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 ...

Oxford2024

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

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

Stéphane Joost, Idris Guessous, Murielle Bochud, 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 ...

2021

MATHICSE Technical Report : Drift Estimation of Multiscale Diffusions Based on Filtered Data

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

EPFL2020

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

A Prediction-Error Covariance Estimator for Adaptive Kalman Filtering in Step-Varying Processes: Application to Power-System State Estimation

Jean-Yves Le Boudec, Mario Paolone, Lorenzo Zanni

In this paper, we present a new method for the estimation of the prediction-error covariances of a Kalman filter (KF), which is suitable for step-varying processes. The method uses a series of past innovations (i.e., the difference between the upcoming mea ...

Institute of Electrical and Electronics Engineers2017

Harder, Better, Faster, Stronger Convergence Rates for Least-Squares Regression

Nicolas Henri Bernard Flammarion, Aymeric Daphnis Kévin Dieuleveut

We consider the optimization of a quadratic objective function whose gradients are only accessible through a stochastic oracle that returns the gradient at any given point plus a zero-mean finite variance random error. We present the first algorithm that a ...

2017

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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

Testing For The Rank Of A Covariance Operator

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

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

Drift Estimation of Multiscale Diffusions Based on Filtered Data

MATHICSE Technical Report : Drift Estimation of Multiscale Diffusions Based on Filtered Data

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

A Prediction-Error Covariance Estimator for Adaptive Kalman Filtering in Step-Varying Processes: Application to Power-System State Estimation

SENSITIVITY ANALYSIS OF A PATIENT SPECIFIC FINITE ELEMENT MODEL FOR SHOULDER ARTHOPLASTY

Harder, Better, Faster, Stronger Convergence Rates for Least-Squares Regression

Graph Chatbot

Chattez avec Graph Search

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

SENSITIVITY ANALYSIS OF A PATIENT SPECIFIC FINITE ELEMENT MODEL FOR SHOULDER ARTHOPLASTY

Drift Estimation of Multiscale Diffusions Based on Filtered Data

Harder, Better, Faster, Stronger Convergence Rates for Least-Squares Regression

Testing For The Rank Of A Covariance Operator

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

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

MATHICSE Technical Report : Drift Estimation of Multiscale Diffusions Based on Filtered Data

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

A Prediction-Error Covariance Estimator for Adaptive Kalman Filtering in Step-Varying Processes: Application to Power-System State Estimation