Littérature scientifique sur le sujet « Infinite-Dimensional statistics »
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Articles de revues sur le sujet "Infinite-Dimensional statistics"
Kleijn, B. J. K., et A. W. van der Vaart. « Misspecification in infinite-dimensional Bayesian statistics ». Annals of Statistics 34, no 2 (avril 2006) : 837–77. http://dx.doi.org/10.1214/009053606000000029.
Texte intégralCuchiero, Christa, et Sara Svaluto-Ferro. « Infinite-dimensional polynomial processes ». Finance and Stochastics 25, no 2 (4 mars 2021) : 383–426. http://dx.doi.org/10.1007/s00780-021-00450-x.
Texte intégralSong, Yanglei, Xiaohui Chen et Kengo Kato. « Approximating high-dimensional infinite-order $U$-statistics : Statistical and computational guarantees ». Electronic Journal of Statistics 13, no 2 (2019) : 4794–848. http://dx.doi.org/10.1214/19-ejs1643.
Texte intégralPalev, Tchavdar D. « Lie superalgebras, infinite-dimensional algebras and quantum statistics ». Reports on Mathematical Physics 31, no 3 (juin 1992) : 241–62. http://dx.doi.org/10.1016/0034-4877(92)90017-u.
Texte intégralBojdecki, Tomasz, et Luis G. Gorostiza. « Inhomogenous infinite dimensional langevin equations ». Stochastic Analysis and Applications 6, no 1 (janvier 1988) : 1–9. http://dx.doi.org/10.1080/07362998808809133.
Texte intégralDalecky, Yu L., et V. R. Steblovskaya. « On infinite-dimensional variational problems ». Stochastic Analysis and Applications 14, no 1 (janvier 1996) : 47–71. http://dx.doi.org/10.1080/07362999608809425.
Texte intégralNishikawa, Naoki, Taiji Suzuki, Atsushi Nitanda et Denny Wu. « Two-layer neural network on infinite-dimensional data : global optimization guarantee in the mean-field regime * ». Journal of Statistical Mechanics : Theory and Experiment 2023, no 11 (1 novembre 2023) : 114007. http://dx.doi.org/10.1088/1742-5468/ad01b2.
Texte intégralSchmuland, Byron. « Dirichlet forms : Some infinite-dimensional examples ». Canadian Journal of Statistics 27, no 4 (décembre 1999) : 683–700. http://dx.doi.org/10.2307/3316125.
Texte intégralVaart, A. W. « Efficiency. of infinite dimensional M- estimators ». Statistica Neerlandica 49, no 1 (mars 1995) : 9–30. http://dx.doi.org/10.1111/j.1467-9574.1995.tb01452.x.
Texte intégralHeintze, Ernst, et Xiaobo Liu. « Homogeneity of Infinite Dimensional Isoparametric Submanifolds ». Annals of Mathematics 149, no 1 (janvier 1999) : 149. http://dx.doi.org/10.2307/121022.
Texte intégralThèses sur le sujet "Infinite-Dimensional statistics"
Romon, Gabriel. « Contributions to high-dimensional, infinite-dimensional and nonlinear statistics ». Electronic Thesis or Diss., Institut polytechnique de Paris, 2023. http://www.theses.fr/2023IPPAG013.
Texte intégralThree topics are explored in this thesis: inference in high-dimensional multi-task regression, geometric quantiles in infinite-dimensional Banach spaces and generalized Fréchet means in metric trees. First, we consider a multi-task regression model with a sparsity assumption on the rows of the unknown parameter matrix. Estimation is performed in the high-dimensional regime using the multi-task Lasso estimator. To correct for the bias induced by the penalty, we introduce a new data-driven object that we call the interaction matrix. This tool lets us develop normal and chi-square asymptotic distribution results, from which we obtain confidence intervals and confidence ellipsoids in sparsity regimes that are not covered by the existing literature. Second, we study the geometric quantile, which generalizes the classical univariate quantile to normed spaces. We begin by providing new results on the existence and uniqueness of geometric quantiles. Estimation is then conducted with an approximate M-estimator and we investigate its large-sample properties in infinite dimension. When the population quantile is not uniquely defined, we leverage the theory of variational convergence to obtain asymptotic statements on subsequences in the weak topology. When there is a unique population quantile, we show that the estimator is consistent in the norm topology for a wide range of Banach spaces including every separable uniformly convex space. In separable Hilbert spaces, we establish novel Bahadur-Kiefer representations of the estimator, from which asymptotic normality at the parametric rate follows. Lastly, we consider measures of central tendency for data that lives on a network, which is modeled by a metric tree. The location parameters that we study are called generalized Fréchet means: they obtained by relaxing the square in the definition of the Fréchet mean to an arbitrary convex nondecreasing loss. We develop a notion of directional derivative in the tree, which helps us locate and characterize the minimizers. We examine the statistical properties of the corresponding M-estimator: we extend the notion of stickiness to the setting of metrics trees, and we state a non-asymptotic sticky theorem, as well as a sticky law of large numbers. For the Fréchet median, we develop non-asymptotic concentration bounds and sticky central limit theorems
Blacque-Florentin, Pierre. « Some infinite dimensional topics in probability and statistics ». Thesis, Imperial College London, 2016. http://hdl.handle.net/10044/1/43537.
