CQFD - 2017 - Annual activity report

CQFD

CQFD - 2017

Project-Team Cqfd

Personnel

Overall Objectives

Presentation

Research Program

Introduction
Main research topics

Application Domains

Dependability and safety

Highlights of the Year

New Software and Platforms

biips
PCAmixdata
QuantifQuantile

New Results

Asymptotically optimal open-loop load balancing
The economics of the cloud: price competition and congestion
A new characterization of the jump rate for piecewise-deterministic Markov processes with discrete transitions
Linear minimum mean square filters for Markov jump linear systems
Zero-sum discounted reward criterion games for piecewise deterministic Markov processes
Optimal strategies for impulse control of piecewise deterministic Markov processes
Partially observed optimal stopping problem for discrete-time Markov processes
On the stability and the uniform propagation of chaos of a class of extended ensemble Kalman–Bucy filters
Exponential mixing properties for time inhomogeneous diffusion processes with killing
Averaging for some simple constrained Markov processes
Nonasymptotic analysis of adaptive and annealed Feynman–Kac particle models
A comparison of fitness-case sampling methods for genetic programming
Stochastic control of observer trajectories in passive tracking with acoustic signal propagation optimization
Use of local Search in Genetic Programming
Hierarchical clustering with spatial constraints
Variable importance assessment in sliced inverse regression for variable selection
Group-sparse block PCA and explained variance
Multivariate Analysis of Mixed Data
A Smooth Nonparametric Estimator of a Conditional Quantile
Perturbations and projections of Kalman-Bucy semigroups
Probabilistic Safety Analysis of the Collision Between a Space Debris and a Satellite with an Island Particle Algorithm
Biased online parameter inference for state-space models
Multilevel Sequential Monte Carlo Samplers for Normalizing Constants
Multilevel sequential Monte Carlo: Mean square error bounds under verifiable conditions
Biased Online Parameter Inference for State-Space Models
Valuation of Barrier Options using Sequential Monte Carlo

Bilateral Contracts and Grants with Industry

Bilateral Contracts with Industry

Partnerships and Cooperations

National Initiatives
European Initiatives
International Initiatives
International Research Visitors

Dissemination

Promoting Scientific Activities
Teaching - Supervision - Juries

Bibliography

Publications of the year
References in notes

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Section: New Results

A Smooth Nonparametric Estimator of a Conditional Quantile

In [50], we propose a new smooth nonparametric estimator of conditional quantile of $Y$ for a given value of $X$ using a kernel type of estimators. A numerical study to examine the performance of our estimator as well as a theoretical asymptotic study have been conducted.

Authors: Ines Jlassi, Jérôme Saracco (Inria CQFD).

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