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Yode, Armel Fabrice Evrard. "Estimation de la densité de probabilité multidimensionnelle : risques minimax avec normalisation aléatoire et test d'indépendance". Aix-Marseille 1, 2004. http://www.theses.fr/2004AIX11002.
Pełny tekst źródłaIn the context of minimax theory, a new approach allowing one to improve the accuracy of estimation has been proposed by Lepski (1999). This approach which is a combination of adaptive estimation and hypothesis testing introduces a new kind of risks normalized by random variable depending on the observation. It implies construction of estimator attaining rate depending on observation. This estimator can be adaptive and the rate is better than minimax rate of convergence. In this thesis, we apply this theory to the problem of estimation of multidi-mensionnal probability density under independence hypothesis. Our work consists of two parts:- Independence test. We propose a new nonparametric independence test via minimax approach. The alternatives sets are described by L2-norm. We are interested in the study for tests for which the error of the first type can decrease to 0 as the number of observations increases. - Minimax risks with random normalizing factors. We construct estimator attaining random rate which is better than mini-max rate of convergence. Under independence hypothesis, this estimator can be adaptive
Hamon, Abdellatif. "Estimation d'une densité de probabilité multidimensionnelle par dualité". Rouen, 2000. http://www.theses.fr/2000ROUES055.
Pełny tekst źródłaRosa, Vargas José Ismäel de la. "Estimation de la densité de probabilité d'une mesure dans un cadre non-linéaire, non-gaussien". Paris 11, 2002. http://www.theses.fr/2002PA112201.
Pełny tekst źródłaThe characterization and modeling of an indirect measurement procedure is led by a set of previously observed data. The modeling task is it self a complex procedure which is correlated with the measurement objective. Far from model building and model selection, a theoretical and practical problem persists: What is the correct probability density function (PDF) of a parametric model? Once this PDF is approximated, the next step is to establish a mechanism to propagate this statistical information until the quantity of interest. In fact, such a quantity is a measurement estimate and it is a nonlinear function of the parametric model. The present work proposes some different methods to make statistical inferences about the measurement estimate. We propose a first approach based on bootstrap methods. Such methods are classical in statistical simulation together with Monte Carlo methods, and they require a significative time of calcul. However, the precision over the measurement PDF estimated by these methods is very good. On the other hand, we have verified that the bootstrap methods convergence is faster than the Primitive Monte Carlo's one. Another advantage of bootstrap is its capacity to determine the statistical nature of errors which perturb the measurement system. This is doing thanks to the empirical estimation of the errors PDF. The bootstrap convergence optimization could be achieved by smoothing the residuals or by using a modified iterated bootstrap scheme. More over, we propose to use robust estimation when outliers are present. The second approach is based on other sampling techniques called Markov Chain Monte Carlo (MCMC), the statistical inference obtained when using these methods is very interesting, since we can use all a priori information about the measurement system. We can reformulate the problem solution by using the Bayes rule. The Gibbs sampling and the Metropolis-Hastings algorithms were exploited in this work. We overcome to the MCMC convergence optimization problem by using a weighted resampling and coupling from the past (CFTP) schemes, moreover, we adapt such techniques to the measurement PDF approximation. The last proposed approach is based on the use of kernel methods. The main idea is founded on the nonparametric estimation of the errors PDF, since it is supposed unknown. Then, we optimize a criterion function based on the entropy of the errors' PDF, thus we obtain a minimum entropy estimator (MEE). The simulation of this estimation process by means of Monte Carlo, MCMC, or weighted bootstrap could led to us to construct a statistical approximation of the measurement population. .
Nehme, Bilal. "Techniques non-additives d'estimation de la densité de probabilité". Phd thesis, Université Montpellier II - Sciences et Techniques du Languedoc, 2010. http://tel.archives-ouvertes.fr/tel-00576957.
Pełny tekst źródłaDerouet, Charlotte. "La fonction de densité au carrefour entre probabilités et analyse en terminale S : Etude de la conception et de la mise en oeuvre de tâches d'introduction articulant lois à densité et calcul intégral". Thesis, Sorbonne Paris Cité, 2016. http://www.theses.fr/2016USPCC126/document.
