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We introduce estimation and test procedures through divergence optimization for discrete or continuous parametric models. This approach is based on a new dual representation for divergences. We treat point estimation and tests for simple…
In order to verify programs or hybrid systems, one often needs to prove that certain formulas are unsatisfiable. In this paper, we consider conjunctions of polynomial inequalities over the reals. Classical algorithms for deciding these not…
Parareal algorithms are studied for semilinear parabolic stochastic partial differential equations. These algorithms proceed as two-level integrators, with fine and coarse schemes, and have been designed to achieve a `parallel in real time'…
This paper investigates the idea of designing data-driven partial estimators for nonlinear systems showing parametric uncertainties using sparse multivariate polynomial relationships. A general framework is first presented and then…
We introduce estimation and test procedures through divergence minimization for models satisfying linear constraints with unknown parameter. Several statistical examples and motivations are given. These procedures extend the empirical…
Specially customised Entropies are widely applied in measuring the degree of uncertainties existing in the frame of discernment. However, all of these entropies regard the frame as a whole that has already been determined which dose not…
We propose a new algorithm for minimal unsatisfiable core extraction, based on a deeper exploration of resolution-refutation properties. We provide experimental results on formal verification benchmarks confirming that our algorithm finds…
The combination of a number of correlated estimates of a given observable is frequently performed using the Best Linear Unbiased Estimate (BLUE) method. Most features of such a combination can already be seen by analysing the special case…
We investigate some recursive procedures based on an exact or ``approximate'' Euler scheme with decreasing step in vue to computation of invariant measures of solutions to S.D.E. driven by a L\'evy process. Our results are valid for a large…
In this technical report we study the convergence of Parareal for 2D incompressible flow around a cylinder for different viscosities. Two methods are used as fine integrator: backward Euler and a fractional step method. It is found that…
A method of representation of a solution as segments of the series in powers of the step of the independent variable is expanded for solving complex systems of ordinary differential equations (ODE): the Lorenz system and other systems. A…
Number-resolving photo-detection is necessary for many quantum optics experiments, especially in the application of entangled state preparation. Several schemes have been proposed for approximating number-resolving photo-detection using…
In this paper we study the validity and efficiency of a conformal version of the CUSUM procedure for change detection both experimentally and theoretically.
Missing data are often dealt with multiple imputation. A crucial part of the multiple imputation process is selecting sensible models to generate plausible values for incomplete data. A method based on posterior predictive checking is…
We introduce two new inconsistency measures for the incomplete pairwise comparisons matrices and show several examples of their calculation. We also carry out a comparative analysis of the new inconsistency indices with the existing ones…
Some iterative techniques are defined to solve reversible inverse problems and a common formulation is explained. Numerical improvements are suggested and tests validate the methods.
In a Bayesian setting, inverse problems and uncertainty quantification (UQ) - the propagation of uncertainty through a computational (forward) model - are strongly connected. In the form of conditional expectation the Bayesian update…
This guide offers suggestions/insights on uncertainty quantification of nuclear structure models. We discuss a simple approach to statistical error estimates, strategies to assess systematic errors, and show how to uncover…
This paper deals with the application of probabilistic time integration methods to semi-explicit partial differential-algebraic equations of parabolic type and its semi-discrete counterparts, namely semi-explicit differential-algebraic…
We consider the problem of testing a null hypothesis defined by equality and inequality constraints on a statistical parameter. Testing such hypotheses can be challenging because the number of relevant constraints may be on the same order…