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1Report
المؤلفون: Maillet, Raphaël, Szymanski, Grégoire
المساهمون: CEntre de REcherches en MAthématiques de la DEcision (CEREMADE), Université Paris Dauphine-PSL, Université Paris Sciences et Lettres (PSL)-Université Paris Sciences et Lettres (PSL)-Centre National de la Recherche Scientifique (CNRS), Centre de Mathématiques Appliquées de l'Ecole polytechnique (CMAP), Institut National de Recherche en Informatique et en Automatique (Inria)-École polytechnique (X), Institut Polytechnique de Paris (IP Paris)-Institut Polytechnique de Paris (IP Paris)-Centre National de la Recherche Scientifique (CNRS)
المصدر: https://hal.science/hal-04576753 ; 2024.
مصطلحات موضوعية: Non-parametric estimation, high-frequency asymptotics, noisy observation, pre-averaging, ergodic diffusion, anisotropic density estimation, concentration inequality, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]
Relation: info:eu-repo/semantics/altIdentifier/arxiv/2404.12181; ARXIV: 2404.12181
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2Report
المؤلفون: Egéa, Maxime, Panloup, Fabien
المساهمون: Laboratoire Angevin de Recherche en Mathématiques (LAREMA), Université d'Angers (UA)-Centre National de la Recherche Scientifique (CNRS), SIRIC ILIAD
المصدر: https://hal.science/hal-03345717 ; 2024.
مصطلحات موضوعية: Multilevel, ergodic diffusion, Langevin algorithm, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [MATH.MATH-NA]Mathematics [math]/Numerical Analysis [math.NA]
Relation: info:eu-repo/semantics/altIdentifier/arxiv/2109.07753; hal-03345717; https://hal.science/hal-03345717; https://hal.science/hal-03345717v2/document; https://hal.science/hal-03345717v2/file/Multilevel_langevin_final_version_9_11_23.pdf; ARXIV: 2109.07753
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3Report
المؤلفون: Egéa, Maxime
المساهمون: Laboratoire Angevin de Recherche en Mathématiques (LAREMA), Université d'Angers (UA)-Centre National de la Recherche Scientifique (CNRS)
المصدر: https://hal.science/hal-03952734 ; 2023.
مصطلحات موضوعية: ergodic diffusion, Langevin algorithm, Euler scheme, weakly convex, MSC: 65C05 (Primary) 65C40, 37M25, 93E35 (Secondary), [MATH.MATH-NA]Mathematics [math]/Numerical Analysis [math.NA], [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
Relation: info:eu-repo/semantics/altIdentifier/arxiv/2301.09471; hal-03952734; https://hal.science/hal-03952734; https://hal.science/hal-03952734/document; https://hal.science/hal-03952734/file/NonStronglyConvexMultilevel.pdf; ARXIV: 2301.09471
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4Academic Journal
المؤلفون: AMORINO, Chiara, Nualart, Eulalia
المصدر: ESAIM: Probability and Statistics (2022-01)
مصطلحات موضوعية: Minimax risk, Convergence rate, non-parametric statistics, ergodic diffusion with jumps, Levy driven SDE, invariant density estimation, Physical, chemical, mathematical & earth Sciences, Mathematics, Physique, chimie, mathématiques & sciences de la terre, Mathématiques
Relation: urn:issn:1292-8100; urn:issn:1262-3318; https://orbilu.uni.lu/handle/10993/45665; info:hdl:10993/45665; https://orbilu.uni.lu/bitstream/10993/45665/1/Optimal%20revised.pdf
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5Academic Journal
المؤلفون: Pagès, Gilles, Panloup, Fabien
المصدر: The Annals of Applied Probability, 2018 Dec 01. 28(6), 3358-3417.
URL الوصول: https://www.jstor.org/stable/26542492
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6Academic Journal
المؤلفون: Strauch, Claudia
المصدر: The Annals of Statistics, 2018 Dec 01. 46(6B), 3451-3480.
