Publications related to Quantifying uncertain system outputs via the multilevel Monte Carlo method — Part I: Central moment estimation

Related publications (31)

Extensions of Peer Prediction Incentive Mechanisms

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

Higher-order moments of the elliptic flow distribution in PbPb collisions at √sNN=5.02 TeV

Jian Wang, Matthias Finger, Qian Wang, Yiming Li, João Miguel das Neves Duarte, Matthias Wolf, Varun Sharma, Yi Zhang, Tian Cheng, Yixing Chen, Alexis Kalogeropoulos, Ioannis Papadopoulos, Hua Zhang, Siyuan Wang, Xin Chen, Michele Bianco, Sebastiana Gianì, Sun Hee Kim, Davide Di Croce, Jian Zhao, Rakesh Chawla, Jan Steggemann, Konstantin Androsov, Anna Mascellani, Federica Legger, Matteo Galli, Gabriele Grosso

The hydrodynamic flow-like behavior of charged hadrons in high-energy lead-lead collisions is studied through multiparticle correlations. The elliptic anisotropy values based on different orders of multiparticle cumulants, v(2){2k}, are measured up to the ...

Springer Nature2024

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

Euclid preparation: XXVIII. Forecasts for ten different higher-order weak lensing statistics

Maurizio Martinelli, Frédéric Courbin, Gianluca Castignani, Austin Chandler Peel

Recent cosmic shear studies have shown that higher-order statistics (HOS) developed by independent teams now outperform standard two-point estimators in terms of statistical precision thanks to their sensitivity to the non-Gaussian features of large-scale ...

EDP SCIENCES S A2023

Modelling and design of CMOS SPAD sensors for quantum random number generation

Pouyan Keshavarzian

Modern digital connectivity has necessitated the creation of robust methods for securely storing and transferring data. At the heart of all security infrastructure is the random number generator (RNG). While random numbers find use in a variety of applicat ...

EPFL2023

Reliable strategies for implementing model-based navigation on fixed-wing drones

Jan Skaloud, Gabriel François Laupré

A relatively novel approach of autonomous navigation employing platform dynamics as the primary process model raises new implementational challenges. These are related to: (i) potential numerical instabilities during longer flights; (ii) the quality of mod ...

2023

Functional estimation of anisotropic covariance and autocovariance operators on the sphere

Victor Panaretos, Julien René Fageot, Matthieu Martin Jean-André Simeoni, Alessia Caponera

We propose nonparametric estimators for the second-order central moments of possibly anisotropic spherical random fields, within a functional data analysis context. We consider a measurement framework where each random field among an identically distribute ...

2022

The Debiased Spatial Whittle likelihood

Sofia Charlotta Olhede

We provide a computationally and statistically efficient method for estimating the parameters of a stochastic covariance model observed on a regular spatial grid in any number of dimensions. Our proposed method, which we call the Debiased Spatial Whittle l ...

WILEY2022

Optimal Matching of Random Parts

Thomas Alois Weber

This paper examines the minimization of the cost for an expected random production output, given an assembly of finished goods from two random inputs, matched in two categories. We describe the optimal input portfolio, first using the standard normal appro ...

2022

Gradient-based optimisation of the conditional-value-at-risk using the multi-level Monte Carlo method

Fabio Nobile, Sundar Subramaniam Ganesh

In this work, we tackle the problem of minimising the Conditional-Value-at-Risk (CVaR) of output quantities of complex differential models with random input data, using gradient-based approaches in combination with the Multi-Level Monte Carlo (MLMC) method ...

2023

Context-Aware Learning for Generative Models

José del Rocio Millán Ruiz, Ricardo Andres Chavarriaga Lozano, Robert Leeb, Serafeim Perdikis

This work studies the class of algorithms for learning with side-information that emerges by extending generative models with embedded context-related variables. Using finite mixture models (FMMs) as the prototypical Bayesian network, we show that maximum- ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2021

Learning-Augmented Dynamic Power Management with Multiple States via New Ski Rental Bounds

Adam Teodor Polak, Marek Elias

We study the online problem of minimizing power consumption in systems with multiple power-saving states. During idle periods of unknown lengths, an algorithm has to choose between power-saving states of different energy consumption and wake-up costs. We d ...

2021

Learning continuous-time working memory tasks with on-policy neural reinforcement learning

Davide Zambrano

An animals' ability to learn how to make decisions based on sensory evidence is often well described by Reinforcement Learning (RL) frameworks. These frameworks, however, typically apply to event-based representations and lack the explicit and fine-grained ...

2021

Distributionally Robust Optimization with Polynomial Densities: Theory, Models and Algorithms

Daniel Kuhn

In distributionally robust optimization the probability distribution of the uncertain problem parameters is itself uncertain, and a fictitious adversary, e.g., nature, chooses the worst distribution from within a known ambiguity set. A common shortcoming o ...

2020

Multi-armed Bandits in Action

Farnood Salehi

Making decisions is part and parcel of being human. Among a set of actions, we want to choose the one that has the highest reward. But the uncertainty of the outcome prevents us from always making the right decision. Making decisions under uncertainty can ...

EPFL2020

Efficient random number generation techniques for CMOS single-photon avalanche diode array exploiting fast time tagging units

Edoardo Charbon, Samuel Burri

This work presents a technique to produce random bits by exploiting single-photon time of arrival. Two quantum random number generator (QRNG) devices based on the field programmable gate array (FPGA) technology are presented: Randy, which uses one discrete ...

AMER PHYSICAL SOC2020

Scalable Stochastic Optimization: Scenario Reduction with Guarantees

Kilian Schindler

Stochastic optimization is a popular modeling paradigm for decision-making under uncertainty and has a wide spectrum of applications in management science, economics and engineering. However, the stochastic optimization models one faces in practice are int ...

EPFL2020

The static and dynamic structural heterogeneities of B-DNA: extending Calladine-Dickerson rules

John Maddocks, Marco Pasi, Daiva Petkeviciute, Alessandro Samuele Patelli

We present a multi-laboratory effort to describe the structural and dynamical properties of duplex B-DNA under physiological conditions. By processing a large amount of atomistic molecular dynamics simulations, we determine the sequence-dependent structura ...

Oxford University Press (OUP)2019

Quantifying uncertainties in contact mechanics of rough surfaces using the multilevel Monte Carlo method

Fabio Nobile, Sebastian Krumscheid, Valentine Ginette Madeleine Rey

We quantify the effect of uncertainties on quantities of interest related to contact mechanics of rough surfaces. Specifically, we consider the problem of frictionless non adhesive normal contact between two semi infinite linear elastic solids subject to u ...

2019

Adversarial Analytics

Viet Anh Nguyen

Adversarial learning is an emergent technique that provides better security to machine learning systems by deliberately protecting them against specific vulnerabilities of the learning algorithms. Many adversarial learning problems can be cast equivalently ...

EPFL2019