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Non-asymptotic deviation inequalities for smoothed additive functionals in non-linear state-space models with applications to parameter estimation
Non-asymptotic deviation inequalities smoothed additive functionals in non-linear state-space parameter estimation
2011/2/22
Approximating joint smoothing distributions using particle-based methods is a well-known issue in statistical inference when operating on general state space hidden Markov models (HMM). In this paper ...
Fluctuations of stable processes and exponential functionals of hypergeometric Levy processes
Hypergeometric L´ evy processes Lamperti-stable processes exponential functional
2011/1/18
We study the distribution and various properties of exponential functionals of hypergeometric
L´evy processes. We derive an explicit formula for the Mellin transform of the exponential function...
Trace Functionals of the Kontsevich Quantization
Trace Functionals Kontsevich Quantization
2010/10/29
We generalize the notion of trace to the Kontsevich quantization algebra and show that for all Poisson manifolds representable by quotients of a symplectic manifold by a Hamiltonian action of a nilpo...