Estimation of the density of a determinantal process
Confluentes Mathematici, Volume 5 (2013) no. 1, pp. 3-21.

We consider the problem of estimating the density Π of a determinantal process N from the observation of n independent copies of it. We use an aggregation procedure based on robust testing to build our estimator. We establish non-asymptotic risk bounds with respect to the Hellinger loss and deduce, when n goes to infinity, uniform rates of convergence over classes of densities Π of interest.

DOI: 10.5802/cml.1
Classification: 62G07, 62M30
Keywords: Determinantal process - Density estimation- Oracle inequality - Hellinger distance
Yannick Baraud 1

1 Université Nice Sophia Antipolis, CNRS, LJAD, UMR CNRS 7351, 06100 Nice, France
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Yannick Baraud. Estimation of the density of a determinantal process. Confluentes Mathematici, Volume 5 (2013) no. 1, pp. 3-21. doi : 10.5802/cml.1. https://cml.centre-mersenne.org/articles/10.5802/cml.1/

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