Дисертації з теми "Modèle à blocs stochastique"
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De, santiago Kylliann. "From stratification to prediction : multimodal machine learning with latent block models and mixtures of experts." Electronic Thesis or Diss., université Paris-Saclay, 2025. http://www.theses.fr/2025UPASM001.
Повний текст джерелаThis thesis explores the application of multimodal machine learning techniques for the analysis of medical data, with a focus on patient stratification and the prediction of hearing recovery after acute sound trauma. The study relies on heterogeneous data (audiological, genomic, and proteomic) collected at various time points following the trauma. The main objective is to extract relevant features by combining these multimodal data, thus enabling a more accurate analysis of individual patient behavior and global trends. First, the challenges of multimodal learning and the specificities of data fusion are addressed. Next, a late fusion model based on stochastic block models is developed. This model allows the characterization of redundancy and complementarity of the available information by (i) grouping the different sources into components, and (ii) maintaining a global stratification of individuals, thereby defining communities. Moreover, the use of a Bayesian approach enables the implementation of a model selection method. Finally, an intermediate fusion model is proposed, extending the Mixture of Experts framework by incorporating conditional latent block modeling of the inputs. The objective is to reduce algorithmic complexity by summarizing variables into components while preserving interpretability and ensuring good predictive performance
Tabouy, Timothée. "Impact de l’échantillonnage sur l’inférence de structures dans les réseaux : application aux réseaux d’échanges de graines et à l’écologie." Thesis, Université Paris-Saclay (ComUE), 2019. http://www.theses.fr/2019SACLS289/document.
Повний текст джерелаIn this thesis we are interested in studying the stochastic block model (SBM) in the presence of missing data. We propose a classification of missing data into two categories Missing At Random and Not Missing At Random for latent variable models according to the model described by D. Rubin. In addition, we have focused on describing several network sampling strategies and their distributions. The inference of SBMs with missing data is made through an adaptation of the EM algorithm : the EM with variational approximation. The identifiability of several of the SBM models with missing data has been demonstrated as well as the consistency and asymptotic normality of the maximum likelihood estimators and variational approximation estimators in the case where each dyad (pair of nodes) is sampled independently and with equal probability. We also looked at SBMs with covariates, their inference in the presence of missing data and how to proceed when covariates are not available to conduct the inference. Finally, all our methods were implemented in an R package available on the CRAN. A complete documentation on the use of this package has been written in addition
Brault, Vincent. "Estimation et sélection de modèle pour le modèle des blocs latents." Thesis, Paris 11, 2014. http://www.theses.fr/2014PA112238/document.
Повний текст джерелаClassification aims at sharing data sets in homogeneous subsets; the observations in a class are more similar than the observations of other classes. The problem is compounded when the statistician wants to obtain a cross classification on the individuals and the variables. The latent block model uses a law for each crossing object class and class variables, and observations are assumed to be independent conditionally on the choice of these classes. However, factorizing the joint distribution of the labels is impossible, obstructing the calculation of the log-likelihood and the using of the EM algorithm. Several methods and criteria exist to find these partitions, some frequentist ones, some bayesian ones, some stochastic ones... In this thesis, we first proposed sufficient conditions to obtain the identifiability of the model. In a second step, we studied two proposed algorithms to counteract the problem of the EM algorithm: the VEM algorithm (Govaert and Nadif (2008)) and the SEM-Gibbs algorithm (Keribin, Celeux and Govaert (2010)). In particular, we analyzed the combination of both and highlighted why the algorithms degenerate (term used to say that it returns empty classes). By choosing priors wise, we then proposed a Bayesian adaptation to limit this phenomenon. In particular, we used a Gibbs sampler and we proposed a stopping criterion based on the statistics of Brooks-Gelman (1998). We also proposed an adaptation of the Largest Gaps algorithm (Channarond et al. (2012)). By taking their demonstrations, we have shown that the labels and parameters estimators obtained are consistent when the number of rows and columns tend to infinity. Furthermore, we proposed a method to select the number of classes in row and column, the estimation provided is also consistent when the number of row and column is very large. To estimate the number of classes, we studied the ICL criterion (Integrated Completed Likelihood) whose we proposed an exact shape. After studying the asymptotic approximation, we proposed a BIC criterion (Bayesian Information Criterion) and we conjecture that the two criteria select the same results and these estimates are consistent; conjecture supported by theoretical and empirical results. Finally, we compared the different combinations and proposed a methodology for co-clustering
El, Haj Abir. "Stochastics blockmodels, classifications and applications." Thesis, Poitiers, 2019. http://www.theses.fr/2019POIT2300.