Pełny tekst źródłaThis thesis focuses on the connections between probability and analysis (calculus) in the scientific track of Grade 12 (French baccalaureate program). We explored the ways in which links between the mathematics subfields of continuous probability and integral calculus are created and explored, through a research focused on the concept of density function. Using the Mathematical Working Space model and some elements of Activity Theory, we sought to identify tasks that would allow introducing this concept and building the semiotic relationship between probability and integral. In order to address this issue, we began with an epistemological and historical study of the birth of the concept of density function, which enabled us to identify the important role of statistics in this genesis. Then, an analysis of institutional documents and textbooks showed that the link between continuous probability and integral calculus is imposed on students and rarely exploited in the different tasks given to them. Finally, we studied the design and implementation of original introductory tasks through a research methodology that we call “collaborative didactic engineering”. The goal of these tasks is to get the class “collective” to construct the concept of density function and trigger the need for calculating areas under a curve. We highlighted the activities of the class “collective” in the construction of this notion by analyzing articulations between the three subfields: continuous probability, descriptive statistics and integral calculus
Akil, Nicolas. "Etude des incertitudes des modèles neuronaux sur la prévision hydrogéologique. Application à des bassins versants de typologies différentes". Electronic Thesis or Diss., IMT Mines Alès, 2021. http://www.theses.fr/2021EMAL0005.
Pełny tekst źródłaFloods and droughts are the two main risks in France and require a special attention. In these conditions, where climate change generates increasingly frequent extreme phenomena, modeling these risks is an essential element for water resource management.Currently, discharges and water heights are mainly predicted from physical or conceptual based models. Although efficient and necessary, the calibration and implementation of these models require long and costly studies.Hydrogeological forecasting models often use data from incomplete or poorly dimensioned measurement networks. Moreover, the behavior of the study basins is in most cases difficult to understand. This difficulty is thus noted to estimate the uncertainties associated with hydrogeological modeling.In this context, this thesis, supported by IMT Mines Alès and financed by the company aQuasys and ANRT, aims at developing models based on the systemic paradigm. These models require only basic knowledge on the physical characterization of the studied basin, and can be calibrated from only input and output information (rainfall and discharge/height).The most widely used models in the environmental world are neural networks, which are used in this project. This thesis seeks to address three main goals:1. Development of a model design method adapted to different variables (surface water flows/height) and to very different types of basins: watersheds or hydrogeological basins (groundwater height)2. Evaluation of the uncertainties associated with these models in relation to the types of targeted basins3. Reducing of these uncertaintiesSeveral basins are used to address these issues: the Blavet basin in Brittany and the basin of the Southern and Central Champagne Chalk groundwater table
Lerasle, Matthieu. "Rééchantillonnage et sélection de modèles optimale pour l'estimation de la densité". Toulouse, INSA, 2009. http://eprint.insa-toulouse.fr/archive/00000290/.
Pełny tekst źródłaPastel, Rudy. "Estimation de probabilités d'évènements rares et de quantiles extrêmes : applications dans le domaine aérospatial". Phd thesis, Université Européenne de Bretagne, 2012. http://tel.archives-ouvertes.fr/tel-00728108.
Pełny tekst źródłaQuiroz, Martínez Benjamín. "Étude de la variabilité temporelle et spatiale des peuplements des annélides polychètes de l'Atlantique nord-est européen, dynamique des peuplements en Manche et patrons de distribution sur le plateau continental". Thesis, Lille 1, 2010. http://www.theses.fr/2010LIL10106/document.
