[PDF] Top 20 Non-parametric estimation of the diffusion coefficient from noisy data
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Non-parametric estimation of the diffusion coefficient from noisy data
... L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignemen[r] ... Voir le document complet
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Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data
... obtains the rate of convergence of the sample autocorrelation coefficient b a i,n to a i , in probability, the result of independent ...discusses the weak ... Voir le document complet
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Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient
... with diffusion coefficients depending linearly on a random variable φi . The distribution of the random effect φ i depends on unknown population parameters which are to be estimated ... Voir le document complet
20
Drift estimation on non compact support for diffusion models
... study non parametric drift estimation for an ergodic and β-mixing diffusion process from discrete observation of the sample ...path. The drift is estimated on a set ... Voir le document complet
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Parametric versus nonparametric: the fitness coefficient
... introducing the fitness coefficient, we provide a new measure for assessing the quality of a model and an alternative to the OS method to get robust semipara- metric ...conditions, ... Voir le document complet
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Non-parametric estimation of the coefficients of ergodic diffusion processes based on high-frequency data
... ∆. The asymptotic framework that we consider is the context of high-frequency data: the sampling interval ∆ = ∆ n tends to 0 as n tends to ...that the total length n∆ n of ... Voir le document complet
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Fault Prognostics Using Logical Analysis of Data and Non-Parametric Reliability Estimation Methods
... Analysis of Data (LAD) as an event-driven diagnostic technique, and Kaplan-Meier (KM) estimator as a time- driven ...captures the effect of the instantaneous conditions on the ... Voir le document complet
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Assimilation-based Learning of Chaotic Dynamical Systems from Noisy and Partial Data
... networks: the Analog Forecasting (AF) [8] and the sparse regression (Sparse Identification of Nonlinear Dynamics- SINDy) ...a non-parametric model that “learns by heart” the ... Voir le document complet
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A non parametric approach for calibration with functional data
... i the corresponding prediction ˆ γ(x i ). For comparison, the standard functional nonparametric kernel estimate (NWK) ( Ferraty and Vieu ( 2006 )) was computed from the training sample (using ... Voir le document complet
25
Smooth sigmoid wavelet shrinkage for non-parametric estimation
... at the same decomposition level, the horizontal detail SWT coefficients of a noisy ‘Lena’ image; noise being AWGN with standard deviation σ = 35 .... The histogram of these ... Voir le document complet
5
Optimized non-parametric fragility curve estimation based on intensity measure data clustering and parametric model averaging
... for the deposit and dissemination of sci- entific research documents, whether they are pub- lished or ...not. The documents may come from teaching and research institutions in France or ... Voir le document complet
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Nonparametric drift estimation for diffusions from noisy data
... la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignement et de recherche français ou étrangers, des laboratoires publics ou ... Voir le document complet
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Non parametric estimation of hazard rate in presence of censoring
... estimator of the hazard rate function based on right censored ...collection of estimators are built from a regression-type contrast, in a general collection of linear ...in the ... Voir le document complet
21
Practical Estimation of Diversity from Abundance Data
... with the jackknife-unveiled estimator, less variance with ...real data I now estimate the diversity of two real forest ...plots. The first case is Barro Colorado Island’s 50-ha plot ... Voir le document complet
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PBDW method for state estimation: error analysis for noisy data and nonlinear formulation
... set of measurement ...through the most plausible solution through sampling strategies of the posterior ...modelling of param- eterized PDEs for which a number of different ... Voir le document complet
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Robust nonparametric estimation of the conditional tail dependence coefficient
... with the MDPD method, while the parameter ρ is fixed at some ...each of the above distributions we simulate N “ 500 samples of size n “ 1 ...000. The results of the ... Voir le document complet
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From non parametric statistics to speech denoising
... components of voiced speech signals are often negligi- ble in comparison with noise and low-frequency compo- nents of the same speech signals; many unvoiced frica- tive speech signals have ... Voir le document complet
8
Drying and Hygral Diffusion Coefficient of Concrete
... Institute of Technology, Lausanne, Switzerland Abstract Service life of many reinforced concrete structures is not ...one of the most frequent reasons for early repair measures and limited ... Voir le document complet
8
Non-parametric reconstruction of distribution functions from observed galactic discs
... Real data will always be truncated at some maximum radius R # ...parts of the disc, or departure from axial symmetry corresponding to spiral ...truncated data sets were simulated and ... Voir le document complet
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The Output Least Squares Identifiability of the Diffusion Coefficient from an $H1-Observation in a 2-D Elliptic Equation
... 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] ... Voir le document complet
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