Повний текст джерелаThis PhD thesis focuses on the analysis of weighted networks, where each edge is associated to a weight representing its strength. We introduce an extension of the binary stochastic block model (SBM), called binomial stochastic block model (bSBM). This question is motivated by the study of co-citation networks in a context of text mining where data is represented by a graph. Nodes are words and each edge joining two words is weighted by the number of documents included in the corpus simultaneously citing this pair of words. We develop an inference method based on a variational maximization algorithm (VEM) to estimate the parameters of the modelas well as to classify the words of the network. Then, we adopt a method based on maximizing an integrated classification likelihood (ICL) criterion to select the optimal model and the number of clusters. Otherwise, we develop a variational approach to analyze the given network. Then we compare the two approaches. Applications based on real data are adopted to show the effectiveness of the two methods as well as to compare them. Finally, we develop a SBM model with several attributes to deal with node-weighted networks. We motivate this approach by an application that aims at the development of a tool to help the specification of different cognitive treatments performed by the brain during the preparation of the writing
Fallot, Pierre. "Etude d'un modèle stochastique du rayonnement solaire." Grenoble 1, 1992. http://www.theses.fr/1992GRE10146.
Повний текст джерелаLenormand, Maxime. "Initialiser et calibrer un modèle de microsimulation dynamique stochastique : application au modèle SimVillages." Phd thesis, Université Blaise Pascal - Clermont-Ferrand II, 2012. http://tel.archives-ouvertes.fr/tel-00822114.
Повний текст джерелаRochdi, Youssef. "Identification de systèmes non linéaires blocs." Phd thesis, Université de Caen, 2006. http://tel.archives-ouvertes.fr/tel-00261896.
Повний текст джерелаLa dernière partie du mémoire est centrée sur l'identification des systèmes de Wiener, dont l'élément non linéaire n'est pas supposé inversible. A cet effet, nous présentons deux schémas d'identification de type fréquentiel et établissons leur consistance dans les mêmes conditions que précédemment concernant les perturbations. L'exigence d'excitation persistante occupe une place centrale dans cette thèse. Pour procurer cette propriété aux différents schémas d'identifications proposés, il a été fait appel à une famille de signaux d'excitation de type impulsionnelle. Dans ce cadre, un lemme technique est élaboré précisant, pour les systèmes linéaires, le lien entre cette famille de signaux et la propriété d'excitation persistante. L'adaptation de ce lemme au cas des systèmes non linéaires est illustrée dans les différents schémas d'identification.
Le, Gorrec Luce. "Équilibrage bi-stochastique des matrices pour la détection de structures par blocs et applications." Thesis, Toulouse 3, 2019. http://www.theses.fr/2019TOU30136.
Повний текст джерелаThe detection of block structures in matrices is an important challenge. First in data analysis where matrices are a key tool for data representation, as data tables or adjacency matrices. Indeed, for the first one, finding a co-clustering is equivalent to finding a row and column block structure of the matrix. For the second one, finding a structure of diagonal dominant blocks leads to a clustering of the data. Moreover, block structure detection is also usefull for the resolution of linear systems. For instance, it helps to create efficient Block Jacobi precoditioners or to find groups of rows that are strongly decorrelated in order to apply a solver such as Block Cimmino. In this dissertation, we focus our analysis on the detection of dominant diagonal block structures by symmetrically permuting the rows and columns of matrices. Lots of algorithms have been designed that aim to highlight such structures. Among them, spectral algorithms play a key role. They can be divided into two kinds. The first one consists of algorithms that first project the matrix rows onto a low-dimensional space generated by the matrix leading eigenvectors, and then apply a procedure such as a k-means on the reduced data. Their main drawbacks is that the knowledge of number of clusters to uncover is required. The second kind consists of iterative procedures that look for the k-th best partition into two subblocks of the matrix at step k. However, if the matrix structure shows more than two blocks, the best partition into two blocks may be a poor fit to the matrix groundtruth structure. Hence, we propose a spectral algorithm that deals with both issues described above. To that end, we preprocess the matrix with a doubly-stochastic scaling, which leverages the blocks. First we show the benefits of using such a scaling by using it as a preprocessing for the Louvain's algorithm, in order to uncover community structures in networks. We also investigate several global modularity measures designed for quantifying the consistency of a block structure. We generalise them to make them able to handle doubly-stochastic matrices, and thus we remark that our scaling tends to unify these measures. Then, we describe our algorithm that is based on spectral elements of the scaled matrix. Our method is built on the principle that leading singular vectors of a doubly-stochastic matrix should have a staircase pattern when their coordinates are sorted in the increasing order, under the condition that the matrix shows a hidden block structure. Tools from signal processing-that have been initially designed to detect jumps in signals-are applied to the sorted vectors in order to detect steps in these vectors, and thus to find the separations between the blocks. However, these tools are not specifically designed to this purpose. Hence procedures that we have implemented to answer the encountered issues are also described. We then propose three applications for the matrices block structure detection. First, community detection in networks, and the design of efficient Block Jacobi type preconditioners for solving linear systems. For these applications, we compare the results of our algorithm with those of algorithms that have been designed on purpose. Finally, we deal with the dialogue act detection in a discorsre, using the STAC database that consists in a chat of online players of " The Settlers of Catan ". To that end we connect classical clustering algorithms with a BiLSTM neural network taht preprocesses the dialogue unities. Finally, we conclude by giving some preliminary remarks about the extension of our method to rectangular matrices
Bonvoisin, Frédéric. "Evaluation de la performance des blocs opératoires : du modèle aux indicateurs." Phd thesis, Université de Valenciennes et du Hainaut-Cambresis, 2011. http://tel.archives-ouvertes.fr/tel-00626150.
