regression checks with many regressors},
journal={Journal of Business and Economic Statistics},
year={2012},
volume={30},
number={1},
pages={41-52},
doi={10.1198/jbes.2011.07152},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84857082489&doi=10.1198%2fjbes.2011.07152&partnerID=40&md5=ce95bea872360d8cf4a2fcfd05036885},
}

Volatility and covariation estimation when microstructure noise and trading times are endogenous

Mathematical finance, vol. 22, iss. 1, pp. 133-164, 2012.

By C. Y. Robert and M. Rosenbaum

[Bibtex]

@article{Robert2012133,
author={Robert, C.Y. and Rosenbaum, M.},
title={Volatility and covariation estimation when microstructure noise and trading times are endogenous},
journal={Mathematical Finance},
year={2012},
volume={22},
number={1},
pages={133-164},
doi={10.1111/j.1467-9965.2010.00454.x},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84856028776&doi=10.1111%2fj.1467-9965.2010.00454.x&partnerID=40&md5=91b850cda5ff28672979ebf28064307d},
}

2011

Exponential screening and optimal rates of sparse estimation

The annals of statistics, vol. 39, iss. 2, p. 731–771, 2011.

By P. Rigollet and A. Tsybakov

[Bibtex]

@article{rigollet2011exponential,
title={Exponential screening and optimal rates of sparse estimation},
author={Rigollet, Philippe and Tsybakov, Alexandre},
journal={The Annals of Statistics},
volume={39},
number={2},
pages={731--771},
year={2011},
publisher={Institute of Mathematical Statistics},
}

Optimal control of trading algorithms: a general impulse control approach

Siam journal on financial mathematics, vol. 2, iss. 1, pp. 404-438, 2011.

By B. Bouchard, N. -M. Dang, and C. -A. Lehalle

[Bibtex]

@article{Bouchard2011404,
author={Bouchard, B. and Dang, N.-M. and Lehalle, C.-A.},
title={Optimal control of trading algorithms: A general impulse control approach},
journal={SIAM Journal on Financial Mathematics},
year={2011},
volume={2},
number={1},
pages={404-438},
doi={10.1137/090777293},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84871040760&doi=10.1137%2f090777293&partnerID=40&md5=c99f86ef9a3eb5cc4e287aac8b1c792e},
}

On a nonparametric resampling scheme for markov random fields

Electronic journal of statistics, vol. 5, pp. 1503-1536, 2011.

By L. Truquet

[Bibtex]

@article{Truquet20111503,
author={Truquet, L.},
title={On a nonparametric resampling scheme for Markov random fields},
journal={Electronic Journal of Statistics},
year={2011},
volume={5},
pages={1503-1536},
doi={10.1214/11-EJS644},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84859879708&doi=10.1214%2f11-EJS644&partnerID=40&md5=536e1e60848e2006baea4f2a50029fc9},
}

Rank penalized estimators for high-dimensional matrices

Electronic journal of statistics, vol. 5, pp. 1161-1183, 2011.

By O. Klopp

[Bibtex]

@article{Klopp20111161,
author={Klopp, O.},
title={Rank penalized estimators for high-dimensional matrices},
journal={Electronic Journal of Statistics},
year={2011},
volume={5},
pages={1161-1183},
doi={10.1214/11-EJS637},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84859835859&doi=10.1214%2f11-EJS637&partnerID=40&md5=c210be7401113c33e6025b070eff3672},
}

Statistical inference across time scales

Electronic journal of statistics, vol. 5, pp. 2004-2030, 2011.

By C. Duval and M. Hoffmann

[Bibtex]

@article{Duval20112004,
author={Duval, C. and Hoffmann, M.},
title={Statistical inference across time scales},
journal={Electronic Journal of Statistics},
year={2011},
volume={5},
pages={2004-2030},
doi={10.1214/11-EJS660},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84859829075&doi=10.1214%2f11-EJS660&partnerID=40&md5=b82e4f106a71802797c42d99553540ad},
}

Generalization of ℓ1 constraints for high dimensional regression problems

Statistics and probability letters, vol. 81, iss. 12, pp. 1760-1765, 2011.

By P. Alquier and M. Hebiri

[Bibtex]

@article{Alquier20111760,
author={Alquier, P. and Hebiri, M.},
title={Generalization of ℓ1 constraints for high dimensional regression problems},
journal={Statistics and Probability Letters},
year={2011},
volume={81},
number={12},
pages={1760-1765},
doi={10.1016/j.spl.2011.07.011},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-80053648228&doi=10.1016%2fj.spl.2011.07.011&partnerID=40&md5=f54a165bc13f86bc3a93dfc64af26702},
}

Using parallel computation to improve independent metropolis-hastings based estimation

Journal of computational and graphical statistics, vol. 20, iss. 3, pp. 616-635, 2011.

By P. Jacob, C. P. Robert, and M. H. Smith

[Bibtex]

@article{Jacob2011616,
author={Jacob, P. and Robert, C.P. and Smith, M.H.},
title={Using parallel computation to improve independent Metropolis-Hastings based estimation},
journal={Journal of Computational and Graphical Statistics},
year={2011},
volume={20},
number={3},
pages={616-635},
doi={10.1198/jcgs.2011.10167},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-80053364902&doi=10.1198%2fjcgs.2011.10167&partnerID=40&md5=842851dad23db14164e0b1c1ac4542d8},
}

Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion

Annals of statistics, vol. 39, iss. 5, pp. 2302-2329, 2011.

By V. Koltchinskii, K. Lounici, and A. B. Tsybakov

[Bibtex]

@article{Koltchinskii20112302,
author={Koltchinskii, V. and Lounici, K. and Tsybakov, A.B.},
title={Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion},
journal={Annals of Statistics},
year={2011},
volume={39},
number={5},
pages={2302-2329},
doi={10.1214/11-AOS894},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-82655171609&doi=10.1214%2f11-AOS894&partnerID=40&md5=d196bec4fb075748b70cefb4eb5e33fc},
}

Bayesian inference and computation

Handbook of statistical systems biology, , pp. 39-65, 2011.

By C. P. Robert, J. Marin, and J. Rousseau

[Bibtex]

@book{Robert201139,
author={Robert, C.P. and Marin, J. and Rousseau, J.},
title={Bayesian Inference and Computation},
journal={Handbook of Statistical Systems Biology},
year={2011},
pages={39-65},
doi={10.1002/9781119970606.ch3},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84888670971&doi=10.1002%2f9781119970606.ch3&partnerID=40&md5=1eeb199f66e560d406ecb51abd0cee5d},
publisher={John Wiley and Sons},
}

Pac-bayesian bounds for sparse regression estimation with exponential weights

Electronic journal of statistics, vol. 5, pp. 127-145, 2011.

By P. Alquier and K. Lounici

[Bibtex]

@article{Alquier2011127,
author={Alquier, P. and Lounici, K.},
title={PAC-Bayesian bounds for sparse regression estimation with exponential weights},
journal={Electronic Journal of Statistics},
year={2011},
volume={5},
pages={127-145},
doi={10.1214/11-EJS601},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-79960999147&doi=10.1214%2f11-EJS601&partnerID=40&md5=03c8fc93a6e84fb6c8346177752fc818},
}

Estimation of high-dimensional low-rank matrices

Annals of statistics, vol. 39, iss. 2, pp. 887-930, 2011.

By R. Angelika and A. B. Tsybakov

[Bibtex]

@article{Angelika2011887,
author={Angelika, R. and Tsybakov, A.B.},
title={Estimation of high-dimensional low-rank matrices},
journal={Annals of Statistics},
year={2011},
volume={39},
number={2},
pages={887-930},
doi={10.1214/10-AOS860},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-79952902758&doi=10.1214%2f10-AOS860&partnerID=40&md5=2668e73f1982412a7ea19c15a59e452a},
}

Fast simulation of truncated gaussian distributions

Statistics and computing, vol. 21, iss. 2, pp. 275-288, 2011.

By N. Chopin

[Bibtex]

@article{Chopin2011275,
author={Chopin, N.},
title={Fast simulation of truncated Gaussian distributions},
journal={Statistics and Computing},
year={2011},
volume={21},
number={2},
pages={275-288},
doi={10.1007/s11222-009-9168-1},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-79951550930&doi=10.1007%2fs11222-009-9168-1&partnerID=40&md5=8ad475abcb6e37296e589e17d7e1f467},
publisher={Kluwer Academic Publishers},
}

The model with uncertainty zones for ultra high frequency prices and durations: applications to statistical estimation and mathematical finance

New economic windows, vol. 9, pp. 203-224, 2011.

By C. Y. Robert and M. Rosenbaum

[Bibtex]

@article{Robert2011203,
author={Robert, C.Y. and Rosenbaum, M.},
title={The model with uncertainty zones for ultra high frequency prices and durations: Applications to statistical estimation and mathematical finance},
journal={New Economic Windows},
year={2011},
volume={9},
pages={203-224},
doi={10.1007/978-88-470-1766-5_14},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84874562946&doi=10.1007%2f978-88-470-1766-5_14&partnerID=40&md5=25e34e3aa362057c4e786b303b84ec5e},
publisher={Springer-Verlag Italia s.r.l.},
}

Oracle inequalities and optimal inference under group sparsity

Annals of statistics, vol. 39, iss. 4, pp. 2164-2204, 2011.

By K. Lounici, M. Pontil, S. Van De Geer, and A. B. Tsybakov

[Bibtex]

@article{Lounici20112164,
author={Lounici, K. and Pontil, M. and Van De Geer, S. and Tsybakov, A.B.},
title={Oracle inequalities and optimal inference under group sparsity},
journal={Annals of Statistics},
year={2011},
volume={39},
number={4},
pages={2164-2204},
doi={10.1214/11-AOS896},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84855412474&doi=10.1214%2f11-AOS896&partnerID=40&md5=7b317396150f020886542c98172397db},
publisher={Institute of Mathematical Statistics},
}

Discussion of “is bayes posterior just quick and dirty confidence?” by d. a. s. fraser

Statistical science, vol. 26, iss. 3, pp. 317-318, 2011.

By C. P. Robert

[Bibtex]

@article{Robert2011317,
author={Robert, C.P.},
title={Discussion of "is bayes posterior just quick and dirty confidence?" by D. A. S. Fraser},
journal={Statistical Science},
year={2011},
volume={26},
number={3},
pages={317-318},
doi={10.1214/11-STS352B},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-82655179895&doi=10.1214%2f11-STS352B&partnerID=40&md5=7bf9b23de4f686667910aba572eeab00},
}

Improving the convergence properties of the data augmentation algorithm with an application to bayesian mixture modeling

Statistical science, vol. 26, iss. 3, pp. 332-351, 2011.

By J. P. Hobert, V. Roy, and C. P. Robert

[Bibtex]

@article{Hobert2011332,
author={Hobert, J.P. and Roy, V. and Robert, C.P.},
title={Improving the convergence properties of the data augmentation algorithm with an application to Bayesian mixture modeling},
journal={Statistical Science},
year={2011},
volume={26},
number={3},
pages={332-351},
doi={10.1214/11-STS365},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-82655175464&doi=10.1214%2f11-STS365&partnerID=40&md5=ba34e1433c37edbbfb5e1716e12356e1},
}

On adaptive inference and confidence bands

Annals of statistics, vol. 39, iss. 5, pp. 2383-2409, 2011.

By M. Hoffmann and R. Nickl

[Bibtex]

@article{Hoffmann20112383,
author={Hoffmann, M. and Nickl, R.},
title={On adaptive inference and confidence bands},
journal={Annals of Statistics},
year={2011},
volume={39},
number={5},
pages={2383-2409},
doi={10.1214/11-AOS903},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-82655173710&doi=10.1214%2f11-AOS903&partnerID=40&md5=2062014bbe7707b0b67558aaed37bcec},
}

A new approach for the dynamics of ultra-high-frequency data: the model with uncertainty zones

Journal of financial econometrics, vol. 9, iss. 2, pp. 344-366, 2011.

By C. Y. Robert and M. Rosenbaum

[Bibtex]

@article{Robert2011344,
author={Robert, C.Y. and Rosenbaum, M.},
title={A new approach for the dynamics of ultra-high-frequency data: The model with uncertainty zones},
journal={Journal of Financial Econometrics},
year={2011},
volume={9},
number={2},
pages={344-366},
doi={10.1093/jjfinec/nbq023},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-79954611545&doi=10.1093%2fjjfinec%2fnbq023&partnerID=40&md5=36c1a82de041cecdb715c43c2be2c614},
publisher={Oxford University Press},
}

Reading keynes’ treatise on probability

International statistical review, vol. 79, iss. 1, pp. 1-15, 2011.

