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11 papers · 1 filter
Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size
Jean-Christophe Breton, Jean-François Coeurjolly
In this paper, we show how concentration inequalities for Gaussian quadratic form can be used to propose exact confidence intervals of the Hurst index parametrizing a fractional Br…
Initialization Free Graph Based Clustering
Laurent Galluccio, Olivier J. J. Michel, Pierre Comon +2
This paper proposes an original approach to cluster multi-component data sets, including an estimation of the number of clusters. From the construction of a minimal spanning tree w…
Decompounding on compact Lie groups
Salem Said, Christian Lageman, Nicolas Le Bihan +1
Noncommutative harmonic analysis is used to solve a nonparametric estimation problem stated in terms of compound Poisson processes on compact Lie groups. This problem of decompound…
Least-Squares Joint Diagonalization of a matrix set by a congruence transformation
Marco Congedo, Dinh-Tuan Pham
The approximate joint diagonalization (AJD) is an important analytic tool at the base of numerous independent component analysis (ICA) and other blind source separation (BSS) metho…
Optimal Supervisory Control Synthesis
Hassane. Alla
The place invariant method is well known as an elegant way to construct a Petri net controller. It is possible to use the constraint for preventing forbidden states. But in general…
Nonparametric estimation of the heterogeneity of a random medium using Compound Poisson Process modeling of wave multiple scattering
Nicolas Le Bihan, Ludovic Margerin
In this paper, we present a nonparametric method to estimate the heterogeneity of a random medium from the angular distribution of intensity transmitted through a slab of random ma…