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math.ST2011
Test function: A new approach for covering the central subspace
François Portier, Bernard Delyon
In this paper we offer a complete methodology for sufficient dimension reduction called the test function (TF). TF provides a new family of methods for the estimation of the centra…
math.ST2006★ 1 cited
Simulation of conditioned diffusions
Bernard Delyon, Ying Hu
In this paper, we propose some algorithms for the simulation of the distribution of certain diffusions conditioned on terminal point. We prove that the conditional distribution is…