3 citations
6 papers
HUG model: an interaction point process for Bayesian detection of multiple sources in groundwaters from hydrochemical data
Christophe Reype, Radu S. Stoica, Antonin Richard +1
This paper presents a new interaction point process that integrates geological knowledge for the purpose of automatic sources detection of multiple sources in groundwaters from hyd…
Beyond the delta method
Antoine Lejay, Sara Mazzonetto
We give an asymptotic development of the maximum likelihood estimator (MLE), or any other estimator defined implicitly, in a way which involves the limiting behavior of the score a…
Perfect sampling of stochastic matching models with reneging
Thomas Masanet, Pascal Moyal
In this paper, we introduce a slight variation of the Dominated Coupling From the Past algorithm (DCFTP) of Kendall, for bounded Markov chains. It is based on the control of a (typ…
Stability regions of systems with compatibilities, and ubiquitous measures on graphs
Jocelyn Begeot, Irène Marcovici, Pascal Moyal
This paper addresses the ubiquity of remarkable measures on graphs, and their applications. In many queueing systems, it is necessary to take into account the compatibility constra…
Constructing general rough differential equations through flow approximations
Antoine Lejay
The non-linear sewing lemma constructs flows of rough differential equations from a braod class of approximations called almost flows. We consider a class of almost flows that coul…
Strong approximation of particular one-dimensional diffusions
Madalina Deaconu, Samuel Herrmann
This paper develops a new technique for the path approximation of one-dimensional stochastic processes, more precisely the Brownian motion and families of stochastic differential e…