By C. P. Robert

[Bibtex]

@article{Robert20111,
author={Robert, C.P.},
title={Reading Keynes' Treatise on Probability},
journal={International Statistical Review},
year={2011},
volume={79},
number={1},
pages={1-15},
doi={10.1111/j.1751-5823.2010.00129.x},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-79953266961&doi=10.1111%2fj.1751-5823.2010.00129.x&partnerID=40&md5=e3e69bcc852086c40c22ec1988fd002e},
publisher={International Statistical Institute},
}

Stability of feynman-kac formulae with path-dependent potentials

Stochastic processes and their applications, vol. 121, iss. 1, pp. 38-60, 2011.

By N. Chopin, P. Del Moral, and S. Rubenthaler

[Bibtex]

@article{Chopin201138,
author={Chopin, N. and Del Moral, P. and Rubenthaler, S.},
title={Stability of Feynman-Kac formulae with path-dependent potentials},
journal={Stochastic Processes and their Applications},
year={2011},
volume={121},
number={1},
pages={38-60},
doi={10.1016/j.spa.2010.08.012},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-78149471152&doi=10.1016%2fj.spa.2010.08.012&partnerID=40&md5=b2c3b839946600cb56f4ea2540b5f1cc},
}

2010

Spades and mixture models

The annals of statistics, vol. 38, iss. 4, p. 2525–2558, 2010.

By F. Bunea, A. B. Tsybakov, M. H. Wegkamp, and A. Barbu

[Bibtex]

@article{bunea2010spades,
title={Spades and mixture models},
author={Bunea, Florentina and Tsybakov, Alexandre B and Wegkamp, Marten H and Barbu, Adrian},
journal={The Annals of Statistics},
volume={38},
number={4},
pages={2525--2558},
year={2010},
publisher={Institute of Mathematical Statistics},
}

On the microstructural hedging error

Siam journal on financial mathematics, vol. 1, iss. 1, pp. 427-453, 2010.

By C. Y. Robert and M. Rosenbaum

[Bibtex]

@article{Robert2010427,
author={Robert, C.Y. and Rosenbaum, M.},
title={On the microstructural hedging error},
journal={SIAM Journal on Financial Mathematics},
year={2010},
volume={1},
number={1},
pages={427-453},
doi={10.1137/090764578},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-79954607942&doi=10.1137%2f090764578&partnerID=40&md5=a4719972bad1f02d8e61ceec43abcf73},
}

Efficient estimation for a subclass of shape invariant models

Annals of statistics, vol. 38, iss. 3, pp. 1885-1912, 2010.

By M. Vimond

[Bibtex]

@article{Vimond20101885,
author={Vimond, M.},
title={Efficient estimation for a subclass of shape invariant models},
journal={Annals of Statistics},
year={2010},
volume={38},
number={3},
pages={1885-1912},
doi={10.1214/07-AOS566},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-77951491268&doi=10.1214%2f07-AOS566&partnerID=40&md5=3e0f9b215d3205522d92abe1d52fcc0d},
}

On variance stabilisation in population monte carlo by double rao-blackwellisation

Computational statistics and data analysis, vol. 54, iss. 3, pp. 698-710, 2010.

By A. Iacobucci, J. -M. Marin, and C. Robert

[Bibtex]

@article{Iacobucci2010698,
author={Iacobucci, A. and Marin, J.-M. and Robert, C.},
title={On variance stabilisation in Population Monte Carlo by double Rao-Blackwellisation},
journal={Computational Statistics and Data Analysis},
year={2010},
volume={54},
number={3},
pages={698-710},
doi={10.1016/j.csda.2008.09.020},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-70549093610&doi=10.1016%2fj.csda.2008.09.020&partnerID=40&md5=12e965072e1880afa6cfdb47b29ca780},
publisher={Elsevier},
}

Model choice versus model criticism

Proceedings of the national academy of sciences of the united states of america, vol. 107, iss. 3, p. E5, 2010.

By C. P. Robert, K. Mengersen, and C. Chen

[Bibtex]

@article{Robert2010,
author={Robert, C.P. and Mengersen, K. and Chen, C.},
title={Model choice versus model criticism},
journal={Proceedings of the National Academy of Sciences of the United States of America},
year={2010},
volume={107},
number={3},
pages={E5},
doi={10.1073/pnas.0911260107},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-75749126209&doi=10.1073%2fpnas.0911260107&partnerID=40&md5=abe0343b838d3ec7d7d5c43dbbf83ad4},
publisher={National Academy of Sciences},
}

Noisy independent factor analysis model for density estimation and classification

Electronic journal of statistics, vol. 4, pp. 707-736, 2010.

By U. Amatok, A. Antoniadis, A. Samarov, and A. B. Tsybakov

[Bibtex]

@article{Amatok2010707,
author={Amatok, U. and Antoniadis, A. and Samarov, A. and Tsybakov, A.B.},
title={Noisy independent factor analysis model for density estimation and classification},
journal={Electronic Journal of Statistics},
year={2010},
volume={4},
pages={707-736},
doi={10.1214/09-EJS498},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84996854813&doi=10.1214%2f09-EJS498&partnerID=40&md5=22ccee5a4f4b5e0fdb0b8d1403b2b4cf},
}

Testing the type of a semi-martingale: itō against multifractal

Electronic journal of statistics, vol. 4, pp. 1300-1323, 2010.

By L. Duvernet, C. Y. Robert, and M. Rosenbaum

[Bibtex]

@article{Duvernet20101300,
author={Duvernet, L. and Robert, C.Y. and Rosenbaum, M.},
title={Testing the type of a semi-martingale: Itō against multifractal},
journal={Electronic Journal of Statistics},
year={2010},
volume={4},
pages={1300-1323},
doi={10.1214/10-EJS585},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84856222536&doi=10.1214%2f10-EJS585&partnerID=40&md5=b4b3905e0a747f0785c953067ebbd1e3},
}

Detection boundary in sparse regression

Electronic journal of statistics, vol. 4, pp. 1476-1526, 2010.

By Y. I. Ingster, A. B. Tsybakov, and N. Verzelen

[Bibtex]

@article{Ingster20101476,
author={Ingster, Y.I. and Tsybakov, A.B. and Verzelen, N.},
title={Detection boundary in sparse regression},
journal={Electronic Journal of Statistics},
year={2010},
volume={4},
pages={1476-1526},
doi={10.1214/10-EJS589},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-82655182652&doi=10.1214%2f10-EJS589&partnerID=40&md5=0b9e5b75077d73e4668d3b72b1ea50f1},
}

On resolving the savage–dickey paradox

Electronic journal of statistics, vol. 4, pp. 643-654, 2010.

By J. -M. Marin and C. P. Robert

[Bibtex]

@article{Marin2010643,
author={Marin, J.-M. and Robert, C.P.},
title={On resolving the savage–dickey paradox},
journal={Electronic Journal of Statistics},
year={2010},
volume={4},
pages={643-654},
doi={10.1214/10-EJS564},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-80051720276&doi=10.1214%2f10-EJS564&partnerID=40&md5=b9652f6a02adc553aaea9c5ff715aba0},
}

Sparse recovery under matrix uncertainty

Annals of statistics, vol. 38, iss. 5, pp. 2620-2651, 2010.

By M. Rosenbaum and A. B. Tsybakov

[Bibtex]

@article{Rosenbaum20102620,
author={Rosenbaum, M. and Tsybakov, A.B.},
title={Sparse recovery under matrix uncertainty},
journal={Annals of Statistics},
year={2010},
volume={38},
number={5},
pages={2620-2651},
doi={10.1214/10-AOS793},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-77957596337&doi=10.1214%2f10-AOS793&partnerID=40&md5=55eb0b56c672d7bbf7a0296a5da1d590},
publisher={Institute of Mathematical Statistics},
}

On the limiting spectral distribution of the covariance matrices of time-lagged processes

Journal of multivariate analysis, vol. 101, iss. 10, pp. 2434-2451, 2010.

By C. Y. Robert and M. Rosenbaum

[Bibtex]

@article{Robert20102434,
author={Robert, C.Y. and Rosenbaum, M.},
title={On the limiting spectral distribution of the covariance matrices of time-lagged processes},
journal={Journal of Multivariate Analysis},
year={2010},
volume={101},
number={10},
pages={2434-2451},
doi={10.1016/j.jmva.2010.06.014},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-77956735817&doi=10.1016%2fj.jmva.2010.06.014&partnerID=40&md5=e41ba6b5833978cf2cd471f04ef113db},
publisher={Academic Press Inc.},
}

Properties of nested sampling

Biometrika, vol. 97, iss. 3, pp. 741-755, 2010.

By N. Chopin and C. P. Robert

[Bibtex]

@article{Chopin2010741,
author={Chopin, N. and Robert, C.P.},
title={Properties of nested sampling},
journal={Biometrika},
year={2010},
volume={97},
number={3},
pages={741-755},
doi={10.1093/biomet/asq021},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-77955861158&doi=10.1093%2fbiomet%2fasq021&partnerID=40&md5=cc05fc1a85b552e1b5c326d62949bd07},
publisher={Oxford University Press},
}

A moment inequality of the marcinkiewicz-zygmund type for some weakly dependent random fields

Statistics and probability letters, vol. 80, iss. 21-22, pp. 1673-1679, 2010.

By L. Truquet

[Bibtex]

@article{Truquet20101673,
author={Truquet, L.},
title={A moment inequality of the Marcinkiewicz-Zygmund type for some weakly dependent random fields},
journal={Statistics and Probability Letters},
year={2010},
volume={80},
number={21-22},
pages={1673-1679},
doi={10.1016/j.spl.2010.07.011},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-77955843572&doi=10.1016%2fj.spl.2010.07.011&partnerID=40&md5=f8be12add17b7caa515315508a332be4},
publisher={Elsevier},
}

2009

Nonparametric estimation of composite functions

The annals of statistics, vol. 37, iss. 3, p. 1360–1404, 2009.

By A. B. Juditsky, O. V. Lepski, and A. B. Tsybakov

[Bibtex]

@article{juditsky2009nonparametric,
title={Nonparametric estimation of composite functions},
author={Juditsky, Anatoli B and Lepski, Oleg V and Tsybakov, Alexandre B},
journal={The Annals of Statistics},
volume={37},
number={3},
pages={1360--1404},
year={2009},
publisher={Institute of Mathematical Statistics},
}

Classification of sparse high-dimensional vectors

Philosophical transactions of the royal society a: mathematical, physical and engineering sciences, vol. 367, iss. 1906, pp. 4427-4448, 2009.

By Y. I. Ingster, C. Pouet, and A. B. Tsybakov

[Bibtex]

@article{Ingster20094427,
author={Ingster, Y.I. and Pouet, C. and Tsybakov, A.B.},
title={Classification of sparse high-dimensional vectors},
journal={Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences},
year={2009},
volume={367},
number={1906},
pages={4427-4448},
doi={10.1098/rsta.2009.0156},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-73349083663&doi=10.1098%2frsta.2009.0156&partnerID=40&md5=51466b2adcbc601568448e6c710ef83e},
publisher={Royal Society},
}

Simultaneous analysis of lasso and dantzig selector

Annals of statistics, vol. 37, iss. 4, pp. 1705-1732, 2009.

By P. J. Bickel, Y. Ritov, and A. B. Tsybakov

[Bibtex]

@article{Bickel20091705,
author={Bickel, P.J. and Ritov, Y. and Tsybakov, A.B.},
title={Simultaneous analysis of lasso and dantzig selector},
journal={Annals of Statistics},
year={2009},
volume={37},
number={4},
pages={1705-1732},
doi={10.1214/08-AOS620},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-68649086910&doi=10.1214%2f08-AOS620&partnerID=40&md5=b8ffcda43fe91ef6d82f928222d9b084},
}

Nonparametric estimation of composite functions1

Annals of statistics, vol. 37, iss. 3, pp. 1360-1404, 2009.

By A. B. Juditsky, O. V. Lepski, and A. B. Tsybakov

[Bibtex]

@article{Juditsky20091360,
author={Juditsky, A.B. and Lepski, O.V. and Tsybakov, A.B.},
title={Nonparametric estimation of composite functions1},
journal={Annals of Statistics},
year={2009},
volume={37},
number={3},
pages={1360-1404},
doi={10.1214/08-AOS611},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-68649090471&doi=10.1214%2f08-AOS611&partnerID=40&md5=30fcf2afefba9ebba4613bb6ec265666},
}

Harold jeffreys’s theory of probability revisited

Statistical science, vol. 24, iss. 2, pp. 141-172, 2009.

By C. P. Robert, N. Chopin, and J. Rousseau

[Bibtex]

@article{Robert2009141,
author={Robert, C.P. and Chopin, N. and Rousseau, J.},
title={Harold Jeffreys's theory of probability revisited},
journal={Statistical Science},
year={2009},
volume={24},
number={2},
pages={141-172},
doi={10.1214/09-STS284},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-77955125911&doi=10.1214%2f09-STS284&partnerID=40&md5=99b149c49998619659c3edf9995d63a2},
}

Approximate bayesian inference for latent gaussian models by using integrated nested laplace approximations

Journal of the royal statistical society. series b: statistical methodology, vol. 71, iss. 2, pp. 319-392, 2009.

