Related papers: On parameter estimation for critical affine proces…
We study asymptotics of fiber integrals depending on a large parameter. When the critical fiber is singular, full-asymptotic expansions are established in two different cases : local extremum and isolated real principal type singularities.…
This paper studies the problem of parameter estimation in resonant, acoustic fluid-structure interaction problems over a wide frequency range. Problems with multiple resonances are known to be subjected to local minima, which represents a…
Computational sampling has been central to the sciences since the mid-20th century. While machine-learning-based approaches have recently enabled major advances, their behavior remains poorly understood, with limited theoretical control…
In this paper the asymptotic behavior of a critical multi-type branching process with immigration is described when the offspring mean matrix is irreducible, in other words, when the process is indecomposable. It is proved that sequences of…
Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter in the diffusion coefficient. We find…
We model two time and space scales discrete observations by using a unique continuous diffusion process with time dependent coefficient. We define new parameters for the large scale model as functions of the small scale distribution…
In this article, we describe a simple class of models of absorbed diffusion processes with parameter, whose conditional law exhibits a transcritical bifurcation. Our proofs are based on the description of the set of quasi-stationary…
A semilinear reaction-diffusion two-point boundary value problem, whose second-order derivative is multiplied by a small positive parameter $\eps^2$, is considered. It can have multiple solutions. An asymptotic expansion is constructed for…
In this paper, we consider the estimation of the unknown parameters of the multiple chirp signal model in presence of additive error. The chirp signals are quite common in many areas of science and engineering, specially sonar, radar, audio…
Weak measurements offer the possibility of tuning the information acquired on a system, hence the imposed disturbance. This suggests that it could be a useful tool for multi-parameter estimation, when two parameters can not be measured…
For affine linear parameter-varying (LPV) systems, this paper develops two parameter reduction methods for reducing the dimension of the parameter space. The first method achieves the complexity reduction by transforming the affine LPV…
Under a fourth order moment condition on the branching and a second order moment condition on the immigration mechanisms, we show that an appropriately scaled projection of a supercritical and irreducible continuous state and continuous…
Many recent problems in signal processing and machine learning such as compressed sensing, image restoration, matrix/tensor recovery, and non-negative matrix factorization can be cast as constrained optimization. Projected gradient descent…
We study the asymptotic behavior of branching diffusion processes in periodic media. For a super-critical branching process, we distinguish two types of behavior for the normalized number of particles in a bounded domain, depending on the…
We consider partially observed multiscale diffusion models that are specified up to an unknown vector parameter. We establish for a very general class of test functions that the filter of the original model converges to a filter of reduced…
We discuss parametric estimation of a degenerate diffusion system from time-discrete observations. The first component of the degenerate diffusion system has a parameter $\theta_1$ in a non-degenerate diffusion coefficient and a parameter…
We describe the asymptotic behavior of the conditional least squares estimator of the offspring mean for subcritical strongly stationary Galton--Watson processes with regularly varying immigration with tail index $\alpha \in (1,2)$. The…
We propose a new statistical observation scheme of diffusion processes named convolutional observation, where it is possible to deal with smoother observation than ordinary diffusion processes by considering convolution of diffusion…
We study the asymptotic behaviour of the survival probability of a multitype branching process in random environment. The class of processes we consider here corresponds, in the one-dimensional situation, to the strongly subcritical case.…
In this paper we develop a detailed analysis of critical prewetting in the context of the two-dimensional Ising model. Namely, we consider a two-dimensional nearest-neighbor Ising model in a $2N\times N$ rectangular box with a boundary…