Повний текст джерелаZreik, Rawya. "Analyse statistique des réseaux et applications aux sciences humaines." Thesis, Paris 1, 2016. http://www.theses.fr/2016PA01E061/document.
Повний текст джерелаOver the last two decades, network structure analysis has experienced rapid growth with its construction and its intervention in many fields, such as: communication networks, financial transaction networks, gene regulatory networks, disease transmission networks, mobile telephone networks. Social networks are now commonly used to represent the interactions between groups of people; for instance, ourselves, our professional colleagues, our friends and family, are often part of online networks, such as Facebook, Twitter, email. In a network, many factors can exert influence or make analyses easier to understand. Among these, we find two important ones: the time factor, and the network context. The former involves the evolution of connections between nodes over time. The network context can then be characterized by different types of information such as text messages (email, tweets, Facebook, posts, etc.) exchanged between nodes, categorical information on the nodes (age, gender, hobbies, status, etc.), interaction frequencies (e.g., number of emails sent or comments posted), and so on. Taking into consideration these factors can lead to the capture of increasingly complex and hidden information from the data. The aim of this thesis is to define new models for graphs which take into consideration the two factors mentioned above, in order to develop the analysis of network structure and allow extraction of the hidden information from the data. These models aim at clustering the vertices of a network depending on their connection profiles and network structures, which are either static or dynamically evolving. The starting point of this work is the stochastic block model, or SBM. This is a mixture model for graphs which was originally developed in social sciences. It assumes that the vertices of a network are spread over different classes, so that the probability of an edge between two vertices only depends on the classes they belong to
Rakotonasy, Solonjaka Hiarintsoa. "Modèle fractionnaire pour la sous-diffusion : version stochastique et edp." Phd thesis, Université d'Avignon, 2012. http://tel.archives-ouvertes.fr/tel-00839892.
Повний текст джерелаGozé, Eric. "Modèle stochastique de la pluviométrie au Sahel : application à l'agronomie." Montpellier 2, 1990. http://www.theses.fr/1990MON20250.
Повний текст джерелаLamiri, Mehdi. "Planification des blocs opératoires avec prise en compte des aléas." Phd thesis, Ecole Nationale Supérieure des Mines de Saint-Etienne, 2007. http://tel.archives-ouvertes.fr/tel-00681375.
Повний текст джерелаMoukoukou, Arsène. "Existence d'un portefeuille optimal et étude d'un modèle a volatilité stochastique." Rouen, 1999. http://www.theses.fr/1999ROUES010.
Повний текст джерелаIooss, Bertrand. "Tomographie statistique en sismique réflexion : estimation d'un modèle de vitesse stochastique." ENSMP, 1998. http://www.theses.fr/1998ENMP0827.
Повний текст джерелаMefti, Nacim. "Mise en oeuvre d'un modèle mécanique de l'adhésion cellulaire : approche stochastique." Thesis, Vandoeuvre-les-Nancy, INPL, 2006. http://www.theses.fr/2006INPL099N/document.
Повний текст джерелаCell adhesion is an important phenomenon in biology, especially in the immune defence and tissue growth.We focus in this work on the development of a mechanical model for the description of the cell adhesion in a multiscal context. The first one is microscopic scale, which describes the molecular rupture and adhesion kinetics.At the mesoscopic scale, we model the active deformation of the cell during the motility phenomenon. At the macroscopic scale, we model the time evolution of the adhesion of cell population, under the action of the fluid. Numerical simulations emphasize the rolling phenomenon and the active deformation of a cell
Hernandez, Freddy. "Fluctuations à l'équilibre d'un modèle stochastique non gradient qui conserve l'énergie." Paris 9, 2010. https://bu.dauphine.psl.eu/fileviewer/index.php?doc=2010PA090029.
Повний текст джерелаIn this thesis we study the equilibrium energy fluctuation field of a one-dimensional reversible non gradient model. We prove that the limit fluctuation process is governed by a generalized Ornstein-Uhlenbeck process. By adapting the non gradient method introduced by S. R. S Varadhan, we identify the correct diffusion term, which allows us to derive the Boltzmann-Gibbs principle. This is the key point to show that the energy fluctuation field converges in the sense of finite dimensional distributions to a generalized Ornstein-Uhlenbeck process. Moreover, using again the Boltzmann-Gibbs principle we also prove tightness for the energy fluctuation field in a specified Sobolev space, which together with the finite dimensional convergence implies the convergence in distribution to the generalized Ornstein-Uhlenbeck process mentioned above. The fact that the conserved quantity is not a linear functional of the coordinates of the system, introduces new difficulties of geometric nature in applying Varadhan's non gradient method
Zhang, Jian. "Advance Surgery Scheduling with Consideration of Downstream Capacity Constraints and Multiple Sources of Uncertainty." Thesis, Bourgogne Franche-Comté, 2019. http://www.theses.fr/2019UBFCA023.
