Results 41 to 50 of about 243,440 (132)
The Hughes model for pedestrian dynamics and congestion modelling [PDF]
, 2016 In this paper we present a numerical study of some variations of the Hughes model for pedestrian flow under different types of congestion effects. The general model consists of a coupled non-linear PDE system involving an eikonal equation and a first ...
Carlini, Elisabetta +2 more
core +2 more sources
Pathwise estimates for an effective dynamics
, 2016 Starting from the overdamped Langevin dynamics in $\mathbb{R}^n$, $$ dX_t = -\nabla V(X_t) dt + \sqrt{2 \beta^{-1}} dW_t, $$ we consider a scalar Markov process $\xi_t$ which approximates the dynamics of the first component $X^1_t$. In the previous work [
Legoll, Frederic +2 more
core +3 more sources
, 2015 We consider the random walk Metropolis algorithm on $\mathbb{R}^n$ with Gaussian proposals, and when the target probability measure is the $n$-fold product of a one-dimensional law. In the limit $n\to\infty$, it is well known (see [Ann. Appl. Probab.
Jourdain, Benjamin +2 more
core +3 more sources
Optimal model selection in density estimation [PDF]
, 2012 International audienceWe build penalized least-squares estimators using the slope heuristic and resampling penalties. We prove oracle inequalities for the selected estimator with leading constant asymptotically equal to $1$.
Lerasle, Matthieu
core +3 more sources
Martingale Optimal Transport and Robust Hedging in Continuous Time [PDF]
, 2013 The duality between the robust (or equivalently, model independent) hedging of path dependent European options and a martingale optimal transport problem is proved. The financial market is modeled through a risky asset whose price is only assumed to be a
Dolinsky, Yan, Soner, H. Mete
core +1 more source
Sensor Fault Classification Based on Support Vector Machine and Statistical Time-Domain Features
IEEE Access, 2017 This paper deals with the problem of fault detection and diagnosis in sensors considering erratic, drift, hard-over, spike, and stuck faults. The data set containing samples of the abovementioned fault signals was acquired as follows: normal data signals
S. Jan +3 more
semanticscholar +1 more source
One more approach to the convergence of the empirical process to the Brownian bridge
, 2008 A theorem of Donsker asserts that the empirical process converges in distribution to the Brownian bridge.
Jean-françois Marckert +1 more
core +2 more sources
Martingale Inequalities and Deterministic Counterparts [PDF]
, 2014 We study martingale inequalities from an analytic point of view and show that a general martingale inequality can be reduced to a pair of deterministic inequalities in a small number of variables.
Beiglböck, Mathias, Nutz, Marcel
core +2 more sources
Variance Reduction Result for a Projected Adaptive Biasing Force Method
, 2017 This paper is committed to investigate an extension of the classical adaptive biasing force method, which is used to compute the free energy related to the Boltzmann-Gibbs measure and a reaction coordinate function.
E. Darve +5 more
core +1 more source
Support vector machine learning for interdependent and structured output spaces
International Conference on Machine Learning, 2004 Learning general functional dependencies is one of the main goals in machine learning. Recent progress in kernel-based methods has focused on designing flexible and powerful input representations.
Ioannis Tsochantaridis +3 more
semanticscholar +1 more source