Texte intégralHorta, Eduardo de Oliveira. « Essays in nonparametric econometrics and infinite dimensional mathematical statistics ». reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2015. http://hdl.handle.net/10183/133007.
Texte intégralThe present Thesis is composed of 4 research papers in two distinct areas. In Horta, Guerre, and Fernandes (2015), which constitutes Chapter 2 of this Thesis, we propose a smoothed estimator in the framework of the linear quantile regression model of Koenker and Bassett (1978). A uniform Bahadur-Kiefer representation is provided, with an asymptotic rate which dominates the standard quantile regression estimator. Next, we prove that the bias introduced by smoothing is negligible in the sense that the bias term is firstorder equivalent to the true parameter. A precise rate of convergence, which is controlled uniformly by choice of bandwidth, is provided. We then study second-order properties of the smoothed estimator, in terms of its asymptotic mean squared error, and show that it improves on the usual estimator when an optimal bandwidth is used. As corollaries to the above, one obtains that the proposed estimator is p n-consistent and asymptotically normal. Next, we provide a consistent estimator of the asymptotic covariance matrix which does not depend on ancillary estimation of nuisance parameters, and from which asymptotic confidence intervals are straightforwardly computable. The quality of the method is then illustrated through a simulation study. The research papers Horta and Ziegelmann (2015a;b;c) are all related in the sense that they stem from an initial impetus of generalizing the results in Bathia et al. (2010). In Horta and Ziegelmann (2015a), Chapter 3 of this Thesis, we address the question of existence of certain stochastic processes, which we call conjugate processes, driven by a second, measure-valued stochastic process. We investigate primitive conditions ensuring existence and, through the concepts of coherence and compatibility, obtain an affirmative answer to the former question. Relying on the notions of random measure (Kallenberg (1973)) and disintegration (Chang and Pollard (1997), Pollard (2002)), we provide a general approach for construction of conjugate processes. The theory allows for a rich set of examples, and includes a class of Regime Switching models. In Horta and Ziegelmann (2015b), Chapter 4 of the present Thesis, we introduce, in relation with the construction in Horta and Ziegelmann (2015a), the concept of a weakly conjugate process: a continuous time, real valued stochastic process driven by a sequence of random distribution functions, the connection between the two being given by a compatibility condition which says that distributional aspects of the former process are divisible into countably many cycles during which it has precisely the latter as marginal distributions. We then show that the methodology of Bathia et al. (2010) can be applied to study the dependence structure of weakly conjugate processes, and therewith provide p n-consistency results for the natural estimators appearing in the theory. Additionally, we illustrate the methodology through an implementation to financial data. Specifically, our method permits us to translate the dynamic character of the distribution of an asset returns process into the dynamics of a latent scalar process, which in turn allows us to generate forecasts of quantities associated to distributional aspects of the returns process. In Horta and Ziegelmann (2015c), Chapter 5 of this Thesis, we obtain p n-consistency results regarding estimation of the spectral representation of the zero-lag autocovariance operator of stationary Hilbertian time series, in a setting with imperfect measurements. This is a generalization of the method developed in Bathia et al. (2010). The generalization relies on the important property that centered random elements of strong second order in a separable Hilbert space lie almost surely in the closed linear span of the associated covariance operator. We provide a straightforward proof to this fact.
Karlsson, John. « A class of infinite dimensional stochastic processes with unbounded diffusion ». Licentiate thesis, Linköpings universitet, Matematisk statistik, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-96583.
Texte intégralBassi, Mohamed. « Quantification d'incertitudes et objets en dimension infinie ». Thesis, Normandie, 2019. http://www.theses.fr/2019NORMIR03.
