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Concept

Tweedie distribution

Publications associées (23)

Roughness Evolution Induced by Third-Body Wear

Jean-François Molinari, Tobias Brink, Antonio Joaquin Garcia Suarez

Surface roughness is a key factor when it comes to friction and wear, as well as to other physical properties. These phenomena are controlled by mechanisms acting at small scales, in which the topography of apparently flat surfaces is revealed. Roughness i ...

2024

CONVERGENCE AND NONCONVERGENCE OF SCALED SELF-INTERACTING RANDOM WALKS TO BROWNIAN MOTION PERTURBED AT EXTREMA

Thomas Mountford

We use generalized Ray-Knight theorems, introduced by B. Toth in 1996, together with techniques developed for excited random walks as main tools for establishing positive and negative results concerning convergence of some classes of diffusively scaled sel ...

Inst Mathematical Statistics-Ims2023

A Continuized View on Nesterov Acceleration

Nicolas Henri Bernard Flammarion, Raphaël Jean Berthier

We introduce the "continuized" Nesterov acceleration, a close variant of Nesterov acceleration whose variables are indexed by a continuous time parameter. The two variables continuously mix following a linear ordinary differential equation and take gradien ...

2021

COVID-19: data-driven dynamic asset allocation in times of pandemic

Anna Timonina-Farkas

The COVID-19 pandemic has demonstrated the importance and value of multi-period asset allocation strategies responding to rapid changes in market behavior. In this article, we formulate and solve a multi-stage stochastic optimization problem, choosing the ...

AMER INST MATHEMATICAL SCIENCES-AIMS2021

True scale-free networks hidden by finite size effects

Andrea Rinaldo, Amos Maritan, Samir Suweis

We analyze about 200 naturally occurring networks with distinct dynamical origins to formally test whether the commonly assumed hypothesis of an underlying scale-free structure is generally viable. This has recently been questioned on the basis of statisti ...

National Academy of Sciences2021

Dynamics and clogging of colloidal monolayers magnetically driven through a heterogeneous landscape

Ignacio Pagonabarraga Mora

We combine experiments and numerical simulations to investigate the emergence of clogging in a system of interacting paramagnetic colloidal particles driven against a disordered landscape of larger obstacles. We consider a single aperture in a landscape of ...

ROYAL SOC CHEMISTRY2020

Generating Sparse Stochastic Processes Using Matched Splines

Michaël Unser, Shayan Aziznejad, Leello Tadesse Dadi

We provide an algorithm to generate trajectories of sparse stochastic processes that are solutions of linear ordinary differential equations driven by Levy white noises. A recent paper showed that these processes are limits in law of generalized compound-P ...

2020

Measurement of branching fraction and direct CP asymmetry in charmless B+ -> K+ K- pi(+) decays at Belle

Mingkui Wang, Olivier Schneider, Chao Wang, Sun Hee Kim, Tara Nanut, Jun Yong Kim

We report a study of the charmless hadronic decay of the charged B meson to the three-body final state K+K-pi(+). The results are based on a data sample that contains 772 x 10(6) B (B) over bar pairs collected at the Y (4S) resonance with the Belle detecto ...

American Physical Society2017

Development of a methodology for extreme flood estimations in alpine catchments for the verification of dam safety

Fränz Zeimetz

In the context of dam safety, reliable safety flood estimation methods are necessary to guarantee a sufficiently designed spillway capacity. Todayâ s state of the art allows to approach this topic under different angles. Statistical extrapolations are com ...

EPFL2017

Cosmological constraints from the convergence 1-point probability distribution

Jonathan Andrew Blazek

We examine the cosmological information available from the 1-point probability density function (PDF) of the weak-lensing convergence field, utilizing fast L-PICOLA simulations and a Fisher analysis. We find competitive constraints in the Omega(m)-sigma(8) ...

Oxford Univ Press2017

Exponential extinction time of the contact process on finite graphs

Thomas Mountford, Jean-Christophe Mourrat, Daniel Rodrigues Valesin

We study the extinction time tau of the contact process started with full occupancy on finite trees of bounded degree. We show that, if the infection rate is larger than the critical rate for the contact process on Z, then, uniformly over all trees of degr ...

Elsevier Science Bv2016

Quantifying the Differences in Geometry and Size Distributions of Buildings Within Cities

Nahid Mohajeri Pour Rayeni

There have been many studies on the spatial configuration of cities, but few attempts to quantify the difference in building patterns between the old and new parts of cities. This may be partly attributable to lack of suitable study methods. This paper pre ...

Kim Williams Books2014

A Unified Formulation of Gaussian Versus Sparse Stochastic Processes-Part I: Continuous-Domain Theory

Michaël Unser, Pouya Dehghani Tafti

We introduce a general distributional framework that results in a unifying description and characterization of a rich variety of continuous-time stochastic processes. The cornerstone of our approach is an innovation model that is driven by some generalized ...

Ieee-Inst Electrical Electronics Engineers Inc2014

A Unified Formulation of Gaussian Versus Sparse Stochastic Processes-Part II: Discrete-Domain Theory

Michaël Unser, Pouya Dehghani Tafti, Hagay Kirshner, Arash Amini

This paper is devoted to the characterization of an extended family of continuous-time autoregressive moving average (CARMA) processes that are solutions of stochastic differential equations driven by white Levy innovations. These are completely specified ...

Ieee-Inst Electrical Electronics Engineers Inc2014

Kinematics of age mixing in advection-dispersion models

Andrea Rinaldo, Paolo Benettin

This paper investigates age mixing processes arising in advection-dispersion models, where large-scale travel and residence time distributions can be explicitly calculated based on the underlying velocity field. In particular, we analyze spatially integrat ...

American Geophysical Union2013

Cumulant microscopy

Theo Lasser, Claudio Dellagiacoma

The invention describes a method and a microscopy system for imaging and analysing stochastically and independently blinking point-like emitters. A multiple-order cumulants analysis in conjunction with an established blinking model enables the extraction o ...

2012

The Bounded Confidence Model Of Opinion Dynamics

Jean-Yves Le Boudec

The bounded confidence model of opinion dynamics, introduced by Deffuant et al, is a stochastic model for the evolution of continuous-valued opinions within a finite group of peers. We prove that, as time goes to infinity, the opinions evolve globally into ...

World Scientific Publishing2012

The Analog Formulation of Sparsity Implies Infinite Divisibility and Rules Out Bernoulli-Gaussian Priors

Michaël Unser, Ulugbek Kamilov, Arash Amini

Motivated by the analog nature of real-world signals, we investigate continuous-time random processes. For this purpose, we consider the stochastic processes that can be whitened by linear transformations and we show that the distribution of their samples ...

Ieee2012

On Optimal Two Sample Homogeneity Tests for Finite Alphabets

Jayakrishnan Unnikrishnan

Suppose we are given two independent strings of data from a known finite alphabet. We are interested in testing the null hypothesis that both the strings were drawn from the same distribution, assuming that the samples within each string are mutually indep ...

Ieee2012

Application of complex-lag distributions for estimation of arbitrary order phase derivatives in digital holographic interferometry

Pramod Rastogi, Rajshekhar Gannavarpu

This Letter proposes a method to estimate phase derivatives of arbitrary order in digital holographic interferometry. Based on the desired order, the generalized complex-lag distribution is computed from the reconstructed interference field. Subsequently, ...

Optical Society of America2011