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A Bayesian estimate of the risk of tick-borne diseases

Marek Jiruše, Josef Machek, Viktor Beneš, Petr Zeman (2004)

Applications of Mathematics

The paper considers the problem of estimating the risk of a tick-borne disease in a given region. A large set of epidemiological data is evaluated, including the point pattern of collected cases, the population map and covariates, i.e. explanatory variables of geographical nature, obtained from GIS. The methodology covers the choice of those covariates which influence the risk of infection most. Generalized linear models are used and AIC criterion yields the decision. Further, an empirical Bayesian...

A comparison of automatic histogram constructions

Laurie Davies, Ursula Gather, Dan Nordman, Henrike Weinert (2009)

ESAIM: Probability and Statistics

Even for a well-trained statistician the construction of a histogram for a given real-valued data set is a difficult problem. It is even more difficult to construct a fully automatic procedure which specifies the number and widths of the bins in a satisfactory manner for a wide range of data sets. In this paper we compare several histogram construction procedures by means of a simulation study. The study includes plug-in methods, cross-validation, penalized maximum likelihood and the taut string...

A graph-based estimator of the number of clusters

Gérard Biau, Benoît Cadre, Bruno Pelletier (2007)

ESAIM: Probability and Statistics

Assessing the number of clusters of a statistical population is one of the essential issues of unsupervised learning. Given n independent observations X1,...,Xn drawn from an unknown multivariate probability density f, we propose a new approach to estimate the number of connected components, or clusters, of the t-level set ( t ) = { x : f ( x ) t } . The basic idea is to form a rough skeleton of the set ( t ) using any preliminary estimator of f, and to count the number of connected components of the resulting graph. Under...

A nonparametric test of zero intrapair correlation

Antonín Lukš (1983)

Aplikace matematiky

The author applies the test criterion of P. Rothety to the statistical analysis of the positive correclation of symmetric pairs of observations. In this particular case he arrives at some new results. His work ends with a general proof of the consistency of Rothery's test.

A note on prediction for discrete time series

Gusztáv Morvai, Benjamin Weiss (2012)

Kybernetika

Let { X n } be a stationary and ergodic time series taking values from a finite or countably infinite set 𝒳 and that f ( X ) is a function of the process with finite second moment. Assume that the distribution of the process is otherwise unknown. We construct a sequence of stopping times λ n along which we will be able to estimate the conditional expectation E ( f ( X λ n + 1 ) | X 0 , , X λ n ) from the observations ( X 0 , , X λ n ) in a point wise consistent way for a restricted class of stationary and ergodic finite or countably infinite alphabet time series...

A recursive nonparametric estimator for the transition kernel of a piecewise-deterministic Markov process

Romain Azaïs (2014)

ESAIM: Probability and Statistics

In this paper, we investigate a nonparametric approach to provide a recursive estimator of the transition density of a piecewise-deterministic Markov process, from only one observation of the path within a long time. In this framework, we do not observe a Markov chain with transition kernel of interest. Fortunately, one may write the transition density of interest as the ratio of the invariant distributions of two embedded chains of the process. Our method consists in estimating these invariant...

A scale-space approach with wavelets to singularity estimation

Jérémie Bigot (2005)

ESAIM: Probability and Statistics

This paper is concerned with the problem of determining the typical features of a curve when it is observed with noise. It has been shown that one can characterize the Lipschitz singularities of a signal by following the propagation across scales of the modulus maxima of its continuous wavelet transform. A nonparametric approach, based on appropriate thresholding of the empirical wavelet coefficients, is proposed to estimate the wavelet maxima of a signal observed with noise at various scales. In...

A scale-space approach with wavelets to singularity estimation

Jérémie Bigot (2010)

ESAIM: Probability and Statistics

This paper is concerned with the problem of determining the typical features of a curve when it is observed with noise. It has been shown that one can characterize the Lipschitz singularities of a signal by following the propagation across scales of the modulus maxima of its continuous wavelet transform. A nonparametric approach, based on appropriate thresholding of the empirical wavelet coefficients, is proposed to estimate the wavelet maxima of a signal observed with noise at various scales....

A sharp analysis on the asymptotic behavior of the Durbin–Watson statistic for the first-order autoregressive process

Bernard Bercu, Frédéric Proïa (2013)

ESAIM: Probability and Statistics

The purpose of this paper is to provide a sharp analysis on the asymptotic behavior of the Durbin–Watson statistic. We focus our attention on the first-order autoregressive process where the driven noise is also given by a first-order autoregressive process. We establish the almost sure convergence and the asymptotic normality for both the least squares estimator of the unknown parameter of the autoregressive process as well as for the serial correlation estimator associated with the driven noise....

A versatile scheme for predicting renewal times

Gusztáv Morvai, Benjamin Weiss (2016)

Kybernetika

There are two kinds of universal schemes for estimating residual waiting times, those where the error tends to zero almost surely and those where the error tends to zero in some integral norm. Usually these schemes are different because different methods are used to prove their consistency. In this note we will give a single scheme where the average error is eventually small for all time instants, while the error itself tends to zero along a sequence of stopping times of density one.

Accelerated Monte Carlo estimation of exceedance probabilities under monotonicity constraints

Nicolas Bousquet (2012)

Annales de la faculté des sciences de Toulouse Mathématiques

The problem of estimating the probability p = P ( g ( X ) 0 ) is considered when X represents a multivariate stochastic input of a monotonic function g . First, a heuristic method to bound p , originally proposed by de Rocquigny (2009), is formally described, involving a specialized design of numerical experiments. Then a statistical estimation of p is considered based on a sequential stochastic exploration of the input space. A maximum likelihood estimator of p build from successive dependent Bernoulli data is defined...

Adaptive Dantzig density estimation

K. Bertin, E. Le Pennec, V. Rivoirard (2011)

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

The aim of this paper is to build an estimate of an unknown density as a linear combination of functions of a dictionary. Inspired by Candès and Tao’s approach, we propose a minimization of the ℓ1-norm of the coefficients in the linear combination under an adaptive Dantzig constraint coming from sharp concentration inequalities. This allows to consider a wide class of dictionaries. Under local or global structure assumptions, oracle inequalities are derived. These theoretical results are transposed...

Adaptive estimation of a density function using beta kernels

Karine Bertin, Nicolas Klutchnikoff (2014)

ESAIM: Probability and Statistics

In this paper we are interested in the estimation of a density − defined on a compact interval of ℝ− from n independent and identically distributed observations. In order to avoid boundary effect, beta kernel estimators are used and we propose a procedure (inspired by Lepski’s method) in order to select the bandwidth. Our procedure is proved to be adaptive in an asymptotically minimax framework. Our estimator is compared with both the cross-validation algorithm and the oracle estimator using simulated...

Adaptive estimation of a quadratic functional of a density by model selection

Béatrice Laurent (2005)

ESAIM: Probability and Statistics

We consider the problem of estimating the integral of the square of a density f from the observation of a n sample. Our method to estimate f 2 ( x ) d x is based on model selection via some penalized criterion. We prove that our estimator achieves the adaptive rates established by Efroimovich and Low on classes of smooth functions. A key point of the proof is an exponential inequality for U -statistics of order 2 due to Houdré and Reynaud.

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