Texte intégralThe Polynomial Chaos theory, being a less expensive and more efficient alternative of the Monte Carlo Simulation, remains limited to the polynomials of Gaussian variables. We present a Hilbertian method that generalizes this theory and we establish the conditions of existence and convergence of an expansion in Generalized Fourier Series. Then, we present the Statistics of Things that allows studying the statistical characteristics of a set of random infinite-dimensional objects. By computing the distances between the hypervolumes, namely the distance of Hausdorff, this method allows determining the median object, the quantile objects and a confidence interval at a given level for a finite set of random objects. In the third section, we address a method for simulating a large size sample of a random object at a much reduced computational cost, and calculating its mean without using the distance between the hypervolumes
DE, VECCHI FRANCESCO CARLO. « LIE SYMMETRY ANALYSIS AND GEOMETRICAL METHODS FOR FINITE AND INFINITE DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS ». Doctoral thesis, Università degli Studi di Milano, 2018. http://hdl.handle.net/2434/565457.
Texte intégralIBRAGIMOV, ANTON. « G - Expectations in infinite dimensional spaces and related PDES ». Doctoral thesis, Università degli Studi di Milano-Bicocca, 2013. http://hdl.handle.net/10281/44738.
Texte intégralKidzinski, Lukasz. « Inference for stationary functional time series : dimension reduction and regression ». Doctoral thesis, Universite Libre de Bruxelles, 2014. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209226.
Texte intégralL'objectif principal de ce projet de doctorat est d'analyser la dépendance temporelle de l’ADF. Cette dépendance se produit, par exemple, si les données sont constituées à partir d'un processus en temps continu qui a été découpé en segments, les jours par exemple. Nous sommes alors dans le cadre des séries temporelles fonctionnelles.
La première partie de la thèse concerne la régression linéaire fonctionnelle, une extension de la régression multivariée. Nous avons découvert une méthode, basé sur les données, pour choisir la dimension de l’estimateur. Contrairement aux résultats existants, cette méthode n’exige pas d'assomptions invérifiables.
Dans la deuxième partie, on analyse les modèles linéaires fonctionnels dynamiques (MLFD), afin d'étendre les modèles linéaires, déjà reconnu, dans un cadre de la dépendance temporelle. Nous obtenons des estimateurs et des tests statistiques par des méthodes d’analyse harmonique. Nous nous inspirons par des idées de Brillinger qui a étudié ces models dans un contexte d’espaces vectoriels.
Doctorat en Sciences
info:eu-repo/semantics/nonPublished
Cangiotti, Nicolò. « Feynman path integral for Schrödinger equation with magnetic field ». Doctoral thesis, Università degli studi di Trento, 2020. http://hdl.handle.net/11572/251697.
Texte intégralCangiotti, Nicolò. « Feynman path integral for Schrödinger equation with magnetic field ». Doctoral thesis, Università degli studi di Trento, 2020. http://hdl.handle.net/11572/251697.
Texte intégralLivres sur le sujet "Infinite-Dimensional statistics"
Giné, Evarist. Mathematical foundations of infinite-dimensional statistical models. New York, NY : Cambridge University Press, 2016.
Trouver le texte intégralStability of infinite dimensional stochastic differential equations with applications. Boca Raton, FL : Chapman & Hall/CRC, 2006.
Trouver le texte intégralInvariant and quasiinvariant measures in infinite-dimensional topological vector spaces. Hauppauge, N.Y : Nova Science Publishers, 2007.
Trouver le texte intégralSocolovsky, Eduardo A. A dissimilarity measure for clustering high- and infinite dimensional data that satisfies the triangle inequality. Hampton, VA : Institute for Computer Applications in Science and Engineering, NASA Langley Research Center, 2002.
Trouver le texte intégralOsswald, Horst. Malliavin calculus for Lévy processes and infinite-dimensional Brownian motion : An introduction. Cambridge : Cambridge University Press, 2012.
Trouver le texte intégralAccardi, Luigi. Recent Developments in Infinite-Dimensional Analysis and Quantum Probability : Papers in Honour of Takeyuki Hida's 70th Birthday. Dordrecht : Springer Netherlands, 2001.
Trouver le texte intégralConference on Quantum Probability and Infinite Dimensional Analysis (29th 2008 Ḥammāmāt, Tunisia). Quantum probability and infinite dimensional analysis : Proceedings of the 29th conference, Hammamet, Tunisia 13-18 October 2008. New Jersey : World Scientific, 2010.
Trouver le texte intégralM, Berezanskiĭ I͡U. Spectral methods in infinite-dimensional analysis. Dordrecht : Kluwer Academic, 1994.
Trouver le texte intégralTemam, Roger. Infinite-Dimensional Dynamical Systems in Mechanics and Physics. New York, NY : Springer US, 1988.
Trouver le texte intégral1975-, Sims Robert, et Ueltschi Daniel 1969-, dir. Entropy and the quantum II : Arizona School of Analysis with Applications, March 15-19, 2010, University of Arizona. Providence, R.I : American Mathematical Society, 2011.