Повний текст джерелаThis thesis deals with the advance scheduling of elective surgeries in an operating theatre that is composed of operating rooms and downstream recovery units. The arrivals of new patients in each week, the duration of each surgery, and the length-of-stay of each patient in the downstream recovery unit are subject to uncertainty. In each week, the surgery planner should determine the surgical blocks to open and assign some of the surgeries in the waiting list to the open surgical blocks. The objective is to minimize the patient-related costs incurred by performing and postponing surgeries as well as the hospital-related costs caused by the utilization of surgical resources. Considering that the pure mathematical programming models commonly used in literature do not optimize the long-term performance of the surgery schedules, we propose a novel two-phase optimization model that combines Markov decision process (MDP) and stochastic programming to overcome this drawback. The MDP model in the first phase determines the surgeries to be performed in each week and minimizes the expected total costs over an infinite horizon, then the stochastic programming model in the second phase optimizes the assignments of the selected surgeries to surgical blocks. In order to cope with the huge complexity of realistically sized problems, we develop a reinforcement-learning-based approximate dynamic programming algorithm and several column-generation-based heuristic algorithms as the solution approaches. We conduct numerical experiments to evaluate the model and algorithms proposed in this thesis. The experimental results indicate that the proposed algorithms are considerably more efficient than the traditional ones, and that the resulting schedules of the two-phase optimization model significantly outperform those of a conventional stochastic programming model in terms of the patients' waiting times and the total costs on the long run
Lepine, Paul. "Recalage stochastique robuste d'un modèle d'aube de turbine composite à matrice céramique." Thesis, Bourgogne Franche-Comté, 2017. http://www.theses.fr/2017UBFCD051/document.
Повний текст джерелаThis work is focused on the stochastic updating of ceramic matrix composite turbine blade model. They arepart of the uncertainty quantification framework for model validation. The aim is to enhance the existing toolused by the industrial decision makers. Indeed, consequent dispersion was measured during the experimentalcampaigns preventing the use of deterministic approaches. The first part of this thesis is dedicated to therelationship between mechanical science and uncertainty. Thus, Verification and Validation was introduced asthe processes by which credibility in numerical models is established. Then two stochastic updatingtechniques, able to handle statistic distribution, were compared through an academic example. Nevertheless,taking into account uncertainties doesn’t remove potential compensating effects between parameters.Therefore, criteria were developed in order to detect these disturbing phenomena. Info-gap theory wasemployed as a mean to model these lack of knowledge. Paired with the stochastic updating method, a robuststochasticapproach has been proposed. Results demonstrate a trade-off relationship between the model’sfidelity and robustness. The developed tools were applied on a ceramic matrix composite turbine blade finiteelement model
Kamla, Vivient Corneille. "Un modèle stochastique pour la propagation du VIH/SIDAUne approche individuelle-centrée." Pau, 2008. http://www.theses.fr/2008PAUU3017.
Повний текст джерелаThe purpose of this work is to develop an individual-based model of the population dynamics of HIV/AIDS in a heterosexual population that includes polygamous and clients-sex worker relationships. Each individual has a certain number of attributes concerning his/her sexual behaviour, infectivity, and fertility. The model attempts to be more realistic than existing models by incorporating a number of relevant demoepidemiologic parameters. The model incorporates various forms of heterogeneity and can easily be extended. The duration between partnerships and the duration of long-term partnerships have a small effect on the spread of the disease. The peak probability of transmission during the early high infectivity period and the monthly number of prostitute visits have a large effect on the spread. If each client visits one prostitute per month the disease cannot spread. If this number doubles to two, then 80% of prostitutes, 40% of clients, and 14% of the population at large become infected. With a maximum probability of transmission of 0. 018, the disease disappears, even with two visits per month. Our work highlights the importance of the probability of transmission and of the client-sex worker relationship
Hadida, Jonathan. "Modèle stochastique de compensation du mouvement cardiaque lors d'interventions percutanées des artères coronaires." Mémoire, École de technologie supérieure, 2012. http://espace.etsmtl.ca/955/1/HADIDA_Jonathan.pdf.
Повний текст джерелаRaguin, Adélaïde. "Trafic régulé par les jonctions : un modèle stochastique motivé par le transport cytosquelettique." Thesis, Montpellier 2, 2013. http://www.theses.fr/2013MON20190/document.
