Reconnaissance des formes. Apprentissage et approximation stochastique
Recursive and sequential density estimation
Recursive estimates of quantile based on 0-1 observations
The objective of this paper is to introduce some recursive methods that can be used for estimating an value. These methods can be used more generally for the estimation of the -quantile of an unknown distribution provided we have 0-1 observations at our disposal. Standard methods based on the Robbins-Monro procedure are introduced together with different approaches of Wu or Mukerjee. Several examples are also mentioned in order to demonstrate the usefulness of the methods presented.
Recursive estimation as an optimally controlled process
Reference points based recursive approximation
The paper studies polynomial approximation models with a new type of constraints that enable to get estimates with significant properties. Recently we enhanced a representation of polynomials based on three reference points. Here we propose a two-part cubic smoothing scheme that leverages this representation. The presence of these points in the model has several consequences. The most important one is the fact that by appropriate location of the reference points the resulting approximant of two...
Remarks on Sequential Estimation of a Linear Function of Two Means: The Normal Case.
Résolution adaptative de l'équation de Wiener-Hopf. Cas d'un canal de données affecté de gigue
Risk-Efficient Nonparametric Sequential Estimators.