Trouver le texte intégralChapitres de livres sur le sujet "Infinite-Dimensional statistics"
Pantsulaia, Gogi. « Infinite-Dimensional Monte Carlo Integration ». Dans Applications of Measure Theory to Statistics, 19–46. Cham : Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-45578-5_2.
Texte intégralEggermont, P. P. B., et V. N. LaRiccia. « Convex Optimization in Infinite-Dimensional Spaces ». Dans Springer Series in Statistics, 377–403. New York, NY : Springer New York, 2001. http://dx.doi.org/10.1007/978-1-0716-1244-6_10.
Texte intégralBuldygin, V. V., et A. B. Kharazishvili. « Some infinite-dimensional vector spaces ». Dans Geometric Aspects of Probability Theory and Mathematical Statistics, 57–70. Dordrecht : Springer Netherlands, 2000. http://dx.doi.org/10.1007/978-94-017-1687-1_5.
Texte intégralSudakov, A. V., V. N. Sudakov et H. v. Weizsäcker. « Typical Distributions : Infinite-Dimensional Approaches ». Dans Asymptotic Methods in Probability and Statistics with Applications, 205–12. Boston, MA : Birkhäuser Boston, 2001. http://dx.doi.org/10.1007/978-1-4612-0209-7_14.
Texte intégralNagy, Stanislav. « Depth in Infinite-dimensional Spaces ». Dans Functional and High-Dimensional Statistics and Related Fields, 187–95. Cham : Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-47756-1_25.
Texte intégralWhittle, Peter. « Extension : Examples of the Infinite-Dimensional Case ». Dans Springer Texts in Statistics, 317–28. New York, NY : Springer New York, 2000. http://dx.doi.org/10.1007/978-1-4612-0509-8_19.
Texte intégralWhittle, Peter. « Extension : Examples of the Infinite-Dimensional Case ». Dans Springer Texts in Statistics, 258–69. New York, NY : Springer New York, 1992. http://dx.doi.org/10.1007/978-1-4612-2892-9_15.
Texte intégralFerraty, Frédéric, et Philippe Vieu. « Nonparametric Statistics and High/Infinite Dimensional Data ». Dans Springer Proceedings in Mathematics & ; Statistics, 357–67. New York, NY : Springer New York, 2014. http://dx.doi.org/10.1007/978-1-4939-0569-0_32.
Texte intégralNikulin, A. M. « Applications of Infinite-Dimensional Gaussian Integrals ». Dans Asymptotic Methods in Probability and Statistics with Applications, 177–87. Boston, MA : Birkhäuser Boston, 2001. http://dx.doi.org/10.1007/978-1-4612-0209-7_12.
Texte intégralDraouil, Olfa, et Habib Ouerdiane. « Solutions of Infinite Dimensional Partial Differential Equations ». Dans Springer Proceedings in Mathematics & ; Statistics, 239–50. Cham : Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-06170-7_14.
Texte intégralActes de conférences sur le sujet "Infinite-Dimensional statistics"
Bongiorno, Enea G. « Contributions in infinite-dimensional statistics and related topics ». Dans Contributions in infinite-dimensional statistics and related topics, sous la direction de Ernesto Salinelli, Aldo Goia et Philippe Vieu. Società Editrice Esculapio, 2014. http://dx.doi.org/10.15651/9788874887637.
Texte intégralGOLDIN, GERALD A., UGO MOSCHELLA et TAKAO SAKURABA. « MEASURES ON SPACES OF INFINITE-DIMENSIONAL CONFIGURATIONS, GROUP REPRESENTATIONS, AND STATISTICAL PHYSICS ». Dans Proceedings of the Fifth International Workshop. WORLD SCIENTIFIC, 2004. http://dx.doi.org/10.1142/9789812702562_0020.
Texte intégralVan der Velden, Alex, Patrick Koch, Srikanth Devanathan, Jeff Haan, Dave Naehring et David Fox. « Probabilistic Certificate of Correctness for Cyber Physical Systems ». Dans ASME 2012 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2012. http://dx.doi.org/10.1115/detc2012-70135.
Texte intégralXu, Hongyi, Yang Li, Catherine Brinson et Wei Chen. « Descriptor-Based Methodology for Designing Heterogeneous Microstructural Materials System ». Dans ASME 2013 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2013. http://dx.doi.org/10.1115/detc2013-12232.
Texte intégralAlhemdi, Aymen, et Ming Gu. « A Robust Workflow for Optimizing Drilling/Completion/Frac Design Using Machine Learning and Artificial Intelligence ». Dans SPE Annual Technical Conference and Exhibition. SPE, 2022. http://dx.doi.org/10.2118/210160-ms.
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