相关论文: MAVKA: Software for Statistically Optimal Determin…

A precise characterization of the extremal points of sublevel sets of nonsmooth penalties provides both detailed information about minimizers, and optimality conditions in general classes of minimization problems involving them. Moreover,…

We apply Monte Carlo Markov Chain methods to the stellar parameter estimation problem. This technique is useful when dealing with non-linear models and allows to derive realistic error bars on the inferred parameters. We give the first…

Motivated by the increasing availability of data of functional nature, we develop a general probabilistic and statistical framework for extremes of regularly varying random elements $X$ in $L^2[0,1]$. We place ourselves in a…

A geometric representation for multivariate extremes, based on the shapes of scaled sample clouds in light-tailed margins and their so-called limit sets, has recently been shown to connect several existing extremal dependence concepts.…

Derrida's model can be used for construction and transmission of error correcting codes, in an optimal way. we use the extreme statistics method to derive the optimal signal to noise ratio.

The extremal index $\theta$, a number in the interval $[0,1]$, is known to be a measure of primal importance for analyzing the extremes of a stationary time series. New rank-based estimators for $\theta$ are proposed which rely on the…

In this paper, we propose a nonparametric approach that can be used in envelope extraction, peak-burst detection and clustering in time series. Our problem formalization results in a naturally defined splitting/forking of the time series.…

An empirical method of modeling the stellar spectrum of galaxies is proposed, based on two successive applications of Principal Component Analysis (PCA). PCA is first applied to the newly available stellar library STELIB, supplemented by…

Regularly varying space-time processes have proved useful to study extremal dependence in space-time data. We propose a semiparametric estimation procedure based on a closed form expression of the extremogram to estimate parametric models…

Estimating the parameters of max-stable parametric models poses significant challenges, particularly when some parameters lie on the boundary of the parameter space. This situation arises when a subset of variables exhibits extreme values…

We try here to find new constraints on thick disk population using samples at intermediate latitude and North Galactic Pole, which include photometry and proper motions. The algorithm SEM (Stochastic-Estimation-Maximization; Celeux \&…

The Multi-site All-Sky CAmeRA (MASCARA) aims to find the brightest transiting planet systems by monitoring the full sky at magnitudes $4<V<8.4$, taking data every 6.4 seconds. The northern station has been operational on La Palma since…

The extremal dependence structure of a regularly varying $d$-dimensional random vector can be described by its angular measure. The standard nonparametric estimator of this measure is the empirical measure of the observed angles of the $k$…

The focus of this article is the approximation of functions which are analytic on a compact interval except at the endpoints. Typical numerical methods for approximating such functions depend upon the use of particular conformal maps from…

We present the first general purpose framework for marginal maximum a posteriori estimation of probabilistic program variables. By using a series of code transformations, the evidence of any probabilistic program, and therefore of any…

We are concerned with three types of uncertainties: probabilistic, possibilitistic and interval. By using possibility and necessity measures as an Interval Valued Probability Measure (IVPM), we present IVPM's interval expected values whose…

Risk management is particularly concerned with extreme events, but analysing these events is often hindered by the scarcity of data, especially in a multivariate context. This data scarcity complicates risk management efforts. Various tools…

Principal Component Analysis (PCA) is being extensively used in Astronomy but not yet exhaustively exploited for variability search. The aim of this work is to investigate the effectiveness of using the PCA as a method to search for…

The classical multivariate extreme-value theory concerns the modeling of extremes in a multivariate random sample, suggesting the use of max-stable distributions. In this work, the classical theory is extended to the case where aggregated…

This paper proposes a novel distributed optimization framework that addresses time-varying optimization problems without requiring explicit derivative information of the objective functions. Traditional distributed methods often rely on…