Publications associées à Hétéroscédasticité

Anthony C Davison and Igor Rodionov's contribution to the Discussion of 'Estimating means of bounded random variables by betting' by Waudby-Smith and Ramdas

Anthony Christopher Davison, Igor Rodionov

We derive confidence intervals (CIs) and confidence sequences (CSs) for the classical problem of estimating a bounded mean. Our approach generalizes and improves on the celebrated Chernoff method, yielding the best closed-form "empirical-Bernstein" CSs and ...

Oxford Univ Press2024

Testing For The Rank Of A Covariance Operator

Victor Panaretos

How can we discern whether the covariance operator of a stochastic pro-cess is of reduced rank, and if so, what its precise rank is? And how can we do so at a given level of confidence? This question is central to a great deal of methods for functional dat ...

INST MATHEMATICAL STATISTICS-IMS2022

Filtered data and eigenfunction estimators for statistical inference of multiscale and interacting diffusion processes

Andrea Zanoni

We study the problem of learning unknown parameters of stochastic dynamical models from data. Often, these models are high dimensional and contain several scales and complex structures. One is then interested in obtaining a reduced, coarse-grained descript ...

EPFL2022

The DESI N-body Simulation Project - II. Suppressing sample variance with fast simulations

Andrei Variu, Cheng Zhao, Yu Yu, Hanyu Zhang

Dark Energy Spectroscopic Instrument (DESI) will construct a large and precise three-dimensional map of our Universe. The survey effective volume reaches similar to 20 h(-3) Gpc(3). It is a great challenge to prepare high-resolution simulations with a much ...

OXFORD UNIV PRESS2022

Does jackknife scale really matter for accurate large-scale structure covariances?

Ginevra Favole

The jackknife method gives an internal covariance estimate for large-scale structure surveys and allows model-independent errors on cosmological parameters. Using the SDSS-III BOSS CMASS sample, we study how the jackknife size and number of resamplings imp ...

OXFORD UNIV PRESS2021

Geospatial Analysis of Sodium and Potassium Intake: A Swiss Population-Based Study

Stéphane Joost, Murielle Bochud, Idris Guessous, David Nicolas De Ridder

Inadequate sodium and potassium dietary intakes are associated with major, yet preventable, health consequences. Local public health interventions can be facilitated and informed by fine-scale geospatial analyses. In this study, we assess the existence of ...

MDPI2021

Drift Estimation of Multiscale Diffusions Based on Filtered Data

Assyr Abdulle, Giacomo Garegnani, Andrea Zanoni, Grigorios A. Pavliotis

We study the problem of drift estimation for two-scale continuous time series. We set ourselves in the framework of overdamped Langevin equations, for which a single-scale surrogate homogenized equation exists. In this setting, estimating the drift coeffic ...

2023

Euclid : Effects of sample covariance on the number counts of galaxy clusters

Georges Meylan, Yi Wang, Richard Massey

Aims. We investigate the contribution of shot-noise and sample variance to uncertainties in the cosmological parameter constraints inferred from cluster number counts, in the context of the Euclid survey. ...

EDP SCIENCES S A2021

Optimal Stochastic Sensor Error Modeling based on Actual Impact on Quality of GNSS-INS Integrated Navigation

Jan Skaloud, Stéphane Guerrier, Mehran Khaghani

Proper modeling of stochastic errors in inertial sensors plays a crucial role in the achievable quality of GNSS-INS integration especially with low-cost inertial sensors. Generalized Method of Wavelet Moments (GMWM) can model the underlying process for suc ...

2019

Generative Models for Learning Robot Manipulation Skills from Humans

Ajay Kumar Tanwani

A long standing goal in artificial intelligence is to make robots seamlessly interact with humans in performing everyday manipulation skills. Learning from demonstrations or imitation learning provides a promising route to bridge this gap. In contrast to d ...

EPFL2018