Pełny tekst źródłaOne of the key features of environmental field studies is their high variability at many different time and space scales. Because of these external influences and of the stochasticity introduced by the reproduction, population dynamics are also characterised by high variability over time and space. The search for universal scaling laws in ecology often involves considering a form of power-law distribution, power laws can emerge in population dynamics or in patterns of abundance, distribution, and richness. Using the polychaetes, group that colonises a large range of soft and hard marine sediment habitats, from intertidal to hadal zones, and are considered to be good surrogates to identify the main environmental conditions that control the structure and functioning of benthic communities, we try to identify the spatiotemporal changes in biodiversity for this characteristic benthic group. First, we discuss the dynamics of polychaete populations. Based on long-term series of three soft-bottom communities, we study the dynamics of polychaete populations using different statistical techniques; we characterise extreme events in abundance data and we show how to apply some quantification methods to highly erratic and intermittent biological series. Then, we discuss the spatial distribution of polychaete species aiming to: identify latitudinal, longitudinal and bathymetric patterns on the European northeast Atlantic continental shelf; and test the existence of general, perhaps universal, patterns for characterising biodiversity i.e. increasing diversity with sampled area, its decay from the equator to the poles and the increase in richness with the total abundance of individuals
Bordet, Nicolas. "Modélisation 0D/1D de la combustion diesel : du mode conventionnel au mode homogène". Phd thesis, Université d'Orléans, 2011. http://tel.archives-ouvertes.fr/tel-00717396.
Pełny tekst źródłaKassem, Morad. "Champs de densité d'énergie pour la vibroacoustique basse et moyenne fréquence des structures complexes utilisant un modèle numérique stochastique : application à la partition structurale des automobiles". Phd thesis, Université Paris-Est, 2009. http://tel.archives-ouvertes.fr/tel-00539048.
Pełny tekst źródłaFischer, Stephan. "Modélisation de l'évolution de la taille des génomes et de leur densité en gènes par mutations locales et grands réarrangements chromosomiques". Phd thesis, INSA de Lyon, 2013. http://tel.archives-ouvertes.fr/tel-00924831.
Pełny tekst źródłaDaili, Noureddine. "Contribution à l'étude des densités". Université Louis Pasteur (Strasbourg) (1971-2008), 1991. http://www.theses.fr/1991STR13116.
Pełny tekst źródłaPai, Madhusudan Gurpura. "Probability density function formalism for multiphase flows". [Ames, Iowa : Iowa State University], 2007.
Znajdź pełny tekst źródłaRosa, Francisco Eduardo Lopes Sousa. "Risk neutral probability density for currency options". Master's thesis, Instituto Superior de Economia e Gestão, 2019. http://hdl.handle.net/10400.5/20601.
Pełny tekst źródłaEste trabalho tem o objectivo de facilitar a previsão para investidores em mercados financeiros. Embora possa ser usado em acções e futuros de petróleo, o principal objectivo é o mercado cambial, mais especificamente, opções de moeda, extraindo com risco neutro a densidade de probabilidade da função através de uma abordagem paramétrica e não paramétrica. Consequentemente, tal foi aplicado a um caso muito recente, em 2019, entre o dólar Norte americano e a libra inglesa, tornando assim mais atractiva a leitura do comportamento da densidade, especialmente com a saída do Reino unido da União Europeia.
This work has the purpose of easing the forecast for financial market investors. Although it can be used on equities and oil futures, the main aim is the Foreign exchange. More so, it is specialized on currency options, extracting then the closer Risk Neutral Probability Density Function through a parametric approach and a nonparametric approach. Subsequently, this was applied to a very recent case, in 2019, between the United States of America dollar and United Kingdom pound, making it more attractive to assess the behaviour of the density, specially linked to the withdrawal of United Kingdom from the European Union.
info:eu-repo/semantics/publishedVersion
Germain, Stéphane. "Déconvolution non paramétrique d'une densité de probabilité et de ses dérivées". Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1999. http://www.collectionscanada.ca/obj/s4/f2/dsk2/ftp01/MQ38093.pdf.
Pełny tekst źródłaFall, Abdoulaye. "Contribution à l'étude du micromélange en écoulement turbulent au voisinage de sources pariétale et ponctuelle. Application au cas réactif". Rouen, 1997. http://www.theses.fr/1997ROUES037.
Pełny tekst źródłaGoffard, Pierre-Olivier. "Approximations polynomiales de densités de probabilité et applications en assurance". Thesis, Aix-Marseille, 2015. http://www.theses.fr/2015AIXM4026/document.
