Since 2018, Johannes Schmidt-Hieber is professor of statistics at the University of Twente. Click here here to access the personal webpage.
# Activation Function # Contraction # Gaussian Process # Neural Networks # Nonparametric Regression # Recovery
Business & Economics
# Bayesian Analysis # Nonparametric Regression
- Bayesian variance estimation in the Gaussian sequence model with partial information on the means preprint
With Gianluca Finocchio.
- Posterior consistency for n in the binomial (n,p) problem with both parameters unknown - with applications to quantitative nanoscopy. preprint
With Laura Schneider, Thomas Staudt, Andrea Krajina, Timo Aspelmeier and Axel Munk.
- Posterior contraction rates for support boundary recovery preprint
With Markus Reiss.
- Nonparametric regression using deep neural networks with ReLU activation function preprint
To appear as a discussion article in the Annals of Statistics
- Tests for qualitative features in the random coefficients model preprint
With Fabian Dunker, Konstantin Eckle, and Katharina Proksch.
To appear in Electronic Journal of Statistics
- Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery preprint
With Markus Reiss.
To appear in Annals of Statistics
- Asymptotic nonequivalence of density estimation and Gaussian white noise for small densities preprint
With Kolyan Ray.
To appear in Annales de l'Institut Henri Poincaré B.
- A comparison of deep networks with ReLU activation function and linear spline-type methods pdf
Neural Networks, Volume 110, 232-242, 2019.
With Konstantin Eckle.
- The Le Cam distance between density estimation, Poisson processes and Gaussian white noise article preprint
Mathematical Statistics and Learning. Volume 1, Issue 2, 101-170, 2018. With Kolyan Ray.
- A regularity class for the roots of non-negative functions. pdf arXiv
Annali di Matematica Pura ed Applicata. Volume 196, Number 6, 2091-2103, 2017. With Kolyan Ray.
- Minimax theory for a class of non-linear statistical inverse problems. article revised preprint
Inverse Problems. Volume 32, Number 6, 065003, 2016. With Kolyan Ray.
- Conditions for posterior contraction in the sparse normal means problem. pdf
Electronic Journal of Statistics. Volume 10, Number 1, 976-1000, 2016. With Stéphanie van der Pas and JB Salomond.
- Bayesian linear regression with sparse priors. pdf arXiv
Annals of Statistics. Volume 43, Number 5, 1986-2018, 2015. With Ismael Castillo and Aad van der Vaart.
- On adaptive posterior concentration rates. pdf
Annals of Statistics. Volume 43, Number 5, 2259-2295, 2015. With Marc Hoffmann and Judith Rousseau.
- Spot volatility estimation for high-frequency data: adaptive estimation in practice. pdf arXiv
Springer Lecture Notes in Statistics: Modeling and Stochastic Learning for Forecasting in High Dimension. 213-241, 2015. With Till Sabel and Axel Munk.
- Asymptotic equivalence for regression under fractional noise. pdf arXiv
Annals of Statistics, Volume 42, Number 6, 2557-2585, 2014.
- Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information. pdf arXiv supplement
Bernoulli, Volume 20, Number 2, 747-774, 2014. With Till Sabel.
- On an estimator achieving the adaptive rate in nonparametric regression under Lp-loss for all 1≤p≤∞. preprint
This is an update of the working paper pdf. In the first version, we only consider simultaneous adaptation with respect to L2- and L∞-loss. This article might be easier to read and includes a small numerical study.
- Multiscale methods for shape constraints in deconvolution: Confidence statements for qualitative features.pdfsupplement
Annals of Statistics, Volume 41, Number 3, 1299-1328, 2013. With Axel Munk and Lutz Dümbgen.
A first draft of this paper appeared under the title: "Multiscale methods for shape constraints in deconvolution" in 2011.pdf. It contains essentially the same results, but under a very strong assumption on the decay of the Fourier transform of the error density. The first version is much easier to read and does not require the theory of pseudo-differential operators.
- Adaptive wavelet estimation of the diffusion coefficient under additive error measurements. pdf software
Annales de l'Institut Henri Poincaré, 48, 1186-1216. With Marc Hoffmann and Axel Munk.
An earlier version of this paper was published as a working paper under the title "Nonparametric estimation of the volatility under microstructure noise: wavelet adaptation." pdf.
- Nonparametric methods in spot volatility estimation. pdf
Dissertation. Universität Göttingen und Universtät Bern, 2010.
- Lower bounds for volatility estimation in microstructure noise models. pdf
Borrowing Strength: Theory Powering Applications - A Festschrift for Lawrence D. Brown, IMS Collections, 6, 43-55, 2010. With Axel Munk.
- Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise. pdf
Electronic Journal of Statistics, 4, 781-821, 2010. With Axel Munk.
- Sharp minimax estimation of the variance of Brownian motion corrupted with Gaussian noise. pdf (including supplementary material).
Statistica Sinica, 20, 1011-1024, 2010 . With T. Tony Cai and Axel Munk.
Courses Academic Year 2023/2024
Courses in the current academic year are added at the moment they are finalised in the Osiris system. Therefore it is possible that the list is not yet complete for the whole academic year.