By H. Rue, S. Martino, and N. Chopin

[Bibtex]

@article{Rue2009319,
author={Rue, H. and Martino, S. and Chopin, N.},
title={Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations},
journal={Journal of the Royal Statistical Society. Series B: Statistical Methodology},
year={2009},
volume={71},
number={2},
pages={319-392},
doi={10.1111/j.1467-9868.2008.00700.x},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-62849120031&doi=10.1111%2fj.1467-9868.2008.00700.x&partnerID=40&md5=323b4a68ce12047755c205e0ffb2a6cf},
}

Weak dependence, models and some applications

Metrika, vol. 69, iss. 2-3, pp. 199-225, 2009.

By P. Doukhan, N. Mayo, and L. Truquet

[Bibtex]

@article{Doukhan2009199,
author={Doukhan, P. and Mayo, N. and Truquet, L.},
title={Weak dependence, models and some applications},
journal={Metrika},
year={2009},
volume={69},
number={2-3},
pages={199-225},
doi={10.1007/s00184-008-0216-1},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-59549098608&doi=10.1007%2fs00184-008-0216-1&partnerID=40&md5=0306366a29b988a92835d76b9326dccf},
}

Inference for the limiting cluster size distribution of extreme values

Annals of statistics, vol. 37, iss. 1, pp. 271-310, 2009.

By C. Y. Robert

[Bibtex]

@article{Robert2009271,
author={Robert, C.Y.},
title={Inference for the limiting cluster size distribution of extreme values},
journal={Annals of Statistics},
year={2009},
volume={37},
number={1},
pages={271-310},
doi={10.1214/07-AOS551},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-65349155122&doi=10.1214%2f07-AOS551&partnerID=40&md5=6131df554c40f724cac709b829ab562f},
publisher={Institute of Mathematical Statistic},
}

Estimation of translation, rotation, and scaling between noisy images using the fourier-mellin transform

Siam journal on imaging sciences, vol. 2, iss. 2, pp. 614-645, 2009.

By J. Bigot, F. Gamboa, and M. Vimond

[Bibtex]

@article{Bigot2009614,
author={Bigot, J. and Gamboa, F. and Vimond, M.},
title={Estimation of translation, rotation, and scaling between noisy images using the fourier-mellin transform},
journal={SIAM Journal on Imaging Sciences},
year={2009},
volume={2},
number={2},
pages={614-645},
doi={10.1137/070691231},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85016487272&doi=10.1137%2f070691231&partnerID=40&md5=e65cf769f2de3243f23f88c5b724a829},
publisher={Society for Industrial and Applied Mathematics Publications},
}

Rejoinder: harold jeffreys’s theory of probability revisited

Statistical science, vol. 24, iss. 2, pp. 191-194, 2009.

By C. P. Robert, N. Chopin, and J. Rousseau

[Bibtex]

@article{Robert2009191,
author={Robert, C.P. and Chopin, N. and Rousseau, J.},
title={Rejoinder: Harold Jeffreys's theory of probability revisited},
journal={Statistical Science},
year={2009},
volume={24},
number={2},
pages={191-194},
doi={10.1214/09-STS284REJ},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-77955137079&doi=10.1214%2f09-STS284REJ&partnerID=40&md5=de5f5deb12cc0822e852fec52b5cb610},
publisher={Institute of Mathematical Statistics},
}

Abc methods for model choice in gibbs random fields

Comptes rendus mathematique, vol. 347, iss. 3-4, pp. 205-210, 2009.

By A. Grelaud, C. P. Robert, and J. -M. Marin

[Bibtex]

@article{Grelaud2009205,
author={Grelaud, A. and Robert, C.P. and Marin, J.-M.},
title={ABC methods for model choice in Gibbs random fields},
journal={Comptes Rendus Mathematique},
year={2009},
volume={347},
number={3-4},
pages={205-210},
doi={10.1016/j.crma.2008.12.009},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-60749126542&doi=10.1016%2fj.crma.2008.12.009&partnerID=40&md5=c9ceda7b7ed6e07ccdbf756986553bb3},
publisher={Elsevier Masson SAS},
}

Nonparametric lack-of-fit tests for parametric mean-regression models with censored data

Journal of multivariate analysis, vol. 100, iss. 1, pp. 210-230, 2009.

By O. Lopez and V. Patilea

[Bibtex]

@article{Lopez2009210,
author={Lopez, O. and Patilea, V.},
title={Nonparametric lack-of-fit tests for parametric mean-regression models with censored data},
journal={Journal of Multivariate Analysis},
year={2009},
volume={100},
number={1},
pages={210-230},
doi={10.1016/j.jmva.2008.04.008},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-55049088816&doi=10.1016%2fj.jmva.2008.04.008&partnerID=40&md5=96e44120fccd71e014753984f57a4648},
}

2008

Introduction to nonparametric estimation

, 2008.

By A. B. Tsybakov

[Bibtex]

@book{tsybakov2008introduction,
title={Introduction to nonparametric estimation},
author={Tsybakov, Alexandre B},
year={2008},
publisher={Springer},
}

Sharp optimality in density deconvolution with dominating bias. ii

Theory of probability & its applications, vol. 52, iss. 2, pp. 237-249, 2008.

By C. Butucea and A. B. Tsybakov

[Bibtex]

@article{butucea2008sharp,
title={Sharp optimality in density deconvolution with dominating bias. II},
author={Butucea, Cristina and Tsybakov, Alexandre B},
journal={Theory of Probability & Its Applications},
volume={52},
number={2},
pages={237-249},
year={2008},
publisher={SIAM},
}

Sharp optimality in density deconvolution with dominating bias. i

Theory of probability & its applications, vol. 52, iss. 1, p. 24–39, 2008.

By C. Butucea and A. B. Tsybakov

[Bibtex]

@article{butucea2008sharp,
title={Sharp optimality in density deconvolution with dominating bias. I},
author={Butucea, Cristina and Tsybakov, Alexandre B},
journal={Theory of Probability & Its Applications},
volume={52},
number={1},
pages={24--39},
year={2008},
publisher={SIAM},
}

Gap-free bounds for stochastic multi-armed bandit

Ifac proceedings volumes, vol. 41, iss. 2, p. 11560–11563, 2008.

By A. Juditsky, A. V. Nazin, A. Tsybakov, and N. Vayatis

[Bibtex]

@article{juditsky2008gap,
title={Gap-free bounds for stochastic multi-armed bandit},
author={Juditsky, Anatoli and Nazin, Alexander V and Tsybakov, AB and Vayatis, Nicolas},
journal={IFAC Proceedings Volumes},
volume={41},
number={2},
pages={11560--11563},
year={2008},
publisher={Elsevier},
}

On some diffculties with a posterior probability approximation technique

Bayesian analysis, vol. 3, iss. 2, pp. 427-442, 2008.

By C. P. Robert and J. -M. Mariny

[Bibtex]

@article{Robert2008427,
author={Robert, C.P. and Mariny, J.-M.},
title={On some diffculties with a posterior probability approximation technique},
journal={Bayesian Analysis},
year={2008},
volume={3},
number={2},
pages={427-442},
doi={10.1214/08-BA316},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-77956281530&doi=10.1214%2f08-BA316&partnerID=40&md5=01d82736a05a32ad47bdc39b2563ccc7},
}

Learning by mirror averaging

Annals of statistics, vol. 36, iss. 5, pp. 2183-2206, 2008.

By A. Juditsky, P. Rigollet, and A. B. Tsybakov

[Bibtex]

@article{Juditsky20082183,
author={Juditsky, A. and Rigollet, P. and Tsybakov, A.B.},
title={Learning by mirror averaging},
journal={Annals of Statistics},
year={2008},
volume={36},
number={5},
pages={2183-2206},
doi={10.1214/07-AOS546},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-54349121305&doi=10.1214%2f07-AOS546&partnerID=40&md5=25893181df32b1d67936ffe7cb4c5b16},
}

On the equivalence between standard and sequentially ordered hidden markov models

Statistics and probability letters, vol. 78, iss. 14, pp. 2171-2174, 2008.

By N. Chopin

[Bibtex]

@article{Chopin20082171,
author={Chopin, N.},
title={On the equivalence between standard and sequentially ordered hidden Markov models},
journal={Statistics and Probability Letters},
year={2008},
volume={78},
number={14},
pages={2171-2174},
doi={10.1016/j.spl.2008.02.010},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-50649099252&doi=10.1016%2fj.spl.2008.02.010&partnerID=40&md5=f7528913b654aa24574ce1c9bd4d9e7d},
}

Bootstrap confidence intervals in mixtures of discrete distributions

Journal of statistical planning and inference, vol. 138, iss. 8, pp. 2313-2329, 2008.

By D. Karlis and V. Patilea

[Bibtex]

@article{Karlis20082313,
author={Karlis, D. and Patilea, V.},
title={Bootstrap confidence intervals in mixtures of discrete distributions},
journal={Journal of Statistical Planning and Inference},
year={2008},
volume={138},
number={8},
pages={2313-2329},
doi={10.1016/j.jspi.2007.10.026},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-42149187860&doi=10.1016%2fj.jspi.2007.10.026&partnerID=40&md5=1edf48d264070b3cb2125b3eececb46e},
}

A capture-recapture approach for screening using two diagnostic tests with availability of disease status for the test positives only

Journal of the american statistical association, vol. 103, iss. 481, pp. 212-221, 2008.

By D. Böhning and V. Patilea

[Bibtex]

@article{Böhning2008212,
author={Böhning, D. and Patilea, V.},
title={A capture-recapture approach for screening using two diagnostic tests with availability of disease status for the test positives only},
journal={Journal of the American Statistical Association},
year={2008},
volume={103},
number={481},
pages={212-221},
doi={10.1198/016214507000000383},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-42349101163&doi=10.1198%2f016214507000000383&partnerID=40&md5=9acbe085d073161989d13d73983ebd2f},
}

Breaking the curse of dimensionality in nonparametric testing

Journal of econometrics, vol. 143, iss. 1, pp. 103-122, 2008.

By P. Lavergne and V. Patilea

[Bibtex]

@article{Lavergne2008103,
author={Lavergne, P. and Patilea, V.},
title={Breaking the curse of dimensionality in nonparametric testing},
journal={Journal of Econometrics},
year={2008},
volume={143},
number={1},
pages={103-122},
doi={10.1016/j.jeconom.2007.08.014},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-38149019298&doi=10.1016%2fj.jeconom.2007.08.014&partnerID=40&md5=8d2a04a6b599442626f4b96cfdc4cda1},
}

Aggregation by exponential weighting, sharp pac-bayesian bounds and sparsity

Machine learning, vol. 72, iss. 1-2, pp. 39-61, 2008.

By A. Dalalyan and A. B. Tsybakov

[Bibtex]

@article{Dalalyan200839,
author={Dalalyan, A. and Tsybakov, A.B.},
title={Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity},
journal={Machine Learning},
year={2008},
volume={72},
number={1-2},
pages={39-61},
doi={10.1007/s10994-008-5051-0},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-70350003059&doi=10.1007%2fs10994-008-5051-0&partnerID=40&md5=ba9105a1d855f79f8ef6e36206097ca8},
publisher={Kluwer Academic Publishers},
}

Adaptive importance sampling in general mixture classes

Statistics and computing, vol. 18, iss. 4, pp. 447-459, 2008.

By O. Cappé, R. Douc, A. Guillin, J. -M. Marin, and C. P. Robert

[Bibtex]

@article{Cappé2008447,
author={Cappé, O. and Douc, R. and Guillin, A. and Marin, J.-M. and Robert, C.P.},
title={Adaptive importance sampling in general mixture classes},
journal={Statistics and Computing},
year={2008},
volume={18},
number={4},
pages={447-459},
doi={10.1007/s11222-008-9059-x},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-57849141688&doi=10.1007%2fs11222-008-9059-x&partnerID=40&md5=b60416004a8422097d27ddb6b503166e},
publisher={Springer Netherlands},
}

Integral equation solutions as prior distributions for bayesian model selection

Test, vol. 17, iss. 3, pp. 493-504, 2008.

By J. A. Cano, D. Salmerón, and C. P. Robert

[Bibtex]

@article{Cano2008493,
author={Cano, J.A. and Salmerón, D. and Robert, C.P.},
title={Integral equation solutions as prior distributions for Bayesian model selection},
journal={Test},
year={2008},
volume={17},
number={3},
pages={493-504},
doi={10.1007/s11749-006-0040-8},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-57649143923&doi=10.1007%2fs11749-006-0040-8&partnerID=40&md5=c97ff95cd2df742828d3f67984501a91},
publisher={Springer New York},
}

Sup-norm convergence rate and sign concentration property of lasso and dantzig estimators

Electronic journal of statistics, vol. 2, pp. 90-102, 2008.

