Drift Estimation of Multiscale Diffusions Based on Filtered Data

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.

For the dimensioning and assessment of structures, it is common practice to compare action effects with sectional resistances. Extensive studies have been performed to quantify the model uncertainty on the resistance side. However, for statically indetermi ...

Most codes of practice adopt a semi probabilistic design approach for the dimensioning and assessment of structures. Accordingly, structural safety is ensured by performing limit state verifications using design values determined with adequately calibrated ...

An a posteriori error estimator based on an equilibrated flux reconstruction is proposed for defeaturing problems in the context of finite element discretizations. Defeaturing consists in the simplification of a geometry by removing features that are consi ...

The objective of this study is to address the difficulty of simplifying the geometric model in which a differential problem is formulated, also called defeaturing, while simultaneously ensuring that the accuracy of the solution is maintained under control. ...

Point clouds are effective data structures for the rep- resentation of three-dimensional media and hence adopted in a wide range of practical applications. In many cases, the portrayed data is expected to be visualized by humans. After acquisition, point c ...

Local modifications of a computational domain are often performed in order to simplify the meshing process and to reduce computational costs and memory requirements. However, removing geometrical features of a domain often introduces a non-negligible error ...

In certain cases of astronomical data analysis, the meaningful physical quantity to extract is the ratio R between two data sets. Examples include the lensing ratio, the interloper rate in spectroscopic redshift samples, and the decay rate of gravitational ...

In this paper we propose a Monte Carlo maximum likelihood estimation strategy for discretely observed Wright–Fisher diffusions. Our approach provides an unbiased estimator of the likelihood function and is based on exact simulation techniques that are of s ...

We consider the problem of nonparametric estimation of the drift and diffusion coefficients of a Stochastic Differential Equation (SDE), based on n independent replicates {Xi(t) : t is an element of [0 , 1]}13 d B(t), where alpha is an element of {0 , 1} a ...

This thesis presents work at the junction of statistics and climate science. We first provide methodology for use by climate scientists when performing fast event attribution using extreme value theory, and then describe two interdisciplinary projects in c ...

Activity-based models offer the potential of a far deeper understanding of daily mobility behaviour than trip-based models. However, activity-based models used both in research and practice have often relied on applying sequential choice models between sub ...

The increasing availability of sensing techniques provides a great opportunity for engineers to design state estimation methods, which are optimal for the system under observation and the observed noise patterns. However, these patterns often do not fulfil ...

Drift Estimation of Multiscale Diffusions Based on Filtered Data

Chat with Graph Search

Model uncertainties in action effects and load bearing capacity calculation in statically indeterminate reinforced concrete structures

Influence of model uncertainty and long term deformations in action effects calculation in reinforced concrete structures

An equilibrated flux a posteriori error estimator for defeaturing problems

A Shape Derivative Approach to Domain Simplification

Towards a multiscale point cloud structural similarity metric

Analysis-aware defeaturing of complex geometries with Neumann features

An Unbiased Method of Measuring the Ratio of Two Data Sets

Unbiased Likelihood Estimation of Wright–Fisher Diffusion Processes

Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective

Wind, Hail, and Climate Extremes: Modelling and Attribution Studies for Environmental Data

OASIS: Optimisation-based Activity Scheduling with Integrated Simultaneous choice dimensions

Regularization for distributionally robust state estimation and prediction