Повний текст джерелаCytoskeletal transport modeling contributes to the understanding of complex biological phenomena that are associated to vital cell functions.In addition, this approach addresses new questions in fundamental physics related to the transport of a gas of particles, interacting by excluded volume, and out of equilibrium transport.The study is based on the Totally Asymmetric Simple Exclusion Process (TASEP) model, treated in a mean field approach, and the results are compared to Monte Carlo simulations.Considering that the transport on the whole network can be regulated at junctions, we focus on simple patterns with one junction, and we investigate the regulation of transport due to the local kinetics and topology.We build up an analytical and numerical methodology of calculation motivated by experimentally observed structures.The analysis of kinetic and topological characteristics at the crossings of filaments, even in very distinct situations, can lead to the same generic models.Our work also provides insights into the effects of averaging on protofilaments at crossing microtubules, as it is inherent to current imaging experiments.The double approach, analytical and numerical, on generic models, opens many prospects.Notably, we have at our disposal the tools to investigate transport through a more realistic crossing of two typical microtubules with thirteen protofilaments each, and to deal with the particular kinetics of motor proteins on these filaments
Adioui, M'Barek. "Modélisation et Etude Mathématique et Informatique de comportements Collectifs : alignement dans un banc de poissons." Paris 7, 2004. http://www.theses.fr/2004PA077003.
Повний текст джерелаMoarefvand, Parviz. "Méthode des éléments distincts stochastique." Vandoeuvre-les-Nancy, INPL, 1998. http://www.theses.fr/1998INPL047N.
Повний текст джерелаMoumouni, Kairou. "Etude et conception d'un modèle mixte semiparamétrique stochastique pour l'analyse des données longitudinales environnementales." Phd thesis, Université Rennes 2, 2005. http://tel.archives-ouvertes.fr/tel-00012164.
Повний текст джерелаDans une deuxième partie, une extension de la méthode d'influence locale de Cook au modèle mixte modifié est proposée, elle fournit une analyse de sensibilité permettant de détecter les effets de certaines perturbations sur les composantes structurelles du modèle. Quelques propriétés asymptotiques de la matrice d'influence locale sont exhibées.
Enfin, le modèle proposé est appliqué à deux jeux de données réelles : une analyse des données de concentrations de nitrates issues de différentes stations de mesures d'un bassin versant, puis une analyse de la pollution bactériologiques d'eaux de baignades.
Cloutier, Jean. "Estimation bayesienne d'un modèle de volatilité stochastique et application au risque de taux d'intérêt." Thesis, Université Laval, 2011. http://www.theses.ulaval.ca/2011/28521/28521.pdf.
Повний текст джерелаMoumouni, Kairou. "Etude et conception d'un modèle mixte sémiparamétrique stochastique pour l'analyse des données longitudinales environnementales." Rennes 2, 2005. http://www.theses.fr/2005REN20052.
Повний текст джерелаThis thesis is dealing with the analysis of longitudinal data that can be encountered in environmental studies. The general approach is based on the stochastic linear mixed model, that we extend using semiparametric techniques, such as penalized cubic splines. First, estimation methods are developed for the semiparametric stochastic mixed model, and then a simulation study is performed to measure the performances of the parameter estimates. In a second part, we propose an extension of the Cook's local influence method, in order to produce a sensibility analysis of our model and detect the effect of the perturbation of the structural components of the model. Some asymptotic properties of the local influence matrix are exhibited. Finally, the proposed model is applied to two real datasets : first, the analysis of nitrate concentration measurements in different locations of a watershed ; second, the analysis of bacteriological pollution of coastal bathing waters
Famy, Carine. "Les termes d'échange entre blocs et fractures dans les simulateurs de réservoirs fracturés." Phd thesis, Toulouse, INPT, 2006. http://oatao.univ-toulouse.fr/7573/1/famy.pdf.
Повний текст джерелаMichelot, Christophe. "Développement d'un modèle stochastique lagrangien : application à la dispersion et à la chimie de l'atmosphère." Ecully, Ecole centrale de Lyon, 1996. http://bibli.ec-lyon.fr/exl-doc/TH_T1685_cmichelot.pdf.
Повний текст джерелаThe aim of this work is to build a stochastic Lagrangian model of particles tracking which takes into account chemical reactions between the different species encountered in the flow. The first chapter briefly deals with different kinematic existing models. The complexity of atmos¬pheric chemical reactions is then highlighted through the example of nitrogen oxides ones. Lagrangian approach is chosen to consider reacting flows, as it seems more appropriate than Eulerian approach to local phenomena such as diffusion and chemical reactions. The modeling of the convection in isotropic turbulence by stochastic Lagrangian models based on a Langevin equation is presented in the second chapter. In order to establish the link between Lagrangian and Eulerian formulations, the Fokker-Planck equation deduced from the one particle one time scale stochastic model is determined. This model is applied to the case of a temperature source line seeding a grid generated turbulence. The validation is performed by comparisons of the numerical results to experimental data. The third chapter begins with a summary of the different extensions of the one particle one time scale stochastic model to inhomogeneous turbulent flows. The model of Thomson (1987) will be retained as it appears to be the more rigorous relatively to the hypothesis. Many types of rejections in inhomogeneous turbulence are simulated, which will allow to check the influence of different parameters on numerical results. To end with this chapter, a model including buoyancy effects is presented and tested in the case of a ground level source in a neutral boundary layer. The last chapter is devoted to reacting flows. The one particle Lagrangian approach has needed the use of a mixing model within the tracked particles. Starting from a more general formulation than the diffusion model of Hsu h Chen (1991), the condition it has to satisfy for the concentration probability density function to relax towards a Gaussian shape in isotropic turbulence is established. The new one particle one time scale stochastic model including mixing process is successfully applied to different cases of reacting species mixing experiments in grid generated turbulence which are: a turbulent mixing layer between ozone and nitrogen monoxide; a line source of nitrogen monoxide in a main flow of ozone; a point source of nitrogen monoxide in a main flow of ozone
Verscheure, Marius. "Inversion conjointe des propriétés géométriques et hydrauliques d'un modèle stochastique de réservoirs faillés et fracturés." Phd thesis, Paris, ENMP, 2010. https://pastel.hal.science/pastel-00657721.
