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5 papers
Euler Scheme for Stochastic Functional Differential Equations Driven by Fractional Brownian Motion via Fractional Calculus Techniques
Alexander Abreu, Héctor Araya, Lisandro Fermin +2
We study a stochastic functional differential equation (SFDE) with memory driven by a fractional Brownian motion (fBm) with Hurst parameter H>1/2. An Euler-type numerical scheme is…
A Robbins-Monro algorithm for non-parametric estimation of NAR process with Markov-Switching: asymptotic normality
Lisandro Fermin, Ricardo Rios, Luis-Ángel Rodríguez
This paper is the second part of our study on the non-parametric estimation of MS-NAR processes started with [L. Fermin et al. 2017]. We consider the Nadaraya-Watson type regressio…
Unveil Sources of Uncertainty: Feature Contribution to Conformal Prediction Intervals
Marouane Il Idrissi, Agathe Fernandes Machado, Ewen Gallic +1
Cooperative game theory methods, notably Shapley values, have significantly enhanced machine learning (ML) interpretability. However, existing explainable AI (XAI) frameworks mainl…
Hybrid Random Concentrated Optimization Without Convexity Assumption
Pierre Bertrand, Michel Broniatowski, Wolfgang Stummer
We propose a new random method to minimize deterministic continuous functions over subsets of high-dimensional space without assuming convexity. Our pr…
Effect of MTU length on child-adult difference in neuromuscular fatigue
Enzo Piponnier, Vincent Martin, Emeric Chalchat +5
Purpose The purpose of this study was to compare the development and etiology of neuromuscular fatigue of the knee extensor muscles (KE) at different muscle-tendon unit (MTU) lengt…