• Aucun résultat trouvé

Haut PDF Adaptive estimation for bifurcating Markov chains

Adaptive estimation for bifurcating Markov chains

Adaptive estimation for bifurcating Markov chains

... inequalities for bifurcating Markov chains (BMC) under a geometric ergodicity assumption, completing former results of Guyon and Bitseki Penda, Djellout and ...thresholding estimation ...

30

Adaptive estimation for bifurcating Markov chains

Adaptive estimation for bifurcating Markov chains

... 1.1. Bifurcating Markov chains. Bifurcating Markov Chains (BMC) are Markov chains in- dexed by a tree (Athreya and Kang [ 1 ], Benjamini and Peres [ 6 ], Takacs [ ...

31

Deviation inequalities, Moderate deviations and some limit theorems for bifurcating Markov chains with application.

Deviation inequalities, Moderate deviations and some limit theorems for bifurcating Markov chains with application.

... inequalities for the bifurcating Markov chains ...(MDP) for a functional of the BMC with a restricted range of speed, but with a function which can be ...inequalities for the BMC ...

59

A central limit theorem for adaptive and interacting Markov chains

A central limit theorem for adaptive and interacting Markov chains

... functionals for adaptive and interacting Markov Chains have been considered in several recent pa- pers: see Fort et ...functionals for a special class of adaptive MCMC algorithms ...

32

Hastings-Metropolis algorithm on Markov chains for small-probability estimation

Hastings-Metropolis algorithm on Markov chains for small-probability estimation

... a Markov chain, instead of that of a random vector in more classical ...methods, for estimating small probabilities involving random vectors, to these neutron-transport ...method for ...

33

Transportation cost-information and concentration inequalities for bifurcating Markov chains

Transportation cost-information and concentration inequalities for bifurcating Markov chains

... inequalities for bifurcating Markov chains which are a class of processes indexed by binary ...models for cell growth when each individual in one generation gives birth to two ...

33

Fully spatially adaptive smoothing parameter estimation for Markov random field super-resolution mapping of remotely sensed images

Fully spatially adaptive smoothing parameter estimation for Markov random field super-resolution mapping of remotely sensed images

... values for their first-order Markovian energy by employing the Maximum Pseudo-Likelihood Estimation (MPLE) ...estimated for one of the cliques utilizing a high-spatial-resolution ground-reference ...

30

Deviation inequalities for bifurcating Markov chains on Galton-Watson tree

Deviation inequalities for bifurcating Markov chains on Galton-Watson tree

... ç‰é ñxЏååÑwÛPååƒÛbñéÞ0Þ0é׆ÖjЌÕhååð$ÖjÝ>é ÞmÕhôéÕhú9ú9Ó0ÛTÕPÔ0݉ÖjÝIÕhÖ ÖjÝ>é åŒÕhÖjÖ0éÓ3úIÕhú„éÓtÑwÛPÓÖjÝ>éú9Ó0ÛÛ6Þ0é3ú9Ó0ÛéÓ0étÖjÝ>é ÕhÒ9ÖjÝ>ÛPÓ0ÞéÞjÖmÕhò9åÐƒÞjÝî9éÜ é † ÒIÕhå[r] ...

25

Exact Bayesian estimation in constrained Triplet Markov Chains

Exact Bayesian estimation in constrained Triplet Markov Chains

... Jump Markov state-space system (JMSS) is a well known model for representing dynamical models with ...Triplet Markov Chain (TMC) model which is close to the given JMSS model, and in which moments of ...

7

Linear Convergence of Comparison-based Step-size Adaptive Randomized Search via Stability of Markov Chains

Linear Convergence of Comparison-based Step-size Adaptive Randomized Search via Stability of Markov Chains

... homogeneous Markov chain, as a consequence of natural invariance properties of CB-SARS (essentially scale-invariance and invariance to strictly increasing transformation of the objective ...conditions for ...

37

Bootstrap and uniform bounds for Harris Markov chains

Bootstrap and uniform bounds for Harris Markov chains

... quantile for multivariate probability distributions (see also [120]) and offers a non-parametric framework for (unsupervised) anomaly/novelty ...-set estimation can be cast in a learning framework ...

203

Adaptive estimation of the transition density of a Markov chain

Adaptive estimation of the transition density of a Markov chain

... estimator for the transition density π of an homogeneous Markov chain is ...is adaptive with an optimal rate of convergence over a large range of anisotropic Besov spaces B 2,∞ (α1,α2) ...

40

Autoregressive Functions Estimation in Nonlinear Bifurcating Autoregressive Models

Autoregressive Functions Estimation in Nonlinear Bifurcating Autoregressive Models

... estimators for un- known parameters have been ...parameters for type 0 or type 1 cells can differ. Introducing the bifurcating Markov chain theory, Guyon studies the asymptotic behaviour of ...

30

General pairwise Markov chains for unsupervised image segmentation

General pairwise Markov chains for unsupervised image segmentation

... done for a particular subclass of ...framework for image segmentation with ...parameter estimation procedure which aims at taking into account that H k is ...

6

Learning Multiple Markov Chains via Adaptive Allocation

Learning Multiple Markov Chains via Adaptive Allocation

... considered for the estimation of reward distributions in MABs as introduced in [1, 7], and further studied in [2, ...sampling for Monte-Carlo methods in [10, 8], or to continuous mean functions in, ...

30

Global PAC Bounds for Learning Discrete Time Markov Chains

Global PAC Bounds for Learning Discrete Time Markov Chains

... estimation works by observing a long run of the system and estimating each in- dividual transition by its empirical ...generates estimation biases, all these methods converge asymptotic- ally to the exact ...

23

Hidden hybrid Markov/semi-Markov chains.

Hidden hybrid Markov/semi-Markov chains.

... hidden Markov mod- els, one can either consider a semi-Markovian framework where the occupancy distri- butions of some non-absorbing states are constrained to be geometric or a Markov- ian framework where ...

31

Subgeometric rates of convergence in Wasserstein distance for Markov chains

Subgeometric rates of convergence in Wasserstein distance for Markov chains

... convergence for general state-space Markov chains which are (possibly) not ...cases, Markov chains might not converge in total variation distance, but nevertheless may converge in a ...

25

New Bernstein and Hoeffding type inequalities for regenerative Markov chains

New Bernstein and Hoeffding type inequalities for regenerative Markov chains

... . Lemma 3.1 allows to control term B. 3.1 Maximal inequalities under uniform entropy In empirical processes theory for processes indexed by class of functions, it is important to assess the complexity of ...

26

Large Deviation Principle for Markov Chains in Discrete Time

Large Deviation Principle for Markov Chains in Discrete Time

... Unit´e de recherche INRIA Lorraine, Technopˆole de Nancy-Brabois, Campus scientifique, ` NANCY 615 rue du Jardin Botanique, BP 101, 54600 VILLERS LES Unit´e de recherche INRIA Rennes, Ir[r] ...

38

Show all 10000 documents...