Modélisation des modèles autorégressifs vectoriels avec variables exogènes et sélection d'indices

Autor: Oscar, Mylène

Ce mémoire porte sur l’étude des modèles autorégressifs avec variables exogènes et sélection d’indices. La littérature classique regorge de textes concernant la sélection d’indices dans les modèles autorégressifs. Ces modèles sont pa

Externí odkaz: http://hdl.handle.net/1866/27077

Unsupervised Learning of Data Representations and Cluster Structures: Applications to Large-scale Health Monitoring of Turbofan Aircraft Engines

Autor: Forest, Florent

Publikováno v: Machine Learning [stat.ML]. Université Sorbonne Paris Nord, 2021. English

This thesis is interested in unsupervised statistical learning methods and their applications to health monitoring of aircraft engines at an industrial scale. Our first objective is to make health monitoring methodologies scale to massive datasets an

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::8293117f8a629b37380f227b23541ff8
https://hal.archives-ouvertes.fr/tel-03214389

High-dimensional Learning for Extremes

Autor: Nicolas MEYER

Publikováno v: Statistics [math.ST]. Sorbonne Université, 2020. English
HAL
Statistics [math.ST]. Sorbonne Université, 2020. English. ⟨NNT : 2020SORUS227⟩

The aim of this thesis is to develop a statistical approach to learn the dependence structure of extremes in a high-dimensional setting. The first chapter brings together the main results concerning multivariate extreme value theory. The different to

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::868acfec6c1510718f88d12a6f6cc102
https://tel.archives-ouvertes.fr/tel-02977794/file/manuscrit_meyer_nicolas_tel.pdf

A Few Works on Constrained and Statistics of Differential Equations Driven by the Fractional Brownian Motion and on Model Selection

Autor: Marie, Nicolas

Publikováno v: Probabilités [math.PR]. Paris X-Nanterre, 2019

This thesis deals with results in stochastic analysis and statistics. On the one hand, it presents some results on constrained differential equations driven by the fractional Brownian motion (fDE): an invariance theorem, some fundamental results on t

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::e4fef9380c94b088da2ea7cb6778db98
https://hal.archives-ouvertes.fr/tel-02357331

A Flexible Approach to Age Dependence in Organizational Mortality: Comparing the Life Duration for Cooperative and Non-Cooperative Enterprises Using a Bayesian Generalized Additive Discrete Time Survival Model

Autor: Damien Rousselière

Publikováno v: Journal of Quantitative Economics
Journal of Quantitative Economics, The Indian Econometric Society, 2019, 17 (4), pp.829-855. ⟨10.1007/s40953-019-00164-0⟩
Journal of Quantitative Economics, The Indian Econometric Society, 2019, in Press (First
22 April 2019), pp.1-27. ⟨10.1007/s40953-019-00164-0⟩

This paper proposes a new estimation model to capture the complex effect of age on organization survival. Testing various theoretical propositions on organizational mortality, we study the survival of French agricultural cooperatives in comparison wi

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f09e7743708f84a64f187eee51eab405
https://hal.archives-ouvertes.fr/hal-02107866