Related papers: Adaptive wavelet estimation of a compound Poisson …

We investigate the posterior rate of convergence for wavelet shrinkage using a Bayesian approach in general Besov spaces. Instead of studying the Bayesian estimator related to a particular loss function, we focus on the posterior…

In this paper, we consider adaptive estimation of an unknown planar compact, convex set from noisy measurements of its support function on a uniform grid. Both the problem of estimating the support function at a point and that of estimating…

We investigate the nonparametric estimation problem of the density $\pi$, representing the stationary distribution of a two-dimensional system $\left(Z_t\right)_{t \in[0, T]}=\left(X_t, \lambda_t\right)_{t \in[0, T]}$. In this system, $X$…

Intensity estimation for Poisson processes is a classical problem and has been extensively studied over the past few decades. Practical observations, however, often contain compositional noise, i.e. a nonlinear shift along the time axis,…

We introduce a novel probabilistic group testing framework, termed Poisson group testing, in which the number of defectives follows a right-truncated Poisson distribution. The Poisson model has a number of new applications, including…

Considering two independent Poisson processes, we address the question of testing equality of their respective intensities. We first propose single tests whose test statistics are U-statistics based on general kernel functions. The…

We investigate function estimation in nonparametric regression models with random design and heteroscedastic correlated noise. Adaptive properties of warped wavelet nonlinear approximations are studied over a wide range of Besov scales,…

We derive concentration inequalities for maxima of empirical processes associated with Poisson point processes. The proofs are based on a careful application of Ledoux's entropy method. We demonstrate the utility of the obtained…

In this paper a new estimator for the transition density $\pi$ of an homogeneous Markov chain is considered. We introduce an original contrast derived from regression framework and we use a model selection method to estimate $\pi$ under…

We consider a real-valued diffusion process with a linear jump term driven by a Poisson point process and we assume that the jump amplitudes have a centered density with finite moments. We show upper and lower estimates for the density of…

Assume that we observe i.i.d.~points lying close to some unknown $d$-dimensional $\mathcal{C}^k$ submanifold $M$ in a possibly high-dimensional space. We study the problem of reconstructing the probability distribution generating the…

This paper studies density estimation under pointwise loss in the setting of contamination model. The goal is to estimate $f(x_0)$ at some $x_0\in\mathbb{R}$ with i.i.d. observations, $$ X_1,\dots,X_n\sim (1-\epsilon)f+\epsilon g, $$ where…

In this article we propose a locally adaptive strategy for estimating a function from its Exponential Radon Transform (ERT) data, without prior knowledge of the smoothness of functions that are to be estimated. We build a non-parametric…

We study the problem of the non-parametric estimation for the density of the stationary distribution of the multivariate stochastic differential equation with jumps (Xt) , when the dimension d is bigger than 3. From the continuous…

In this paper we deal with the regression problem in a random design setting. We investigate asymptotic optimality under minimax point of view of various Bayesian rules based on warped wavelets and show that they nearly attain optimal…

This paper deals with the nonparametric estimation in heteroscedastic regression $ Y_i=f(X_i)+\xi_i, \: i=1,...,n $, with incomplete information, i.e. each real random variable $ \xi_i $ has a density $ g_{i} $ which is unknown to the…

Nonparametric density estimators are studied for $d$-dimensional, strongly spatial mixing data which is defined on a general $N$-dimensional lattice structure. We consider linear and nonlinear hard thresholded wavelet estimators which are…

This paper studies the minimax rate of nonparametric conditional density estimation under a weighted absolute value loss function in a multivariate setting. We first demonstrate that conditional density estimation is impossible if one only…

In the framework of noisy quantum homodyne tomography with efficiency parameter $1/2 < \eta \leq 1$, we propose a novel estimator of a quantum state whose density matrix elements $\rho_{m,n}$ decrease like $Ce^{-B(m+n)^{r/ 2}}$, for fixed…

In this paper we propose a new adaptive wavelet denoising methodology using complex wavelets. The method is based on a fully Bayesian hierarchical model in the complex wavelet domain that uses a bivariate mixture prior on the wavelet…