Publication

Bayesian uncertainty management in temporal dependence of extremes

Publications associées (37)

Graph Chatbot

Chattez avec Graph Search

Posez n’importe quelle question sur les cours, conférences, exercices, recherches, actualités, etc. de l’EPFL ou essayez les exemples de questions ci-dessous.

AVERTISSEMENT : Le chatbot Graph n'est pas programmé pour fournir des réponses explicites ou catégoriques à vos questions. Il transforme plutôt vos questions en demandes API qui sont distribuées aux différents services informatiques officiellement administrés par l'EPFL. Son but est uniquement de collecter et de recommander des références pertinentes à des contenus que vous pouvez explorer pour vous aider à répondre à vos questions.

Connectez-vous pour utiliser Chat avec Graph Search

Discrete stochastic heat equation driven by fractional noise

Kamran Kalbasi

We consider the parabolic Anderson model on

\mathbb{Z}^d

driven by fractional noise. We prove that it has a mild solution given by Feynman-Kac representation which coincides with the partition function of a directed polymer in a fractional Brownian envir ...

EPFL2014

Bayesian uncertainty management in temporal dependence of extremes

Graph Chatbot

Chattez avec Graph Search

Adaptive Image Resizing Based on Continuous-Domain Stochastic Modeling

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

Discrete stochastic heat equation driven by fractional noise

Bayesian Semiparametrics for Modelling the Clustering of Extreme Values

What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting

Stochastic Models for Sparse and Piecewise-Smooth Signals

On the role of diversity in sparsity estimation

Rescaling, thinning or complementing? On goodness-of-fit procedures for point process models and Generalized Linear Models

Modeling all exceedances above a threshold using an extremal dependence structure: Inferences on several flood characteristics

Les mathématiques financières robustes, le maritime et les FFA

Adaptive Image Resizing Based on Continuous-Domain Stochastic Modeling

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

Discrete stochastic heat equation driven by fractional noise

Les mathématiques financières robustes, le maritime et les FFA

Modeling all exceedances above a threshold using an extremal dependence structure: Inferences on several flood characteristics

What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting

On the role of diversity in sparsity estimation

Stochastic Models for Sparse and Piecewise-Smooth Signals

Rescaling, thinning or complementing? On goodness-of-fit procedures for point process models and Generalized Linear Models

Bayesian Semiparametrics for Modelling the Clustering of Extreme Values