Повний текст джерелаFractured reservoirs are an important part of the oil reserves in the world (Middle East, Gulf of Mexico, etc. ). A key point in hydrocarbon recovery in fractured reservoir is to understand the geometry and hydraulic conductivity of the network formed by the fractures. This requires the construction of a reservoir model that integrates all available conceptual knowledge and quantitative data. Through the thesis of Sandra Jenni defended in January 2005, a methodology able to integrate both static and dynamic data has been proposed. The topic of the present thesis is the continuation of the previously described work. First, the geometry of the seismic fault network is characterized using fractal methods and subseismic faults are generated using a stochastic algorithm. The geometry of this discrete fracture network can be modified in order to modify the hydrodynamic behaviour of the reservoir model. An optimization algorithm is used to modify the susbseismic fault positions, leading to the history matching of the reservoir model. Fractal properties are preserved during the deformation process. These different steps are demonstrated on realistic synthetic cases
Verscheure, Marius. "Inversion conjointe des propriétés géométriques et hydrauliques d'un modèle stochastique de réservoirs faillés et fracturés." Phd thesis, École Nationale Supérieure des Mines de Paris, 2010. http://pastel.archives-ouvertes.fr/pastel-00657721.
Повний текст джерелаOuld, Aly Sidi Mohamed. "Modélisation de la courbe de variance et modèles à volatilité stochastique." Phd thesis, Université Paris-Est, 2011. http://tel.archives-ouvertes.fr/tel-00604530.
Повний текст джерелаBouayed, Mohamed Amine. "Modélisation stochastique par éléments finis en géomécanique." Vandoeuvre-les-Nancy, INPL, 1997. http://www.theses.fr/1997INPL087N.
Повний текст джерелаIllina, Irina. "Extension du modèle stochastique des mélanges de trajectoires pour la reconnaissance automatique de la parole continue." Nancy 1, 1997. http://www.theses.fr/1997NAN10205.
Повний текст джерелаGuedon, Yann. "Techniques de modélisation stochastique pour la reconnaissance de la parole." Compiègne, 1990. http://www.theses.fr/1990COMPD259.
Повний текст джерелаBonelli, Maxime. "Modélisation stochastique des marchés financiers et optimisation de portefeuille." Thesis, Université Côte d'Azur (ComUE), 2016. http://www.theses.fr/2016AZUR4050/document.
Повний текст джерелаThis PhD thesis presents three independent contributions. The first part is concentrated on the modeling of the conditional mean of stock market returns: the expected market return. The latter is often modeled as an AR(1) process. However, empirical studies have found that during bad times return predictability is higher. Given that the AR(1) model excludes by construction this property, we propose to use instead a CIR model. The implications of this specification are studied within a flexible Bayesian state-space model. The second part is dedicated to the modeling of stocks volatility and trading volume. The empirical relationship between these two quantities has been justified by the Mixture of Distribution Hypothesis (MDH). However, this framework notably fails to capture the obvious persistence in stock variance, unlike GARCH specifications. We propose a two-factor model of volatility combining both approaches, in order to disentangle short-run from long-run volatility variations. The model reveals several important regularities on the volume-volatility relationship. The third part of the thesis is concerned with the analysis of optimal investment strategies under the drawdown constraint. The finite horizon expectation maximization problem is studied for different types of utility functions. We compute the optimal investments strategies, by solving numerically the Hamilton–Jacobi–Bellman equation, that characterizes the dynamic programming principle related to the stochastic control problem. Based on a large panel of numerical experiments, we analyze the divergences of optimal allocation programs
Zaccardi, Cédric. "Couplage stochastique-déterministe dans le cadre Arlequin et estimations d'erreurs en quantités d'intérêt." Phd thesis, Ecole Centrale Paris, 2013. http://tel.archives-ouvertes.fr/tel-00865192.
Повний текст джерелаMakke, Ali. "Propriétés mécaniques des homo-polymères et des copolymers à blocs : approche par dynamique moléculaire." Phd thesis, Université Claude Bernard - Lyon I, 2011. http://tel.archives-ouvertes.fr/tel-00839525.
