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A nonparametric method for producing isolines of bivariate exceedance probabilities

Publications associées (34)

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Saddlepoint approximation for mixture models

Anthony Christopher Davison

Two-component mixture distributions with one component a point mass and the other a continuous density may be used as priors for Bayesian inference when sparse representation of an underlying signal is required. We show how saddlepoint approximation in suc ...

2009

Statistical analysis of clusters of extreme events

Mária Süveges

The thesis is a contribution to extreme-value statistics, more precisely to the estimation of clustering characteristics of extreme values. One summary measure of the tendency to form groups is the inverse average cluster size. In extreme-value context, th ...

EPFL2009

Multi-scale characterization of particle clustering in discontinuously reinforced composites

Arda Cetin

The applicability of a quantitative characterization scheme for cluster detection in particle reinforced composites is discussed. The method considers the pattern from the perspective of individual particles, so that even in a pattern that globally conform ...

2009

Trajectory analysis using point distribution models

Pierre Roduit

This thesis focuses on the analysis of the trajectories of a mobile agent. It presents different techniques to acquire a quantitative measure of the difference between two trajectories or two trajectory datasets. A novel approach is presented here, based o ...

EPFL2009

Impact of geometrical properties on permeability and fluid phase distribution in porous media

To predict fluid phase distribution in porous media, the effect of geometric properties on flow processes must be understood. In this study, we analyze the effect of volume, surface, curvature and connectivity (the four Minkowski functionals) on the hydrau ...

2008

Signatures of large-scale soil moisture dynamics on streamflow statistics across US climate regimes

Andrea Rinaldo, Gianluca Botter

In this paper we address an observational validation of recent theoretical results on the structure of the probability density function (pdf) of daily streamflows through the analysis of data pertaining to several catchments covering various sizes, climati ...

2007

A mixture model for multivariate extremes

Anthony Christopher Davison, Marc-Olivier Boldi

The spectral density function plays a key role in ﬁtting the tail of multivariate extremal data and so in estimating probabilities of rare events. This function satisﬁes moment constraints but unlike the univariate extreme value distributions has no simple ...

2007

Behavioral Analysis of Mobile Robot Trajectories Using a Point Distribution Model

Alcherio Martinoli, Jacques Jacot, Pierre Roduit

In recent years, the advent of robust tracking systems has enabled behavioral analysis of individuals based on their trajectories. An analysis method based on a Point Distribution Model (PDM) is presented here. It is an unsupervised modeling of the traject ...

2006

Towards Explaining the Success (Or Failure) of Fusion in Biometric Authentication

Samy Bengio, Norman Hoon Thian Poh

Biometric authentication is a process of verifying an identity claim using a person's behavioral and physiological characteristics. Due to vulnerability of the system to environmental noise and variation caused by the user, fusion of several biometric-enab ...

IDIAP2005

Mixture models for multivariate extremes

Marc-Olivier Boldi

This thesis is a contribution to multivariate extreme value statistics. The tail of a multivariate distribution function is characterized by its spectral distribution, for which we propose a new semi-parametric model based on mixtures of Dirichlet distribu ...

EPFL2004