49 3.2.1 Methodology 49 3.2.2 Results: oracle inequality and minimax rate, p.52 ,
Programs for i=n1+1:n2 bl=x(2,i-1)-(n-1), p.2 ,
Wm*S; y(j0-j)=abs(Sm) ,
Warning! The coefficients are not divided by n here endfunction The function QuantileT consists in the computation of u [U 1 ,...,Un;m] ? defined by (4.5), obtained by dichotomie. This function needs the following preliminary function testprobathresh ,
Statistical models based on counting processes, 1993. ,
Modelling microstructure noise with mutually exciting point processes, Quantitative Finance, vol.472, issue.7, pp.65-77, 2013. ,
DOI : 10.1080/14697688.2011.647054
URL : https://hal.archives-ouvertes.fr/hal-01313995
Tests for an Increasing Trend in the Intensity of a Poisson Process: A Power Study, Journal of the American Statistical Association, vol.4, issue.390, pp.419-422, 1985. ,
DOI : 10.1080/01621459.1985.10478133
Non asymptotic minimax rates of testing in signal detection, Bernoulli, vol.8, pp.577-606, 2002. ,
Adaptive tests of linear hypotheses by model selection, Ann. Statist, vol.31, issue.1, pp.225-251, 2003. ,
Single Units and Sensation: A Neuron Doctrine for Perceptual Psychology?, Perception, vol.1, issue.2, pp.371-394, 1972. ,
DOI : 10.1068/p010371
Risk bounds for model selection via penalization. Probab. Theory Related Fields, pp.301-413, 1999. ,
Controlling the False Discovery Rate: a practical and powerful approach to multiple testing, J. R. Stat. Soc. Ser. B Stat. Methodol, vol.57, issue.1, pp.289-300, 1995. ,
Adaptive Dantzig density estimation, Annales de l'Institut Henri Poincar??, Probabilit??s et Statistiques, vol.47, issue.1 ,
DOI : 10.1214/09-AIHP351
URL : https://hal.archives-ouvertes.fr/hal-00381984
Henri Poincaré Probab, Stat, vol.47, issue.1, pp.43-74, 2011. ,
Unconditional Tests of Goodness of Fit for the Intensity of Time-Truncated Nonhomogeneous Poisson Processes, Technometrics, vol.46, issue.3, pp.330-338, 2004. ,
DOI : 10.1198/004017004000000356
From Model Selection to Adaptive Estimation, pp.55-87, 1997. ,
DOI : 10.1007/978-1-4612-1880-7_4
Moment inequalities for functions of independent random variables, The Annals of Probability, vol.33, issue.2, pp.514-560, 2005. ,
DOI : 10.1214/009117904000000856
URL : https://hal.archives-ouvertes.fr/hal-00101850
Stability of nonlinear Hawkes processes, Ann. Probab, vol.24, issue.3, pp.1563-1588, 1996. ,
Hawkes branching point processes without ancestors, Journal of Applied Probability, vol.38, issue.01, pp.122-135, 2001. ,
DOI : 10.1093/biomet/58.1.83
Consistent selection via the Lasso for high dimensional approximating regression models, Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh, pp.122-138, 2008. ,
DOI : 10.1214/074921708000000101
Sparse Density Estimation with ???1 Penalties, Lecture Notes in Artificial Intelligence, vol.4539, pp.530-543, 2007. ,
DOI : 10.1007/978-3-540-72927-3_38
URL : https://hal.archives-ouvertes.fr/hal-00160850
Sparsity oracle inequalities for the Lasso, Electronic Journal of Statistics, vol.1, issue.0, pp.169-194, 2007. ,
DOI : 10.1214/07-EJS008
URL : https://hal.archives-ouvertes.fr/hal-00160646
A Probabilistic and RIPless Theory of Compressed Sensing, IEEE Transactions on Information Theory, vol.57, issue.11, pp.7235-7254, 2011. ,
DOI : 10.1109/TIT.2011.2161794
Decoding by Linear Programming, IEEE Transactions on Information Theory, vol.51, issue.12, pp.514203-4215, 2005. ,
DOI : 10.1109/TIT.2005.858979
The Dantzig selector: Statistical estimation when p is much larger than n, The Annals of Statistics, vol.35, issue.6, pp.2313-2351, 2007. ,
