Publications related to Maximum-Likelihood Identification of Sampled Gaussian Processes

Related publications (31)

Boosting likelihood learning with event reweighting

Andrea Wulzer, Alfredo Glioti, Siyu Chen

Extracting maximal information from experimental data requires access to the likelihood function, which however is never directly available for complex experiments like those performed at high energy colliders. Theoretical predictions are obtained in this ...

Springer Nature2024

Flexible Statistical Inference for Multivariate Extremes

Sonia Alouini

The main aim of this thesis is to study extreme value theory in a multivariate framework and to propose new methods for modeling and estimating dependence between several variables at extreme levels. We first give a brief overview of the main concepts of e ...

EPFL2024

Spectral Estimators for High-Dimensional Matrix Inference

Farzad Pourkamali

A key challenge across many disciplines is to extract meaningful information from data which is often obscured by noise. These datasets are typically represented as large matrices. Given the current trend of ever-increasing data volumes, with datasets grow ...

EPFL2024

Identification of typical district configurations: A two-step global sensitivity analysis framework

François Maréchal, Jonas Schnidrig, Cédric Terrier, Arthur Antoine Chuat

The recent geopolitical conflicts in Europe have underscored the vulnerability of the current energy system to the volatility of energy carrier prices. In the prospect of defining robust energy systems ensuring sustainable energy supply in the future, the ...

Pergamon-Elsevier Science Ltd2024

Graph generative deep learning models with an application to circuit topologies

Igor Krawczuk

Modern integrated circuits are tiny yet incredibly complex technological artifacts, composed of millions and billions of individual structures working in unison. Managing their complexity and facilitating their design drove part of the co-evolution of mode ...

EPFL2024

OASIS: An integrated optimisation framework for activity scheduling

Janody Pougala

Activity-based models offer the potential for a far deeper understanding of daily mobility behaviour than trip-based models. Based on the fundamental assumption that travel demand is derived from the need to do activities, they are flexible tools that aim ...

EPFL2024

DiffAirfoil: An Efficient Novel Airfoil Sampler Based on Latent Space Diffusion Model for Aerodynamic Shape Optimization

Edouard Robert Albert Patrick Dufour, Colin Pelletier, Pascal Fua, Zhen Wei

Surrogate-based optimization is widely used for aerodynamic shape optimization, and its effectiveness depends on representative sampling of the design space. However, traditional sampling methods are hard-pressed to effectively sample high-dimensional desi ...

2024

Functional-Basis Analysis of Non-Stationary Signals in Modern Power Grids: Theory and Implementation in Embedded Systems

Alexandra Cameron Karpilow

Situational awareness strategies are essential for the reliable and secure operation of the electric power grid which represents critical infrastructure in modern society. With the rise of converter-interfaced renewable generation and the consequent shift ...

EPFL2024

Transportation-based functional ANOVA and PCA for covariance operators

Victor Panaretos, Yoav Zemel, Valentina Masarotto

We consider the problem of comparing several samples of stochastic processes with respect to their second-order structure, and describing the main modes of variation in this second order structure, if present. These tasks can be seen as an Analysis of Vari ...

Inst Mathematical Statistics-Ims2024

Gibbs sampling the posterior of neural networks

Lenka Zdeborová, Emanuele Troiani, Giovanni Piccioli

In this paper, we study sampling from a posterior derived from a neural network. We propose a new probabilistic model consisting of adding noise at every pre- and post-activation in the network, arguing that the resulting posterior can be sampled using an ...

Iop Publishing Ltd2024

Quantifying the Unknown: Data-Driven Approaches and Applications in Energy Systems

Paul Scharnhorst

In light of the challenges posed by climate change and the goals of the Paris Agreement, electricity generation is shifting to a more renewable and decentralized pattern, while the operation of systems like buildings is increasingly electrified. This calls ...

EPFL2024

Recovering Static and Time-Varying Communities Using Persistent Edges

Maximilien Claude Robert Dreveton

This article focuses on spectral methods for recovering communities in temporal networks. In the case of fixed communities, spectral clustering on the simple time-aggregated graph (i.e., the weighted graph formed by the sum of the interactions over all tem ...

Ieee Computer Soc2024

Sense in Motion with Belief Clustering: Efficient Gas Source Localization with Mobile Robots

Alcherio Martinoli, Wanting Jin

Given the patchy nature of gas plumes and the slow response of conventional gas sensors, the use of mobile robots for Gas Source Localization (GSL) tasks presents significant challenges. These aspects increase the difficulties in obtaining gas measurements ...

2024

Extensions of Peer Prediction Incentive Mechanisms

Adam Julian Richardson

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 ...

EPFL2024

Stochastic adaptive resampling for the estimation of discrete choice models

Michel Bierlaire, Matthieu Marie Cochon de Lapparent, Nicola Marco Ortelli

In the field of choice modeling, the availability of ever-larger datasets has the potential to significantly expand our understanding of human behavior, but this prospect is limited by the poor scalability of discrete choice models (DCMs): as sample sizes ...

2023

Detecting whether a stochastic process is finitely expressed in a basis

Victor Panaretos, Neda Mohammadi Jouzdani

Is it possible to detect if the sample paths of a stochastic process almost surely admit a finite expansion with respect to some/any basis? The determination is to be made on the basis of a finite collection of discretely/noisily observed sample paths. We ...

ACADEMIC PRESS INC ELSEVIER SCIENCE2023

Higher Order Asymptotics: Applications to Satellite Conjunction and Boundary Problems

Soumaya Elkantassi

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. ...

EPFL2023

OASIS: Optimisation-based Activity Scheduling with Integrated Simultaneous choice dimensions

Michel Bierlaire, Timothy Michael Hillel, Janody Pougala

Activity-based models offer the potential of a far deeper understanding of daily mobility behaviour than trip-based models. However, activity-based models used both in research and practice have often relied on applying sequential choice models between sub ...

2023

Identification of typical district configurations: A two-step global sensitivity analysis framework

François Maréchal, Jonas Schnidrig, Cédric Terrier

The recent geopolitical conflicts in Europe highlighted the sensibility of the current energy system to the volatility of energy carrier prices. In the prospect of defining robust energy system configurations to ensure energy supply stability, it is necess ...

2023

Robust discrete choice models with t-distributed kernel errors

Michel Bierlaire

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, ...

2023