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Likelihood estimation of the extremal index

Publications associées (40)

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An equilibrated flux a posteriori error estimator for defeaturing problems

Annalisa Buffa, Denise Grappein, Rafael Vazquez Hernandez, Ondine Gabrielle Chanon

An a posteriori error estimator based on an equilibrated flux reconstruction is proposed for defeaturing problems in the context of finite element discretizations. Defeaturing consists in the simplification of a geometry by removing features that are consi ...

2023

Contributions to Likelihood-Based Modelling of Extreme Values

Léo Raymond-Belzile

xtreme value analysis is concerned with the modelling of extreme events such as floods and heatwaves, which can have large impacts. Statistical modelling can be useful to better assess risks even if, due to scarcity of measurements, there is inherently ver ...

EPFL2019

A Posteriori Error Estimation for the Stochastic Collocation Finite Element Method

Fabio Nobile, Diane Sylvie Guignard

In this work, we consider an elliptic partial differential equation (PDE) with a random coefficient solved with the stochastic collocation finite element method (SC-FEM). The random diffusion coefficient is assumed to depend in an affine way on independent ...

2018

Residual-based a posteriori error estimation for contact problems approximated by Nitsche's method

Mathieu Jonathan Fabre, Yves Renard

We introduce a residual-based a posteriori error estimator for contact problems in two- and three-dimensional linear elasticity, discretized with linear and quadratic finite elements and Nitsche’s method. Efficiency and reliability of the estimator are pro ...

2018

MATHICSE Technical Report : A posteriori error estimation for the stochastic collocation finite element method

Fabio Nobile, Diane Sylvie Guignard

In this work, we consider an elliptic partial differential equation with a random coefficient solved with the stochastic collocation finite element method. The random diffusion coefficient is assumed to depend in an affine way on independent random variabl ...

MATHICSE2017

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Solving a linear inverse problem may include difficulties such as the presence of outliers and a mixing matrix with a large condition number. In such cases a regularized robust estimator is needed. We propose a new tau-type regularized robust estimator tha ...

2015

Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation

Anthony Christopher Davison

Saddlepoint techniques have been used successfully in many applications, owing to the high accuracy with which they can approximate intractable densities and tail probabilities. This article concerns their use for the estimation of high-order integer-value ...

American Statistical Association2015

The spectral measure plays a key role in the statistical modeling of multivariate extremes. Estimation of the spectral measure is a complex issue, given the need to obey a certain moment condition. We propose a Euclidean likelihood-based estimator for the ...

Taylor & Francis Inc2013

MMSE Estimation of Sparse Levy Processes

Michaël Unser, Arash Amini, Ulugbek Kamilov, Pedram Pad

We investigate a stochastic signal-processing framework for signals with sparse derivatives, where the samples of a Levy process are corrupted by noise. The proposed signal model covers the well-known Brownian motion and piecewise-constant Poisson process; ...

Ieee-Inst Electrical Electronics Engineers Inc2013

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We consider continuous-time sparse stochastic processes from which we have only a finite number of noisy/noiseless samples. Our goal is to estimate the noiseless samples (denoising) and the signal in-between (interpolation problem). By relying on tools fro ...

Ieee-Inst Electrical Electronics Engineers Inc2013