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5 papers · 2 filters
Asymptotic Independence in the Spectrum of the Gaussian Unitary Ensemble
P. Bianchi, M. Debbah, J. Najim
Consider a matrix from the Gaussian Unitary Ensemble (GUE). Given a finite collection of bounded disjoint real Borel sets , properly rescale…
Forgetting of the initial distribution for non-ergodic Hidden Markov Chains
Elisabeth Gassiat, Benoit Landelle, Eric Moulines
In this paper, the forgetting of the initial distribution for a non-ergodic Hidden Markov Models (HMM) is studied. A new set of conditions is proposed to establish the forgetting p…
A Markov model for the spread of Hepatitis C
Laure Coutin, Laurent Decreusefond, Jean-Stephane Dhersin
We propose a Markov model for the spread of Hepatitis C virus (HCV) among drug users who use injections. We then proceed to an asymptotic analysis (large initial population) and sh…
On adaptive stratification
Pierre Etoré, Gersende Fort, Benjamin Jourdain +1
This paper investigates the use of stratified sampling as a variance reduction technique for approximating integrals over large dimensional spaces. The accuracy of this method crit…
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels
Yves Atchadé, Gersende Fort
This paper deals with the ergodicity and the existence of a strong law of large numbers for adaptive Markov Chain Monte Carlo. We show that a diminishing adaptation assumption toge…