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Concept

Multivariate t-distribution

Publications associées (26)

Discrete least squares polynomial approximation with random evaluations − application to parametric and stochastic elliptic PDEs

Fabio Nobile, Giovanni Migliorati

Motivated by the numerical treatment of parametric and stochastic PDEs, we analyze the least-squares method for polynomial approximation of multivariate functions based on random sampling according to a given probability measure. Recent work has shown that ...

2015

Analysis of Discrete L2 Projection on Polynomial Spaces with Random Evaluations

Fabio Nobile, Giovanni Migliorati, Erik Gustaf Bogislaw Von Schwerin

We analyse the problem of approximating a multivariate function by discrete least-squares projection on a polynomial space starting from random, noise-free observations. An area of possible application of such technique is Uncertainty Quantification (UQ) f ...

2014

Statistics of the disorder-induced losses of high-Q photonic crystal cavities

Romuald Houdré, Vincenzo Savona, Momchil Minkov, Ulagalandha Perumal Dharanipathy

We analyze and compare the effect of fabrication disorder on the quality factor of six well-known high-index photonic crystal cavity designs. The theoretical quality factors for the different nominal structures span more than three orders of magnitude, ran ...

Optical Society of America2013

Statistical Modeling of Spatial Extremes

Anthony Christopher Davison, Simone Padoan

The areal modeling of the extremes of a natural process such as rainfall or temperature is important in environmental statistics; for example, understanding extreme areal rainfall is crucial in flood protection. This article reviews recent progress in the ...

Institute of Mathematical Statistics2012

Likelihood-Based Inference for Max-Stable Processes

Simone Padoan

The last decade has seen max-stable processes emerge as a common tool for the statistical modeling of spatial extremes However, their application is complicated due to the unavailability of the multivariate density function and so likehhood-based methods r ...

American Statistical Association2010

Model misspecification in peaks over threshold analysis

Anthony Christopher Davison, Mária Süveges

Classical peaks over threshold analysis is widely used for statistical modeling of sample extremes, and can be supplemented by a model for the sizes of clusters of exceedances. Under mild conditions a compound Poisson process model allows the estimation of ...

2010