Modelling across extremal dependence classes

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.

As large, data-driven artificial intelligence models become ubiquitous, guaranteeing high data quality is imperative for constructing models. Crowdsourcing, community sensing, and data filtering have long been the standard approaches to guaranteeing or imp ...

Higher-order asymptotics provide accurate approximations for use in parametric statistical modelling. In this thesis, we investigate using higher-order approximations in two-specific settings, with a particular emphasis on the tangent exponential model. ...

We consider the problem of nonparametric estimation of the drift and diffusion coefficients of a Stochastic Differential Equation (SDE), based on n independent replicates {Xi(t) : t is an element of [0 , 1]}13 d B(t), where alpha is an element of {0 , 1} a ...

We consider the problem of learning a target function corresponding to a deep, extensive-width, non-linear neural network with random Gaussian weights. We consider the asymptotic limit where the number of samples, the input dimension and the network width ...

Outliers in discrete choice response data may result from misclassification and misreporting of the response variable and from choice behaviour that is inconsistent with modelling assumptions (e.g. random utility maximisation). In the presence of outliers, ...

The aim of this paper is to define a nonlinear least squares estimator for the spectral parameters of a spherical autoregressive process of order 1 in a parametric setting. Furthermore, we investigate on its asymptotic properties, such as weak consistency ...

Environmental extreme events can have devastating impacts on society when they interact with vulnerable human and natural systems. Such events can result from natural causes, like phenomena related to the El Ni~no-Southern Oscillation or decadal/multi-dec ...

Herein we report a multi-zone, heating, ventilation and air-conditioning (HVAC) control case study of an industrial plant responsible for cooling a hospital surgery center. The adopted approach to guaranteeing thermal comfort and reducing electrical energy ...

There has been a recent surge of interest in the study of asymptotic reconstruction performance in various cases of generalized linear estimation problems in the teacher-student setting, especially for the case of i.i.d standard normal matrices. Here, we g ...

Learning and compression are driven by the common aim of identifying and exploiting statistical regularities in data, which opens the door for fertile collaboration between these areas. A promising group of compression techniques for learning scenarios is ...

We propose a statistically optimal approach to construct data-driven decisions for stochastic optimization problems. Fundamentally, a data-driven decision is simply a function that maps the available training data to a feasible action. It can always be exp ...

A fit-for-purpose structural and statistical model is the first major requirement in population pharmacometric model development. In this manuscript we discuss how this complex and computationally intensive task could benefit from supervised machine learni ...

This thesis focuses on two kinds of statistical inference problems in signal processing and data science. The first problem is the estimation of a structured informative tensor from the observation of a noisy tensor in which it is buried. The structure com ...

We construct (modified) scattering operators for the Vlasov–Poisson system in three dimensions, mapping small asymptotic dynamics as t→−∞ to asymptotic dynamics as t→+∞. The main novelty is the construction of modified wave operators, but we also obtain a ...

The spectral distribution plays a key role in the statistical modelling of multivariate extremes, as it defines the dependence structure of multivariate extreme-value distributions and characterizes the limiting distribution of the relative sizes of the co ...

We study in this thesis the asymptotic behavior of optimal paths on a random graph model, the configuration model, for which we assign continuous random positive weights on its edges. We start by describing the asymptotic behavior of the diameter and the f ...

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 ...

We study the phenomenon of intransitivity in models of dice and voting. First, we follow a recent thread of research for n-sided dice with pairwise ordering induced by the probability, relative to 1/2, that a throw from one die is higher than the other. We ...

xtreme value analysis is concerned with the modelling of extreme events such as floods and heatwaves, which can have large impacts. Statistical modelling can be useful to better assess risks even if, due to scarcity of measurements, there is inherently ver ...

Mountain regions are considered to be the natural "water towers" of the world due to their importance as sources of many rivers. Reliable tools to estimate the availability and variability of streamflows in such regions are still rare. In this context, the ...

Modelling across extremal dependence classes

Chat with Graph Search

Extensions of Peer Prediction Incentive Mechanisms

Higher Order Asymptotics: Applications to Satellite Conjunction and Boundary Problems

Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective

Bayes-optimal Learning of Deep Random Networks of Extensive-width

Robust discrete choice models with t-distributed kernel errors

Parametric Estimation For Functional Autoregressive Processes On The Sphere

Spatiotemporal modelling of extreme wildfires and severe thunderstorm environments

Experimental data-driven model predictive control of a hospital HVAC system during regular use

Asymptotic Errors for Teacher-Student Convex Generalized Linear Models (Or: How to Prove Kabashima’s Replica Formula)

Learning, compression, and leakage: Minimising classification error via meta-universal compression principles

A Pareto Dominance Principle for Data-Driven Optimization

Population pharmacokinetic model selection assisted by machine learning

Statistical limits of high-dimensional inference problems

Scattering Map for the Vlasov–Poisson System

Inference on the Angular Distribution of Extremes

Non-Exponential Variations for Classical Results in First Passage Percolation

Multivariate extremes over a random number of observations

The probability of intransitivity in dice and close elections

Contributions to Likelihood-Based Modelling of Extreme Values

On flow duration curve modelling in Alpine catchments