Inria
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Raweb 2009
Presentation of the Project ASPI
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ASPI
Applications of interacting particle systems to statistics
2009 Research Team Activity Report
Rennes - Bretagne-Atlantique
Area :
Applied Mathematics, Computation and Simulation
Theme : Stochastic Methods and Models
Presentation of the Project-Team
- Activity Report in
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Members
Overall Objectives
Scientific Foundations
Monte Carlo methods
Particle approximations of Feynman–Kac distributions
Statistics of HMM
Multilevel splitting for rare event simulation
Nearest neighbor estimates
Application Domains
Localisation, navigation and tracking
Rare event simulation
Software
Demos
New Results
Rate of convergence of the bagged nearest neighbor estimate
Rates of convergence of the functional k–nearest neighbor estimate
Estimating the minimal length of Tardos code
Estimating the probability of false alarm for a zero–bit watermarking technique
Credit risk estimation
Rare event techniques for integral estimation
Particle methods with adaptive resampling
Non–parametric learning of the optimal importance distribution
Estimation of extreme quantiles and isoquantile curves
Path planning for navigation in a geographic information system
Extracting information from a video sensor network
Contracts and Grants with Industry
Safety, complexity and responsibility based design and validation of highly automated air traffic management (iFLY) — FP6 Aerospace
Terrain–aided navigation — contract with Thalès Communications
Optimization of sensors location and activation — contract with DGA / CTSN (centre technique des systèmes navals)
Tracking in a binary sensor network — contract with DGA / CEP (centre d'expertise parisien)
Information fusion for localisation (FIL) — ANR Télécommunications
Ensemble methods for prediction and data assimilation (PREVASSEMBLE) — ANR Conception et Simulation
Security and reliability in digital watermarking (NEBBIANO) — ANR Sécurité
Coherent detection for QPSK 40Gb systems (COHDEQ40) — ANR Télécommunications
Real–time adaptive coherent heterodyne detector for future optical netowrks (TCHATER) — ANR Télécommunications
Slightly–multimodal transmission and detection (STRADE) — ANR Réseaux du Futur et Services
Dissemination
Scientific animation
Teaching
Participation in workshops, seminars, lectures, etc.
Bibliography
Major publications
Publications of the year
References in notes