DOI : 10.1214/009053606000001523
Multivariate Hawkes process models of the occurrence of regulatory elements and an analysis of the pilot ENCODE regions, BMC Bioinformatics, issue.456, p.11, 2010. ,
Poisson intensity estimation for tomographic data using a wavelet shrinkage approach, IEEE Transactions on Information Theory, vol.48, issue.10, pp.2794-2802, 2002. ,
DOI : 10.1109/TIT.2002.802632
Biorthogonal bases of compactly supported wavelets, Communications on Pure and Applied Mathematics, vol.10, issue.5, pp.485-560, 1992. ,
DOI : 10.1002/cpa.3160450502
Restricted Nonlinear Approximation, Constructive Approximation, vol.16, issue.1, pp.85-113, 2000. ,
DOI : 10.1007/s003659910004
URL : http://bigcheese.math.sc.edu/~devore/publications/newrestricted.ps
Evaluating Tests for Increasing Intensity of a Poisson Process, Technometrics, vol.35, issue.4, pp.446-448, 1993. ,
DOI : 10.2307/1270277
Adaptive estimation of the conditional intensity of marker-dependent counting processes, Annales de l'Institut Henri Poincar??, Probabilit??s et Statistiques, vol.47, issue.4, pp.1171-1196, 2011. ,
DOI : 10.1214/10-AIHP386
URL : https://hal.archives-ouvertes.fr/hal-00333356
Some statistical methods connected with series of events (with Discussion) ,
Hypotheses Testing: Poisson Versus Self-exciting, Scandinavian Journal of Statistics, vol.9, issue.2, pp.391-408, 2006. ,
DOI : 10.2307/1426698
URL : https://hal.archives-ouvertes.fr/hal-00469707
An Introduction to the Theory of Point Processes - Volume I: Elementary Theory and Methods, Probab. Appl, 2003. ,
The Kolmogorov-Smirnov, Cramer-von Mises Tests, The Annals of Mathematical Statistics, vol.28, issue.4, pp.823-838, 1957. ,
DOI : 10.1214/aoms/1177706788
Ten Lectures on Wavelets, CBMS-NSF Regional Conf. Ser. in Appl. Math, 1992. ,
Decoupling: From Dependence to Independence, Probab. Appl, 1999. ,
DOI : 10.1007/978-1-4612-0537-1
Decoupling Inequalities for the Tail Probabilities of Multivariate $U$-Statistics, The Annals of Probability, vol.23, issue.2, pp.806-816, 1995. ,
DOI : 10.1214/aop/1176988291
Constructive Approximation, 1993. ,
Nonlinear wavelet methods for recovery of signals, densities, and spectra from indirect and noisy data, Proceedings of Symposia in Applied Mathematics, pp.173-205, 1993. ,
DOI : 10.1090/psapm/047/1268002
Compressed sensing, IEEE Transactions on Information Theory, vol.52, issue.4, pp.1289-1306, 2006. ,
DOI : 10.1109/TIT.2006.871582
URL : https://hal.archives-ouvertes.fr/inria-00369486
Ideal spatial adaptation by wavelet shrinkage, Biometrika, vol.81, issue.3, pp.425-455, 1994. ,
DOI : 10.1093/biomet/81.3.425
Adapting to Unknown Smoothness via Wavelet Shrinkage, Journal of the American Statistical Association, vol.31, issue.432, pp.1200-1224, 1995. ,
DOI : 10.1080/01621459.1979.10481038
Neo-Classical Minimax Problems, Thresholding and Adaptive Function Estimation, Bernoulli, vol.2, issue.1, pp.39-62, 1996. ,
DOI : 10.2307/3318568
Wavelet shrinkage: asymptopia? (with discussion), J. R. Stat. Soc. Ser. B, vol.57, pp.301-369, 1995. ,
Density estimation by wavelet thresholding, The Annals of Statistics, vol.24, issue.2, pp.508-539, 1996. ,
DOI : 10.1214/aos/1032894451
Universal Near Minimaxity of Wavelet Shrinkage, Festschrift for Lucien Le Cam, pp.183-218, 1997. ,
DOI : 10.1007/978-1-4612-1880-7_12
Second order efficient test for inhomogeneous Poisson processes, Stat. Inference Stoch. Process, vol.2, pp.181-208, 2007. ,
Two simple hypotheses testing for Poisson process, Far East J. Theor. Stat, vol.15, issue.2, pp.251-290, 2005. ,
