Search Results - "Brouste, Alexandre"

LOCAL ASYMPTOTIC NORMALITY PROPERTY FOR FRACTIONAL GAUSSIAN NOISE UNDER HIGH-FREQUENCY OBSERVATIONS by Brouste, Alexandre, Fukasawa, Masaaki

“…Local Asymptotic Normality (LAN) property for fractional Gaussian noise under high-frequency observations is proved with nondiagonal rate matrices depending on…”
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One-step closed-form estimator for generalized linear model with categorical explanatory variables by Brouste, Alexandre, Dutang, Christophe, Hovsepyan, Lilit, Rohmer, Tom

“…The parameters of generalized linear models are generally estimated by the maximum likelihood estimator (MLE), computed using a Newton–Raphson type algorithm…”
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Fast and asymptotically efficient estimation in the Hawkes processes by Brouste, Alexandre, Farinetto, Christian

“…Fast and asymptotically efficient methods for the estimation of the parameters in self-excited counting Hawkes processes are considered. They are based on the…”
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Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling by Brouste, Alexandre, Dutang, Christophe, Rohmer, Tom

“…Generalized linear models with categorical explanatory variables are considered and parameters of the model are estimated by an exact maximum likelihood…”
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Acoustic emission monitoring of damage modes in reinforced concrete beams by using narrow partial power bands by Mandal, Deba Datta, Bentahar, Mourad, El Mahi, Abderrahim, Brouste, Alexandre, El Guerjouma, Rachid, Montresor, Silvio, Cartiaux, François-Baptiste, Semiao, Jorge

“…This work presents an acoustic emission (AE) based method, named a series of narrow partial power bands (SN2PB), to monitor the damage mechanisms within…”
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Acoustic Emission Monitoring of Progressive Damage of Reinforced Concrete T-Beams under Four-Point Bending by Mandal, Deba Datta, Bentahar, Mourad, El Mahi, Abderrahim, Brouste, Alexandre, El Guerjouma, Rachid, Montresor, Silvio, Cartiaux, François-Baptiste

“…Acoustic Emission (AE) is revealed to be highly adapted to monitor materials and structures in materials research and for site monitoring. AE-features can be…”
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Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package by Brouste, Alexandre, Iacus, Stefano M.

“…This paper proposes consistent and asymptotically Gaussian estimators for the parameters and of the discretely observed fractional Ornstein–Uhlenbeck process…”
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Characterization of Fault Roughness at Various Scales: Implications of Three-Dimensional High Resolution Topography Measurements by Candela, Thibault, Renard, François, Bouchon, Michel, Brouste, Alexandre, Marsan, David, Schmittbuhl, Jean, Voisin, Christophe

“…Accurate description of the topography of active fault surfaces represents an important geophysical issue because this topography is strongly related to the…”
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Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise by Brouste, Alexandre, Cai, Chunhao, Soltane, Marius, Wang, Longmin

“…The likelihood ratio test for a change in the mean-reverting parameter of a first order autoregressive model with stationary Gaussian noise is considered. The…”
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The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations by Brouste, Alexandre, Fukasawa, Masaaki, Hino, Hideitsu, Iacus, Stefano M., Kamatani, Kengo, Koike, Yuta, Masuda, Hiroki, Nomura, Ryosuke, Ogihara, Teppei, Shimuzu, Yasutaka, Uchida, Masayuki, Yoshida, Nakahiro

“…The YUIMA Project is an open source and collaborative effort aimed at developing the R package yuima for simulation and inference of stochastic differential…”
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Asymptotic properties of MLE for partially observed fractional diffusion system by Brouste, Alexandre, Kleptsyna, Marina

“…The paper studies long time asymptotic properties of the Maximum Likelihood Estimator (MLE) for the signal drift parameter in a partially observed fractional…”
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Testing the accuracy of WIM systems: Application to a B-WIM case by Brouste, Alexandre

“…The assessment of the accuracy of a weigh-in-motion (WIM) system is described in this paper. It is based on a statistical composite hypothesis test for which…”
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On Fractional Gaussian Random Fields Simulations by Brouste, Alexandre, Istas, Jacques, Lambert-Lacroix, Sophie

“…To simulate Gaussian fields poses serious numerical problems: storage and computing time. The midpoint displacement method is often used for simulating the…”
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On Simulation of Manifold Indexed Fractional Gaussian Fields by Brouste, Alexandre, Istas, Jacques, Lambert-Lacroix, Sophie

“…To simulate fractional Brownian motion indexed by a manifold poses serious numerical problems: storage, computing time and choice of an appropriate grid. We…”
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Efficient estimation of stable Lévy process with symmetric jumps by Brouste, Alexandre, Masuda, Hiroki

“…Efficient estimation of a non-Gaussian stable Lévy process with drift and symmetric jumps observed at high frequency is considered. For this statistical…”
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A closed-form alternative estimator for GLM with categorical explanatory variables by Brouste, Alexandre, Dutang, Christophe, Rohmer, Tom

“…The parameters of generalized linear models (GLMs) are usually estimated by the maximum likelihood estimator (MLE) which is known to be asymptotically…”
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Confidence intervals for risk indicators in semi-Markov models: an application to wind energy production by Votsi, Irene, Brouste, Alexandre

“…Mean times to failure are fundamental indicators in reliability and related fields. Here we focus on the conditional mean time to failure defined in a…”
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Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise by Ben Hariz, Samir, Brouste, Alexandre, Cai, Chunhao, Soltane, Marius

“…This paper considers the joint estimation of the parameters of a first-order fractional autoregressive model. A one-step procedure is considered in order to…”
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Some improvements of wind speed Markov chain modeling by Tang, Jie, Brouste, Alexandre, Tsui, Kwok Leung

“…In this study, the traditional Markov chain method for wind speed modeling is analyzed and two improvements are introduced. New states categorization step and…”
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Speeding up the Training of Neural Networks with the One-Step Procedure by Meskini, Wajd, Brouste, Alexandre, Dugué, Nicolas

“…In the last decade, research and corporate have shown a dramatically growing interest in the field of machine learning, mostly due to the performances of deep…”
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