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Concept

Point estimation

Publications associées (30)

A Method of Moments Estimator for Interacting Particle Systems and their Mean Field Limit

Andrea Zanoni

We study the problem of learning unknown parameters in stochastic interacting particle systems with polynomial drift, interaction, and diffusion functions from the path of one single particle in the system. Our estimator is obtained by solving a linear sys ...

Siam Publications2024

A Shape Derivative Approach to Domain Simplification

Annalisa Buffa, Ondine Gabrielle Chanon, Jochen Peter Hinz, Alessandra Arrigoni

The objective of this study is to address the difficulty of simplifying the geometric model in which a differential problem is formulated, also called defeaturing, while simultaneously ensuring that the accuracy of the solution is maintained under control. ...

Elsevier Sci Ltd2023

Analysis-aware defeaturing of complex geometries with Neumann features

Pablo Antolin Sanchez, Ondine Gabrielle Chanon

Local modifications of a computational domain are often performed in order to simplify the meshing process and to reduce computational costs and memory requirements. However, removing geometrical features of a domain often introduces a non-negligible error ...

Wiley2023

Unbiased Likelihood Estimation of Wright–Fisher Diffusion Processes

Fabio Nobile

In this paper we propose a Monte Carlo maximum likelihood estimation strategy for discretely observed Wright–Fisher diffusions. Our approach provides an unbiased estimator of the likelihood function and is based on exact simulation techniques that are of s ...

Springer Cham2024

An equilibrated flux a posteriori error estimator for defeaturing problems

Annalisa Buffa, Rafael Vazquez Hernandez, Ondine Gabrielle Chanon

An a posteriori error estimator based on an equilibrated flux reconstruction is proposed for defeaturing problems in the context of finite element discretizations. Defeaturing consists in the simplification of a geometry by removing features that are consi ...

2023

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

The elliptical Ornstein-Uhlenbeck process

Sofia Charlotta Olhede

We introduce the elliptical Ornstein-Uhlenbeck (OU) process, which is a generalisation of the well-known univariate OU process to bivariate time series. This process maps out elliptical stochastic oscillations over time in the complex plane, which are obse ...

INT PRESS BOSTON, INC2023

ReLU Neural Network Galerkin BEM

Fernando José Henriquez Barraza

We introduce Neural Network (NN for short) approximation architectures for the numerical solution of Boundary Integral Equations (BIEs for short). We exemplify the proposed NN approach for the boundary reduction of the potential problem in two spatial dime ...

SPRINGER/PLENUM PUBLISHERS2023

Stereo Confidence Estimation via Locally Adaptive Fusion and Knowledge Distillation

Pascal Frossard, Seungryong Kim

Stereo confidence estimation aims to estimate the reliability of the estimated disparity by stereo matching. Different from the previous methods that exploit the limited input modality, we present a novel method that estimates confidence map of an initial ...

IEEE COMPUTER SOC2023

Distribution Inference Risks: Identifying and Mitigating Sources of Leakage

Robert West, Maxime Jean Julien Peyrard, Valentin Hartmann

A large body of work shows that machine learning (ML) models can leak sensitive or confidential information about their training data. Recently, leakage due to distribution inference (or property inference) attacks is gaining attention. In this attack, the ...

IEEE COMPUTER SOC2023

Timing and spatial selection bias in rapid extreme event attribution

Anthony Christopher Davison, Ophélia Mireille Anna Miralles

Selection bias may arise when data have been chosen in a way that subsequent analysis does not account for. Such bias can arise in climate event attribution studies that are performed rapidly after a devastating "trigger event'', whose occurrence correspon ...

ELSEVIER2023

An a posteriori error estimator for isogeometric analysis on trimmed geometries

Annalisa Buffa, Rafael Vazquez Hernandez, Ondine Gabrielle Chanon

Trimming consists of cutting away parts of a geometric domain, without reconstructing a global parametrization (meshing). It is a widely used operation in computer-aided design, which generates meshes that are unfitted with the described physical object. T ...

2022

Statistical Emulation of Neural Simulators: Application to Neocortical L2/3 Large Basket Cells

Idan Segev, Werner Alfons Hilda Van Geit

Many scientific systems are studied using computer codes that simulate the phenomena of interest. Computer simulation enables scientists to study a broad range of possible conditions, generating large quantities of data at a faster rate than the laboratory ...

FRONTIERS MEDIA SA2022

Dynamical low rank approximation for uncertainty quantification of time-dependent problems

Eva Vidlicková

The quantification of uncertainties can be particularly challenging for problems requiring long-time integration as the structure of the random solution might considerably change over time. In this respect, dynamical low-rank approximation (DLRA) is very a ...

EPFL2022

Analysis-aware defeaturing of complex geometries

Pablo Antolin Sanchez, Ondine Gabrielle Chanon

2022

Is There a Cap on Longevity? A Statistical Review

Anthony Christopher Davison, Léo Raymond-Belzile

There is sustained and widespread interest in understanding the limit, if there is any, to the human life span. Apart from its intrinsic and biological interest, changes in survival in old age have implications for the sustainability of social security sys ...

ANNUAL REVIEWS2022

Bridging the gap between model-driven and data-driven methods in the era of Big Data

Gael Lederrey

Data-driven and model-driven methodologies can be regarded as competitive fields since they tackle similar problems such as prediction. However, these two fields can learn from each other to improve themselves. Indeed, data-driven methodologies have been d ...

EPFL2022

Representing location choice within activity-based models

Michel Bierlaire, Timothy Michael Hillel, Janody Pougala

Since the 70s, there has been a growing interest in activity-based modelling. This approach models the need to travel as a result of performing daily activities (Bowman and Ben-Akiva, 2001). Nevertheless, the activities need to be scheduled which involves ...

2022

Adaptive analysis-aware defeaturing

Annalisa Buffa, Rafael Vazquez Hernandez, Ondine Gabrielle Chanon

Removing geometrical details from a complex domain is a classical operation in computer aided design for simulation and manufacturing. This procedure simplifies the meshing process, and it enables faster simulations with less memory requirements. But depen ...

2022

Lower-bounds on the Bayesian Risk in Estimation Procedures via f–Divergences

Michael Christoph Gastpar, Amedeo Roberto Esposito, Adrien Vandenbroucque

We consider the problem of parameter estimation in a Bayesian setting and propose a general lower-bound that includes part of the family of f-Divergences. The results are then applied to specific settings of interest and compared to other notable results i ...

2022