Pełny tekst źródłaThis PhD thesis studies numerical methods to approximate the probability density function of random variables governed by compound distributions. These random variables are useful in actuarial science to model the risk of a portfolio of contracts. In ruin theory, the probability of ultimate ruin within the compound Poisson ruin model is the survival function of a geometric compound distribution. The proposed method consists in a projection of the probability density function onto an orthogonal polynomial system. These polynomials are orthogonal with respect to a probability measure that belongs to Natural Exponential Families with Quadratic Variance Function. The polynomiam approximation is compared to other numerical methods that recover the probability density function from the knowledge of the moments or the Laplace transform of the distribution. The polynomial method is then extended in a multidimensional setting, along with the probability density estimator derived from the approximation formula. An aggregation procedure adapted to life insurance portfolios is also described. The method aims at building a portfolio of model points in order to compute the best estimate liabilities in a timely manner and in a way that is compliant with the European directive Solvency II
Louloudi, Sofia. "Transported probability density function : modelling of turbulent jet flames". Thesis, Imperial College London, 2003. http://hdl.handle.net/10044/1/8007.
Pełny tekst źródłaSardo, Lucia. "Model selection in probability density estimation using Gaussian mixtures". Thesis, University of Surrey, 1997. http://epubs.surrey.ac.uk/842833/.
Pełny tekst źródłaClark, Daniel Edward. "Multiple target tracking with the probability hypothesis density filter". Thesis, Heriot-Watt University, 2006. http://hdl.handle.net/10399/161.
Pełny tekst źródłaAguirre-Saldivar, Rina Guadalupe. "Two scalar probability density function models for turbulent flames". Thesis, Imperial College London, 1987. http://hdl.handle.net/10044/1/38213.
Pełny tekst źródłaJoshi, Niranjan Bhaskar. "Non-parametric probability density function estimation for medical images". Thesis, University of Oxford, 2008. http://ora.ox.ac.uk/objects/uuid:ebc6af07-770b-4fee-9dc9-5ebbe452a0c1.
Pełny tekst źródłaNilsson, Viktor. "Prediction of Dose Probability Distributions Using Mixture Density Networks". Thesis, KTH, Matematisk statistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-273610.
Pełny tekst źródłaUnder de senaste åren har maskininlärning börjat nyttjas i extern strålbehandlingsplanering. Detta involverar automatisk generering av behandlingsplaner baserade på datortomografibilder och annan rumslig information, såsom placering av tumörer och organ. Nyttan ligger i att avlasta klinisk personal från arbetet med manuellt eller halvmanuellt skapa sådana planer. I stället för att predicera en deterministisk plan finns det stort värde att modellera den stokastiskt, det vill säga predicera en sannolikhetsfördelning av dos utifrån datortomografibilder och konturerade biologiska strukturer. Stokasticiteten som förekommer i strålterapibehandlingsproblemet beror på att en rad olika planer kan vara adekvata för en patient. Den särskilda fördelningen kan betraktas som förekomsten av preferenser bland klinisk personal. Att ha mer information om utbudet av möjliga planer representerat i en modell innebär att det finns mer flexibilitet i utformningen av en slutlig plan. Dessutom kommer modellen att kunna återspegla de potentiellt motstridiga kliniska avvägningarna; dessa kommer påträffas som multimodala fördelningar av dosen i områden där det finns en hög varians. På RaySearch används en probabilistisk random forest för att skapa dessa fördelningar, denna metod är en utökning av den klassiska random forest-algoritmen. En aktuell forskningsriktning är att generera in sannolikhetsfördelningen med hjälp av djupinlärning. Ett oprövat parametriskt tillvägagångssätt för detta är att låta ett lämpligt djupt neuralt nätverk approximera parametrarna för en Gaussisk mixturmodell i varje volymelement. Ett sådant neuralt nätverk är känt som ett mixturdensitetsnätverk. Den här uppsatsen fastställer teoretiska resultat för artificiella neurala nätverk, främst det universella approximationsteoremet, tillämpat på de aktiveringsfunktioner som används i uppsatsen. Den fortsätter sedan att utforska styrkan av djupinlärning i att predicera dosfördelningar, både deterministiskt och stokastiskt. Det primära målet är att undersöka lämpligheten av mixturdensitetsnätverk för stokastisk prediktion. Forskningsfrågan är följande. U-nets och mixturdensitetsnätverk kommer att kombineras för att predicera stokastiska doser. Finns det ett sådant nätverk som är tillräckligt kraftfullt för att upptäcka och modellera bimodalitet? Experimenten och undersökningarna som utförts i denna uppsats visar att det faktiskt finns ett sådant nätverk.