Повний текст джерелаLoulidi, Sanae. "Modélisation stochastique en finance, application à la construction d’un modèle à changement de régime avec des sauts." Thesis, Bordeaux 1, 2008. http://www.theses.fr/2008BOR13675/document.
Повний текст джерелаAbstract
Allaya, Mouhamad M. "Méthodes de Monte-Carlo EM et approximations particulaires : application à la calibration d'un modèle de volatilité stochastique." Thesis, Paris 1, 2013. http://www.theses.fr/2013PA010072/document.
Повний текст джерелаThis thesis pursues a double perspective in the joint use of sequential Monte Carlo methods (SMC) and the Expectation-Maximization algorithm (EM) under hidden Markov models having a Markov dependence structure of order grater than one in the unobserved component signal. Firstly, we begin with a brief description of the theoretical basis of both statistical concepts through Chapters 1 and 2 that are devoted. In a second hand, we focus on the simultaneous implementation of both concepts in Chapter 3 in the usual setting where the dependence structure is of order 1. The contribution of SMC methods in this work lies in their ability to effectively approximate any bounded conditional functional in particular, those of filtering and smoothing quantities in a non-linear and non-Gaussian settings. The EM algorithm is itself motivated by the presence of both observable and unobservable ( or partially observed) variables in Hidden Markov Models and particularly the stochastic volatility models in study. Having presented the EM algorithm as well as the SMC methods and some of their properties in Chapters 1 and 2 respectively, we illustrate these two statistical tools through the calibration of a stochastic volatility model. This application is clone for exchange rates and for some stock indexes in Chapter 3. We conclude this chapter on a slight departure from canonical stochastic volatility model as well Monte Carlo simulations on the resulting model. Finally, we strive in Chapters 4 and 5 to provide the theoretical and practical foundation of sequential Monte Carlo methods extension including particle filtering and smoothing when the Markov structure is more pronounced. As an illustration, we give the example of a degenerate stochastic volatility model whose approximation has such a dependence property
Henon, Sandrine. "Évaluation et couverture de produits dérivés dans les marchés imparfaits : un modèle de taux avec volatilité stochastique." Marne-la-Vallée, 2005. http://www.theses.fr/2005MARN0242.
Повний текст джерелаGeraets, David. "Modélisation stochastique de champs de vitesse géophysique en exploration pétrolière." Phd thesis, École Nationale Supérieure des Mines de Paris, 2002. http://pastel.archives-ouvertes.fr/pastel-00001236.
Повний текст джерелаMercat, Christian. "Holomorphie discrète et modèle d'Ising." Phd thesis, Université Louis Pasteur - Strasbourg I, 1998. http://tel.archives-ouvertes.fr/tel-00001851.
Повний текст джерелаBaili, Hana. "Caractérisation statistique de mesures dynamiques continues à partir d'un modèle de connaissance." Paris 11, 2002. http://www.theses.fr/2002PA112077.
Повний текст джерелаIn this thesis, we deal with statistical characterization of dynamical continuous measurements within a knowledge-based model. A measurement is any quantity to be observed within a system; we talk about indirect measurement when this quantity cannot be directly given by some sensors. The term dynamic refers to the evolution of the measurement in time. The model is said knowledge-based because it comes from the mathematical traduction of the system physics, as opposed to black-box models. The quantities that when fixed, cause the others to be determined uniquely, are called model's data, such as initial conditions, observations, controls, etc. Often, some of them are unknown because they are random or deterministic but the model comes from an incomplete description of the system. A prior information about some uncertainty can be acquired; it will consist of its average and dispersion, if it is random, or of some set that specifies its values, if it is deterministic. Given the model described below, what's about the measurement? We propose here a probabilistic approach to characterize the measurement; in fact the modelling step, involved at the beginning, consists in transforming the model into a stochastic differential equation (sde) determining a process such that estimating the probability density function (pdf) of this process achieves the ultimate measurement; this is the "statistical characterization". Chapter 3 describes the modelization task in general, using McShane's stochastic calculus as theoretical basis. Chapters 4, 5, and 6 present our methods for estimating the pdf of the (extended) measurement
Loi, Cédric. "Analyse probabiliste, étude combinatoire et estimation paramétrique pour une classe de modèles de croissance de plantes avec organogenèse stochastique." Phd thesis, Ecole Centrale Paris, 2011. http://tel.archives-ouvertes.fr/tel-00658380.
Повний текст джерелаBourrier, Franck. "Modélisation de l'impact d'un bloc rocheux sur un terrain naturel : application à la trajectographie des chutes de blocs." Phd thesis, Grenoble INPG, 2008. http://www.theses.fr/2008INPG0106.
