Displaying similar documents to “Penalization versus Goldenshluger − Lepski strategies in warped bases regression”

Estimation in autoregressive model with measurement error

Jérôme Dedecker, Adeline Samson, Marie-Luce Taupin (2014)

ESAIM: Probability and Statistics

Similarity:

Consider an autoregressive model with measurement error: we observe = + , where the unobserved is a stationary solution of the autoregressive equation = ( ) + . The regression function is known up to a finite dimensional parameter to be estimated. The distributions of and are unknown and...

A simple proof of the characterization of functions of low Aviles Giga energy on a ball via regularity

Andrew Lorent (2012)

ESAIM: Control, Optimisation and Calculus of Variations

Similarity:

The Aviles Giga functional is a well known second order functional that forms a model for blistering and in a certain regime liquid crystals, a related functional models thin magnetized films. Given Lipschitz domain  ⊂ ℝthe functional is I ( u ) = 1 2 Ω - 1 | 1 - | D u | 2 | 2 + | D 2 u | 2 d z I ϵ ( u ) = 1 2 ∫ Ω ϵ -1 1 − Du 2 2 + ϵ D 2 u 2 d z wherebelongs to the subset of functions in W 0 2 , 2 ( Ω ) W02,2(Ω) whose gradient (in the sense of trace) satisfies()·  = 1 where is the inward pointing unit normal to at . In [1...

Limit theorems for measure-valued processes of the level-exceedance type

Andriy Yurachkivsky (2011)

ESAIM: Probability and Statistics

Similarity:

Let, for each ∈ , (, ۔) be a random measure on the Borel -algebra in ℝ such that E(, ℝ) < ∞ for all and let ψ ^ (, ۔) be its characteristic function. We call the function ψ ^ ( ,…, ; ,…, ) = 𝖤 j = 1 l ψ ^ ( t j , z j ) of arguments ∈ ℕ, , … ∈ , , ∈ ℝ the of the measure-valued random function (MVRF) (۔, ۔). A general limit theorem for MVRF's in terms of covaristics is proved and...

Model selection and estimation of a component in additive regression

Xavier Gendre (2014)

ESAIM: Probability and Statistics

Similarity:

Let  ∈ ℝ be a random vector with mean and covariance matrix where is some known  × -matrix. We construct a statistical procedure to estimate as well as under moment condition on or Gaussian hypothesis. Both cases are developed for known or unknown . Our approach is free from any prior assumption on and is based on non-asymptotic model selection methods....

Hydrodynamic limit of a d-dimensional exclusion process with conductances

Fábio Júlio Valentim (2012)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

Fix a polynomial of the form () = + ∑2≤≤    =1 with (1) gt; 0. We prove that the evolution, on the diffusive scale, of the empirical density of exclusion processes on 𝕋 d , with conductances given by special class of functions, is described by the unique weak solution of the non-linear parabolic partial differential equation = ∑    ...

Means in complete manifolds: uniqueness and approximation

Marc Arnaudon, Laurent Miclo (2014)

ESAIM: Probability and Statistics

Similarity:

Let be a complete Riemannian manifold,  ∈ ℕ and  ≥ 1. We prove that almost everywhere on  = ( ,, ) ∈  for Lebesgue measure in , the measure μ ( x ) = N k = 1 N x k μ ( x ) = 1 N ∑ k = 1 N δ x k has a unique–mean (). As a consequence, if  = ( ,, ) is a -valued random variable with absolutely continuous law, then almost surely (()) has a unique –mean. In particular if ( ...

Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory

Elena Di Bernardino, Thomas Laloë, Véronique Maume-Deschamps, Clémentine Prieur (2013)

ESAIM: Probability and Statistics

Similarity:

This paper deals with the problem of estimating the level sets () =  {() ≥ }, with  ∈ (0,1), of an unknown distribution function on ℝ . A plug-in approach is followed. That is, given a consistent estimator of , we estimate () by () =  { () ≥ }. In our setting, non-compactness property is required for the level sets to estimate. We state consistency results with respect to the Hausdorff distance and the volume of the symmetric...

Pointwise constrained radially increasing minimizers in the quasi-scalar calculus of variations

Luís Balsa Bicho, António Ornelas (2014)

ESAIM: Control, Optimisation and Calculus of Variations

Similarity:

We prove of vector minimizers () =  (||) to multiple integrals ∫ ((), |()|)  on a  ⊂ ℝ, among the Sobolev functions (·) in + (, ℝ), using a  : ℝ×ℝ → [0,∞] with (·) and . Besides such basic hypotheses, (·,·) is assumed to satisfy also...