Abdous, Belkacem. "Étude d'une classe d'estimateurs à noyau de la densité d'une loi de probabilité". Doctoral thesis, Université Laval, 1989. http://hdl.handle.net/20.500.11794/33251.
Pełny tekst źródłaQuébec Université Laval, Bibliothèque 2018
Buchman, Susan. "High-Dimensional Adaptive Basis Density Estimation". Research Showcase @ CMU, 2011. http://repository.cmu.edu/dissertations/169.
Pełny tekst źródłaBecvar, Martin. "Estimating typical sediment concentration probability density functions for European rivers". Thesis, Cranfield University, 2005. http://hdl.handle.net/1826/1016.
Pełny tekst źródłaHulek, Tomas. "Modelling of turbulent combustion using transported probability density function methods". Thesis, Imperial College London, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.339223.
Pełny tekst źródłaLi, Tiancheng. "Efficient particle implementation of Bayesian and probability hypothesis density filtering". Thesis, London South Bank University, 2013. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.631738.
Pełny tekst źródłaRahikainen, I. (Ilkka). "Direct methodology for estimating the risk neutral probability density function". Master's thesis, University of Oulu, 2014. http://urn.fi/URN:NBN:fi:oulu-201404241289.
Pełny tekst źródłaElmo, Marc. "Etude du mélange en turbulence isotrope par fonctions densité de probabilité et interprétation géométrique". Ecully, Ecole centrale de Lyon, 2000. http://www.theses.fr/2000ECDL0024.
Pełny tekst źródłaUnderstanding of turbulent mixing is of large interest for the description of many practical problems such as dispersion of a passive scalar or turbulent reactive flows. The probabilistic description of a scalar mixed in a turbulent flow is well suited to account for a chemical reaction. Indeed the probability density function (p. D. F. ) approach allows to account for a chemical reaction term in a closed form. Unfortunately the equation governing the p. D. F. Remains unclosed since the effect of turbulent mixing appears through the conditional scalar dissipation which is unknown and needs to be modelled. The aim of this study is to investigate the behavior of a passive scalar in isotropic turbulence. Direct Numerical Simulations (D. N. S. ) and Large Eddy Simulations (L. E. S. ) are performed. A new technique of injection of scalar fluctuations is developed. This method of injection allows to obtain statistically stationary states associated with different levels of mixing. Moreover this technique gives the control of the integral scalar length scale. The situations of mixing obtained with this forcing technique are essentially analyzed in terms of p. D. F. And conditional scalar dissipation which are the key quantifies of this study. Analysis of the spectra indicates the role played by the different scales involved in the mixing process. A geometrical interpretation of the mechanisms of mixing is proposed by an investigation of the behavior of iso-scalar surfaces. The influence of the rate of injection and of the ratio of the integral length scale of the scalar and of the integral length scale of the velocity is studied. Some conclusions have also been reached about the influence of the Reynolds number and of the Schmidt number. The last part of the study is devoted to the subgrid modeling. The issue of the contribution of the small scales to the statistics of the scalar has been investigated
Reveillon, Julien. "Simulation dynamique des grandes structures appliquée aux flammes turbulentes non-prémélangées". Rouen, 1996. http://www.theses.fr/1996ROUES071.
Pełny tekst źródłaCouto-Barba, Laurent. "Contribution à la simulation du mélange turbulent par la schématisation de fonctions densité de probabilité". Pau, 2005. http://www.theses.fr/2005PAUU3014.