Повний текст джерелаThis thesis is dedicated to the study of falling rocks bouncing on natural soils in order to improve the models used for rockfall hazard assessment. The impact of a rock on a scree slope is modelled using the Discrete Element Method. The comparison between numerical results and half-scale experimental results of impacts on a coarse soil shows that the numerical model allows accurately predicting the bouncing of the rock for a reduced number of model parameters to be calibrated. The numerical results also emphasize that the interaction between the impacting particle and the granular soil is composed of three stages : the partial energy exchange from the impacting particle to the soil, the propagation of a shockwave from the impact point and the wave reflection on the substratum. The study of energy exchanges during these three stages allows defining the impacting particle bouncing occurrence diagram as well as three impact regimes. The statistical analysis of numerical results using Bayesian inference leads to the definition of a stochastic impact model. This model is relevant for rock velocity after impact depending on both rock velocity before impact and soil particles layout near the impact point. Finally, the stochastic impact model is integrated into trajectory analysis models which allows defining a global probabilistic approach of rockfall hazard assessment including protective structures design
Agostini, Dominique. "La floraison du kiwi (Actinidia deliciosa cv. Hayward) : analyse de la variabilité et simulation par un modèle stochastique." Lyon 1, 1995. http://www.theses.fr/1995LYO10160.
Повний текст джерелаBourrier, Franck. "Modélisation de l'impact d'un bloc rocheux sur un terrain naturel : application à la trajectographie des chutes de blocs." Phd thesis, Grenoble INPG, 2008. http://tel.archives-ouvertes.fr/tel-00363526.
Повний текст джерелаCorneli, Marco. "Dynamic stochastic block models, clustering and segmentation in dynamic graphs." Thesis, Paris 1, 2017. http://www.theses.fr/2017PA01E012/document.
Повний текст джерелаThis thesis focuses on the statistical analysis of dynamic graphs, both defined in discrete or continuous time. We introduce a new extension of the stochastic block model (SBM) for dynamic graphs. The proposed approach, called dSBM, adopts non homogeneous Poisson processes to model the interaction times between pairs of nodes in dynamic graphs, either in discrete or continuous time. The intensity functions of the processes only depend on the node clusters, in a block modelling perspective. Moreover, all the intensity functions share some regularity properties on hidden time intervals that need to be estimated. A recent estimation algorithm for SBM, based on the greedy maximization of an exact criterion (exact ICL) is adopted for inference and model selection in dSBM. Moreover, an exact algorithm for change point detection in time series, the "pruned exact linear time" (PELT) method is extended to deal with dynamic graph data modelled via dSBM. The approach we propose can be used for change point analysis in graph data. Finally, a further extension of dSBM is developed to analyse dynamic net- works with textual edges (like social networks, for instance). In this context, the graph edges are associated with documents exchanged between the corresponding vertices. The textual content of the documents can provide additional information about the dynamic graph topological structure. The new model we propose is called "dynamic stochastic topic block model" (dSTBM).Graphs are mathematical structures very suitable to model interactions between objects or actors of interest. Several real networks such as communication networks, financial transaction networks, mobile telephone networks and social networks (Facebook, Linkedin, etc.) can be modelled via graphs. When observing a network, the time variable comes into play in two different ways: we can study the time dates at which the interactions occur and/or the interaction time spans. This thesis only focuses on the first time dimension and each interaction is assumed to be instantaneous, for simplicity. Hence, the network evolution is given by the interaction time dates only. In this framework, graphs can be used in two different ways to model networks. Discrete time […] Continuous time […]. In this thesis both these perspectives are adopted, alternatively. We consider new unsupervised methods to cluster the vertices of a graph into groups of homogeneous connection profiles. In this manuscript, the node groups are assumed to be time invariant to avoid possible identifiability issues. Moreover, the approaches that we propose aim to detect structural changes in the way the node clusters interact with each other. The building block of this thesis is the stochastic block model (SBM), a probabilistic approach initially used in social sciences. The standard SBM assumes that the nodes of a graph belong to hidden (disjoint) clusters and that the probability of observing an edge between two nodes only depends on their clusters. Since no further assumption is made on the connection probabilities, SBM is a very flexible model able to detect different network topologies (hubs, stars, communities, etc.)
Kaddes, Mourad. "Etudes des transactions plates et étendues dans les SGBD temps réels." Thesis, Le Havre, 2013. http://www.theses.fr/2013LEHA0009/document.
Повний текст джерелаThis thesis presents a study of flat and extended model of transactions in real-time DBMS (RTDBMSs). This study is carried in two steps : (i) the first step aims to help designers to describe and compare models of real-time transactions, (ii) the second step allows to complete this study by presenting a stochastic study of RTDBMSs performance using two models of real-time transactions : flat transactions and nested transactions models. In the first step, we introduced the meta-model « MRT-ACTA » that takes into account the transactions and data temporal characteristics and their realtime interactions. « M-RT-ACTA » allows designers defining and comparing new models of real-time transactions. The formal description of « M-RT-ACTA » validates our proposals. In order to complete this work, we have observed that transactions scheduling is an important area in RTDBMSs, so we proposed in the second step a stochastic study of RTDBMS performance. Thus, we have proposed to improve the success ratio of flat transactions with GEDF protocol (generalization of GEDF) and we have adapted this study to nested transactions