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Concept

Interacting particle system

Related publications (7)

Filtered data and eigenfunction estimators for statistical inference of multiscale and interacting diffusion processes

Andrea Zanoni

We study the problem of learning unknown parameters of stochastic dynamical models from data. Often, these models are high dimensional and contain several scales and complex structures. One is then interested in obtaining a reduced, coarse-grained descript ...

EPFL2022

Low-rank tensor methods for large Markov chains and forward feature selection methods

Francisco Santos Paredes Quartin de Macedo

In the first part of this thesis, we present and compare several approaches for the determination of the steady-state of large-scale Markov chains with an underlying low-rank tensor structure. Such structure is, in our context of interest, associated with ...

EPFL2018

Exact soliton-like probability measures for interacting jump processes

Max-Olivier Hongler

The cooperative dynamics of a 1-D collection of Markov jump, interacting stochastic processes is studied via a mean-field (MF) approach. In the time-asymptotic regime, the resulting nonlinear master equation is analytically solved. The nonlinearity compens ...

2015

Low-Rank Tensor Methods for Communicating Markov Processes

Daniel Kressner, Francisco Santos Paredes Quartin de Macedo

Stochastic models that describe interacting processes, such as stochastic automata networks, feature a dimensionality that grows exponentially with the number of processes. This state space explosion severely impairs the use of standard methods for the num ...

Springer-Verlag Berlin2014

Resolution-Invariant Separable Arma Modeling Of Images

Michaël Unser, Aurélien Bourquard, Hagay Kirshner

We suggest a continuous-domain stochastic modeling of images that is invariant to spatial resolution. Specifically, we are proposing an estimator that is calibrated with respect to the sampling step, and that can potentially handle aliased data. Motivated ...

Ieee Service Center, 445 Hoes Lane, Po Box 1331, Piscataway, Nj 08855-1331 Usa2011

Pedestrian localization, tracking and behavior analysis from multiple cameras

Video surveillance is currently undergoing a rapid growth. However, while thousands of cameras are being installed in public places all over the world, computer programs that could reliably detect and track people in order to analyze their behavior are not ...

EPFL2010

Macroscopic stability for nonfinite range kernels

Thomas Mountford

We extend the strong macroscopic stability introduced in Bramson and Mountford [Ann. Probab. 30 (2002) 1082-1130] for one-dimensional asymmetric exclusion processes with finite range to a large class of one-dimensional conservative attractive models (inclu ...

2010