Publications
G. Ciołek. Bootstrap uniform central limit theorems for Harris recurrent Markov chains. Electronic Journal of Statistics, 10, 2157–2178, 2016. Download here.
G. Ciołek and P. Potorski. Bootstrapping periodically autoregressive models. ESAIM: Probability and Statistics, 21:2157–2178, 2017. Download here.
P. Bertail, G. Ciołek, and C. Tillier. Robust estimation for Markov chains with application to PDMP. In Statistical Inference for Piecewise-Deterministic Markov Processes. Wiley, 2018. Access here.
P. Bertail, G. Ciołek, and S. Clémençon. Generalization bounds for minimum volume set estimation based on Markovian data. ISAIM, International Symposium on Artificial Intelligence and Mathematics Proceedings Book, pages 1–7, 2018. Download here.
P. Bertail and G. Ciołek. New Bernstein and Hoeffding type inequalities for regenerative Markov chains. ALEA, Lat. Am. J. Probab. Math. Stat. 16, 259–277 (2019). Download here
G. Ciołek. Bootstrapping Harris recurrent Markov chains. In Nonparametric Statistics, 3rd ISNPS, Avignon, France, June 2016, Springer Proceedings in Mathematics and Statistics. Access here.
P. Bertail, G. Ciołek, and S. Clémençon. Statistical learning based on Markovian data. Maximal deviation inequalities and learning rates. Annals of Mathematics and Artificial Intelligence, (), 1-23 (2019). Published online. Access here
G. Ciołek, D. Marushkevych, M. Podolskij. On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model. Submitted. Electronic Journal of Statistics, 14(2), 4395-4420, 2020. Download here.
PhD Thesis
Bootstrap and uniform bounds for Harris Markov chains. Defended December 14th, 2018. Access here.