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Concept

Variation quadratique

Publications associées (18)

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

Essays in Empirical Asset Pricing

Alexis Arilès Marchal

This thesis consists of three applications of machine learning techniques to empirical asset pricing. In the first part, which is co-authored work with Oksana Bashchenko, we develop a new method that detects jumps nonparametrically in financial time series ...

EPFL2022

Coarse graining and large-N behavior of the d-dimensional N-clock model

Matthias Benjamin Ruf

We study the asymptotic behavior of the N-clock model, a nearest neighbors ferromagnetic spin model on the d-dimensional cubic epsilon-lattice in which the spin field is constrained to take values in a discretization S-N of the unit circle S-1 consisting o ...

2021

Sifting through the Noise: Universal First-Order Methods for Stochastic Variational Inequalities

Volkan Cevher, Ali Kavis, Kimon Antonakopoulos, Thomas Michaelsen Pethick

We examine a flexible algorithmic framework for solving monotone variational inequalities in the presence of randomness and uncertainty. The proposed template encompasses a wide range of popular first-order methods, including dual averaging, dual extrapola ...

2021

Functional registration and local variations: Identifiability, rank, and tuning

Victor Panaretos, Anirvan Chakraborty

We develop theory and methodology for the problem of nonparametric registration of functional data that have been subjected to random deformation (warping) of their time scale. The separation of this phase variation ("horizontal" variation) from the amplit ...

2021

Normal approximation of the solution to the stochastic heat equation with Levy noise

Carsten Hao Ye Chong

Given a sequence L & x2d9;epsilon of Levy noises, we derive necessary and sufficient conditions in terms of their variances sigma 2(epsilon) such that the solution to the stochastic heat equation with noise sigma(epsilon)-1L & x2d9;epsilon converges in law ...

SPRINGER2020

Inter-embryo gene expression variability recapitulates the hourglass pattern of evo-devo

Bart Deplancke, Vincent Roland Julien Gardeux, Michael Vincent Frochaux

Background The evolution of embryological development has long been characterized by deep conservation. In animal development, the phylotypic stage in mid-embryogenesis is more conserved than either early or late stages among species within the same phylum ...

2020

Data-Retention-Time Characterization of Gain-Cell eDRAMs across the Design and Variations Space

Andreas Peter Burg, Andrea Bonetti

The rise of data-intensive applications has increased the demand for high-density and low-power embedded memories. Among them, the gain-cell embedded DRAM (GC-eDRAM) is a suitable alternative to the static random access memory (SRAM) due to its high memory ...

IEEE2019

On quadratic matrix equations with infinite size coefficients encountered in QBD stochastic processes

Stefano Massei

Matrix equations of the kind A(1)X(2)+A(0)X+A(-1)=X, where both the matrix coefficients and the unknown are semi-infinite matrices belonging to a Banach algebra, are considered. These equations, where coefficients are quasi-Toeplitz matrices, are encounter ...

WILEY2018

Statistical physics approaches to subnetwork dynamics in biochemical systems

Barbara Bravi

We apply a Gaussian variational approximation to model reduction in large biochemical networks of unary and binary reactions. We focus on a small subset of variables (subnetwork) of interest, e.g. because they are accessible experimentally, embedded in a l ...

Iop Publishing Ltd2017

Polynomial diffusions and applications in finance

Damir Filipovic, Martin Larsson

This paper provides the mathematical foundation for polynomial diffusions. They play an important role in a growing range of applications in finance, including financial market models for interest rates, credit risk, stochastic volatility, commodities and ...

Springer Verlag2016

Filtration Shrinkage, Strict Local Martingales And The Follmer Measure

Martin Larsson

When a strict local martingale is projected onto a subfiltration to which it is not adapted, the local martingale property may be lost, and the finite variation part of the projection may have singular paths. This phenomenon has consequences for arbitrage ...

Inst Mathematical Statistics2014

Dynamic stability and noise margins of SRAM arrays in nanoscaled technologies

Adam Shmuel Teman

SRAM stability is one of the primary bottlenecks of current VLSI system design, and the unequivocal supply voltage scaling limiter. Static noise margin metrics have long been the de-facto standard for measuring this stability and estimating the yield of SR ...

IEEE2014

Exploring Local Modifications for Constrained Meshes

Mark Pauly, Sofien Bouaziz, Bailin Deng, Yuliy Gennadievich Schwartzburg, Mario Moacir Deuss

Mesh editing under constraints is a challenging task with numerous applications in geometric modeling, industrial design, and architectural form finding. Recent methods support constraint-based exploration of meshes with fixed connectivity, but commonly la ...

Wiley-Blackwell2013

Fast Variational Bayesian Inference for Non-Conjugate Matrix Factorization Models

Matthias Seeger

Probabilistic matrix factorization methods aim to extract meaningful correlation structure from an incomplete data matrix by postulating low rank constraints. Recently, variational Bayesian (VB) inference techniques have successfully been applied to such l ...

2012

Robust gain-scheduled blending control of raw-mix quality in cement industries

Alireza Karimi, Michael Amrhein

This paper addresses the control of the blending process in cement industries. This process can be modeled by a nonlinear multivariable system with large parametric uncertainty. Using a specific transformation, a linear parameter varying (LPV) model with s ...

Ieee Service Center, 445 Hoes Lane, Po Box 1331, Piscataway, Nj 08855-1331 Usa2011

Driven mobility of self-interstitial defects under electron irradiation

In situ electron microscope observations of defects show that the incident high-energy electrons influence the evolution of microstructure of an irradiated material, reducing the number of defects seen in the field of view of the microscope. We investigate ...

2007

Measurement-based run-to-run optimization of batch processes : application to industrial acrylamide copolymerization

Grégory François

In batch chemical processing, dynamic optimization is the method of choice to reduce production costs while satisfying safety constraints and product specifications. Most of the standard optimization techniques are based on a model of the process, while it ...

EPFL2004