URL الوصول: https://www.jstor.org/stable/26542908
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7Academic Journal
المؤلفون: AMORINO, Chiara, Gloter, Arnaud
المصدر: Journal of Statistical Planning and Inference (2021-07-01)
مصطلحات موضوعية: Adaptive bandwidth selection, anisotropic density estimation, ergodic diffusion with jumps, Physical, chemical, mathematical & earth Sciences, Mathematics, Physique, chimie, mathématiques & sciences de la terre, Mathématiques
Relation: urn:issn:0378-3758; https://orbilu.uni.lu/handle/10993/44782; info:hdl:10993/44782; https://orbilu.uni.lu/bitstream/10993/44782/1/Chapitre4_Accepted.pdf; wos:000617031900008
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8Academic Journal
المؤلفون: Woerner, Jeannette, Hufnagel, Nicole
مصطلحات موضوعية: ddc:510, Bessel process, Non-ergodic diffusion, Martingale estimating function, Eigenfunctions
Relation: Statistical inference for stochastic processes;Vol. 25. 2022, Issue 2, pp 337–353; http://hdl.handle.net/2003/41236; http://dx.doi.org/10.17877/DE290R-23080
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9Dissertation/ Thesis
المؤلفون: Maillet, Raphaël
المساهمون: CEntre de REcherches en MAthématiques de la DEcision (CEREMADE), Université Paris Dauphine-PSL, Université Paris Sciences et Lettres (PSL)-Université Paris Sciences et Lettres (PSL)-Centre National de la Recherche Scientifique (CNRS), Université Paris sciences et lettres, Marc Hoffmann, Pierre Cardaliaguet
المصدر: https://theses.hal.science/tel-04828513 ; Analysis of PDEs [math.AP]. Université Paris sciences et lettres, 2024. English. ⟨NNT : 2024UPSLD025⟩.
مصطلحات موضوعية: Ergodic Diffusion Processe, Invariant Measure, Noise Reduction, Stochastic Fokker-Planck, Kernel Density Estimation, Non-Parametric Estimation, Estimation de densité par noyau, Estimation non-paramétrique, Mesure invariante, Équations de Fokker-Planck stochastiques, Processus de diffusion ergodique, Bruit commun, [MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP]
Relation: NNT: 2024UPSLD025
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10Academic Journal
المؤلفون: van Zanten, Harry
المصدر: Scandinavian Journal of Statistics, 2003 Sep 01. 30(3), 443-458.
URL الوصول: https://www.jstor.org/stable/4616776
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11Academic Journal
المؤلفون: Sørensen, Helle
المصدر: Bernoulli, 2002 Aug 01. 8(4), 491-508.
URL الوصول: https://www.jstor.org/stable/3318850
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12Academic Journal
المؤلفون: AMORINO, Chiara
المصدر: Electronic Journal of Statistics (2020-11)
مصطلحات موضوعية: Minimax risk, Convergence rate, Non-parametric statistics, ergodic diffusion with jumps, Levy driven SDE, density estimation, Physical, chemical, mathematical & earth Sciences, Mathematics, Physique, chimie, mathématiques & sciences de la terre, Mathématiques
Relation: urn:issn:1935-7524; https://orbilu.uni.lu/handle/10993/45663; info:hdl:10993/45663; https://orbilu.uni.lu/bitstream/10993/45663/1/Lower_bound.pdf
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13Report
المؤلفون: Egéa, Maxime, Panloup, Fabien
المساهمون: Laboratoire Angevin de Recherche en Mathématiques (LAREMA), Université d'Angers (UA)-Centre National de la Recherche Scientifique (CNRS)
المصدر: https://hal.science/hal-03345717 ; 2021.
