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High order approximation of probabilistic shock profiles in hyperbolic conservation laws with uncertain initial data

Christoph Schwab, Svetlana Tokareva (2013)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

We analyze the regularity of random entropy solutions to scalar hyperbolic conservation laws with random initial data. We prove regularity theorems for statistics of random entropy solutions like expectation, variance, space-time correlation functions and polynomial moments such as gPC coefficients. We show how regularity of such moments (statistical and polynomial chaos) of random entropy solutions depends on the regularity of the distribution law of the random shock location of the initial data....

High-order WENO scheme for polymerization-type equations*

Pierre Gabriel, Léon Matar Tine (2010)

ESAIM: Proceedings

Polymerization of proteins is a biochemical process involved in different diseases. Mathematically, it is generally modeled by aggregation-fragmentation-type equations. In this paper we consider a general polymerization model and propose a high-order numerical scheme to investigate the behavior of the solution. An important property of the equation is the mass conservation. The WENO scheme is built to preserve the total mass of proteins along time....

Holt-Winters method with general seasonality

Tomáš Hanzák (2012)

Kybernetika

The paper suggests a generalization of widely used Holt-Winters smoothing and forecasting method for seasonal time series. The general concept of seasonality modeling is introduced both for the additive and multiplicative case. Several special cases are discussed, including a linear interpolation of seasonal indices and a usage of trigonometric functions. Both methods are fully applicable for time series with irregularly observed data (just the special case of missing observations was covered up...

How many bins should be put in a regular histogram

Lucien Birgé, Yves Rozenholc (2006)

ESAIM: Probability and Statistics

Given an n-sample from some unknown density f on [0,1], it is easy to construct an histogram of the data based on some given partition of [0,1], but not so much is known about an optimal choice of the partition, especially when the data set is not large, even if one restricts to partitions into intervals of equal length. Existing methods are either rules of thumbs or based on asymptotic considerations and often involve some smoothness properties of f. Our purpose in this paper is to give an automatic,...

How powerful are data driven score tests for uniformity

Tadeusz Inglot, Alicja Janic (2009)

Applicationes Mathematicae

We construct a new class of data driven tests for uniformity, which have greater average power than existing ones for finite samples. Using a simulation study, we show that these tests as well as some "optimal maximum test" attain an average power close to the optimal Bayes test. Finally, we prove that, in the middle range of the power function, the loss in average power of the "optimal maximum test" with respect to the Neyman-Pearson tests, constructed separately for each alternative, in the Gaussian...

How the result of graph clustering methods depends on the construction of the graph

Markus Maier, Ulrike von Luxburg, Matthias Hein (2013)

ESAIM: Probability and Statistics

We study the scenario of graph-based clustering algorithms such as spectral clustering. Given a set of data points, one first has to construct a graph on the data points and then apply a graph clustering algorithm to find a suitable partition of the graph. Our main question is if and how the construction of the graph (choice of the graph, choice of parameters, choice of weights) influences the outcome of the final clustering result. To this end we study the convergence of cluster quality measures...

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