By K. Lounici

[Bibtex]

@article{Lounici200890,
author={Lounici, K.},
title={Sup-norm convergence rate and sign concentration property of lasso and dantzig estimators},
journal={Electronic Journal of Statistics},
year={2008},
volume={2},
pages={90-102},
doi={10.1214/08-EJS177},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-56449113372&doi=10.1214%2f08-EJS177&partnerID=40&md5=6fecedcd08a549b3c7da8beb26a50b60},
}

Nonlinear censored regression using synthetic data

Scandinavian journal of statistics, vol. 35, iss. 2, pp. 248-265, 2008.

By M. Delecroix, O. Lopez, and V. Patilea

[Bibtex]

@article{Delecroix2008248,
author={Delecroix, M. and Lopez, O. and Patilea, V.},
title={Nonlinear censored regression using synthetic data},
journal={Scandinavian Journal of Statistics},
year={2008},
volume={35},
number={2},
pages={248-265},
doi={10.1111/j.1467-9469.2007.00591.x},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-43749085078&doi=10.1111%2fj.1467-9469.2007.00591.x&partnerID=40&md5=b51f1024a1e7f7aefe1b1f35da0cdffe},
}

2007

By A. Samarov and A. Tsybakov,
“Aggregation of density estimators and dimension reduction,” in Advances in statistical modeling and inference: essays in honor of kjell a doksum, World scientific, 2007, p. 233–251.

[Bibtex]

@incollection{samarov2007aggregation,
title={Aggregation of density estimators and dimension reduction},
author={Samarov, Alexander and Tsybakov, Alexandre},
booktitle={Advances In Statistical Modeling And Inference: Essays in Honor of Kjell A Doksum},
pages={233--251},
year={2007},
publisher={World Scientific},
}

Fast learning rates for plug-in classifiers

The annals of statistics, vol. 35, iss. 2, p. 608–633, 2007.

By J. Audibert and A. B. Tsybakov

[Bibtex]

@article{audibert2007fast,
title={Fast learning rates for plug-in classifiers},
author={Audibert, Jean-Yves and Tsybakov, Alexandre B},
journal={The Annals of statistics},
volume={35},
number={2},
pages={608--633},
year={2007},
publisher={Institute of Mathematical Statistics},
}

Aggregation for gaussian regression

The annals of statistics, vol. 35, iss. 4, p. 1674–1697, 2007.

By F. Bunea, A. B. Tsybakov, and M. H. Wegkamp

[Bibtex]

@article{bunea2007aggregation,
title={Aggregation for Gaussian regression},
author={Bunea, Florentina and Tsybakov, Alexandre B and Wegkamp, Marten H},
journal={The Annals of Statistics},
volume={35},
number={4},
pages={1674--1697},
year={2007},
publisher={Institute of Mathematical Statistics},
}

Sparsity oracle inequalities for the lasso

Electronic journal of statistics, vol. 1, p. 169–194, 2007.

By F. Bunea, A. Tsybakov, and M. Wegkamp

[Bibtex]

@article{bunea2007sparsity,
title={Sparsity oracle inequalities for the Lasso},
author={Bunea, Florentina and Tsybakov, Alexandre and Wegkamp, Marten},
journal={Electronic Journal of Statistics},
volume={1},
pages={169--194},
year={2007},
publisher={Institute of Mathematical Statistics and Bernoulli Society},
}

Linear and convex aggregation of density estimators

Mathematical methods of statistics, vol. 16, iss. 3, p. 260–280, 2007.

By P. Rigollet and A. B. Tsybakov

[Bibtex]

@article{rigollet2007linear,
title={Linear and convex aggregation of density estimators},
author={Rigollet, Ph and Tsybakov, Alexander B},
journal={Mathematical Methods of Statistics},
volume={16},
number={3},
pages={260--280},
year={2007},
}

Discussion of ‘modern statistics for spatial point processes’

Scandinavian journal of statistics, vol. 34, iss. 4, pp. 685-711, 2007.

By A. Penttinen, M. Prokesov̀a, G. Hellmund, A. Baddeley, J. -M. Billiot, N. Cressie, P. Grabarnik, A. S̈arkk̈a, Y. Guan, P. Guttorp, O. Ḧaggstr̈om, U. Hahn, L. Heinrich, W. S. Kendall, A. Lawson, J. Mateu, H. Rue, S. Martino, N. Chopin, F. P. Schoenberg, D. Stoyan, J. Møller, and R. P. Waagepetersen

[Bibtex]

@article{Penttinen2007685,
author={Penttinen, A. and Prokesov̀a, M. and Hellmund, G. and Baddeley, A. and Billiot, J.-M. and Cressie, N. and Grabarnik, P. and S̈arkk̈a, A. and Guan, Y. and Guttorp, P. and Ḧaggstr̈om, O. and Hahn, U. and Heinrich, L. and Kendall, W.S. and Lawson, A. and Mateu, J. and Rue, H. and Martino, S. and Chopin, N. and Schoenberg, F.P. and Stoyan, D. and Møller, J. and Waagepetersen, R.P.},
title={Discussion of 'modern statistics for spatial point processes'},
journal={Scandinavian Journal of Statistics},
year={2007},
volume={34},
number={4},
pages={685-711},
doi={10.1111/j.1467-9469.2007.00571.x},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-36749030084&doi=10.1111%2fj.1467-9469.2007.00571.x&partnerID=40&md5=61b89b45f299708179875e492f93c4a0},
}

Confidence intervals of the hazard rate function for discrete distributions using mixtures

Computational statistics and data analysis, vol. 51, iss. 11, pp. 5388-5401, 2007.

By D. Karlis and V. Patilea

[Bibtex]

@article{Karlis20075388,
author={Karlis, D. and Patilea, V.},
title={Confidence intervals of the hazard rate function for discrete distributions using mixtures},
journal={Computational Statistics and Data Analysis},
year={2007},
volume={51},
number={11},
pages={5388-5401},
doi={10.1016/j.csda.2006.07.037},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-34247850823&doi=10.1016%2fj.csda.2006.07.037&partnerID=40&md5=a792caab42e6b057a8ebee70913d7a06},
}

Bayesian mixture models in a longitudinal setting for analysing sheep cat scan images

Computational statistics and data analysis, vol. 51, iss. 9, pp. 4282-4296, 2007.

By C. L. Alston, K. L. Mengersen, C. P. Robert, J. M. Thompson, P. J. Littlefield, D. Perry, and A. J. Ball

[Bibtex]

@article{Alston20074282,
author={Alston, C.L. and Mengersen, K.L. and Robert, C.P. and Thompson, J.M. and Littlefield, P.J. and Perry, D. and Ball, A.J.},
title={Bayesian mixture models in a longitudinal setting for analysing sheep CAT scan images},
journal={Computational Statistics and Data Analysis},
year={2007},
volume={51},
number={9},
pages={4282-4296},
doi={10.1016/j.csda.2006.05.013},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-34147146467&doi=10.1016%2fj.csda.2006.05.013&partnerID=40&md5=0c01f4eada74ba258b9c2c26d9faf464},
publisher={Elsevier},
}

Consistency results on nonparametric bayesian estimation of level sets using spatial priors

Test, vol. 16, iss. 1, pp. 90-108, 2007.

By G. Gayraud and J. Rousseau

[Bibtex]

@article{Gayraud200790,
author={Gayraud, G. and Rousseau, J.},
title={Consistency results on nonparametric Bayesian estimation of level sets using spatial priors},
journal={Test},
year={2007},
volume={16},
number={1},
pages={90-108},
doi={10.1007/s11749-006-0003-0},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-70349575074&doi=10.1007%2fs11749-006-0003-0&partnerID=40&md5=8b100139ad6bc0c6e5bb5566bf1aba98},
}

Stochastic stability of some state-dependent growth-collapse processes

Advances in applied probability, vol. 39, iss. 1, pp. 189-220, 2007.

By C. Y. Robert

[Bibtex]

@article{Robert2007189,
author={Robert, C.Y.},
title={Stochastic stability of some state-dependent growth-collapse processes},
journal={Advances in Applied Probability},
year={2007},
volume={39},
number={1},
pages={189-220},
doi={10.1239/aap/1175266475},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-34247574626&doi=10.1239%2faap%2f1175266475&partnerID=40&md5=b7fdaab85eb7988c88221621bf48b19f},
}

Minimum variance importance sampling via population monte carlo

Esaim – probability and statistics, vol. 11, pp. 427-447, 2007.

By R. Douc, A. Guillin, J. -M. Marin, and C. P. Robert

[Bibtex]

@article{Douc2007427,
author={Douc, R. and Guillin, A. and Marin, J.-M. and Robert, C.P.},
title={Minimum variance importance sampling via population monte carlo},
journal={ESAIM - Probability and Statistics},
year={2007},
volume={11},
pages={427-447},
doi={10.1051/ps:2007028},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84996132096&doi=10.1051%2fps%3a2007028&partnerID=40&md5=f649ad15973a373b9a6d0a59bb38da9e},
}

Synthetic data based nonparametric testing of parametric mean-regression models with censored data

Recent advances in stochastic modeling and data analysis, , pp. 259-266, 2007.

By O. Lopez and V. Patilea

[Bibtex]

@book{Lopez2007259,
author={Lopez, O. and Patilea, V.},
title={Synthetic data based nonparametric testing of parametric mean-regression models with censored data},
journal={Recent Advances in Stochastic Modeling and Data Analysis},
year={2007},
pages={259-266},
doi={10.1142/9789812709691_0032},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84967638934&doi=10.1142%2f9789812709691_0032&partnerID=40&md5=4cfb2f92b7d2e9266d41d127fcd11962},
publisher={World Scientific Publishing Co.},
}

Semiparametric regression models with applications to scoring: a review

Communications in statistics – theory and methods, vol. 36, iss. 14, pp. 2641-2653, 2007.

By V. Patilea

[Bibtex]

@article{Patilea20072641,
author={Patilea, V.},
title={Semiparametric regression models with applications to scoring: A review},
journal={Communications in Statistics - Theory and Methods},
year={2007},
volume={36},
number={14},
pages={2641-2653},
doi={10.1080/03610920701271186},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-35348904535&doi=10.1080%2f03610920701271186&partnerID=40&md5=d68e3d36f0c8b903af1b0f31875577a7},
}

2006

Penalized maximum likelihood and semiparametric second-order efficiency

The annals of statistics, vol. 34, iss. 1, p. 169–201, 2006.

By A. Dalalyan, G. Golubev, and A. Tsybakov

[Bibtex]

@article{dalalyan2006penalized,
title={Penalized maximum likelihood and semiparametric second-order efficiency},
author={Dalalyan, AS and Golubev, GK and Tsybakov, AB},
journal={The Annals of Statistics},
volume={34},
number={1},
pages={169--201},
year={2006},
publisher={Institute of Mathematical Statistics},
}

Optimal change-point estimation from indirect observations

The annals of statistics, vol. 34, iss. 1, p. 350–372, 2006.

By A. Goldenshluger, A. Tsybakov, and A. Zeevi

[Bibtex]

@article{goldenshluger2006optimal,
title={Optimal change-point estimation from indirect observations},
author={Goldenshluger, A and Tsybakov, A and Zeevi, A},
journal={The Annals of Statistics},
volume={34},
number={1},
pages={350--372},
year={2006},
publisher={Institute of Mathematical Statistics},
}

Stochastic unit root models

Econometric theory, vol. 22, iss. 6, pp. 1052-1090, 2006.

By C. Gourieroux and C. Y. Robert

[Bibtex]

@article{Gourieroux20061052,
author={Gourieroux, C. and Robert, C.Y.},
title={Stochastic unit root models},
journal={Econometric Theory},
year={2006},
volume={22},
number={6},
pages={1052-1090},
doi={10.1017/S0266466606060518},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-33845738227&doi=10.1017%2fS0266466606060518&partnerID=40&md5=e0e294b1918f69f61ebd96209f04e93b},
}

Iterated importance sampling in missing data problems

Computational statistics and data analysis, vol. 50, iss. 12, pp. 3386-3404, 2006.

By G. Celeux, J. -M. Marin, and C. P. Robert

[Bibtex]

@article{Celeux20063386,
author={Celeux, G. and Marin, J.-M. and Robert, C.P.},
title={Iterated importance sampling in missing data problems},
journal={Computational Statistics and Data Analysis},
year={2006},
volume={50},
number={12},
pages={3386-3404},
doi={10.1016/j.csda.2005.07.018},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-33646936073&doi=10.1016%2fj.csda.2005.07.018&partnerID=40&md5=10ead3360f0f39e7c3513230dc1399a8},
}

Product-limit estimators of the survival function with twice censored data

Annals of statistics, vol. 34, iss. 2, pp. 925-938, 2006.