مصطلحات موضوعية: Multilevel, ergodic diffusion, Langevin algorithm, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [MATH.MATH-NA]Mathematics [math]/Numerical Analysis [math.NA]
Relation: info:eu-repo/semantics/altIdentifier/arxiv/2109.07753; hal-03345717; https://hal.science/hal-03345717; https://hal.science/hal-03345717/document; https://hal.science/hal-03345717/file/multilevel_langevin_Hal%20%281%29.pdf; ARXIV: 2109.07753
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14
المؤلفون: Aeckerle-Willems, Cathrine, Strauch, Claudia
المصدر: Aeckerle-Willems, C & Strauch, C 2022, ' Sup-norm adaptive drift estimation for multivariate nonreversible diffusions ', Annals of Statistics, vol. 50, no. 6, pp. 3484-3509 . https://doi.org/10.1214/22-AOS2237
مصطلحات موضوعية: Statistics and Probability, minimax optimality, Multivariate ergodic diffusion, adaptive estimation, Statistics, Probability and Uncertainty
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15Academic Journal
المؤلفون: Ben Abdeddaiem, Maroua
المساهمون: Laboratoire Manceau de Mathématiques (LMM), Le Mans Université (UM)
المصدر: ISSN: 1626-1607 ; Annales de l'ISUP ; https://hal.science/hal-03605877 ; Annales de l'ISUP, 2017, 61 (1-2), pp.33-68.
مصطلحات موضوعية: Ergodic diffusion process, goodness-of-fit test, asymptotically distribution free test, parametric hypothesis, [MATH]Mathematics [math]
Relation: hal-03605877; https://hal.science/hal-03605877; https://hal.science/hal-03605877/document; https://hal.science/hal-03605877/file/Pages%20de%20DEP_8-V-64396_%282015-2019%29-20.pdf
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16
المؤلفون: Lubura Strunjak, Snježana, Huzak, Miljenko
مصطلحات موضوعية: asymptotic mixed normality, ergodic diffusion, discrete observation, parameter estimation
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17
المؤلفون: Chiara Amorino, Eulalia Nualart
المساهمون: Université du Luxembourg (Uni.lu), Universitat Pompeu Fabra [Barcelona] (UPF), ERC Consolidator Grant 815703 STAMFORD: Statistical Methods for High Dimensional Diffusions, MINECO grant PGC2018-101643-B-I00 and Ayudas Fundacion BBVA a Equipos de Investigación Científica 2017 [sponsor]
مصطلحات موضوعية: Statistics and Probability, Minimax risk, invariant density estimation, 010102 general mathematics, ergodic diffusion with jumps, Mathematics - Statistics Theory, Statistics Theory (math.ST), 01 natural sciences, 010104 statistics & probability, Levy driven SDE, convergence rate, Lévy driven SDE, non-parametric statistics, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], Convergence rate, FOS: Mathematics, Mathematics [G03] [Physical, chemical, mathematical & earth Sciences], Mathématiques [G03] [Physique, chimie, mathématiques & sciences de la terre], 0101 mathematics
وصف الملف: application/pdf
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18Academic Journal
المؤلفون: Jacod, Jean
المصدر: Bernoulli, 2006 Jun 01. 12(3), 383-401.
URL الوصول: https://www.jstor.org/stable/25464812
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19Academic Journal
المؤلفون: Dalalyan, Arnak
المصدر: The Annals of Statistics, 2005 Dec 01. 33(6), 2507-2528.
URL الوصول: https://www.jstor.org/stable/25463385
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20Book
المؤلفون: NEGRI, Ilia
المساهمون: Negri, Ilia, Zhou, Li
مصطلحات موضوعية: ergodic diffusion proce, goodness-of-fit test, Cramer-Von Mises type test, Settore SECS-S/01 - Statistica
Relation: ispartofbook:Quaderni del Dipartimento di Ingegneria dell'informazione e metodi matematici. Serie "Matematica e Statistica"; volume:6/MS (2012); numberofpages:25; http://hdl.handle.net/10446/26470
الاتاحة: http://hdl.handle.net/10446/26470
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