Semimartingale decomposition of convex functions of continuous semimartingales by brownian perturbation

Nastasiya F. Grinberg (2013)

ESAIM: Probability and Statistics

Similarity:

In this note we prove that the local martingale part of a convex function of a -dimensional semimartingale  =  +  can be written in terms of an Itô stochastic integral ∫()d, where () is some particular measurable choice of subgradient ∇ f ( x ) of at , and is the martingale part of . This result was first proved by Bouleau in [N. Bouleau, 292 (1981) 87–90]. Here we present a new treatment of the problem. We first prove the result for X ˜ = X + ϵ B x10ff65; X = X + ϵB , > 0, where is...

Exponential deficiency of convolutions of densities

Iosif Pinelis (2012)

ESAIM: Probability and Statistics

Similarity:

If a probability density (x) (x ∈ ℝ) is bounded and := ∫e (x)dx < ∞ for some linear functional u and all  ∈ (01), then, for each  ∈ (01) and all large enough , the -fold convolution of the -tilted density p ˜ t ˜pt := e (x)/ is bounded. This is a corollary of a general, “non-i.i.d.” result, which is also shown to enjoy a certain optimality property. Such results and their corollaries stated in terms of the absolute integrability of the corresponding characteristic...

Hereditary properties of words

József Balogh, Béla Bollobás (2010)

RAIRO - Theoretical Informatics and Applications

Similarity:

Let be a hereditary property of words, , an infinite class of finite words such that every subword (block) of a word belonging to is also in . Extending the classical Morse-Hedlund theorem, we show that either contains at least words of length for every  or, for some , it contains at most words of length for every . More importantly, we prove the following quantitative extension of this result: if has words of length then, for every , it contains at most ⌈( + 1)/2⌉⌈( + 1)/2⌈...

Upper large deviations for maximal flows through a tilted cylinder

Marie Theret (2014)

ESAIM: Probability and Statistics

Similarity:

We consider the standard first passage percolation model in ℤ for  ≥ 2 and we study the maximal flow from the upper half part to the lower half part (respectively from the top to the bottom) of a cylinder whose basis is a hyperrectangle of sidelength proportional to and whose height is () for a certain height function . We denote this maximal flow by (respectively ). We emphasize the fact that the cylinder may be tilted. We look at the probability that...

Universality in the bulk of the spectrum for complex sample covariance matrices

Sandrine Péché (2012)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

We consider complex sample covariance matrices = (1/)* where is a × random matrix with i.i.d. entries , 1 ≤ ≤ , 1 ≤ ≤ , with distribution . Under some regularity and decay assumptions on , we prove universality of some local eigenvalue statistics in the bulk of the spectrum in the limit where → ∞ and lim→∞ / = for any real number ∈ (0, ∞).

On the distribution of characteristic parameters of words

Arturo Carpi, Aldo de Luca (2010)

RAIRO - Theoretical Informatics and Applications

Similarity:

For any finite word on a finite alphabet, we consider the basic parameters and of defined as follows: is the minimal natural number for which has no right special factor of length and is the minimal natural number for which has no repeated suffix of length . In this paper we study the distributions of these parameters, here called characteristic parameters, among the words ...

Constraints on distributions imposed by properties of linear forms

Denis Belomestny (2010)

ESAIM: Probability and Statistics

Similarity:

Let () be independent identically distributed bivariate vectors and , are two linear forms with positive coefficients. We study two problems: under what conditions does the equidistribution of and imply the same property for and , and under what conditions does the independence of and entail independence of and ? Some analytical sufficient conditions...

Integers in number systems with positive and negative quadratic Pisot base

Z. Masáková, T. Vávra (2014)

RAIRO - Theoretical Informatics and Applications - Informatique Théorique et Applications

Similarity:

We consider numeration systems with base and − , for quadratic Pisot numbers and focus on comparing the combinatorial structure of the sets Z and Z of numbers with integer expansion in base , resp. − . Our main result is the comparison of languages of infinite words and coding the ordering of distances between consecutive - and (− )-integers. It turns out that for a class of roots of − − , the languages coincide, while for other...

Cramér type moderate deviations for Studentized U-statistics

Tze Leng Lai, Qi-Man Shao, Qiying Wang (2011)

ESAIM: Probability and Statistics

Similarity:

Let be a Studentized U-statistic. It is proved that a Cramér type moderate deviation ( ≥ )/(1 − Φ()) → 1 holds uniformly in ∈ [0, ( )) when the kernel satisfies some regular conditions.