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Concept

Asymptotic distribution

Publications associées (28)

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

Bayes-optimal Learning of Deep Random Networks of Extensive-width

Lenka Zdeborová, Florent Gérard Krzakala, Hugo Chao Cui

We consider the problem of learning a target function corresponding to a deep, extensive-width, non-linear neural network with random Gaussian weights. We consider the asymptotic limit where the number of samples, the input dimension and the network width ...

2023

Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective

Victor Panaretos, Leonardo Vincenzo Santoro, Neda Mohammadi Jouzdani

We consider the problem of nonparametric estimation of the drift and diffusion coefficients of a Stochastic Differential Equation (SDE), based on n independent replicates {Xi(t) : t is an element of [0 , 1]}13 d B(t), where alpha is an element of {0 , 1} a ...

Elsevier2024

Parametric Estimation For Functional Autoregressive Processes On The Sphere

Alessia Caponera

The aim of this paper is to define a nonlinear least squares estimator for the spectral parameters of a spherical autoregressive process of order 1 in a parametric setting. Furthermore, we investigate on its asymptotic properties, such as weak consistency ...

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

Intrinsic area near the origin for self-similar growth-fragmentations and related random surfaces

François Gaston Ged

We study the behaviour of a natural measure defined on the leaves of the genealogical tree of some branching processes, namely self-similar growth-fragmentation processes. Each particle, or cell, is attributed a positive mass that evolves in continuous tim ...

2022

Estimating an extreme Bayesian network via scalings

Mario Krali

A recursive max-linear vector models causal dependence between its components by expressing each node variable as a max-linear function of its parental nodes in a directed acyclic graph and some exogenous innovation. Motivated by extreme value theory, inno ...

ELSEVIER INC2021

Learning, compression, and leakage: Minimising classification error via meta-universal compression principles

Michael Christoph Gastpar

Learning and compression are driven by the common aim of identifying and exploiting statistical regularities in data, which opens the door for fertile collaboration between these areas. A promising group of compression techniques for learning scenarios is ...

IEEE2021

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

Frequency domain theory for functional time series: Variance decomposition and an invariance principle

Neda Mohammadi Jouzdani

This paper is concerned with frequency domain theory for functional time series, which are temporally dependent sequences of functions in a Hilbert space. We consider a variance decomposition, which is more suitable for such a data structure than the varia ...

INT STATISTICAL INST2020

Inference on the Angular Distribution of Extremes

Claudio Andri Semadeni

The spectral distribution plays a key role in the statistical modelling of multivariate extremes, as it defines the dependence structure of multivariate extreme-value distributions and characterizes the limiting distribution of the relative sizes of the co ...

EPFL2020

Quenched convergence and strong local equilibrium for asymmetric zero-range process with site disorder

Thomas Mountford

We study asymmetric zero-range processes on Z with nearest-neighbour jumps and site disorder. The jump rate of particles is an arbitrary but bounded nondecreasing function of the number of particles. We prove quenched strong local equilibrium at subcritica ...

SPRINGER HEIDELBERG2020

The probability of intransitivity in dice and close elections

Jan Hazla

We study the phenomenon of intransitivity in models of dice and voting. First, we follow a recent thread of research for n-sided dice with pairwise ordering induced by the probability, relative to 1/2, that a throw from one die is higher than the other. We ...

2020

Support and approximation properties of Hermite splines

Michaël Unser, Julien René Fageot, Shayan Aziznejad, Virginie Sophie Uhlmann

In this paper, we formally investigate two mathematical aspects of Hermite splines that are relevant to practical applications. We first demonstrate that Hermite splines are maximally localized, in the sense that the size of their support is minimal among ...

2020

Hybrid regularisation and the (in)admissibility of ridge regression in infinite dimensional Hilbert spaces

Victor Panaretos, Anirvan Chakraborty

We consider the problem of estimating the slope function in a functional regression with a scalar response and a functional covariate. This central problem of functional data analysis is well known to be ill-posed, thus requiring a regularised estimation p ...

2019

Iterative learning control of multivariable uncertain nonlinear systems with nonrepetitive trajectory

Mohamed Bouri

Iterative learning control (ILC) theory is based on the traditional assumptions of resetting condition and repetitive trajectory. To overcome these restrictions, a novel ILC is developed in this paper for MIMO uncertain nonlinear systems subject to externa ...

SPRINGER2019

Near-Optimal Noisy Group Testing via Separate Decoding of Items

Volkan Cevher, Jonathan Mark Scarlett

In this paper, we revisit an efficient algorithm for noisy group testing in which each item is decoded separately (Malyutov and Mateev, 1980), and develop novel performance guarantees via an information-theoretic framework for general noise models. For the ...

IEEE2018

Mirrored Langevin Dynamics

Volkan Cevher, Ya-Ping Hsieh, Ali Kavis, Paul Thierry Yves Rolland

We consider the problem of sampling from constrained distributions, which has posed significant challenges to both non-asymptotic analysis and algorithmic design. We propose a unified framework, which is inspired by the classical mirror descent, to derive ...

2018

Near-Optimal Noisy Group Testing via Separate Decoding of Items

Volkan Cevher, Jonathan Mark Scarlett

The group testing problem consists of determining a small set of defective items from a larger set of items based on a number of tests, and is relevant in applications such as medical testing, communication protocols, pattern matching, and more. In this pa ...

2018

High-Dimensional Inference on Dense Graphs with Applications to Coding Theory and Machine Learning

Mohamad Baker Dia

We are living in the era of "Big Data", an era characterized by a voluminous amount of available data. Such amount is mainly due to the continuing advances in the computational capabilities for capturing, storing, transmitting and processing data. However, ...

EPFL2018