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Concept

Multivariate random variable

Related publications (31)

A hybrid collocation-perturbation approach for PDEs with random domains

Fabio Nobile

Consider a linear elliptic PDE defined over a stochastic stochastic geometry a function of N random variables. In many application, quantify the uncertainty propagated to a quantity of interest (QoI) is an important problem. The random domain is split into ...

2021

Feedback and Common Information: Bounds and Capacity for Gaussian Networks

Erixhen Sula

Network information theory studies the communication of information in a network and considers its fundamental limits. Motivating from the extensive presence of the networks in the daily life, the thesis studies the fundamental limits of particular network ...

EPFL2021

A Novel Approach for Classification and Forecasting of Time Series in Particle Accelerators

Fernando Perez Cruz

The beam interruptions (interlocks) of particle accelerators, despite being necessary safety measures, lead to abrupt operational changes and a substantial loss of beam time. A novel time series classification approach is applied to decrease beam time loss ...

2021

Subquadratic Overparameterization for Shallow Neural Networks

Volkan Cevher, Armin Eftekhari, Thomas Michaelsen Pethick, Chaehwan Song

Overparameterization refers to the important phenomenon where the width of a neural network is chosen such that learning algorithms can provably attain zero loss in nonconvex training. The existing theory establishes such global convergence using various i ...

2021

On some consistent tests of mutual independence among several random vectors of arbitrary dimensions

Soham Sarkar

Testing for mutual independence among several random vectors is a challenging problem, and in recent years, it has gained significant attention in statistics and machine learning literature. Most of the existing tests of independence deal with only two ran ...

SPRINGER2020

On the density of the supremum of the solution to the linear stochastic heat equation

Robert Dalang, Fei Pu

We study the regularity of the probability density function of the supremum of the solution to the linear stochastic heat equation. Using a general criterion for the smoothness of densities for locally nondegenerate random variables, we establish the smoot ...

SPRINGER2020

Fractional extreme distributions

Lotfi Boudabsa

We consider three classes of linear differential equations on distribution functions, with a fractional order alpha is an element of [0; 1]. The integer case alpha = 1 corresponds to the three classical extreme families. In general, we show that there is a ...

2020

Multivariate extremes over a random number of observations

Simone Padoan, Stefano Rizzelli

The classical multivariate extreme-value theory concerns the modeling of extremes in a multivariate random sample, suggesting the use of max-stable distributions. In this work, the classical theory is extended to the case where aggregated data, such as max ...

WILEY2021

An Operational Approach to Information Leakage

Ibrahim Issa

Given two random variables X and Y , an operational approach is undertaken to quantify the "leakage" of information from X to Y . The resulting measure L (X -> Y) is called maximal leakage, and is defined as the multiplicative increase, upon observing Y , ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2020

Distributional Robustness in Mechanism Design

Cagil Kocyigit

Mechanism design theory examines the design of allocation mechanisms or incentive systems involving multiple rational but self-interested agents and plays a central role in many societally important problems in economics. In mechanism design problems, agen ...

EPFL2020

Minimum-Error Classes for Matching Parts

Thomas Alois Weber

This paper examines the binning of two types of parts with random characteristics, so that a componentwise monotonic evaluation criterion exhibits a minimum deviation to a given target value over all possible realizations. The optimal matching classes are ...

2021

Related publications (31)