Pełny tekst źródłaThis thesis considers a method which simplifies the mixing at different levels, depending on turbulence length and time scales. The analysis is here restricted to the case of homogeneous and isotropic turbulent flows. The model is based on elementary fluid particles considered in their different levels of neighborhoods. For each vicinity level, a specific mixing model is applied. The approach takes into account - from small to high length scales - laminar diffusion (Fick diffusion process), internal mixing into fluid particle (Kerstein model, 1988), external mixing between fluid particles contained into a same eulerian volume (inspired from the LMSE model developpef by Dopazo, 1974, or from the Curl model,1963) and turbulent dispersion (where lagrangian moves are computed). An internal clock organizes the sequence of applications of the different models. Each one is applied instantaneously at different periodic times. Two different cases have been studied. The first case is the time evolution of mixing between two components initially introduced in two different areas. The numerical results have been compared to those of Direct Numerical Simulations by Eswaran & Pope (1988). The time evolution of Probability Density Functions, and the evolutions of variance, symetry coefficient and flatness coefficient have been compared. A parametrical study of the parameter governing the sequence of application of the different models has been performed. The second case considers thermal mixing layers emitted from one or two hot films placed inside a grid turbulence with uniform mean flow. Numerical results are in qualitative agreement with the experimental results by Warhaft (1984)
Thauvoye, Christophe. "Simulation numérique d'écoulements turbulents réactifs par une méthode hybride à fonction densité de probabilité transportée". Poitiers, 2005. http://www.theses.fr/2005POIT2276.
Pełny tekst źródłaThis work concerns the field of numerical simulation of turbulent reactive flows. The aim of this work is to study a hybrid method based on the use of a lagrangian transported Probability Density Function (PDF) method coupled with a eulerian method which solves the Reynolds Averaged Navier-Stokes equations (R. A. N. S). The first part is devoted to the description of the RANS and the transported PDF methods. The latter is more precisely detailed : it allows to highlight both advantages and drawbacks of the two approaches. In this context, we will develop all the aspects related to the modelling and resolution of the transported joint PDF equation. Its resolution generally uses a Monte-Carlo numerical simulation. We also show how the statistical nature of Monte-Carlo methods induces numerical difficulties, which led to the development of hybrid methods associating RANS method with a transported PDF approach. In the second part of this study, theoretical and numerical aspects of the hybrid methods are detailed, and more precisely the PEUL+ model developed at ONERA. A new – instationary – way of coupling is proposed. It improves the stability and precision of the model in comparison with the stationary way of coupling. It is then tested and validated on two configurations : a methane-air nonpremixed flame stabilised by a piloted flame ; and a premixed flame in a sudden symmetric plane expansion
Lee, Chee Sing. "Simultaneous localization and mapping using single cluster probability hypothesis density filters". Doctoral thesis, Universitat de Girona, 2015. http://hdl.handle.net/10803/323637.
Pełny tekst źródłaEn aquesta tesis es desenvolupa aquest algoritme a partir d’un filtre PHD amb un únic grup (SC-PHD), una tècnica d’estimació multi-objecte basat en processos d’agrupació. Aquest algoritme té unes capacitats que normalment no es veuen en els algoritmes de SLAM basats en característiques, ja que és capaç de tractar falses característiques, així com característiques no detectades pels sensors del vehicle, a més de navegar en un entorn amb la presència de característiques estàtiques i característiques en moviment de forma simultània. Es presenten els resultats experimentals de l’algoritme SC-PHD en entorns reals i simulats utilitzant un vehicle autònom submarí. Els resultats són comparats amb l’algoritme de SLAM Rao-Blackwellized PHD (RB-PHD), demostrant que es requereixen menys aproximacions en la seva derivació i en conseqüència s’obté un rendiment superior.
Kakhi, M. "The transported probability density function approach for predicting turbulent combusting flows". Thesis, Imperial College London, 1994. http://hdl.handle.net/10044/1/8729.
Pełny tekst źródłaSadeghi, Mohammad T. "Automatic architecture selection for probability density function estimation in computer vision". Thesis, University of Surrey, 2002. http://epubs.surrey.ac.uk/843248/.
Pełny tekst źródłaSantos, André Duarte dos. "Implied probability density functions: Estimation using hypergeometric, spline and lognormal functions". Master's thesis, Instituto Superior de Economia e Gestão, 2011. http://hdl.handle.net/10400.5/3372.