By V. Patilea and J. -M. Rolin

[Bibtex]

@article{Patilea2006925,
author={Patilea, V. and Rolin, J.-M.},
title={Product-limit estimators of the survival function with twice censored data},
journal={Annals of Statistics},
year={2006},
volume={34},
number={2},
pages={925-938},
doi={10.1214/009053606000000065},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-33746242081&doi=10.1214%2f009053606000000065&partnerID=40&md5=741ef3ab8bce91def1e1fc0a747f9d24},
}

Using a markov chain to construct a tractable approximation of an intractable probability distribution

Scandinavian journal of statistics, vol. 33, iss. 1, pp. 37-51, 2006.

By J. P. Hobert, G. L. Jones, and C. P. Robert

[Bibtex]

@article{Hobert200637,
author={Hobert, J.P. and Jones, G.L. and Robert, C.P.},
title={Using a Markov chain to construct a tractable approximation of an intractable probability distribution},
journal={Scandinavian Journal of Statistics},
year={2006},
volume={33},
number={1},
pages={37-51},
doi={10.1111/j.1467-9469.2006.00467.x},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-33645047932&doi=10.1111%2fj.1467-9469.2006.00467.x&partnerID=40&md5=cfb60e97e52cbfa80d9e440672f2bc2d},
}

On semiparametric m-estimation in single-index regression

Journal of statistical planning and inference, vol. 136, iss. 3, pp. 730-769, 2006.

By M. Delecroix, M. Hristache, and V. Patilea

[Bibtex]

@article{Delecroix2006730,
author={Delecroix, M. and Hristache, M. and Patilea, V.},
title={On semiparametric M-estimation in single-index regression},
journal={Journal of Statistical Planning and Inference},
year={2006},
volume={136},
number={3},
pages={730-769},
doi={10.1016/j.jspi.2004.09.006},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-28044442060&doi=10.1016%2fj.jspi.2004.09.006&partnerID=40&md5=f335e83e29f3d178cfc201a6805f411c},
}

Product-limit estimators of the survival function for two modified forms of currentstatus data

Bernoulli, vol. 12, iss. 5, pp. 801-819, 2006.

By V. Patilea and J. -M. Rolin

[Bibtex]

@article{Patilea2006801,
author={Patilea, V. and Rolin, J.-M.},
title={Product-limit estimators of the survival function for two modified forms of currentstatus data},
journal={Bernoulli},
year={2006},
volume={12},
number={5},
pages={801-819},
doi={10.3150/bj/1161614947},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-71249111048&doi=10.3150%2fbj%2f1161614947&partnerID=40&md5=f0620af21bb527c9f015e0e9737bcc36},
}

2005

Recursive aggregation of estimators by mirror descent algorithm with averaging

Problems of information transmission, vol. 41} number={4, p. 368–384, 2005.

By A. B. Yuditskii, A. V. Nazin, A. B. Tsybakov, and N. Vayatis

[Bibtex]

@article{yuditskii2005recursive,
title={Recursive aggregation of estimators by mirror descent algorithm with averaging},
author={Yuditskii, A. B. and Nazin, A. V. and Tsybakov, A. B. and Vayatis, N.},
journal={Problems of Information Transmission},
volume={41}
number={4},
pages={368--384},
year={2005},
}

Generalization error bounds for aggregation by mirror descent with averaging

Advances in neural information processing systems, vol. 18, 2005.

By A. Juditsky, A. Nazin, A. Tsybakov, and N. Vayatis

[Bibtex]

@article{juditsky2005generalization,
title={Generalization error bounds for aggregation by mirror descent with averaging},
author={Juditsky, Anatoli and Nazin, Alexander and Tsybakov, Alexandre and Vayatis, Nicolas},
journal={Advances in neural information processing systems},
volume={18},
year={2005},
}

Square root penalty: adaptation to the margin in classification and in edge estimation

The annals of statistics, vol. 33, iss. 3, p. 1203–1224, 2005.

By A. B. Tsybakov and S. A. van de Geer

[Bibtex]

@article{tsybakov2005square,
title={Square root penalty: adaptation to the margin in classification and in edge estimation},
author={Tsybakov, Alexandre B and van de Geer, Sara A},
journal={The Annals of Statistics},
volume={33},
number={3},
pages={1203--1224},
year={2005},
publisher={Institute of Mathematical Statistics},
}

Rates of convergence for a bayesian level set estimation

Scandinavian journal of statistics, vol. 32, iss. 4, pp. 639-660, 2005.

By G. Gayraud and J. Rousseau

[Bibtex]

@article{Gayraud2005639,
author={Gayraud, G. and Rousseau, J.},
title={Rates of convergence for a Bayesian level set estimation},
journal={Scandinavian Journal of Statistics},
year={2005},
volume={32},
number={4},
pages={639-660},
doi={10.1111/j.1467-9469.2005.00448.x},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-28044453724&doi=10.1111%2fj.1467-9469.2005.00448.x&partnerID=40&md5=54d3409904bd3ec87f1b706d119d7ea1},
}

Adaptive minimax testing in the discrete regression scheme

Probability theory and related fields, vol. 133, iss. 4, pp. 531-558, 2005.

By G. Gayraud and C. Pouet

[Bibtex]

@article{Gayraud2005531,
author={Gayraud, G. and Pouet, C.},
title={Adaptive minimax testing in the discrete regression scheme},
journal={Probability Theory and Related Fields},
year={2005},
volume={133},
number={4},
pages={531-558},
doi={10.1007/s00440-005-0445-4},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-27844440351&doi=10.1007%2fs00440-005-0445-4&partnerID=40&md5=795ccff0f6af6cc3c818264b769666f3},
}

Asymptotic probabilities of an exceedance over renewal thresholds with an application to risk theory

Journal of applied probability, vol. 42, iss. 1, pp. 153-162, 2005.

By C. Y. Robert

[Bibtex]

@article{Robert2005153,
author={Robert, C.Y.},
title={Asymptotic probabilities of an exceedance over renewal thresholds with an application to risk theory},
journal={Journal of Applied Probability},
year={2005},
volume={42},
number={1},
pages={153-162},
doi={10.1239/jap/1110381377},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-18444398351&doi=10.1239%2fjap%2f1110381377&partnerID=40&md5=70cb991ba7025906085c37004f4f99ba},
}

Asymptotic normality in mixtures of power series distributions

Scandinavian journal of statistics, vol. 32, iss. 1, pp. 115-131, 2005.

By D. Böhning and V. Patilea

[Bibtex]

@article{Böhning2005115,
author={Böhning, D. and Patilea, V.},
title={Asymptotic normality in mixtures of power series distributions},
journal={Scandinavian Journal of Statistics},
year={2005},
volume={32},
number={1},
pages={115-131},
doi={10.1111/j.1467-9469.2005.00418.x},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-14644415437&doi=10.1111%2fj.1467-9469.2005.00418.x&partnerID=40&md5=3691736c7047a5583a7f9830d3943a65},
publisher={Blackwell Publishing Ltd},
}

2004

Block thresholding and sharp adaptive estimation in severely ill-posed inverse problems

Theory of probability & its applications, vol. 48, iss. 3, p. 426–446, 2004.

By L. Cavalier, Y. Golubev, O. Lepski, and A. Tsybakov

[Bibtex]

@article{cavalier2004block,
title={Block thresholding and sharp adaptive estimation in severely ill-posed inverse problems},
author={Cavalier, Laurent and Golubev, Yu and Lepski, O and Tsybakov, Alexander},
journal={Theory of Probability & Its Applications},
volume={48},
number={3},
pages={426--446},
year={2004},
publisher={SIAM},
}

Estimating the endpoint of a distribution in the presence of additive observation errors

Statistics & probability letters, vol. 68, iss. 1, p. 39–49, 2004.

By A. Goldenshluger and A. Tsybakov

[Bibtex]

@article{goldenshluger2004estimating,
title={Estimating the endpoint of a distribution in the presence of additive observation errors},
author={Goldenshluger, A and Tsybakov, Alexandre},
journal={Statistics & probability letters},
volume={68},
number={1},
pages={39--49},
year={2004},
publisher={Elsevier},
}

Exact constants for pointwise adaptive estimation under the riesz transform

Probability theory and related fields, vol. 129, iss. 3, p. 441–467, 2004.

By J. Klemela and A. B. Tsybakov

[Bibtex]

@article{klemela2004exact,
title={Exact constants for pointwise adaptive estimation under the Riesz transform},
author={Klemela, Jussi and Tsybakov, Alexandre B},
journal={Probability theory and related fields},
volume={129},
number={3},
pages={441--467},
year={2004},
publisher={Springer},
}

Nonparametric independent component analysis

Bernoulli, vol. 10, iss. 4, p. 565–582, 2004.

By A. Samarov and A. Tsybakov

[Bibtex]

@article{samarov2004nonparametric,
title={Nonparametric independent component analysis},
author={Samarov, Alexander and Tsybakov, Alexandre},
journal={Bernoulli},
volume={10},
number={4},
pages={565--582},
year={2004},
publisher={Bernoulli Society for Mathematical Statistics and Probability},
}

Optimal aggregation of classifiers in statistical learning

The annals of statistics, vol. 32, iss. 1, p. 135–166, 2004.

By A. B. Tsybakov

[Bibtex]

@article{tsybakov2004optimal,
title={Optimal aggregation of classifiers in statistical learning},
author={Tsybakov, Alexander B},
journal={The Annals of Statistics},
volume={32},
number={1},
pages={135--166},
year={2004},
publisher={Institute of Mathematical Statistics},
}

Bayesian inference and state number determination for hidden markov models: an application to the information content of the yield curve about inflation

Journal of econometrics, vol. 123, iss. 2, pp. 327-344, 2004.

By N. Chopin and F. Pelgrin

[Bibtex]

@article{Chopin2004327,
author={Chopin, N. and Pelgrin, F.},
title={Bayesian inference and state number determination for hidden Markov models: An application to the information content of the yield curve about inflation},
journal={Journal of Econometrics},
year={2004},
volume={123},
number={2},
pages={327-344},
doi={10.1016/j.jeconom.2003.12.010},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-4644268492&doi=10.1016%2fj.jeconom.2003.12.010&partnerID=40&md5=2ffe2e30db9b674c3eff973bd9a981da},
}

Population monte carlo

Journal of computational and graphical statistics, vol. 13, iss. 4, pp. 907-929, 2004.

By O. Cappé, A. Guillin, J. M. Marin, and C. P. Robert

[Bibtex]

@article{Cappé2004907,
author={Cappé, O. and Guillin, A. and Marin, J.M. and Robert, C.P.},
title={Population Monte Carlo},
journal={Journal of Computational and Graphical Statistics},
year={2004},
volume={13},
number={4},
pages={907-929},
doi={10.1198/106186004X12803},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-4043138379&doi=10.1198%2f106186004X12803&partnerID=40&md5=264dd8ba892cdc6796addeb11d92a52e},
}

Mixture models, latent variables and partitioned importance sampling

Statistical methodology, vol. 1, iss. 1-2, pp. 1-18, 2004.

By G. Casella, C. P. Robert, and M. T. Wells

[Bibtex]

@article{Casella20041,
author={Casella, G. and Robert, C.P. and Wells, M.T.},
title={Mixture models, latent variables and partitioned importance sampling},
journal={Statistical Methodology},
year={2004},
volume={1},
number={1-2},
pages={1-18},
doi={10.1016/j.stamet.2004.05.001},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-33644771354&doi=10.1016%2fj.stamet.2004.05.001&partnerID=40&md5=707e4af266044c08aa9919a46a744876},
}

Optimal sample size for multiple testing: the case of gene expression microarrays

Journal of the american statistical association, vol. 99, iss. 468, pp. 990-1001, 2004.

By P. Müller, G. Parmigiani, C. Robert, and J. Rousseau

[Bibtex]

@article{Müller2004990,
author={Müller, P. and Parmigiani, G. and Robert, C. and Rousseau, J.},
title={Optimal Sample Size for Multiple Testing: The Case of Gene Expression Microarrays},
journal={Journal of the American Statistical Association},
year={2004},
volume={99},
number={468},
pages={990-1001},
doi={10.1198/016214504000001646},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-10844254626&doi=10.1198%2f016214504000001646&partnerID=40&md5=e43cdbb489f9770e12ed214562f1d5a1},
}

A mixture representation of π with applications in markov chain monte carlo and perfect sampling

Annals of applied probability, vol. 14, iss. 3, pp. 1295-1305, 2004.

