gle
Error Analysis of Generalized Langevin Equations with Approximated Memory Kernels
We analyze prediction error in stochastic dynamical systems with memory, focusing on generalized Langevin equations (GLEs) formulated as stochastic Volterra equations. We establish that, under a strongly convex potential, trajectory discrepancies decay at a rate determined by the decay of the memory kernel and are quantitatively bounded by the estimation error of the kernel in a weighted norm. Our analysis integrates synchronized noise coupling with a Volterra comparison theorem, encompassing both subexponential and exponential kernel classes. For first-order models, we derive moment and perturbation bounds using resolvent estimates in weighted spaces. For second-order models with confining potentials, we prove contraction and stability under kernel perturbations using a hypocoercive Lyapunov-type distance. This framework accommodates non-translation-invariant kernels and white-noise forcing, explicitly linking improved kernel estimation to enhanced trajectory prediction. Numerical examples validate these theoretical findings.
- North America > United States > North Carolina > Durham County > Durham (0.04)
- Europe > United Kingdom > England > Cambridgeshire > Cambridge (0.04)
- Europe > United Kingdom > England > Oxfordshire > Oxford (0.04)
FEMDA: Une m\'ethode de classification robuste et flexible
Houdouin, Pierre, Jonckheere, Matthieu, Pascal, Frederic
Linear and Quadratic Discriminant Analysis (LDA and QDA) are well-known classical methods but can heavily suffer from non-Gaussian distributions and/or contaminated datasets, mainly because of the underlying Gaussian assumption that is not robust. This paper studies the robustness to scale changes in the data of a new discriminant analysis technique where each data point is drawn by its own arbitrary Elliptically Symmetrical (ES) distribution and its own arbitrary scale parameter. Such a model allows for possibly very heterogeneous, independent but non-identically distributed samples. The new decision rule derived is simple, fast and robust to scale changes in the data compared to others state-of-the-art methods.
- Europe > France > Occitanie > Haute-Garonne > Toulouse (0.05)
- North America > United States > California > Orange County > Irvine (0.04)
TSRuleGrowth : Extraction de r\`egles de pr\'ediction semi-ordonn\'ees \`a partir d'une s\'erie temporelle d'\'el\'ements discrets, application dans un contexte d'intelligence ambiante
Vuillemin, Benoit, Delphin-Poulat, Lionel, Nicol, Rozenn, Matignon, Laëtitia, Hassas, Salima
This paper presents a new algorithm: TSRuleGrowth, looking for partially-ordered rules over a time series. This algorithm takes principles from the state of the art of rule mining and applies them to time series via a new notion of support. We apply this algorithm to real data from a connected environment, which extract user habits through different connected objects.
Une expérience de sémantique inférentielle
Nouioua, Farid, Kayser, Daniel
We are developing a system that aims to perf orm the same inferences as a human reader, on car-crash reports. More precisely, we expect it to determine the causes of the accident as they appear from the text. We describe the genera l semantic framework in which our study takes place, the linguistic and semantic levels of analysis, and the inference rules used by the system.
- Europe > Germany > Baden-Württemberg > Stuttgart Region > Stuttgart (0.04)
- Europe > Belgium > Flanders > Flemish Brabant > Leuven (0.04)