Central limit theorem
Kernel estimator
Gaussian mixture
False discovery rate
Mouvement brownien
Jump diffusions
A visual tool to see the convergence to the normal distribution of i.i.d. random variables.
Non-parametric density estimator.
Gaussian mixture model and and log-likelihood maximization for parameters estimation.
Tutorial for illustrating the FDR control on the famous Benjamini-Hochberg method.
Coupling from the past.
Constructions et propriétés du mouvement brownien.
