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We consider the problem of nonparametric estimation of a convex regression function $\phi_0$. We study global risk bounds and adaptation properties of the least squares estimator (LSE) of $\phi_0$. Un...
Consider the nonparametric regression framework. It is a classical result that the minimax rates for L^2- and L^inf-risk over a H\"older ball with smoothness index \beta are n^(-\beta/(2\beta+1)) and ...
Recent advances in adaptive Markov chain Monte Carlo (AMCMC) include the need for regional adaptation in situations when the optimal transition kernel is different across different regions of the sa...
Our article addresses the problem of flexibly estimating a multivariate density while also attempting to estimate its marginals correctly. We do so by proposing two new estimators that try to captur...
We want to recover the regression function in the single-index model. Using an aggregation algorithm with local polynomial estimators, we answer in particular to the second part of Question 2 from S...
In this paper we study the problem of adaptive estimation of a multivariate function satisfying some structural assumption. We propose a novel estimation procedure that adapts simultaneously to unkn...

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