Adaptive tests of homogeneity for a Poisson process, Annales de l'Institut Henri Poincar??, Probabilit??s et Statistiques, vol.47, issue.1, pp.176-213, 2011. ,
DOI : 10.1214/10-AIHP367
URL : https://hal.archives-ouvertes.fr/hal-00867074
The two-sample problem for Poisson processes: Adaptive tests with a nonasymptotic wild bootstrap approach, The Annals of Statistics, vol.41, issue.3, 2012. ,
DOI : 10.1214/13-AOS1114SUPP
URL : https://hal.archives-ouvertes.fr/hal-00679102
Searching for significance in spatio-temporal firing patterns, Acta Neurobiol Exp (Wars), vol.64, issue.2, pp.203-207, 2004. ,
Exponential and Moment Inequalities for U-Statistics, High Dimensional Probability II, pp.13-38, 2000. ,
DOI : 10.1007/978-1-4612-1358-1_2
Structural adaptation via L p -norm oracle inequalities . Probab. Theory Related Fields, pp.41-71, 2009. ,
Precise spike synchronization in monkey motor cortex involved in preparation for movement, Experimental Brain Research, vol.128, issue.1-2, pp.118-122, 1999. ,
DOI : 10.1007/s002210050826
Unitary Joint-Events in Multiple-Neuron Spiking Activity: Detection, Significance , and Interpretation. Reihe Physik, Band 60, 1996. ,
Unitary Event analysis, Analysis of Parallel Spike Trains, pp.191-220, 2010. ,
Detecting unitary events without discretization of time, Journal of Neuroscience Methods, vol.94, issue.1, pp.67-79, 1999. ,
DOI : 10.1016/S0165-0270(99)00126-0
FADO: A Statistical Method to Detect Favored or Avoided Distances between Occurrences of Motifs using the Hawkes' Model, Statistical Applications in Genetics and Molecular Biology, vol.4, issue.1, 2005. ,
DOI : 10.2202/1544-6115.1119
Identification of DNA Motifs Implicated in Maintenance of Bacterial Core Genomes by Predictive Modeling, PLoS Genetics, vol.95, issue.9, 2007. ,
DOI : 10.1371/journal.pgen.0030153.st005
URL : https://hal.archives-ouvertes.fr/hal-01197542
Lasso and probabilistic inequalities for multivariate point processes, Bernoulli, vol.21, issue.1, 2012. ,
DOI : 10.3150/13-BEJ562
URL : https://hal.archives-ouvertes.fr/hal-00722668
Approximation and Statistical Applications, Lecture Notes in Statist, vol.129, 1998. ,
Spatio-temporal compressed sensing with Coded Apertures and Keyed Exposures, 2011. ,
Spectra of some self-exciting and mutually exciting point processes, Biometrika, vol.58, issue.1, pp.83-90, 1971. ,
DOI : 10.1093/biomet/58.1.83
A Class of Statistics with Asymptotically Normal Distribution, The Annals of Mathematical Statistics, vol.19, issue.3, pp.293-325, 1948. ,
DOI : 10.1214/aoms/1177730196
Exponential Inequalities, with Constants, for U-statistics of Order Two, Stochastic Inequalities and Applications, pp.55-69, 2003. ,
DOI : 10.1007/978-3-0348-8069-5_5
Adaptive Lasso for sparse high-dimensional regression models, Statist. Sinica, vol.18, pp.1603-1618, 2008. ,
Nonparametric hypothesis testing for intensity of the poisson process, Mathematical Methods of Statistics, vol.16, issue.3, pp.217-245, 2007. ,
DOI : 10.3103/S1066530707030039
Minimax Bayes, Asymptotic Minimax and Sparse Wavelet Priors, Statistical Decision Theory and Related Topics, pp.303-326, 1994. ,
DOI : 10.1007/978-1-4612-2618-5_23
On minimax density estimation on \mathbb{R}}, Bernoulli, vol.10, issue.2, pp.187-220, 2004. ,
DOI : 10.3150/bj/1082380217
Thresholding algorithms, maxisets and well-concentrated bases, Test, vol.102, issue.2, pp.283-345, 2000. ,
DOI : 10.1007/BF02595738
Wavelet shrinkage estimation of certain Poisson intensity signals using corrected thresholds, Statist. Sinica, vol.9, pp.119-135, 1999. ,
