The Kolmogorov-Smirnov distance as criterion of choice of estimators with application to the first order auto-regressive case : a Monte Carlo study
The Lattice Structure of Nonlinear Congruential Pseudorandom Numbers.
The locally best estimators of the first and second order parameters in epoch regression models
The multisample version of the Lepage test
The two-sample Lepage test, devised for testing equality of the location and scale parameters against the alternative that at least for one of the parameters the equality does not hold, is extended to the general case of sampled populations. It is shown that its limiting distribution is the chi-square distribution with degrees of freedom. This -sample statistic is shown to yield consistent test and a formula for its noncentrality parameter under Pitman alternatives is derived. For some particular...
The Mumford-Shah conjecture in image processing
The N-Armed Bandit with Unimodal Structure.
The period lengths of inversive congruential recursions
The “progressive mixture” estimator for regression trees
The Serial Test for Pseudo-Random Numbers Generated by the Linear Congruential Method.
The smoothness criterion as a trend diagnostic.
The steepest descent method for forward-backward SDEs.
The Stepwise Regression Algorithm Seen from the Statistician's Point of View
The strong pointwise convergence of nearest neighbor function fitting algorithm with applications to system identification
The Sub-Lattice Structure of Linear Congruential Random Number Generators.
The time needed for estimation of a functional by the Monte Carlo method
The Tree-Grid Method with Control-Independent Stencil
The Tree-Grid method is a novel explicit convergent scheme for solving stochastic control problems or Hamilton-Jacobi-Bellman equations with one space dimension. One of the characteristics of the scheme is that the stencil size is dependent on space, control and possibly also on time. Because of the dependence on the control variable, it is not trivial to solve the optimization problem inside the method. Recently, this optimization part was solved by brute-force testing of all permitted controls....
The truncated least squares method for a class of autoregressive models.
Theoretical and numerical comparison of some sampling methods for molecular dynamics
The purpose of the present article is to compare different phase-space sampling methods, such as purely stochastic methods (Rejection method, Metropolized independence sampler, Importance Sampling), stochastically perturbed Molecular Dynamics methods (Hybrid Monte Carlo, Langevin Dynamics, Biased Random Walk), and purely deterministic methods (Nosé-Hoover chains, Nosé-Poincaré and Recursive Multiple Thermostats (RMT) methods). After recalling some theoretical convergence properties for the...
Three Digit Accurate Multiple Normal Probabilities.
Time splitting for wave equations in random media
Numerical simulation of high frequency waves in highly heterogeneous media is a challenging problem. Resolving the fine structure of the wave field typically requires extremely small time steps and spatial meshes. We show that capturing macroscopic quantities of the wave field, such as the wave energy density, is achievable with much coarser discretizations. We obtain such a result using a time splitting algorithm that solves separately and successively propagation and scattering in the simplified...