By J. P. Hubert and C. P. Robert

[Bibtex]

@article{Hubert20041295,
author={Hubert, J.P. and Robert, C.P.},
title={A mixture representation of π with applications in Markov chain Monte Carlo and perfect sampling},
journal={Annals of Applied Probability},
year={2004},
volume={14},
number={3},
pages={1295-1305},
doi={10.1214/105051604000000305},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-9744242175&doi=10.1214%2f105051604000000305&partnerID=40&md5=dafbe7fbd39c4dadaf269573284a4abb},
}

Discussion on the paper by wakefield

Journal of the royal statistical society. series a: statistics in society, vol. 167, iss. 3, pp. 426-445, 2004.

By N. Best, J. Wakefield, R. Chambers, C. Jackson, S. Richardson, A. C. Atkinson, D. Firth, W. Jiang, M. A. Tanner, S. E. Fienberg, C. P. Robert, A. C. Davison, C. Semadeni, J. Besag, J. K. Corder, C. Wolbrecht, D. Draper, J. J. Forster, G. King, K. Rice, T. Richardson, R. Salway, L. Sheppard, Sø. R. Thomson, and L. A. Waller

[Bibtex]

@article{Best2004426,
author={Best, N. and Wakefield, J. and Chambers, R. and Jackson, C. and Richardson, S. and Atkinson, A.C. and Firth, D. and Jiang, W. and Tanner, M.A. and Fienberg, S.E. and Robert, C.P. and Davison, A.C. and Semadeni, C. and Besag, J. and Corder, J.K. and Wolbrecht, C. and Draper, D. and Forster, J.J. and King, G. and Rice, K. and Richardson, T. and Salway, R. and Sheppard, L. and Thomson, Sø.R. and Waller, L.A.},
title={Discussion on the paper by Wakefield},
journal={Journal of the Royal Statistical Society. Series A: Statistics in Society},
year={2004},
volume={167},
number={3},
pages={426-445},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-3042792694&partnerID=40&md5=d3a69698e7076546fc7af947002cdeb6},
}

2003

Optimal prediction for linear regression with infinitely many parameters

Journal of multivariate analysis, vol. 84, iss. 1, p. 40–60, 2003.

By A. Goldenshluger and A. Tsybakov

[Bibtex]

@article{goldenshluger2003optimal,
title={Optimal prediction for linear regression with infinitely many parameters},
author={Goldenshluger, Alexander and Tsybakov, Alexandre},
journal={Journal of Multivariate Analysis},
volume={84},
number={1},
pages={40--60},
year={2003},
publisher={Elsevier},
}

Discussion on the paper by brooks, giudici and roberts

Journal of the royal statistical society. series b: statistical methodology, vol. 65, iss. 1, pp. 39-55, 2003.

By C. P. Robert, X. -L. Meng, J. Møller, J. S. Rosenthal, C. Jennison, M. A. Hurn, F. Al-Awadhi, P. McCullagh, C. Andrieu, A. Doucet, P. Dellaportas, I. Papageorgiou, R. S. Ehlers, E. A. Erosheva, S. E. Fienberg, J. J. Forster, R. C. Gill, N. Friel, P. Green, D. Hastie, R. King, H. R. Künsch, N. A. Lazar, and C. Osinski

[Bibtex]

@article{Robert200339,
author={Robert, C.P. and Meng, X.-L. and Møller, J. and Rosenthal, J.S. and Jennison, C. and Hurn, M.A. and Al-Awadhi, F. and McCullagh, P. and Andrieu, C. and Doucet, A. and Dellaportas, P. and Papageorgiou, I. and Ehlers, R.S. and Erosheva, E.A. and Fienberg, S.E. and Forster, J.J. and Gill, R.C. and Friel, N. and Green, P. and Hastie, D. and King, R. and Künsch, H.R. and Lazar, N.A. and Osinski, C.},
title={Discussion on the paper by Brooks, Giudici and Roberts},
journal={Journal of the Royal Statistical Society. Series B: Statistical Methodology},
year={2003},
volume={65},
number={1},
pages={39-55},
doi={10.1111/1467-9868.03712},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-0141464870&doi=10.1111%2f1467-9868.03712&partnerID=40&md5=893ac2cf417972e55fbd33c10096254b},
}

Reversible jump, birth-and-death and more general continuous time markov chain monte carlo samplers

Journal of the royal statistical society. series b: statistical methodology, vol. 65, iss. 3, pp. 679-700, 2003.

By O. Cappé, C. P. Robert, and T. Rydén

[Bibtex]

@article{Cappé2003679,
author={Cappé, O. and Robert, C.P. and Rydén, T.},
title={Reversible jump, birth-and-death and more general continuous time Markov chain Monte Carlo samplers},
journal={Journal of the Royal Statistical Society. Series B: Statistical Methodology},
year={2003},
volume={65},
number={3},
pages={679-700},
doi={10.1111/1467-9868.00409},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-0043173919&doi=10.1111%2f1467-9868.00409&partnerID=40&md5=f60b621fba6963389d873d0c968e8352},
}

Perfect simulation of positive gaussian distributions

Statistics and computing, vol. 13, iss. 2, pp. 179-186, 2003.

By A. Philippe and C. P. Robert

[Bibtex]

@article{Philippe2003179,
author={Philippe, A. and Robert, C.P.},
title={Perfect simulation of positive Gaussian distributions},
journal={Statistics and Computing},
year={2003},
volume={13},
number={2},
pages={179-186},
doi={10.1023/A:1023264710933},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-0345832324&doi=10.1023%2fA%3a1023264710933&partnerID=40&md5=113fb587e0b878fc8e39d71ad45818fb},
}

Estimating mixtures of regressions

Journal of computational and graphical statistics, vol. 12, iss. 1, pp. 55-79, 2003.

By M. Hurn, A. Justel, and C. P. Robert

[Bibtex]

@article{Hurn200355,
author={Hurn, M. and Justel, A. and Robert, C.P.},
title={Estimating mixtures of regressions},
journal={Journal of Computational and Graphical Statistics},
year={2003},
volume={12},
number={1},
pages={55-79},
doi={10.1198/1061860031329},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-0037353170&doi=10.1198%2f1061860031329&partnerID=40&md5=468e415699a793cdc0420bd1542e907e},
}

Discussion on the paper by kong, mccullagh, meng, nicolas and tan

Journal of the royal statistical society. series b: statistical methodology, vol. 65, iss. 3, pp. 604-618, 2003.

By M. Evans, C. P. Robert, A. C. Davison, W. Jiang, M. A. Tanner, H. Doss, J. Qin, K. Fokianos, S. N. MacEachern, M. Peruggia, S. Guha, S. Chib, Y. Ritov, J. M. Robins, and Y. Vardi

[Bibtex]

@article{Evans2003604,
author={Evans, M. and Robert, C.P. and Davison, A.C. and Jiang, W. and Tanner, M.A. and Doss, H. and Qin, J. and Fokianos, K. and MacEachern, S.N. and Peruggia, M. and Guha, S. and Chib, S. and Ritov, Y. and Robins, J.M. and Vardi, Y.},
title={Discussion on the paper by Kong, McCullagh, Meng, Nicolas and Tan},
journal={Journal of the Royal Statistical Society. Series B: Statistical Methodology},
year={2003},
volume={65},
number={3},
pages={604-618},
doi={10.1111/1467-9868.00405},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-0043173931&doi=10.1111%2f1467-9868.00405&partnerID=40&md5=f14eee63a0cb27f51a6392a4c96e409b},
publisher={Blackwell Publishing Ltd},
}

2002

Sharp adaptation for inverse problems with random noise

Probability theory and related fields, vol. 123, iss. 3, p. 323–354, 2002.

By L. Cavalier and A. Tsybakov

[Bibtex]

@article{cavalier2002sharp,
title={Sharp adaptation for inverse problems with random noise},
author={Cavalier, Laurent and Tsybakov, Alexandre},
journal={Probability Theory and Related Fields},
volume={123},
number={3},
pages={323--354},
year={2002},
publisher={Springer},
}

Oracle inequalities for inverse problems

The annals of statistics, vol. 30, iss. 3, p. 843–874, 2002.

By L. Cavalier, G. Golubev, D. Picard, and A. Tsybakov

[Bibtex]

@article{cavalier2002oracle,
title={Oracle inequalities for inverse problems},
author={Cavalier, Laurent and Golubev, GK and Picard, Dominique and Tsybakov, AB},
journal={The Annals of Statistics},
volume={30},
number={3},
pages={843--874},
year={2002},
publisher={Institute of Mathematical Statistics},
}

Testing hypotheses about contours in images

Journal of nonparametric statistics, vol. 14, iss. 1-2, p. 67–85, 2002.

By G. Gayraud and A. Tsybakov

[Bibtex]

@article{gayraud2002testing,
title={Testing hypotheses about contours in images},
author={Gayraud, G and Tsybakov, AB},
journal={Journal of Nonparametric Statistics},
volume={14},
number={1-2},
pages={67--85},
year={2002},
publisher={Taylor & Francis},
}

Perfect samplers for mixtures of distributions

Journal of the royal statistical society. series b: statistical methodology, vol. 64, iss. 4, pp. 777-790, 2002.

By G. Casella, K. L. Mengersen, C. P. Robert, and D. M. Titterington

[Bibtex]

@article{Casella2002777,
author={Casella, G. and Mengersen, K.L. and Robert, C.P. and Titterington, D.M.},
title={Perfect samplers for mixtures of distributions},
journal={Journal of the Royal Statistical Society. Series B: Statistical Methodology},
year={2002},
volume={64},
number={4},
pages={777-790},
doi={10.1111/1467-9868.00360},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-0036436452&doi=10.1111%2f1467-9868.00360&partnerID=40&md5=39a08e38cd13845dcba1cee0a7a7852a},
}

Marginal maximum a posteriori estimation using markov chain monte carlo

Statistics and computing, vol. 12, iss. 1, pp. 77-84, 2002.

By A. Doucet, S. J. Godsill, and C. P. Robert

[Bibtex]

@article{Doucet200277,
author={Doucet, A. and Godsill, S.J. and Robert, C.P.},
title={Marginal maximum a posteriori estimation using Markov chain Monte Carlo},
journal={Statistics and Computing},
year={2002},
volume={12},
number={1},
pages={77-84},
doi={10.1023/A:1013172322619},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-0141567816&doi=10.1023%2fA%3a1013172322619&partnerID=40&md5=979b84c807e8ef9a4d1b2f6684fd0df8},
}

A sequential particle filter method for static models

Biometrika, vol. 89, iss. 3, pp. 539-551, 2002.

By N. Chopin

[Bibtex]

@article{Chopin2002539,
author={Chopin, N.},
title={A sequential particle filter method for static models},
journal={Biometrika},
year={2002},
volume={89},
number={3},
pages={539-551},
doi={10.1093/biomet/89.3.539},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-0012338718&doi=10.1093%2fbiomet%2f89.3.539&partnerID=40&md5=a068b6008fade7cc4bacd2b17c5232ee},
}

2001

Adaptive prediction and estimation in linear regression with infinitely many parameters

The annals of statistics, vol. 29, iss. 6, p. 1601–1619, 2001.

By A. Goldenshluger and A. Tsybakov

[Bibtex]

@article{goldenshluger2001adaptive,
title={Adaptive prediction and estimation in linear regression with infinitely many parameters},
author={Goldenshluger, Alexander and Tsybakov, Alexandre},
journal={The Annals of Statistics},
volume={29},
number={6},
pages={1601--1619},
year={2001},
publisher={Institute of Mathematical Statistics},
}

Sharp adaptive estimation of linear functionals

The annals of statistics, vol. 29, iss. 6, p. 1567–1600, 2001.

By J. Klemela and A. B. Tsybakov

[Bibtex]

@article{klemela2001sharp,
title={Sharp adaptive estimation of linear functionals},
author={Klemela, Jussi and Tsybakov, Alexandre B},
journal={The Annals of Statistics},
volume={29},
number={6},
pages={1567--1600},
year={2001},
publisher={Institute of Mathematical Statistics},
}

Riemann sums for mcmc estimation and convergence monitoring

Statistics and computing, vol. 11, iss. 2, pp. 103-115, 2001.

By A. Philippe and C. P. Robert

[Bibtex]

@article{Philippe2001103,
author={Philippe, A. and Robert, C.P.},
title={Riemann sums for MCMC estimation and convergence monitoring},
journal={Statistics and Computing},
year={2001},
volume={11},
number={2},
pages={103-115},
doi={10.1023/A:1008926514119},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-0042379653&doi=10.1023%2fA%3a1008926514119&partnerID=40&md5=fa0045ce30fff1dd1c6ca57e50ecef00},
}

Markov chain monte carlo: 10 years and still running!

Statistics in the 21st century, , pp. 302-311, 2001.

By O. Cappé and C. P. Robert

[Bibtex]

@book{Cappé2001302,
author={Cappé, O. and Robert, C.P.},
title={Markov chain monte carlo: 10 years and still running!},
journal={Statistics in the 21st Century},
year={2001},
pages={302-311},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85057363718&partnerID=40&md5=d329880a82e61d380ec57a9bd4322062},
publisher={CRC Press},
}

Minimax hypothesis testing about the density support

Bernoulli, vol. 7, iss. 3, pp. 507-525, 2001.