Pełny tekst źródłaThis thesis examines the stability and accuracy of three different methods to estimate Risk-Neutral Density functions (RNDs) using European options. These methods are the Double-Lognormal Function (DLN), the Smoothed Implied Volatility Smile (SML) and the Density Functional Based on Confluent Hypergeometric function (DFCH). These methodologies were used to obtain the RNDs from the option prices with the underlying USDBRL (price of US dollars in terms of Brazilian reals) for different maturities (1, 3 and 6 months), and then tested in order to analyze which method best fits a simulated "true" world as estimated through the Heston model (accuracy measure) and which model has a better performance in terms of stability. We observed that in the majority of the cases the SML outperformed the DLN and DFCH in capturing the "true" implied skewness. The DFCH and DLN methods were better than the SML model at estimating the "true" Kurtosis. However, due to the higher sensitivity of the skewness and kurtosis measures to the tails of the distribution (all the information outside the available strike prices is extrapolated and the probability masses outside this range can have ininite forms) we also compared the tested models using the root mean integrated squared error (RMISE) which is less sensitive to the tails of the distribution. We observed that using the RMISE criteria, the DFCH outperformed the other methods as a better estimator of the "true" RND. Besides testing which model best captured the "true" world's expectations, we an¬alyzed the historical summary statistics of the RNDs obtained from the FX options on the USDBRL for the period between June 2006 (before the start of the subprime crisis) and February 2010 (seven months before the Brazilian general election).
Swain, Anthony Jack. "Group and extended target tracking with the Probability Hypothesis Density filter". Thesis, Heriot-Watt University, 2013. http://hdl.handle.net/10399/2839.
Pełny tekst źródłaWeerasinghe, Weerasinghe Mudalige Sujith Rohitha. "Application of Lagrangian probability density function approach to turbulent reacting flows". Thesis, Imperial College London, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.392476.
Pełny tekst źródłaHao, Wei-Da. "Waveform Estimation with Jitter Noise by Pseudo Symmetrical Probability Density Function". PDXScholar, 1993. https://pdxscholar.library.pdx.edu/open_access_etds/4587.
Pełny tekst źródłaNechita, Ion. "États aléatoires, théorie quantique de l'information et probabilités libres". Phd thesis, Université Claude Bernard - Lyon I, 2009. http://tel.archives-ouvertes.fr/tel-00371592.
Pełny tekst źródłaHijazi, Abbas. "Simulations numériques de densités de probabilité de macromolécules en solution sous écoulement laminaire". Le Mans, 2000. http://cyberdoc.univ-lemans.fr/theses/2000/2000LEMA1023.pdf.
Pełny tekst źródłaThis work is a theoretical and numerical simulation study, of the behaviour of the Probability Distribution Functions (PDF) of Brownian rod like macromolecular particles present in dilute solutions under laminar flow in 2D. We solved initially in a very general manner for the first time, the Boëder differential equation (BDE). This perihits one to calculate these PDF as a function of macromolecular orientations in the bulk solution away from surface boundaries, for arbitrary hydrodynamic flux conditions and particle Brownian rotational diffusion. We also developed a model for numerical simulations to obtain the PDF statistics in the regions of the bulk, the depletion layer near solid surface boundaries, and in narrow canals, as a function of the orientations and centre of mass positions of the rod like particles. Our simulation results in the bulk are in excellent agreement with the analytical solutions of the BDE. The problem of collisions between the rod like macromolecules and solid surface boundaries, previously untreated in the literature, is studied in depth in this thesis with the help of the idea of Brownian and hydrodynamic restitution. An algorithm that we developed, incorporating two such restitution parameters, permits one to calculate the PDF statistics under a wide variety of flux conditions and particle Brownian diffusion. The simulated depletion layer PDF obey the particle exclusion principle imposed by the solid surface, they also agree qualitatively with previous experimental results. Our simulation model is seemingly the best available at present to explain the decrease of the macromolecular PDF in the depletion layer with increasing hydrodynamic flux. Using optical experimental techniques we have been able to show for nonBrownian microscopic rod like particles present in flowing dilute solutions, their behaviour when colliding with solid surface boundaries. This is in qualitative agreement with our simulation model
Wall, Martinez Hiram Alejandro. "Evaluation probabiliste du risque lié à l'exposition à des aflatoxines et des fumonisines dû à la consommation de tortillas de maïs à la ville de Veracruz". Thesis, Brest, 2016. http://www.theses.fr/2016BRES0068/document.
