Hoffmann, Marc
- Nonparametric estimation for interacting particle systems :\n McKean-Vlasov models
2020/11/07 by Laetitia Della Maestra, Della Maestra, Laetitia, Marc Hoffmann +1 · 10 citations
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Markov Chains and Monte Carlo Methods #Statistical Methods and Inference
- The LAN property for McKean-Vlasov models in a mean-field regime
2022/05/12 by Laetitia Della Maestra, Marc Hoffmann, Della Maestra, Laetitia +1 · 6 citations
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #62C20 #62F12 #62F99 #62M99 #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Statistical Methods and Bayesian Inference #Statistics Theory (math.ST) #Stochastic processes and financial applications
- Scaling limits for Hawkes processes and application to financial\n statistics
2012/02/03 by Emmanuel Bacry, Sylvain Delattre, Bacry, Emmanuel +5 · 4 citations
Biochemistry, Genetics and Molecular Biology · Mathematics · #60F05 #60G55 #62M10 #Diffusion and Search Dynamics #FOS: Mathematics #Point processes and geometric inequalities #Probability (math.PR) #Stochastic processes and statistical mechanics
- Optimal adaptation for early stopping in statistical inverse problems
2016/06/24 by Blanchard, Gilles, Hoffmann, Marc, Reiß, Markus · 2 citations
#62G07 #65J20 #FOS: Mathematics #Statistics Theory (math.ST)
- Density estimation on an unknown submanifold
2019/10/18 by Berenfeld, Clément, Hoffmann, Marc · 2 citations
#62C20 #62G05 #62G07 #FOS: Mathematics #Statistics Theory (math.ST)
- Individual and population approaches for calibrating division rates in population dynamics: Application to the bacterial cell cycle
2021/08/30 by Doumic, Marie, Hoffmann, Marc · 2 citations
#Analysis of PDEs (math.AP) #FOS: Mathematics #Statistics Theory (math.ST)
- Nonparametric estimation of the division rate of an age dependent branching process
2014/12/18 by Hoffmann, Marc, Olivier, Adélaïde · 1 citation
#FOS: Computer and information sciences #FOS: Mathematics #Other Statistics (stat.OT) #Probability (math.PR)
- A recursive point process model for infectious diseases
2017/03/23 by Schoenberg, Frederic, Hoffmann, Marc, Harrigan, Ryan · 1 citation
#FOS: Computer and information sciences #Methodology (stat.ME)
- Early stopping for statistical inverse problems via truncated SVD estimation
2017/10/19 by Blanchard, Gilles, Hoffmann, Marc, Reiß, Markus · 1 citation
#62G07 #65J20 #FOS: Mathematics #Statistics Theory (math.ST)
- Nonparametric Bayesian estimation in a multidimensional diffusion model with high frequency data
2022/11/22 by Hoffmann, Marc, Ray, Kolyan · 1 citation
#60J60 #62F15 #62G20 #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
- Entropic Semi-Martingale Optimal Transport
2024/08/18 by Jean‐David Benamou, Guillaume Chazareix, Benamou, Jean-David +7 · 1 citation
Mathematics · #Numerical methods in inverse problems