Annales de l'Institut Henri Poincaré

By H. P.. 1931

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Citations in the corpus

Generative and Latent Mean Map Kernels (2010, methodology): “Although the concept dates back quite a bit [6, 7, 24], the phrase mean map was coined by Smola et al. [20] as a Hilbert space embedding of empirical distributions.”
On the conditions used to prove oracle results for the Lasso (2009, neutral): “We know that for k = 1, . . . , K, |βj| ≤ ‖βNk−1‖1/s, j ∈ Nk, and hence, ‖βNk‖rr ≤ s−(r−1)‖βNk−1‖r1.”
Analysis of Multi-stage Convex Relaxation for Sparse Regularization (2010, methodology): “The prediction performance of this method has been considered in Koltchinskii (2008), Zhang (2009a), Bickel et al. (2009) and Bunea et al. (2007).”
Hitting, Occupation, and Inverse Local Times of One-Dimensional Diffusions: Martingale and Excursion (2003, unknown): “…with ª :¼ ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi 2ºþ 2 p , is e c cosh(ªc)þ ((ª2 þ 2)=2 ª)sinh(ªc) ¼ 4ª (ªþ )2e(ª )c (ª )2e (ªþ )c (57) which agrees with a formula of Evans (1994) for ¼ c ¼ 1, and with the formula of Yor (1995, p. 47) after correction of a typographical error whereby (Æ…”
ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS (2013, background): “…Lévy process X, note that −X is a spectrally negative Lévy process, the existence of unique strong solution to above equation follows directly from Kyprianou and Loeffen (2010), in which the so-called refracted Lévy processes were established for spectrally negative Lévy processes.”
Essentials of the self-organizing map (2013, methodology): “The convergence of the original SOM algorithm to the globally orderedstatehasbeenprovenmathematicallyinsomesimplelow-dimensional cases: see Cottrell and Fort (1987).”
Large deviation properties of weakly interacting processes via weak convergence methods (2010, unknown): “The Annals of Probability 2012, Vol. 40, No. 1, 74–102 DOI: 10.1214/10-AOP616 © Institute of Mathematical Statistics, 2012”
Dynamic asset pricing theory with uncertain time-horizon. (2005, unknown): “That assumption is known as the K-assumption in probability theory (see for example Mazziotto and Szpirglas (1979)).”