Pełny tekst źródłaOne of the chemical hazards that WHO has reported more frequently is cereals contamination with mycotoxins, mainly aflatoxins and fumonisins. NOM-188-SSA1-2002 establishes that aflatoxin concentration in grain should not exceed 20 mg kg-1 ; however, there are reported concentrations > 200 mg kg-1 in maize. Although it has been documented that nixtamalizacion removes more than 90% of fumonisins and between 80 and 95% of aflatoxins, the residual amount could be important, finding reports concentrations higher than 100 mg kg-1 of aflatoxin in tortilla, representing a risk due to the high consumption of tortillas in Mexico (325 g d-1). The JECFA (2001) establishes a maximum intake of 2 mg kg-1 pc d-1 for fumonisin and aflatoxin recommends reducing “as low as reasonably achievable” levels. 3 random and representative sampling in Veracruz city, each in 40 tortillerias, were made. Corn intake and weight of the population were estimated using a consumption questionnaire. Mycotoxins analysis were performed by HPLC-FD using immunoaffinity columns according to European standard UNE-EN ISO 14123 : 2008 for aflatoxins and UNE-EN 13585 : 2002 for fumonisin in the CIRAD (Montpellier, France). Statistical analysis were performed under a probabilistic approach in collaboration with the University of Bretagne Occidentale (Brest, France), building probability density function (PDF) and using the Monte Carlo method. PDF parameters of the weight of the population was 74.15kg for men (which coincides with reported by CANAIVE) and 65.83kg for women ; the pollution aflatoxin tortilla was 0.54 – 1.96mg kg-1 and fumonisin from 65.46 – 136.00mg kg-1 ; the tortilla consumption was 148.3g of corn per person per day ; the daily intake of aflatoxins was 0.94 – 3.14ng kg-1 bw d-1 and fumonisin of 146.24 – 314.99ng kg-1 bw d-1. Samples with higher aflatoxin contamination came from tortillerias that make the nixtamalization in situ. In assessing exposure it was found that up to 60% of the population could be consuming more than the recommended by JECFA (2001) for aflatoxin dose (1ng kg-1 bw d-1). Exposure to fumonisins intake was < 5% due to low contamination by these mycotoxins. The results suggest that the population of the city of Veracruz could be in food risk by eating contaminated corn tortillas AFT. It is advisable to extend this study in rural communities, where risk factors could increase
Heinemann, Christian [Verfasser]. "Estimation and regularization of probability density functions in image processing / Christian Heinemann". Aachen : Hochschulbibliothek der Rheinisch-Westfälischen Technischen Hochschule Aachen, 2014. http://d-nb.info/1058851497/34.
Pełny tekst źródłaLi, Yadong. "Probability density distributions of stock returns, market regimes, and financial risk measures". Thesis, University of Bath, 2018. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.767561.
Pełny tekst źródłaPhillips, Kimberly Ann. "Probability Density Function Estimation Applied to Minimum Bit Error Rate Adaptive Filtering". Thesis, Virginia Tech, 1999. http://hdl.handle.net/10919/33280.
Pełny tekst źródłaMaster of Science
Tejeda, Abiezer. "Correcting Errors Due to Species Correlations in the Marginal Probability Density Evolution". DigitalCommons@USU, 2013. https://digitalcommons.usu.edu/etd/1472.
Pełny tekst źródłaBoutin, Guillaume. "Mélange et micro-mélange dans un réacteur à multiples jets cisaillés". Phd thesis, Rouen, 2010. http://www.theses.fr/2010ROUES033.
Pełny tekst źródłaHrycyshyn, Gabrielle Elaine. "Survival probabilities and density of four sympatric species of freshwater turtles in Florida". [Gainesville, Fla.] : University of Florida, 2007. http://purl.fcla.edu/fcla/etd/UFE0021036.
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