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UID:9071@i2m.univ-amu.fr
DTSTART;TZID=Europe/Paris:20260608T140000
DTEND;TZID=Europe/Paris:20260608T153000
DTSTAMP:20260605T075219Z
URL:https://www.i2m.univ-amu.fr/evenements/seminaire-de-pierre-vandekerkho
 ve/
SUMMARY:Pierre Vandekerkhove (LAMA\, Université Gustave Eiffel): Séminair
 e de Pierre Vandekerkhove
DESCRIPTION:Pierre Vandekerkhove: Pierre nous parlera du traail "Gold stand
 ard process Markovian poisoning: a semiparametric approach" don't un résu
 mé peut être :\n\nWe consider in this paper a stochastic process that mi
 xes in time\, according to a nonobserved stationary Markov selection proce
 ss\, two separate sources of randomness: i) a stationary process which dis
 tribution is accessible (gold standard)\; ii) a pure i.i.d. sequence which
  distribution is unknown (poisoning process). In this framework we propose
  to estimate\, with two different approaches\, the transition of the hidde
 n Markov selection process along with the distribution\, not supposed to b
 elong to any parametric family\, of the unknown i.i.d. sequence\, under mi
 nimal (identifiability\, stationarity and dependence in time) conditions. 
 We show that both estimators provide consistent estimations of the Euclide
 an transition parameter\, and also prove that one of them\, which is sqrt(
 n)-consistent\, allows to establish a functional central limit theorem abo
 ut the unknown poisoning sequence cumulative distribution function. The nu
 merical performances of our estimators are illustrated through various cha
 llenging examples.
CATEGORIES:Séminaire,Statistique
LOCATION:Saint-Charles - FRUMAM  (2ème étage)\, 3 Place Victor Hugo\, Mar
 seille\, 13003\, France
X-APPLE-STRUCTURED-LOCATION;VALUE=URI;X-ADDRESS=3 Place Victor Hugo\, Marse
 ille\, 13003\, France;X-APPLE-RADIUS=100;X-TITLE=Saint-Charles - FRUMAM  (
 2ème étage):geo:0,0
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