Concept

Central limit theorem

Related publications (177)

Central limit theorems for multilevel Monte Carlo methods

Sebastian Krumscheid, Hakon Andreas Hoel

In this work, we show that uniform integrability is not a necessary condition for central limit theorems (CLT) to hold for normalized multilevel Monte Carlo MLMC estimators, and we provide near optimal weaker conditions under which the CLT is achieved. In ...

2018

Transforming cumulative hazard estimates

Mats Julius Stensrud, Pal Christie Ryalen

Time-to-event outcomes are often evaluated on the hazard scale, but interpreting hazards may be difficult. Recently in the causal inference literature concerns have been raised that hazards actually have a built-in selection bias that prevents simple causa ...

2018

Observation of B-s(0) -> (D)over-bar*(0)phi and search for B-0 -> (D)over-bar(0)phi decays

Jian Wang, Olivier Schneider, Yi Zhang, Aurelio Bay, Guido Haefeli, Christoph Frei, Frédéric Blanc, Tatsuya Nakada, Michel De Cian, Luca Pescatore, François Fleuret, Elena Graverini, Chitsanu Khurewathanakul, Renato Quagliani, Maria Vieites Diaz, Federico Betti, Aravindhan Venkateswaran, Luis Miguel Garcia Martin, Vitalii Lisovskyi, Mingkui Wang, Zhirui Xu, Lei Zhang, Jessica Prisciandaro, Mark Tobin, Minh Tâm Tran, Niko Neufeld, Matthew Needham, Marc-Olivier Bettler, Greig Alan Cowan, Maurizio Martinelli, Vladislav Balagura, Donal Patrick Hill, Cédric Potterat, Liang Sun, Pietro Marino, Mirco Dorigo, Jean Wicht, Xiaoxue Han, Sebastiana Gianì, Liupan An, Federico Leo Redi, Plamen Hristov Hopchev, Thibaud Humair, Maxime Schubiger, Hang Yin, Guido Andreassi, Violaine Bellée, Olivier Göran Girard, Axel Kuonen, Preema Rennee Pais, Pavol Stefko, Tara Nanut, Maria Elena Stramaglia, Tommaso Colombo, Vladimir Macko, Guillaume Max Pietrzyk, Evgenii Shmanin, Dipanwita Dutta, Zheng Wang, Yi Wang, Hans Dijkstra, Gerhard Raven, Frédéric Teubert, Giovanni Carboni, Victor Coco, Adam Davis, Paolo Durante, Wenyu Zhang, Yu Zheng, Anton Petrov, Maxim Borisyak, Feng Jiang, Zhipeng Tang

The first observation of the B-s(0) -> (D) over bar*(0)phi decay is reported, with a significance of more than seven standard deviations, from an analysis of pp collision data corresponding to an integrated luminosity of 3 fb -1 , collected with the LHCb d ...

AMER PHYSICAL SOC2018

Dimensionally Tight Bounds for Second-Order Hamiltonian Monte Carlo

Nisheeth Vishnoi, Oren Rami Mangoubi

Hamiltonian Monte Carlo (HMC) is a widely deployed method to sample from high-dimensional distributions in Statistics and Machine learning. HMC is known to run very efficiently in practice and its popular second-order "leapfrog" implementation has long bee ...

NEURAL INFORMATION PROCESSING SYSTEMS (NIPS)2018

Thermal profile construction for energy-intensive industrial sectors

François Maréchal, Ivan Daniel Kantor, Greta Martha Van Eetvelde, Maziar Kermani, Anna Sophia Wallerand, Hür Ebuzer Bütün, Alessio Santecchia, Franz Wolf

Industrial plant data are difficult to find in academic literature for a number of reasons such as confidentiality, and thus intentional masking, or problem size reduction. These common practices limit the ability of researchers to apply novel methods to r ...

2018

MATHICSE Technical Report : Random time step probabilistic methods for uncertainty quantification in chaotic and geometric numerical integration

Assyr Abdulle, Giacomo Garegnani

A novel probabilistic numerical method for quantifying the uncertainty induced by the time integration of ordinary differential equations (ODEs) is introduced. Departing from the classical strategy to randomize ODE solvers by adding a random forcing term, ...

MATHICSE2018

Dimension-free Information Concentration via Exp-Concavity

Volkan Cevher, Ya-Ping Hsieh

Information concentration of probability measures have important implications in learning theory. Recently, it is discovered that the information content of a log-concave distribution concentrates around their differential entropy, albeit with an unpleasan ...

2018

Pulse-Stream Models In Time-Of-Flight Imaging

Jean-Philippe Thiran, Yves Wiaux, Dimitris Perdios, Adrien Georges Jean Besson

This paper considers the problem of reconstructing raw signals from random projections in the context of time-of-flight imaging with an array of sensors. It presents a new signal model, coined as multi-channel pulse-stream model, which exploits pulse-strea ...

IEEE2018

Robust Bounds In Multivariate Extremes

Sebastian Engelke

Extreme value theory provides an asymptotically justified framework for estimation of exceedance probabilities in regions where few or no observations are available. For multivariate tail estimation, the strength of extremal dependence is crucial and it is ...

Institute of Mathematical Statistics2017

Modelling across extremal dependence classes

Anthony Christopher Davison, Jonathan A. Tawn, Jennifer Lynne Wadsworth

Different dependence scenarios can arise in multivariate extremes, entailing careful selection of an appropriate class of models. In bivariate extremes, the variables are either asymptotically dependent or are asymptotically independent. Most available sta ...

Wiley-Blackwell2017

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