296 citations
- Centre National de la Recherche ScientifiqueFR32 papers
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6 papers · 1 filter
The Poisson-Voronoi cell around an isolated nucleus
Pierre Calka, Yann Demichel, Nathanaël Enriquez
Consider a planar random point process made of the union of a point (the origin) and of a Poisson point process with a uniform intensity outside a deterministic set surrounding the…
A class of Weiss-Weinstein bounds and its relationship with the Bobrovsky-Mayer-Wolf-Zakai bounds
Eric Chaumette, Alexandre Renaux, Mohammed Nabil El Korso
A fairly general class of Bayesian "large-error" lower bounds of the Weiss-Weinstein family, essentially free from regularity conditions on the probability density functions suppor…
Sharp exponential inequalities in survey sampling: conditional Poisson sampling schemes
Patrice Bertail, Stephan Clémençon
This paper is devoted to establishing exponential bounds for the probabilities of deviation of a sample sum from its expectation, when the variables involved in the summation are o…
On a Constrained Fractional Stochastic Volatility Model
Nicolas Marie
This paper deals with an extension of the so-called Black-Scholes model in which the volatility is modeled by a linear combination of the components of the solution of a differenti…
On the estimation of the mean of a random vector
Emilien Joly, Gábor Lugosi, Roberto I. Oliveira
We study the problem of estimating the mean of a multivariatedistribution based on independent samples. The main result is the proof of existence of an estimator with a non-asympto…
Practical targeted learning from large data sets by survey sampling
Patrice Bertail, Antoine Chambaz, Emilien Joly
We address the practical construction of asymptotic confidence intervals for smooth (i.e., path-wise differentiable), real-valued statistical parameters by targeted learning from i…