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pro vyhledávání: '"Cénac, Peggy"'
Non linear regression models are a standard tool for modeling real phenomena, with several applications in machine learning, ecology, econometry... Estimating the parameters of the model has garnered a lot of attention during many years. We focus her
Externí odkaz:
http://arxiv.org/abs/2006.12920
Variable Length Memory Chains (VLMC), which are generalizations of finite order Markov chains, turn out to be an essential tool to modelize random sequences in many domains, as well as an interesting object in contemporary probability theory. The que
Externí odkaz:
http://arxiv.org/abs/2004.07893
By introducing a key combinatorial structure for words produced by a Variable Length Markov Chain (VLMC), the longest internal suffix, precise characterizations of existence and uniqueness of a stationary probability measure for a VLMC chain are give
Externí odkaz:
http://arxiv.org/abs/1807.01075
The recurrence features of persistent random walks built from variable length Markov chains are investigated. We observe that these stochastic processes can be seen as L{\'e}vy walks for which the persistence times depend on some internal Markov chai
Externí odkaz:
http://arxiv.org/abs/1712.02999
We give a complete and unified description -- under some stability assumptions -- of the functional scaling limits associated with some persistent random walks for which the recurrent or transient type is studied in [1]. As a result, we highlight a p
Externí odkaz:
http://arxiv.org/abs/1612.00238
Autor:
Cénac, Peggy
Ce mémoire est une synthèse de plusieurs études à l'intersection des systèmes dynamiques dans l'analyse statistique de séquences, de l'analyse d'algorithmes dans des arbres aléatoires et des processus stochastiques discrets. Les résultats ét
Externí odkaz:
http://tel.archives-ouvertes.fr/tel-00954528
http://tel.archives-ouvertes.fr/docs/00/95/45/28/PDF/habilitation_peggy_cenac.pdf
http://tel.archives-ouvertes.fr/docs/00/95/45/28/PDF/habilitation_peggy_cenac.pdf
We consider a walker that at each step keeps the same direction with a probabilitythat depends on the time already spent in the direction the walker is currently moving. In this paper, we study some asymptotic properties of this persistent random wal
Externí odkaz:
http://arxiv.org/abs/1509.03882
Estimation procedures based on recursive algorithms are interesting and powerful techniques that are able to deal rapidly with (very) large samples of high dimensional data. The collected data may be contaminated by noise so that robust location indi
Externí odkaz:
http://arxiv.org/abs/1501.06930
Autor:
Cénac, Peggy, Es-Sebaiy, Khalifa
We investigate an almost sure limit theorem (ASCLT) for sequences of random variables having the form of a ratio of two terms such that the numerator satisfies the ASCLT and the denominator is a positive term which converges almost surely to 1. This
Externí odkaz:
http://arxiv.org/abs/1209.0137
A classical random walk $(S_t, t\in\mathbb{N})$ is defined by $S_t:=\displaystyle\sum_{n=0}^t X_n$, where $(X_n)$ are i.i.d. When the increments $(X_n)_{n\in\mathbb{N}}$ are a one-order Markov chain, a short memory is introduced in the dynamics of $(
Externí odkaz:
http://arxiv.org/abs/1208.3358