Pages that link to "Item:Q3459234"
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The following pages link to Mathematical Foundations of Infinite-Dimensional Statistical Models (Q3459234):
Displaying 50 items.
- A Kernel Multiple Change-point Algorithm via Model Selection (Q80474) (← links)
- Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings (Q335636) (← links)
- A sharp adaptive confidence ball for self-similar functions (Q335671) (← links)
- Uniform central limit theorems for the Grenander estimator (Q491404) (← links)
- A reverse Gaussian correlation inequality by adding cones (Q511553) (← links)
- Efficient nonparametric Bayesian inference for \(X\)-ray transforms (Q666595) (← links)
- Efficient nonparametric inference for discretely observed compound Poisson processes (Q681527) (← links)
- Beyond the Bakushinkii veto: regularising linear inverse problems without knowing the noise distribution (Q777510) (← links)
- On statistical Calderón problems (Q778889) (← links)
- Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation (Q783749) (← links)
- Frame-constrained total variation regularization for white noise regression (Q820796) (← links)
- On signal detection and confidence sets for low rank inference problems (Q902209) (← links)
- Entropic optimal transport is maximum-likelihood deconvolution (Q1632830) (← links)
- Measuring distributional asymmetry with Wasserstein distance and Rademacher symmetrization (Q1657945) (← links)
- A regularity class for the roots of nonnegative functions (Q1681829) (← links)
- PCA-based estimation for functional linear regression with functional responses (Q1686150) (← links)
- Asymptotic confidence bands in the Spektor-Lord-Willis problem via kernel estimation of intensity derivative (Q1697473) (← links)
- Adaptive confidence sets for matrix completion (Q1708972) (← links)
- Minimax theorems for American options without time-consistency (Q1711726) (← links)
- Adaptive estimation of the sparsity in the Gaussian vector model (Q1731745) (← links)
- Statistical inference for structured high-dimensional models. Abstracts from the workshop held March 11--17, 2018 (Q1731980) (← links)
- Regularity of Gaussian processes on Dirichlet spaces (Q1745366) (← links)
- A strong converse bound for multiple hypothesis testing, with applications to high-dimensional estimation (Q1746556) (← links)
- Uniform confidence bands in deconvolution with unknown error distribution (Q1792484) (← links)
- Change-point detection in multinomial data with a large number of categories (Q1800792) (← links)
- The Goldenshluger-Lepski method for constrained least-squares estimators over RKHSs (Q1983602) (← links)
- Bayesian inference of random fields represented with the Karhunen-Loève expansion (Q1989096) (← links)
- Robust uniform inference for quantile treatment effects in regression discontinuity designs (Q2000878) (← links)
- Wasserstein upper bounds of the total variation for smooth densities (Q2006716) (← links)
- On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density (Q2008616) (← links)
- The tail empirical process of regularly varying functions of geometrically ergodic Markov chains (Q2010476) (← links)
- Empirical process results for exchangeable arrays (Q2039790) (← links)
- Minimax estimation of smooth optimal transport maps (Q2039809) (← links)
- Optimal sparsity testing in linear regression model (Q2040034) (← links)
- Finite impulse response models: a non-asymptotic analysis of the least squares estimator (Q2040046) (← links)
- Adaptation bounds for confidence bands under self-similarity (Q2040066) (← links)
- Bootstrapping Hill estimator and tail array sums for regularly varying time series (Q2040068) (← links)
- Rates of contraction of posterior distributions based on \(p\)-exponential priors (Q2040080) (← links)
- Tests and estimation strategies associated to some loss functions (Q2041653) (← links)
- Estimating a density, a hazard rate, and a transition intensity via the \(\rho\)-estimation method (Q2041794) (← links)
- Nonparametric adaptive inference of birth and death models in a large population limit (Q2043821) (← links)
- Estimation error analysis of deep learning on the regression problem on the variable exponent Besov space (Q2044364) (← links)
- Density estimation on an unknown submanifold (Q2044375) (← links)
- On the Bernstein-von Mises theorem for the Dirichlet process (Q2044376) (← links)
- Posterior contraction and credible regions for level sets (Q2044392) (← links)
- A review of uncertainty quantification for density estimation (Q2048457) (← links)
- Optimality of spectral clustering in the Gaussian mixture model (Q2054516) (← links)
- Set structured global empirical risk minimizers are rate optimal in general dimensions (Q2054522) (← links)
- Bayesian ODE solvers: the maximum a posteriori estimate (Q2058726) (← links)
- Nonparametric estimation of marginal distributions for unordered pairs (Q2070631) (← links)
