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5 papers · 2 filters
Self-Healing Umbrella Sampling: Convergence and efficiency
G. Fort, B. Jourdain, T. Lelievre +1
The Self-Healing Umbrella Sampling (SHUS) algorithm is an adaptive biasing algorithm which has been proposed to efficiently sample a multimodal probability measure. We show that th…
Large scale reduction principle and application to hypothesis testing
Marianne Clausel, François Roueff, Murad Taqqu
Consider a non--linear function where is a stationary Gaussian sequence with long--range dependence. The usual reduction principle states that the partial sums of $G…
Higher order expansions via Stein method
Laure Coutin, Laurent Decreusefond
This paper is a sequel of \cite{CD:2012}. We show how to establish a functional Edgeworth expansion of any order thanks to the Stein method. We apply the procedure to the Brownian…
Disaster Recovery in Wireless Networks: A Homology-Based Algorithm
Anaïs Vergne, Ian Flint, Laurent Decreusefond +1
In this paper, we present an algorithm for the recovery of wireless networks after a disaster. Considering a damaged wireless network, presenting coverage holes or/and many disconn…
Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders
Marianne Clausel, François Roueff, Murad Taqqu +1
Hermite processes are self--similar processes with stationary increments which appear as limits of normalized sums of random variables with long range dependence. The Hermite proce…