Correlation-Based Analysis and Generation of Multiple Spike Trains Using Hawkes Models with an Exogenous Input, Frontiers in Computational Neuroscience, vol.4, issue.147, 2010. ,
DOI : 10.3389/fncom.2010.00147
Asymptotically Minimax Adaptive Estimation. I: Upper Bounds. Optimally Adaptive Estimates, Theory of Probability & Its Applications, vol.36, issue.4, pp.682-697, 1991. ,
DOI : 10.1137/1136085
Asymptotic minimax adaptive estimation. 2. Statistical models without optimal adaptation Adaptive estimators. Theory Probab, Appl, vol.37, pp.433-448, 1992. ,
On a Problem of Adaptive Estimation in Gaussian White Noise, Topics in Nonparametric Estimation, pp.87-106, 1992. ,
DOI : 10.1137/1135065
Determination of the precision of spike timing in the visual cortex of anaesthetised cats, Biological Cybernetics, vol.17, issue.1, pp.55-61, 1996. ,
DOI : 10.1007/BF00199137
Multiresolution Approximations and Wavelet Orthonormal Bases of L 2 (R), Transactions of the American Mathematical Society, vol.315, issue.1 ,
DOI : 10.2307/2001373
A Wavelet Tour of Signal Processing, 2008. ,
Compressive coded aperture superresolution image reconstruction, 2008 IEEE International Conference on Acoustics, Speech and Signal Processing, 2008. ,
DOI : 10.1109/ICASSP.2008.4517739
Concentration Inequalities and Model Selection -Éc. Été Probab, Lecture Notes in Math, vol.1896, 2003. ,
Wavelets and Operators, 1995. ,
Hawkes process as a model of social interactions: a view on video dynamics, Journal of Physics A: Mathematical and Theoretical, vol.43, issue.4, 2010. ,
DOI : 10.1088/1751-8113/43/4/045101
Log Gaussian Cox processes. Scand, J. Stat, vol.25, issue.3, pp.451-482, 1998. ,
Wavelet shrinkage using cross-validation, J. R. Stat. Soc. Ser. B, vol.58, pp.463-479, 1996. ,
On Linear Intensity Models for Mixed Doubly Stochastic Poisson and Self-exciting Point Processes, J. R. Stat. Soc. Ser. B Stat. Methodol, vol.44, issue.1, pp.102-107, 1982. ,
DOI : 10.1007/978-1-4612-1694-0_20
Maximum likelihood estimation of Hawkes' self-exciting point processes, Annals of the Institute of Statistical Mathematics, vol.18, issue.1, pp.145-155, 1979. ,
DOI : 10.1007/BF02480272
How Structure Determines Correlations in Neuronal Networks, PLoS Computational Biology, vol.52, issue.5, 2011. ,
DOI : 10.1371/journal.pcbi.1002059.s001
Recurrent interactions in spiking networks with arbitrary topoplogy, Phys. Rev. E, vol.85, issue.3, p.2012 ,
Statistiques et génome, Gazette des Mathématiciens, vol.130, pp.51-82, 2011. ,
Aspects of temporal and spatio-temporal processes, 2006. ,
Large compound Poisson approximations for occurrences of multiple words, In Statistics in Molecular Biology and Genetics IMS Lecture Notes Monogr. Ser, vol.33, pp.257-275, 1999. ,
DOI : 10.1214/lnms/1215455557
Statistics on words with applications to biological sequences, Applied Combinatorics on Words, 2005. ,
Adaptive estimation of the intensity of inhomogeneous Poisson processes via concentration inequalities. Probab. Theory Related Fields, pp.103-153, 2003. ,
Near optimal thresholding estimation of a Poisson intensity on the real line, Electronic Journal of Statistics, vol.4, issue.0, pp.172-238, 2010. ,
DOI : 10.1214/08-EJS319
URL : https://hal.archives-ouvertes.fr/hal-00634406
Adaptive density estimation: A curse of support?, Journal of Statistical Planning and Inference, vol.141, issue.1, pp.115-139, 2011. ,
DOI : 10.1016/j.jspi.2010.05.017
URL : https://hal.archives-ouvertes.fr/hal-00634421
Adaptive estimation for Hawkes processes; application to genome analysis, The Annals of Statistics, vol.38, issue.5, pp.2781-2822, 2010. ,
