Zobrazeno 1 - 10
of 51
pro vyhledávání: '"Jean-Claude Fort"'
Publikováno v:
SIAM/ASA Journal on Uncertainty Quantification
SIAM/ASA Journal on Uncertainty Quantification, 2021, 9 (2), ⟨10.1137/20M1354957⟩
SIAM/ASA Journal on Uncertainty Quantification, 2021, 9 (2), ⟨10.1137/20M1354957⟩
International audience; Sensitivity indices are commonly used to quantity the relative inuence of any specic group of input variables on the output of a computer code. In this paper, we focus both on computer codes the output of which is a cumulative
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::49a646cd8f174d37ff38f610a8f00b80
http://arxiv.org/abs/2007.12378
http://arxiv.org/abs/2007.12378
A Central Limit Theorem for Wasserstein type distances between two distinct univariate distributions
Publikováno v:
Ann. Inst. H. Poincaré Probab. Statist. 56, no. 2 (2020), 954-982
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institut Henri Poincaré (IHP), 2020, 56 (2), pp.954-982. ⟨10.1214/19-AIHP990⟩
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2020, 56 (2), pp.954-982. ⟨10.1214/19-AIHP990⟩
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institut Henri Poincaré (IHP), 2020, 56 (2), pp.954-982. ⟨10.1214/19-AIHP990⟩
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2020, 56 (2), pp.954-982. ⟨10.1214/19-AIHP990⟩
International audience; In this article we study the natural nonparametric estimator of a Wasserstein type cost between two distinct continuous distributions Fand G on R. The estimator is based on the order statistics of a sample having marginals F,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9aee2202e6ac45badb1de37db279f6a8
https://projecteuclid.org/euclid.aihp/1584345626
https://projecteuclid.org/euclid.aihp/1584345626
Autor:
Jean Claude Fort, Philippe Berthet
Publikováno v:
Electronic Journal of Probability
Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2020, 25, pp.12. ⟨10.1214/19-EJP410⟩
Electronic Journal of Probability, 2020, 25, pp.12. ⟨10.1214/19-EJP410⟩
Electron. J. Probab.
Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2020, 25, pp.12. ⟨10.1214/19-EJP410⟩
Electronic Journal of Probability, 2020, 25, pp.12. ⟨10.1214/19-EJP410⟩
Electron. J. Probab.
We study the Wasserstein distance $W_{2}$ for Gaussian samples. We establish the exact rate of convergence $\sqrt{\log \log n/n} $ of the expected value of the $W_{2}$ distance between the empirical and true $c.d.f.$’s for the normal distribution.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::15e79ecd38f009801146c0b84849770f
https://hal.archives-ouvertes.fr/hal-02495832/document
https://hal.archives-ouvertes.fr/hal-02495832/document
Publikováno v:
Proceedings of the 30th International Technical Meeting of The Satellite Division of the Institute of Navigation (ION GNSS+ 2017).
The purpose of a Satellite Based Augmentation System, such as EGNOS or WAAS, is to decompose all range error sources and to distribute them to the civil aviation user community with reliable navigation services for different flight phases. Integrity
Publikováno v:
MAP5 2012-10. 2012
We propose a new algorithm for vector quantization:Average Competitive Learning Vector Quantization (ACLVQ). It is a rather simple modification of the classical Competitive Learning Vector Quantization (CLVQ). This new formulation give us similar res
Autor:
Luis A. Salomón, Jean-Claude Fort
Publikováno v:
Journal of Statistical Computation and Simulation. 83:542-554
We propose to estimate the Hurst parameter involved in fractional processes via a method based on the Karhunen–Loeve expansion of a Gaussian process. We specifically investigate the cases of the fractional Brownian motion, the fractional Ornstein
Autor:
Jean-François Démonet, Michèle Puel, Florent Aubry, Pierre Celsis, Jean-Albert Lotterie, Véronique Duret, Isabelle Berry, Jean-Claude Fort, O Querbes, Jérémie Pariente
Publikováno v:
Brain
Brain atrophy measured by magnetic resonance structural imaging has been proposed as a surrogate marker for the early diagnosis of Alzheimer's disease. Studies on large samples are still required to determine its practical interest at the individual
Publikováno v:
Communications in Statistics - Theory and Methods. 33:1087-1117
We consider one dimensional probability distributions μ having a continuous and positive probability density function. We find the asymptotic of the size and the mass of the Voronoi cells and we prove that the local distortion associated with statio
Autor:
Gilles Pagès, Jean-Claude Fort
Publikováno v:
Journal of Computational and Applied Mathematics. 146(2):253-275
We obtain semi-closed forms for the optimal quantizers of some families of one-dimensional probability distributions. They yield the first examples of non-log-concave distributions for which uniqueness holds. We give two types of applications of thes
Autor:
Gilles Pagès, Jean-Claude Fort
Publikováno v:
SIAM Journal on Control and Optimization. 37:1456-1482
We first derive from abstract results on Feller transition kernels that, under some mild assumptions, a Markov stochastic algorithm with constant step size $\varepsilon$ usually has a tight family of invariant distributions $\nu^{\varepsilon}$, $\var