Concept

Processus de Lévy

Publications associées (89)

Bayesian Uncertainty Management in Temporal Dependence of Extremes

Anthony Christopher Davison, Thomas Lugrin, Jonathan A. Tawn

Both marginal and dependence features must be described when modelling the extremes of a stationary time series. There are standard approaches to marginal modelling, but long- and short-range dependence of extremes may both appear. In applications, an assu ...

Springer Verlag2016

Bayesian uncertainty management in temporal dependence of extremes

Anthony Christopher Davison, Thomas Lugrin, Jonathan A. Tawn

Both marginal and dependence features must be described when modelling the extremes of a stationary time series. There are standard approaches to marginal modelling, but long-and short-range dependence of extremes may both appear. In applications, an assum ...

Springer Verlag2016

GREEN DENSITY. A Transdisciplinary Research and Teaching Project for the Design of Sustainable Neighbourhoods

Sophie Lufkin

The GREEN DENSITY transdisciplinary research and teaching project focuses on the Waldstadt sector, a strip of forest bordering the city of Bern. This strategic site, likely to host new inhabitants and jobs close to public transport, is particularly adapted ...

2016

Racemization of undesired enantiomers: Immobilization of mandelate racemase and application in a fixed bed reactor

Production of optically pure products can be based on simple unselective synthesis of racemic mixtures combined with a subsequent separation of the enantiomers; however, this approach suffers from a 50% yield limitation which can be overcome by racemizatio ...

Wiley-V C H Verlag Gmbh2016

Max-stable processes and stationary systems of Levy particles

Sebastian Engelke

We study stationary max-stable processes {n(t): t is an element of R} admitting a representation of the form n(t) = max(i is an element of N) (U-i +Y-i(t)), where Sigma(infinity)(i=1) delta U-i is a Poisson point process on R with intensity e(-u)du, and Y1 ...

Elsevier2015

Statistical Optimality of Hermite Splines

Michaël Unser, Julien René Pierre Fageot, Virginie Sophie Uhlmann, Harshit Gupta

Hermite splines are commonly used for interpolating data when samples of the derivative are available, in a scheme called Hermite interpolation. Assuming a suitable statistical model, we demonstrate that this method is actually optimal for reconstructing r ...

IEEE2015

On crowdsensed data acquisition using multi-dimensional point processes

Karl Aberer, Saket Sathe

Crowdsensing applications are increasing at a tremendous rate. In crowdsensing, mobile sensors (humans, vehicle-mounted sensors, etc.) generate streams of information that is used for inferring high-level phenomena of interest (e.g, traffic jams, air pollu ...

IEEE2015

A Unified Formulation of Gaussian Versus Sparse Stochastic Processes-Part I: Continuous-Domain Theory

Michaël Unser, Pouya Dehghani Tafti

We introduce a general distributional framework that results in a unifying description and characterization of a rich variety of continuous-time stochastic processes. The cornerstone of our approach is an innovation model that is driven by some generalized ...

Ieee-Inst Electrical Electronics Engineers Inc2014

A Unified Formulation of Gaussian Versus Sparse Stochastic Processes-Part II: Discrete-Domain Theory

Michaël Unser, Arash Amini, Pouya Dehghani Tafti, Hagay Kirshner

This paper is devoted to the characterization of an extended family of continuous-time autoregressive moving average (CARMA) processes that are solutions of stochastic differential equations driven by white Levy innovations. These are completely specified ...

Ieee-Inst Electrical Electronics Engineers Inc2014

Optimisation en Temps Réel: Optimiser les Performances des Procédés Chimiques malgré l’Incertitude et les Erreurs de Modélisation

Grégory François

This document summarizes the author’s research activities since 1999. They mainly focus on the modelling, the control and the optimization of processes and contributed to the development of real-time optimization methods (RTO), that is, process optimizatio ...

Université de Lorraine2014

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