Matthieu Lerasle (2012)
ESAIM: Probability and Statistics
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We build confidence balls for the common density of a real valued sample . We use resampling methods to estimate the projection of onto finite dimensional linear spaces and a model selection procedure to choose an optimal approximation space. The covering property is ensured for all ≥ 2 and the balls are adaptive over a collection of linear spaces.
Xavier Gendre (2014)
ESAIM: Probability and Statistics
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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....
Matthieu Lerasle (2012)
ESAIM: Probability and Statistics
Similarity:
We build confidence balls for the common density of a real valued sample . We use resampling methods to estimate the projection of onto finite dimensional linear spaces and a model selection procedure to choose an optimal approximation space. The covering property is ensured for all ≥ 2 and the balls are adaptive over a collection of linear spaces.
Elena Di Bernardino, Thomas Laloë, Véronique Maume-Deschamps, Clémentine Prieur (2013)
ESAIM: Probability and Statistics
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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...
Jérôme Dedecker, Adeline Samson, Marie-Luce Taupin (2014)
ESAIM: Probability and Statistics
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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...
Luís Balsa Bicho, António Ornelas (2014)
ESAIM: Control, Optimisation and Calculus of Variations
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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...
Fábio Júlio Valentim (2012)
Annales de l'I.H.P. Probabilités et statistiques
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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 , with conductances given by special class of functions, is described by the unique weak solution of the non-linear parabolic partial differential equation = ∑ ...
Arturo Carpi, Aldo de Luca (2010)
RAIRO - Theoretical Informatics and Applications
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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 ...
Marie Theret (2014)
ESAIM: Probability and Statistics
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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...
Alberto Carraro, Antonino Salibra (2012)
RAIRO - Theoretical Informatics and Applications - Informatique Théorique et Applications
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A closed -term is if, for any other closed term , the lambda theory generated by = is consistent. Recently, it has been introduced a general technique to prove the easiness of -terms through the semantical notion of simple easiness. Simple easiness implies easiness and allows to prove consistency results construction of suitable filter models of -calculus living in the category of complete partial orderings: given a simple easy term and an arbitrary closed term , it is possible to...
József Balogh, Béla Bollobás (2010)
RAIRO - Theoretical Informatics and Applications
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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⌈...
Marc Arnaudon, Laurent Miclo (2014)
ESAIM: Probability and Statistics
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Let be a complete Riemannian manifold, ∈ ℕ and ≥ 1. We prove that almost everywhere on = ( ,, ) ∈ for Lebesgue measure in , the measure 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 ( ...
Sandrine Péché (2012)
Annales de l'I.H.P. Probabilités et statistiques
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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, ∞).