Estimation of the density of a determinantal process

Yannick Baraud

doi:10.5802/cml.1

Yannick Baraud ¹

¹ Université Nice Sophia Antipolis, CNRS, LJAD, UMR CNRS 7351, 06100 Nice, France

Confluentes Mathematici, Tome 5 (2013) no. 1, pp. 3-21.

Résumé

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
Mots clés : Determinantal process - Density estimation- Oracle inequality - Hellinger distance

Affiliations des auteurs :

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, Tome 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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