By G. Gayraud

[Bibtex]

@article{Gayraud2001507,
author={Gayraud, G.},
title={Minimax hypothesis testing about the density support},
journal={Bernoulli},
year={2001},
volume={7},
number={3},
pages={507-525},
doi={10.2307/3318499},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-0012283064&doi=10.2307%2f3318499&partnerID=40&md5=1b24423e4ea2536326fe344aa8796bc4},
publisher={International Statistical Institute},
}

2000

Asymptotically exact nonparametric hypothesis testing in sup-norm and at a fixed point

Probability theory and related fields, vol. 117, iss. 1, p. 17–48, 2000.

By O. V. Lepski and A. B. Tsybakov

[Bibtex]

@article{lepski2000asymptotically,
title={Asymptotically exact nonparametric hypothesis testing in sup-norm and at a fixed point},
author={Lepski, Oleg V and Tsybakov, Alexandre B},
journal={Probability Theory and Related Fields},
volume={117},
number={1},
pages={17--48},
year={2000},
publisher={Springer},
}

On the best rate of adaptive estimation in some inverse problems

Comptes rendus de l’academie des sciences-series i-mathematics, vol. 330, iss. 9, p. 835–840, 2000.

By A. Tsybakov

[Bibtex]

@article{tsybakov2000best,
title={On the best rate of adaptive estimation in some inverse problems},
author={Tsybakov, Alexandre},
journal={Comptes Rendus de l'Academie des Sciences-Series I-Mathematics},
volume={330},
number={9},
pages={835--840},
year={2000},
publisher={Elsevier},
}

Markov chain monte carlo: 10 years and still running!

Journal of the american statistical association, vol. 95, iss. 452, pp. 1282-1286, 2000.

By O. Cappé and C. P. Robert

[Bibtex]

@article{Cappé20001282,
author={Cappé, O. and Robert, C.P.},
title={Markov Chain Monte Carlo: 10 Years and Still Running!},
journal={Journal of the American Statistical Association},
year={2000},
volume={95},
number={452},
pages={1282-1286},
doi={10.1080/01621459.2000.10474330},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-0442325012&doi=10.1080%2f01621459.2000.10474330&partnerID=40&md5=4748abdd7addc689d27a924bd0bd93b5},
}

Computational and inferential difficulties with mixture posterior distributions

Journal of the american statistical association, vol. 95, iss. 451, pp. 957-970, 2000.

By G. Celeux, M. Hurn, and C. P. Robert

[Bibtex]

@article{Celeux2000957,
author={Celeux, G. and Hurn, M. and Robert, C.P.},
title={Computational and inferential difficulties with mixture posterior distributions},
journal={Journal of the American Statistical Association},
year={2000},
volume={95},
number={451},
pages={957-970},
doi={10.1080/01621459.2000.10474285},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-2242491935&doi=10.1080%2f01621459.2000.10474285&partnerID=40&md5=cf43b9aa892e463fc303114307ec6f34},
}

1999

Smooth discrimination analysis

The annals of statistics, vol. 27, iss. 6, p. 1808–1829, 1999.

By E. Mammen and A. B. Tsybakov

[Bibtex]

@article{mammen1999smooth,
title={Smooth discrimination analysis},
author={Mammen, Enno and Tsybakov, Alexandre B},
journal={The Annals of Statistics},
volume={27},
number={6},
pages={1808--1829},
year={1999},
publisher={Institute of Mathematical Statistics},
}

Eaton’s markov chain, its conjugate partner and script p sign-admissibility

Annals of statistics, vol. 27, iss. 1, pp. 361-373, 1999.

By J. P. Hobert and C. P. Robert

[Bibtex]

@article{Hobert1999361,
author={Hobert, J.P. and Robert, C.P.},
title={Eaton's Markov chain, its conjugate partner and script P sign-admissibility},
journal={Annals of Statistics},
year={1999},
volume={27},
number={1},
pages={361-373},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-0033074821&partnerID=40&md5=5b138ca76f815f7d857b950467e568ef},
}

Reparameterisation issues in mixture modelling and their bearing on mcmc algorithms

Computational statistics and data analysis, vol. 29, iss. 3, pp. 325-343, 1999.

By C. P. Robert and K. L. Mengersen

[Bibtex]

@article{Robert1999325,
author={Robert, C.P. and Mengersen, K.L.},
title={Reparameterisation issues in mixture modelling and their bearing on MCMC algorithms},
journal={Computational Statistics and Data Analysis},
year={1999},
volume={29},
number={3},
pages={325-343},
doi={10.1016/S0167-9473(98)00058-9},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-0033611397&doi=10.1016%2fS0167-9473%2898%2900058-9&partnerID=40&md5=e28c67dbba9805a317e2cd8313daea85},
}

Mcmc control spreadsheets for exponential mixture estimation?

Journal of computational and graphical statistics, vol. 8, iss. 2, pp. 298-317, 1999.

By M. -A. Gruet, A. Philppe, and C. P. Robert

[Bibtex]

@article{Gruet1999298,
author={Gruet, M.-A. and Philppe, A. and Robert, C.P.},
title={Mcmc control spreadsheets for exponential mixture estimation?},
journal={Journal of Computational and Graphical Statistics},
year={1999},
volume={8},
number={2},
pages={298-317},
doi={10.1080/10618600.1999.10474815},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-0033441527&doi=10.1080%2f10618600.1999.10474815&partnerID=40&md5=b44ee1266d3c1bc18de2a73e53164ea5},
}

Convergence controls for mcmc algorithms, with applications to hidden markov chains

Journal of statistical computation and simulation, vol. 64, iss. 4, pp. 327-355, 1999.

By C. P. Robert, T. RydÉn, and D. M. Titterington

[Bibtex]

@article{Robert1999327,
author={Robert, C.P. and RydÉn, T. and Titterington, D.M.},
title={Convergence controls for MCMC algorithms, with applications to hidden Markov chains},
journal={Journal of Statistical Computation and Simulation},
year={1999},
volume={64},
number={4},
pages={327-355},
doi={10.1080/00949659908811984},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-0033236612&doi=10.1080%2f00949659908811984&partnerID=40&md5=9d48bf59b2e1b4203caa5a1061804af0},
publisher={Taylor and Francis Inc.},
}

Bayesian estimation of switching arma models

Journal of econometrics, vol. 93, iss. 2, pp. 229-255, 1999.

By M. Billio, A. Monfort, and C. P. Robert

[Bibtex]

@article{Billio1999229,
author={Billio, M. and Monfort, A. and Robert, C.P.},
title={Bayesian estimation of switching ARMA models},
journal={Journal of Econometrics},
year={1999},
volume={93},
number={2},
pages={229-255},
doi={10.1016/S0304-4076(99)00010-X},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-0001958038&doi=10.1016%2fS0304-4076%2899%2900010-X&partnerID=40&md5=a165d6c95e81d778f58f986177ef2d58},
publisher={Elsevier BV},
}

1998

Exact asymptotic minimax constants for the estimation of analytical functions in lp

Probability theory and related fields, vol. 112, iss. 1, p. 33–51, 1998.

By E. Guerre and A. B. Tsybakov

[Bibtex]

@article{guerre1998exact,
title={Exact asymptotic minimax constants for the estimation of analytical functions in Lp},
author={Guerre, Emmanuel and Tsybakov, Alexander B},
journal={Probability theory and related fields},
volume={112},
number={1},
pages={33--51},
year={1998},
publisher={Springer},
}

Nonparametric vector autoregression

Journal of statistical planning and inference, vol. 68, iss. 2, p. 221–245, 1998.

By W. Hardle, A. Tsybakov, and L. Yang

[Bibtex]

@article{hardle1998nonparametric,
title={Nonparametric vector autoregression},
author={Hardle, Wolfgang and Tsybakov, Alexandre and Yang, Lijian},
journal={Journal of Statistical Planning and Inference},
volume={68},
number={2},
pages={221--245},
year={1998},
publisher={Elsevier},
}

Pointwise and sup-norm sharp adaptive estimation of functions on the sobolev classes

The annals of statistics, vol. 26, iss. 6, p. 2420–2469, 1998.

By A. B. Tsybakov

[Bibtex]

@article{tsybakov1998pointwise,
title={Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes},
author={Tsybakov, Alexandre B},
journal={The Annals of Statistics},
volume={26},
number={6},
pages={2420--2469},
year={1998},
publisher={Institute of Mathematical Statistics},
}

A pathological mcmc algorithm and its use as a benchmark for convergence assessment techniques

Computational statistics, vol. 13, iss. 2, pp. 169-184, 1998.

By C. P. Robert

[Bibtex]

@article{Robert1998169,
author={Robert, C.P.},
title={A pathological MCMC algorithm and its use as a benchmark for convergence assessment techniques},
journal={Computational Statistics},
year={1998},
volume={13},
number={2},
pages={169-184},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-0032388507&partnerID=40&md5=6daade981423f8edb64e95155085a850},
}

Discretization of continuous markov chains and markov chain monte carlo convergence assessment

Journal of the american statistical association, vol. 93, iss. 443, pp. 1055-1067, 1998.

By C. Guihenneuc-jouyaux and C. P. Robert

[Bibtex]

@article{Guihenneuc-jouyaux19981055,
author={Guihenneuc-jouyaux, C. and Robert, C.P.},
title={Discretization of continuous markov chains and markov chain monte carlo convergence assessment},
journal={Journal of the American Statistical Association},
year={1998},
volume={93},
number={443},
pages={1055-1067},
doi={10.1080/01621459.1998.10473767},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85012534904&doi=10.1080%2f01621459.1998.10473767&partnerID=40&md5=18086511b2452ef238e347a759855f89},
}

Estimation of quadratic functions: noninformative priors for non-centrality parameters

Statistica sinica, vol. 8, iss. 2, pp. 359-375, 1998.

By J. O. Berger, A. Philippe, and C. P. Robert

[Bibtex]

@article{Berger1998359,
author={Berger, J.O. and Philippe, A. and Robert, C.P.},
title={Estimation of quadratic functions: Noninformative priors for non-centrality parameters},
journal={Statistica Sinica},
year={1998},
volume={8},
number={2},
pages={359-375},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-0032364488&partnerID=40&md5=12c5a88243573b9073fa7fd36f20b489},
}

Reparameterization strategies for hidden markov models and bayesian approaches to maximum likelihood estimation

Statistics and computing, vol. 8, iss. 2, pp. 145-158, 1998.

By C. P. Robert and D. M. Titterington

[Bibtex]

@article{Robert1998145,
author={Robert, C.P. and Titterington, D.M.},
title={Reparameterization strategies for hidden Markov models and Bayesian approaches to maximum likelihood estimation},
journal={Statistics and Computing},
year={1998},
volume={8},
number={2},
pages={145-158},
doi={10.1023/A:1008938201645},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-0041724127&doi=10.1023%2fA%3a1008938201645&partnerID=40&md5=8ac43aff4cadaebccf10a5f28c6d4274},
publisher={Springer Netherlands},
}

1997

Local polynomial estimators of the volatility function in nonparametric autoregression

Journal of econometrics, vol. 81, iss. 1, p. 223–242, 1997.

By W. Hardle and A. Tsybakov

[Bibtex]

@article{hardle1997local,
title={Local polynomial estimators of the volatility function in nonparametric autoregression},
author={Hardle, Wolfgang and Tsybakov, Alexandre},
journal={Journal of econometrics},
volume={81},
number={1},
pages={223--242},
year={1997},
publisher={Elsevier},
}

On nonparametric estimation of density level sets

The annals of statistics, vol. 25, iss. 3, p. 948–969, 1997.

By A. B. Tsybakov

[Bibtex]

@article{tsybakov1997nonparametric,
title={On nonparametric estimation of density level sets},
author={Tsybakov, Alexandre B},
journal={The Annals of Statistics},
volume={25},
number={3},
pages={948--969},
year={1997},
publisher={Institute of Mathematical Statistics},
}

Asymptotically efficient signal estimation in l2 under the general loss functions

Problems of information transmission, vol. 33, iss. 1, pp. 78-88, 1997.

By A. B. Tsybakov

[Bibtex]

@article{Tsybakov199794,
author={Tsybakov, A.B.},
title={Asymptotically efficient signal estimation in L2 under the general loss functions},
journal={Problems of Information Transmission},
year={1997},
volume={33},
number={1},
pages={78-88},
}

1996

Asymptotically efficient estimation of analytic functions in gaussian noise

Bernoulli, , p. 167–181, 1996.

