Mathieu Sart

Maître de conférences en statistiques mathématiques

Université Jean Monnet

École d'économie de Saint-Étienne

Institut Camille Jordan 

Contact: mathieu.sart at univ-st-etienne.fr

Research papers:

• Adaptive and optimal estimation under shape and smoothness constraints, Mathieu Sart, disponible sur Hal.

• Non linear wavelet density estimation on the real line, Mathieu Sart, Bernoulli.

• About the optimal estimation of a density with infinite support under Hellinger loss, Mathieu Sart, Electronic Journal of Statistics

• Density estimation under local differential privacy and Hellinger loss, Mathieu Sart, Bernoulli.

• Deconvolution for some singular density errors via a combinatorial median of means approach,Clément Marteau, Mathieu Sart, Mathematical Statistics and Learning 

• Minimax bounds for Besov classes in density estimation, Mathieu Sart, Electronic Journal of Statistics

• Estimating a density, a hazard rate, and a transition intensity via the ρ-estimation method, Mathieu Sart,  Annales de l’Institut Henri Poincaré, Probabilités et Statistiques

• A new method for estimation and model selection: ρ-estimation, Yannick Baraud, Lucien Birgé, Mathieu Sart, Inventiones Mathematicae

• Estimating the conditional density by histogram type estimators and model selection, Mathieu Sart, ESAIM: Probability and Statistics

• Robust estimation on a parametric model via testing, Mathieu Sart, Bernoulli

• Model selection for Poisson processes with covariates, Mathieu Sart,  ESAIM: Probability and Statistics

• Estimation of the transition density of a Markov chain, Mathieu Sart,  Annales de l’Institut Henri Poincaré, Probabilités et Statistiques