DOI : 10.1214/10-AOS806
URL : https://hal.archives-ouvertes.fr/hal-00863958
Maxisets for linear procedures, Statistics & Probability Letters, vol.67, issue.3, pp.267-275, 2004. ,
DOI : 10.1016/j.spl.2003.12.010
URL : https://hal.archives-ouvertes.fr/hal-00634272
Thresholding procedure with priors based on Pareto distributions, Test, vol.93, issue.441, pp.213-246, 2004. ,
DOI : 10.1007/BF02603007
URL : https://hal.archives-ouvertes.fr/hal-00634277
Compressive Sensing by Random Convolution, SIAM Journal on Imaging Sciences, vol.2, issue.4, pp.1098-1128, 2009. ,
DOI : 10.1137/08072975X
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.329.5393
On sparse reconstruction from Fourier and Gaussian measurements, Communications on Pure and Applied Mathematics, vol.52, issue.8, pp.1025-1045, 2008. ,
DOI : 10.1002/cpa.20227
Empirical choice of histograms and kernel density estimators. Scand, J. Stat, vol.9, pp.65-78, 1982. ,
Large-Scale Functional Organization of Long-Range Chromatin Interaction Networks, Cell Reports, vol.2, issue.5, pp.1207-1219, 2012. ,
DOI : 10.1016/j.celrep.2012.09.022
Compound Poisson approximation of word counts in DNA sequences, ESAIM: Probability and Statistics, vol.1, pp.1-16, 1995. ,
DOI : 10.1051/ps:1997100
How Can Pattern Statistics Be Useful for DNA Motif Discovery?, Scan Statistics: Methods and Applications (Statistics for Industry and Technology) ,
DOI : 10.1007/978-0-8176-4749-0_15
URL : https://hal.archives-ouvertes.fr/hal-01197508
Parameter Estimation and Model Selection for Neyman-Scott Point Processes, Biometrical Journal, vol.36, issue.1, pp.43-57, 2008. ,
DOI : 10.1002/bimj.200610339
Regression shrinkage and selection via the Lasso, J. R. Stat. Soc. Ser. B Stat. Methodol, vol.58, issue.1, pp.267-288, 1996. ,
DNA motifs that sculpt the bacterial chromosome, Nature Reviews Microbiology, vol.15, issue.1, pp.15-26, 2011. ,
DOI : 10.1038/nrmicro2477
URL : https://hal.archives-ouvertes.fr/hal-01019344
Theory of Function Spaces, Monogr. Math. Birkhäuser Verlag, vol.78, 1983. ,
Introduction à l'estimation non-paramétrique, Mathématiques & Applications, vol.41, 2004. ,
Multiple tests based on a Gaussian approximation of the Unitary Events method, p.757323, 2012. ,
URL : https://hal.archives-ouvertes.fr/hal-00757323
High-dimensional generalized linear models and the lasso, The Annals of Statistics, vol.36, issue.2, pp.614-645, 2008. ,
DOI : 10.1214/009053607000000929
The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso), Electronic Journal of Statistics, vol.5, issue.0, pp.688-749, 2011. ,
DOI : 10.1214/11-EJS624
Asymptotic Statistics, volume 3 of Camb, Ser. Stat. Probab. Math, 1998. ,
Some examples of statistical estimation applied to earthquake data, Annals of the Institute of Statistical Mathematics, vol.26, issue.3, pp.189-207, 1982. ,
DOI : 10.1007/BF02481022
Multiscale Poisson Intensity and Density Estimation, IEEE Transactions on Information Theory, vol.53, issue.9, pp.3171-3187, 2007. ,
DOI : 10.1109/TIT.2007.903139
Rademacher Chaos Complexities for Learning the Kernel Problem, Neural Computation, vol.8, issue.11, pp.2858-2886, 2010. ,
DOI : 10.1214/aos/1079120130
Wavelets, Ridgelets, and Curvelets for Poisson Noise Removal, IEEE Transactions on Image Processing, vol.17, issue.7, pp.1093-1108, 2008. ,
DOI : 10.1109/TIP.2008.924386
URL : https://hal.archives-ouvertes.fr/hal-00259509
The Adaptive Lasso and Its Oracle Properties, Journal of the American Statistical Association, vol.101, issue.476, 2006. ,
DOI : 10.1198/016214506000000735