The CREST Statistics group develops research and offers student training in theoretical and applied statistics.

Statistical methods play nowadays a key role in data science, machine learning and artificial intelligence. They have reached an unprecedented level of impact in recent years. 

The group has got international recognition for contributions to various areas of statistical science including high-dimensional statistics,  machine learning,   bayesian analysis,  statistical computation and simulation, nonparametric estimation, statistical analysis of networks, functional data analysis, dimension reduction, statistical optimal transport, game theory, quantum statistics, time series, and extreme value theory.

Our faculty serve on editorial boards of top-ranked journals in statistics such as Annals of Statistics, Biometrika, Journal of the American Statistical Association, Journal of the Royal Statistical Society, and on program committees of major conferences in machine learning (NeurIPS, ICML, COLT).

The Statistics group is composed of two units, one located at ENSAE (Palaiseau, Institut Polytechnique de Paris) and the other at ENSAI (Bruz). The ENSAE unit participates in the consortia Fondation Mathématique Jacques Hadamard, Hi!Paris – Paris Artificial Intelligence for Society and Business, Center for Data Science of the University Paris-Saclay. The ENSAI unit participates in the Graduate Schools DIGISPORT and CyberSchool

The faculty teach in the Master programs “Data Science” of Institut Polytechnique de Paris, the Masters “Mathématiques, vision, apprentissage” (MVA) and “Statistics and Machine Learning” of the University Paris-Saclay, and the Master “Statistics for Smart Data” of ENSAI.

Contacts

Alexandre Tsybakov (Director)

Leyla Marzuk (Administrative Coordinator)



2023

  • 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

    [DOI] [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

    [DOI] [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

  • 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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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. Lecué

    [DOI] [Bibtex]

    @article{Depersin2022997,
    author={Depersin, J. and Lecué, 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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

  • 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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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},
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  • Data-driven thresholding in denoising with spectral graph wavelet transform

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    title={Data-driven thresholding in denoising with Spectral Graph Wavelet Transform},
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    title={Estimation of convex supports from noisy measurements},
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  • From risk sharing to pure premium for a large number of heterogeneous losses

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2020

  • Nonparametric estimation in a regression model with additive and multiplicative noise

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    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

    [DOI] [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

    [DOI] [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

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    @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

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    @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

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    @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

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    @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

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    @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

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    @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. Lecué and M. Lerasle

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    @article{Lecué20194385,
    author={Lecué, 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

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    @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

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    @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

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    @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

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    @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

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    @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

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    @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

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    @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

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    @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

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    @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

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    @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

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    @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

    [DOI] [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

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    @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

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    @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

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    @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

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    @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

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    @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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

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    @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

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    @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

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    @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

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    @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

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    @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

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    @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

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    @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

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    @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

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    @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

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    @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

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    @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

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    @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

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    @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

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    @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

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    @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

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    @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

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    @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},
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  • Sparse estimation by exponential weighting

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

    By P. Rigollet and A. B. Tsybakov

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    @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},
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  • 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

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    @article{Marin20121167,
    author={Marin, J.-M. and Pudlo, P. and Robert, C.P. and Ryder, R.J.},
    title={Approximate Bayesian computational methods},
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    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},
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  • Comment

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

    By P. Rigollet and A. B. Tsybakov

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    @article{Rigollet20121358,
    author={Rigollet, P. and Tsybakov, A.B.},
    title={Comment},
    journal={Statistica Sinica},
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    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},
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  • 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

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    @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},
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    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},
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  • Transductive versions of the lasso and the dantzig selector

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    By P. Alquier and M. Hebiri

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    @article{Alquier20122485,
    author={Alquier, P. and Hebiri, M.},
    title={Transductive versions of the LASSO and the Dantzig Selector},
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    year={2012},
    volume={142},
    number={9},
    pages={2485-2500},
    doi={10.1016/j.jspi.2012.03.020},
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  • Mirror averaging with sparsity priors

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    @article{Dalalyan2012914,
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    title={Mirror averaging with sparsity priors},
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  • Socp based variance free dantzig selector with application to robust estimation

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    @article{Dalalyan2012785,
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    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},
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  • 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

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    @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},
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    year={2012},
    volume={22},
    number={4},
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    doi={10.1007/s11222-011-9257-9},
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  • 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

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    @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},
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    doi={10.1137/110828344},
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  • 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

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    @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},
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    }
  • 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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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

    [DOI] [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},
    }