B. Arras

activity

20122025

most citedOn Stein's Method for Infinitely Divisible Laws With Finite First Moment

42 citations · 173 across the 16 of their papers we have counts for

collaborators

Showing 2018Show all

2 papers · 1 filter

math.PR2018★ 3 cited

On Stein's Method for Multivariate Self-Decomposable Laws With Finite First Moment

Benjamin Arras, Christian Houdré

We develop a multidimensional Stein methodology for non-degenerate self-decomposable random vectors in $R^{d}$ having finite first moment. Building on previous univariate fi…

math.NA2018

Sequential sampling for optimal weighted least squares approximations in hierarchical spaces

Benjamin Arras, Markus Bachmayr, Albert Cohen

We consider the problem of approximating an unknown function $u \in L^{2} (D, ρ)$ from its evaluations at given sampling points $x^{1}, \dots, x^{n} \in D$ , where $D \subset R^{d}$ is a…