Zobrazeno 1 - 10
of 471
pro vyhledávání: '"HOFFMANN, MARC"'
Originally motivated by the morphogenesis of bacterial microcolonies, the aim of this article is to explore models through different scales for a spatial population of interacting, growing and dividing particles. We start from a microscopic stochasti
Externí odkaz:
http://arxiv.org/abs/2410.13329
Autor:
Benamou, Jean-David, Chazareix, Guillaume, Hoffmann, Marc, Loeper, Grégoire, Vialard, François-Xavier
Entropic Optimal Transport (EOT), also referred to as the Schr\"odinger problem, seeks to find a random processes with prescribed initial/final marginals and with minimal relative entropy with respect to a reference measure. The relative entropy forc
Externí odkaz:
http://arxiv.org/abs/2408.09361
Autor:
Pouchol, Camille, Hoffmann, Marc
Some prominent discretisation methods such as finite elements provide a way to approximate a function of $d$ variables from $n$ values it takes on the nodes $x_i$ of the corresponding mesh. The accuracy is $n^{-s_a/d}$ in $L^2$-norm, where $s_a$ is t
Externí odkaz:
http://arxiv.org/abs/2407.13263
Autor:
Hoffmann, Marc, Liu, Yating
We prove optimal convergence results of a stochastic particle method for computing the classical solution of a multivariate McKean-Vlasov equation, when the measure variable is in the drift, following the classical approach of [BT97, AKH02]. Our meth
Externí odkaz:
http://arxiv.org/abs/2305.06876
Autor:
Hoffmann, Marc, Ray, Kolyan
We consider nonparametric Bayesian inference in a multidimensional diffusion model with reflecting boundary conditions based on discrete high-frequency observations. We prove a general posterior contraction rate theorem in $L^2$-loss, which is applie
Externí odkaz:
http://arxiv.org/abs/2211.12267
Publikováno v:
The Annals of Applied Probability, Vol. 34, No. 3, 2600-2649, 2024
In recent years, there has been a substantive interest in rough volatility models. In this class of models, the local behavior of stochastic volatility is much more irregular than semimartingales and resembles that of a fractional Brownian motion wit
Externí odkaz:
http://arxiv.org/abs/2210.01216
Rough volatility models have gained considerable interest in the quantitative finance community in recent years. In this paradigm, the volatility of the asset price is driven by a fractional Brownian motion with a small value for the Hurst parameter
Externí odkaz:
http://arxiv.org/abs/2210.01214
We establish the local asymptotic normality (LAN) property for estimating a multidimensional parameter in the drift of a system of $N$ interacting particles observed over a fixed time horizon in a mean-field regime $N \rightarrow \infty$. By implemen
Externí odkaz:
http://arxiv.org/abs/2205.05932
Publikováno v:
Ann. Appl. Stat. 18(1): 749-769 (March 2024)
When searching for exoplanets, one wants to count how many planets orbit a given star, and to determine what their orbital parameters are. If the estimated orbital elements are too far from those of a planet truly present, this should be considered a
Externí odkaz:
http://arxiv.org/abs/2203.04957
Autor:
Erler, Tim, Droop, Felix, Lübbert, Christoph, Knobloch, Johannes K., Carlsen, Laura, Papan, Cihan, Schwanz, Thomas, Zweigner, Janine, Dengler, Jennifer, Hoffmann, Marc, Mutters, Nico T., Savin, Mykhailo
Publikováno v:
In Science of the Total Environment 10 November 2024 950
