Simulations @ LPSM

Filter:
central_limit_theorem

Central limit theorem

A visual tool to see the convergence to the normal distribution of i.i.d. random variables.

kernel_estimator

Kernel estimator

Non-parametric density estimator.

gaussian_mixture

Gaussian mixture

Gaussian mixture model and and log-likelihood maximization for parameters estimation.

false_discovery_rate

False discovery rate (FDR)

Tutorial for illustrating the FDR control on the famous Benjamini-Hochberg method.

jump_diffusions

Diffusion with jumps driven by a Hawkes process

Coupling from the past.

false_discovery_rate

Mouvement brownien

Constructions et propriétés du mouvement brownien.