By Y. K. Golubev, B. Y. Levit, and A. B. Tsybakov

[Bibtex]

@article{golubev1996asymptotically,
title={Asymptotically efficient estimation of analytic functions in Gaussian noise},
author={Golubev, Yuri K and Levit, Boris Y and Tsybakov, Alexander B},
journal={Bernoulli},
pages={167--181},
year={1996},
publisher={JSTOR},
}

Root-n consistent estimators of entropy for densities with unbounded support

Scandinavian journal of statistics, , p. 75–83, 1996.

By A. B. Tsybakov and E. C. van der Meulen

[Bibtex]

@article{tsybakov1996root,
title={Root-n consistent estimators of entropy for densities with unbounded support},
author={Tsybakov, Alexandre B and van der Meulen, Edward C},
journal={Scandinavian Journal of Statistics},
pages={75--83},
year={1996},
publisher={JSTOR},
}

1995

Estimation of non-sharp support boundaries

Journal of multivariate analysis, vol. 55, iss. 2, p. 205–218, 1995.

By W. Hardle, B. Park, and A. Tsybakov

[Bibtex]

@article{hardle1995estimation,
title={Estimation of non-sharp support boundaries},
author={Hardle, W and Park, BU and Tsybakov, AB},
journal={Journal of Multivariate Analysis},
volume={55},
number={2},
pages={205--218},
year={1995},
publisher={Elsevier},
}

Additive nonparametric regression on principal components

Journaltitle of nonparametric statistics, vol. 5, iss. 2, p. 157–184, 1995.

By W. Hardle and A. Tsybakov

[Bibtex]

@article{hardle1995additive,
title={Additive nonparametric regression on principal components},
author={Hardle, Wolfgang and Tsybakov, AB},
journal={Journaltitle of Nonparametric Statistics},
volume={5},
number={2},
pages={157--184},
year={1995},
publisher={Taylor & Francis},
}

Visual error criteria for qualitative smoothing

Journal of the american statistical association, vol. 90, iss. 430, p. 499–507, 1995.

By J. S. Marron and A. Tsybakov

[Bibtex]

@article{marron1995visual,
title={Visual error criteria for qualitative smoothing},
author={Marron, James Stephen and Tsybakov, AB},
journal={Journal of the American Statistical Association},
volume={90},
number={430},
pages={499--507},
year={1995},
publisher={Taylor & Francis},
}

Nonparametric recursive variance estimation

Statistics: a journal of theoretical and applied statistics, vol. 27, iss. 1-2, p. 55–63, 1995.

By U. Stadtmüller and A. B. Tsybakov

[Bibtex]

@article{stadtmuller1995nonparametric,
title={Nonparametric recursive variance estimation},
author={Stadtm{\"u}ller, U and Tsybakov, Alexandre B},
journal={Statistics: A Journal of Theoretical and Applied Statistics},
volume={27},
number={1-2},
pages={55--63},
year={1995},
publisher={Taylor & Francis},
}

1994

Asymptotic efficiency in estimation of a convex set

Problemy peredachi informatsii, vol. 30, iss. 4, p. 33–44, 1994.

By A. P. Korostelev and A. B. Tsybakov

[Bibtex]

@article{korostelev1994asymptotic,
title={Asymptotic efficiency in estimation of a convex set},
author={Korostelev, Alexander P and Tsybakov, Aleksandr Borisovich},
journal={Problemy Peredachi Informatsii},
volume={30},
number={4},
pages={33--44},
year={1994},
publisher={Russian Academy of Sciences, Branch of Informatics, Computer Equipment and~…},
}

1993

Nonparametric recursive estimation in nonlinear arx models

Problems of information transmission, vol. 29, iss. 4, p. 318–327, 1993.

By P. Doukhan and A. B. Tsybakov

[Bibtex]

@article{dukan1993nonparametric,
title={Nonparametric Recursive Estimation in Nonlinear ARX Models},
author={Doukhan, P and Tsybakov, A B},
journal={Problems of Information Transmission},
volume={29},
number={4},
pages={318--327},
year={1993},
}

How sensitive are average derivatives?

Journal of econometrics, vol. 58, iss. 1-2, p. 31–48, 1993.

By W. Hardle and A. B. Tsybakov

[Bibtex]

@article{hardle1993sensitive,
title={How sensitive are average derivatives?},
author={Hardle, Wolfgang and Tsybakov, Alexander B},
journal={Journal of Econometrics},
volume={58},
number={1-2},
pages={31--48},
year={1993},
publisher={Elsevier},
}

Estimation of the density support and its functionals

Problemy peredachi informatsii, vol. 29, iss. 1, p. 3–18, 1993.

By A. P. Korostelev and A. B. Tsybakov

[Bibtex]

@article{korostelev1993estimation,
title={Estimation of the density support and its functionals},
author={Korostelev, Alexander P and Tsybakov, Aleksandr Borisovich},
journal={Problemy Peredachi Informatsii},
volume={29},
number={1},
pages={3--18},
year={1993},
publisher={Russian Academy of Sciences, Branch of Informatics, Computer Equipment and~…},
}

1992

Bandwidth choice for average derivative estimation

Journal of the american statistical association, vol. 87, iss. 417, p. 218–226, 1992.

By W. Hardle, J. Hart, J. S. Marron, and A. B. Tsybakov

[Bibtex]

@article{hardle1992bandwidth,
title={Bandwidth choice for average derivative estimation},
author={Hardle, Wolfgang and Hart, Jeffrey and Marron, James Stephen and Tsybakov, A B},
journal={Journal of the American Statistical Association},
volume={87},
number={417},
pages={218--226},
year={1992},
publisher={Taylor & Francis},
}

Optimal and robust kernel algorithms for passive stochastic approximation

Ieee transactions on information theory, vol. 38, iss. 5, p. 1577–1583, 1992.

By A. V. Nazin, B. T. Polyak, and A. B. Tsybakov

[Bibtex]

@article{nazin1992optimal,
title={Optimal and robust kernel algorithms for passive stochastic approximation},
author={Nazin, Alexander V and Polyak, Boris T and Tsybakov, Alexandre B},
journal={IEEE transactions on information theory},
volume={38},
number={5},
pages={1577--1583},
year={1992},
publisher={IEEE},
}

1991

Sliced inverse regression for dimension reduction: comment

Journal of the american statistical association, vol. 86, iss. 414, p. 333–335, 1991.

By W. Hardle and A. B. Tsybakov

[Bibtex]

@article{hardle1991sliced,
title={Sliced inverse regression for dimension reduction: Comment},
author={Hardle, W and Tsybakov, Alexandre B},
journal={Journal of the American Statistical Association},
volume={86},
number={414},
pages={333--335},
year={1991},
publisher={JSTOR},
}

Optimal rates of convergence of estimates in the stochastic problem of computerized tomography

Problemy peredachi informatsii, vol. 27, iss. 1, p. 92–103, 1991.

By A. P. Korostelev and A. B. Tsybakov

[Bibtex]

@article{korostelev1991optimal,
title={Optimal Rates of Convergence of Estimates in the Stochastic Problem of Computerized Tomography},
author={Korostelev, Alexander P and Tsybakov, Aleksandr Borisovich},
journal={Problemy Peredachi Informatsii},
volume={27},
number={1},
pages={92--103},
year={1991},
publisher={Russian Academy of Sciences, Branch of Informatics, Computer Equipment and~…},
}

Optimal convergence rates of estimates in probabilistic statement of tomography problem

Problemy peredachi informatsii, vol. 27, iss. 1, pp. 92-103, 1991.

By A. P. Korostelev and A. B. Tsybakov

[Bibtex]

@article{Korostelev199192,
author={Korostelev, A.P. and Tsybakov, A.B.},
title={Optimal convergence rates of estimates in probabilistic statement of tomography problem},
journal={Problemy Peredachi Informatsii},
year={1991},
volume={27},
number={1},
pages={92-103},
publisher={Russian Academy of Sciences, Branch of Informatics, Computer Equipment and~…},
}

1990

Optimal order of accuracy of search algorithms in stochastic optimization

Problems of information transmission, vol. 26, iss. 2, p. 126–133, 1990.

By B. T. Polyak and A. B. Tsybakov

[Bibtex]

@article{polyak1990optimal,
title={Optimal order of accuracy of search algorithms in stochastic optimization},
author={Polyak, B T and Tsybakov, A B},
journal={Problems of Information Transmission},
volume={26},
number={2},
pages={126--133},
year={1990},
}

Locally-polynomial algorithms of passive stochastic approximation

Problems of control and information theory, vol. 19, iss. 3, p. 181–195, 1990.

By A. B. Tsybakov

[Bibtex]

@article{tsybakov1990locally,
author={Tsybakov, A.B.},
title={Locally-polynomial algorithms of passive stochastic approximation},
journal={Problems of control and information theory},
year={1990},
volume={19},
number={3},
pages={181--195},
publisher={PERGAMON-ELSEVIER SCIENCE LTD THE BOULEVARD, LANGFORD LANE, KIDLINGTON~…},
}

Recursive estimation of the mode of a multivariate distribution

Problems of information transmission, vol. 26, iss. 1, p. 31–37, 1990.

By A. B. Tsybakov

[Bibtex]

@article{tsybakov1990recursive,
title={Recursive estimation of the mode of a multivariate distribution},
author={Tsybakov, A. B.},
journal={Problems of Information Transmission},
volume={26},
number={1},
pages={31--37},
year={1990},
}

1989

Optimal estimation accuracy of nonsmooth images

Problems of information transmission, vol. 25, iss. 3, p. 180–191, 1989.

By A. B. Tsybakov

[Bibtex]

@article{tsybakov1989optimal,
title={Optimal estimation accuracy of nonsmooth images},
author={Tsybakov, A. B.},
journal={Problems of Information Transmission},
volume={25},
number={3},
pages={180--191},
year={1989},
}

1987

Transmission accuracy of a continuous signal with binary quantization

Problems of information transmission, vol. 23, iss. 1, p. 56–65, 1987.

By A. B. Tsybakov

[Bibtex]

@article{tsybakov1987transmission,
title={Transmission Accuracy of a Continuous Signal with Binary Quantization},
author={Tsybakov, A. B.},
journal={Problems of Information Transmission},
volume={23},
number={1},
pages={56--65},
year={1987},
}

1986

Robust reconstruction of functions by the local-approximation method

Problems of information transmission, vol. 22, iss. 2, p. 133–146, 1986.

By A. B. Tsybakov

[Bibtex]

@article{tsybakov1986robust,
title={Robust reconstruction of functions by the local-approximation method},
author={Tsybakov, A B},
journal={Problems of Information Transmission},
volume={22},
number={2},
pages={133--146},
year={1986},
}

1985

Rate of convergence of nonparametric estimates of maximum-likelihood type

Problems of information transmission, vol. 21, iss. 4, p. 258–272, 1985.

By A. Nemirovskij, B. Polyak, and A. Tsybakov

[Bibtex]

@article{nemirovskij1985rate,
title={Rate of convergence of nonparametric estimates of maximum-likelihood type},
author={Nemirovskij, AS and Polyak, Boris and Tsybakov, AB},
journal={Problems of Information Transmission},
volume={21},
number={4},
pages={258--272},
year={1985},
}

1984

Signal processing by the nonparametric maximum-likelihood method

Problems, vol. 20, iss. 3, p. 177–192, 1984.

By A. S. Nemirovski, B. T. Polyak, and A. B. Tsybakov

[Bibtex]

@article{nemirovski1984signal,
title={Signal processing by the nonparametric maximum-likelihood method},
author={Nemirovski, A S and Polyak, B T and Tsybakov, A B},
journal={Problems},
volume={20},
number={3},
pages={177--192},
year={1984},
}

1982

Robust estimates of a function

Problems of information transmission, vol. 18, iss. 3, p. 190–201, 1982.

By A. B. Tsybakov

[Bibtex]

@article{tsybakov1982robust,
title={Robust estimates of a function},
author={Tsybakov, A B},
journal={Problems of Information Transmission},
volume={18},
number={3},
pages={190--201},
year={1982},
}

Nonparametric signal estimation when there is incomplete information on the noise distribution

Problems of information transmission, vol. 18, iss. 2, p. 116–130, 1982.

By A. B. Tsybakov

[Bibtex]

@article{tsybakov1982nonparametric,
title={Nonparametric signal estimation when there is incomplete information on the noise distribution},
author={Tsybakov, A B},
journal={Problems of Information Transmission},
volume={18},
number={2},
pages={116--130},
year={1982},
}

1981

Error bounds for the method of minimization of empirical risk

Problems of information transmission, vol. 17, iss. 1, p. 33–42, 1981.

By A. B. Tsybakov

[Bibtex]

@article{tsybakov1981error,
title={Error bounds for the method of minimization of empirical risk},
author={Tsybakov, A B},
journal={Problems of Information Transmission},
volume={17},
number={1},
pages={33--42},
year={1981},
}

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Bayesian midas penalized regressions: estimation, selection, and prediction

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