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Poignard Benjamin Fermanian Jean-David 《Annals of the Institute of Statistical Mathematics》2022,74(1):1-31
Annals of the Institute of Statistical Mathematics - We provide finite sample properties of general regularized statistical criteria in the presence of pseudo-observations. Under the restricted... 相似文献
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We present a compact upwind second order scheme for computing the viscosity solution of the Eikonal equation. This new scheme is based on: 1. the numerical observation that classical first order monotone upwind schemes for the Eikonal equation yield numerical upwind gradient which is also first order accurate up to singularities; 2. a remark that partial information on the second derivatives of the solution is known and given in the structure of the Eikonal equation and can be used to reduce the size of the stencil. We implement the second order scheme as a correction to the well known sweeping method but it should be applicable to any first order monotone upwind scheme. Care is needed to choose the appropriate stencils to avoid instabilities. 相似文献
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Jean-David Hoernel 《Applicable analysis》2013,92(6):617-630
In this article we prove the existence and uniqueness of the solution of a non-stationary problem that modelizes the behavior of the concentrations and the temperature of gases going through a cylindrical passage of an automotive catalytic converter. This problem couples parabolic partial differential equations (PDEs) in a domain with one parabolic partial differential equation and some ordinary differential equations (ODEs) on a part of its boundary. 相似文献
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Benamou Jean-David Gallouët Thomas O. Vialard François-Xavier 《Foundations of Computational Mathematics》2019,19(5):1113-1143
Foundations of Computational Mathematics - On the space of probability densities, we extend the Wasserstein geodesics to the case of higher-order interpolation such as cubic spline interpolation.... 相似文献
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Jean-David Benamou Francis Collino Simon Marmorat 《Journal of computational physics》2012,231(14):4643-4661
Given local frequency domain wave data, the Numerical Micro-Local Analysis (NMLA) method (Benamou et al., 2004) [5] and its recent improved version (Benamou et al., 2011) [4] gives a pointwise numerical approximation of the number of rays, their slowness vectors and corresponding wavefront curvatures. With time domain wave data and assuming the source wavelet is given, the method also estimates the travel-time. The paper provides a non technical presentation of the improved NMLA algorithm and presents a numerical application which can be interpreted as a high frequency asymptotic version of the classical time reversal method (Borcea et al., 2003) [7]. A detailed technical presentation of the algorithm is available in Benamou et al. (2011) [4] and more numerical experiments can be found in Collino and Marmorat (2011) [15]. 相似文献
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Jean-David Fermanian 《Journal of multivariate analysis》2003,85(1):156-191
In competing risks model, several failure times arise potentially. The smallest failure time and its index only are observed. Without specific assumptions, the joint or even the marginal distribution functions of the underlying failure times are not identifiable (A. Tsiatis, Proc. Natl. Acad. Sci. USA 72 (1975) 20). Nonetheless, if each individual is characterized by a “sufficiently informative” set of covariates, these distributions are identifiable under some conditions of regularity (J.J. Heckman and B. Honoré, Biometrika 76 (1989) 325). In this paper, nonparametric kernel estimators of the joint distribution function of failure times conditional on the covariates are proposed. Their weak and strong consistency are discussed. 相似文献
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Paul Doukhan Jean-David Fermanian Gabriel Lang 《Statistical Inference for Stochastic Processes》2009,12(1):65-87
We state a multidimensional Functional Central Limit Theorem for weakly dependent random vectors. We apply this result to
copulas. We get the weak convergence of the empirical copula process and of its smoothed version. The finite dimensional convergence
of smoothed copula densities is also proved. A new definition and the theoretical analysis of conditional copulas and their
empirical counterparts are provided.
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Jean-David Fermanian 《Journal of multivariate analysis》1997,62(2):273-309
The data consists of multivariate failure times under right random censorship. By the kernel smoothing technique, convolutions of cumulative multivariate hazard functions suggest estimators of the so-called multivariate hazard functions. We establish strong i.i.d. representations and uniform bounds of the remainder terms on some compact sets of the underlying space. Thus asymptotic normality and uniform consistency on such sets are obtained. The asymptotic mean squared error gives an optimal bandwidth by the plug-in method. Simulations assess the performance of our estimators. 相似文献