Cover Image

On-line Pick-Freeze Mirror algorithm for Sensitity Analysis

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Costa, Manon, Gadat, Sébastien, Gendre, Xavier, Klein, Thierry
Format:	Preprint
Published:	2025
Subjects:	Statistics Theory 62G05, 62L12, 62G20
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Kernel Single-Index Bandits: Estimation, Inference, and Learning
by: Arya, Sakshi, et al.
Published: (2026)

Multiple combined gamma kernel estimations for nonnegative data with Bayesian adaptive bandwidths
by: Somé, Sobom M., et al.
Published: (2022)

Dirichlet kernel density estimation on the simplex with missing data
by: Daayeb, Hanen, et al.
Published: (2026)

Asymptotic properties of the multivariate Szász-Mirakyan estimator for cumulative distribution functions on the nonnegative orthant
by: Lyu, Guanjie, et al.
Published: (2026)

Inference with Sequential Monte-Carlo Computation of $p$-values: Fast and Valid Approaches
by: Stoepker, Ivo V., et al.
Published: (2024)

Wishart kernel density estimation for strongly mixing time series on the cone of positive definite matrices
by: Belzile, Léo R., et al.
Published: (2025)

On the Bernstein-smoothed lower-tail Spearman's rho estimator
by: Ouimet, Frédéric, et al.
Published: (2025)

Adaptive Density Estimation Using Projection Kernels and Penalized Comparison to Overfitting
by: Hoang, Van Ha, et al.
Published: (2025)

Where does the tail start? Inflection Points and Maximum Curvature as Boundaries
by: Cabral, Rafael, et al.
Published: (2024)

Stochastic approximation method for kernel sliced average variance estimation
by: Nkou, Emmanuel De Dieu
Published: (2024)

Robust Tail Index Estimation under Random Censoring via Minimum Density Power Divergence
by: Guesmia, Nour Elhouda, et al.
Published: (2025)

Robust and Smooth Estimation of the Extreme Tail Index via Weighted Minimum Density Power Divergence
by: Mancer, Saida, et al.
Published: (2025)

IAPO estimators in Exponentiated Frechet case
by: Jordanova, Pavlina, et al.
Published: (2025)

Semiparametric Bernstein-von Mises Phenomenon via Isotonized Posterior in Wicksell's problem
by: Gili, Francesco, et al.
Published: (2025)

Asymptotically efficient estimation under local constraint in Wicksell's problem
by: Gili, Francesco, et al.
Published: (2024)

Grouping predictors via network-wide metrics
by: Park, Brandon Woosuk, et al.
Published: (2024)

A new adaptive local polynomial density estimation procedure on complicated domains
by: Bertin, Karine, et al.
Published: (2023)

A Bernstein polynomial approach for the estimation of cumulative distribution functions in the presence of missing data
by: Gharbi, Rihab, et al.
Published: (2025)

Adaptive estimation of $\mathbb{L}_2$-norm of a probability density and related topics I. Lower bounds
by: Cleanthous, Galatia, et al.
Published: (2024)

Heavy-tailed Bayesian nonparametric adaptation
by: Agapiou, Sergios, et al.
Published: (2023)

Adaptive estimation of the $\mathbb{L}_2$-norm of a probability density and related topics II. Upper bounds via the oracle approach
by: Cleanthous, Galatia, et al.
Published: (2024)

Average Marginal Effects in One-Step Partially Linear Instrumental Regressions
by: Girard, Lucas, et al.
Published: (2026)

Minimax properties of gamma kernel density estimators under $L^p$ loss and $β$-Hölder smoothness of the target
by: Ouimet, Frédéric
Published: (2026)

Sparse semiparametric regression when predictors are mixture of functional and high-dimensional variables
by: Novo, Silvia, et al.
Published: (2024)

Normal approximations for the multivariate inverse Gaussian distribution and asymmetric kernel smoothing on $d$-dimensional half-spaces
by: Belzile, Léo R., et al.
Published: (2022)

Granulometric Smoothing on Manifolds
by: Bolón, Diego, et al.
Published: (2024)

A Minimax Theory of Nonparametric Regression Under Covariate Shift
by: Zamolodtchikov, Petr
Published: (2026)

Frame-constrained Total Variation Regularization for White Noise Regression
by: del Álamo, Miguel, et al.
Published: (2018)

Asymptotic confidence bands for the histogram regression estimator
by: Neumeyer, Natalie, et al.
Published: (2025)

An effective estimation of multivariate density functions using extended-beta kernels with Bayesian adaptive bandwidths
by: Somé, Sobom M., et al.
Published: (2025)

Statistical properties of approximate geometric quantiles in infinite-dimensional Banach spaces
by: Romon, Gabriel
Published: (2022)

Phase Transition in Nonparametric Minimax Rates for Covariate Shifts on Approximate Manifolds
by: Wang, Yuyao, et al.
Published: (2025)

Discriminating Tail Behavior Using Halfspace Depths: Population and Empirical Perspectives
by: Singha, Sibsankar, et al.
Published: (2025)

Estimating hazard rates from $δ$-records in discrete distributions
by: Alcalde, Martín, et al.
Published: (2025)

Linear methods for non-linear inverse problems
by: Koers, Geerten, et al.
Published: (2024)

Nonparametric density estimation for stationary processes under multiplicative measurement errors
by: Dang, Duc Trong, et al.
Published: (2024)

On the Dirichlet-kernel Gasser--Müller estimator and its competitors for fixed design regression on the simplex
by: Daayeb, Hanen, et al.
Published: (2025)

Location and scatter halfspace median under α-symmetric distributions
by: Bočinec, Filip, et al.
Published: (2025)

Estimation of a Likelihood Ratio Ordered Family of Distributions
by: Mösching, Alexandre, et al.
Published: (2020)

Local linear smoothing for regression surfaces on the simplex using Dirichlet kernels
by: Genest, Christian, et al.
Published: (2024)