相关论文: Robust estimation of the exponent function in the …

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…

This paper is devoted to two different two-time-scale stochastic approximation algorithms for superquantile estimation. We shall investigate the asymptotic behavior of a Robbins-Monro estimator and its convexified version. Our main…

This study proposes a robust estimator for stochastic frontier models by integrating the idea of Basu et al. [1998, Biometrika 85, 549-559] into such models. We verify that the suggested estimator is strongly consistent and asymptotic…

In 1996, Edward Lorenz introduced a system of ordinary differential equations that describes a single scalar quantity as it evolves on a circular array of sites, undergoing forcing, dissipation, and rotation invariant advection. Lorenz…

We derive normal approximation results for a class of stabilizing functionals of binomial or Poisson point process, that are not necessarily expressible as sums of certain score functions. Our approach is based on a flexible notion of the…

This paper presents a fast algorithm to solve a spectral estimation problem for two-dimensional random fields. The latter is formulated as a convex optimization problem with the Itakura-Saito pseudodistance as the objective function subject…

The multiplicative Newton-like method developed by the author et al. is extended to the situation where the dynamics is restricted to the orthogonal group. A general framework is constructed without specifying the cost function. Though the…

The problem of estimating the exponent of a stable law received a considerable attention in the recent literature. Here, we deal with an estimate of such a exponent introduced by De Haan and Resnick when the corresponding distribution…

The scheme of divided differences is widely used in many approximation and interpolation problems. Computing the Newton coefficients of the interpolating polynomial is the first step of the Bj\"{o}rck and Pereyra algorithm for solving…

We apply the recent approach of C. Kreuzer and A. Veeser to derive a robust a posteriori error estimator for the reaction-diffusion equation. The estimator together with the corresponding oscillation yields global upper and local lower…

Generated Jacobian Equations have been introduced by Trudinger [Disc. cont. dyn. sys (2014), pp. 1663-1681] as a generalization of Monge-Amp{\`e}re equations arising in optimal transport. In this paper, we introduce and study a damped…

A version of the Dynamical Systems Gradient Method for solving ill-posed nonlinear monotone operator equations is studied in this paper. A discrepancy principle is proposed and justified. A numerical experiment was carried out with the new…

{The numerical approximation of the solution of the Fokker--Planck equation is a challenging problem that has been extensively investigated starting from the pioneering paper of Chang and Cooper in 1970. We revisit this problem at the light…

We formalize notions of robustness for composite estimators via the notion of a breakdown point. A composite estimator successively applies two (or more) estimators: on data decomposed into disjoint parts, it applies the first estimator on…

We prove sharp, computable error estimates for the propagation of errors in the numerical solution of ordinary differential equations. The new estimates extend previous estimates of the influence of data errors and discretisation errors…

Due to the complexity of order statistics, the finite sample behaviour of robust statistics is generally not analytically solvable. While the Monte Carlo method can provide approximate solutions, its convergence rate is typically very slow,…

Among the family of fourth-order time integration schemes, the two-stage Gauss--Legendre method, which is an implicit Runge--Kutta method based on collocation, is the only superconvergent. The computational cost of this implicit scheme for…

In this paper we study the convergence of a second order finite volume approximation of the scalar conservation law. This scheme is based on the generalized Riemann problem (GRP) solver. We firstly investigate the stability of the GRP…

A new variant of Newton's method for empirical risk minimization is studied, where at each iteration of the optimization algorithm, the gradient and Hessian of the objective function are replaced by robust estimators taken from existing…

We propose a novel a posteriori error estimator for conforming finite element discretizations of two- and three-dimensional Helmholtz problems. The estimator is based on an equilibrated flux that is computed by solving patchwise mixed…