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Concept

Théorème de l'espérance totale

Publications associées (12)

An extension of the stochastic sewing lemma and applications to fractional stochastic calculus

Toyomu Matsuda

We give an extension of Le's stochastic sewing lemma. The stochastic sewing lemma proves convergence in

L_m

of Riemann type sums

\sum _{[s,t] \in \pi } A_{s,t}

for an adapted two-parameter stochastic process A, under certain conditions on the moments o ...

Cambridge Univ Press2024

Quantifying uncertain system outputs via the multi-level Monte Carlo method --- distribution and robustness measures

Fabio Nobile, Sebastian Krumscheid, Sundar Subramaniam Ganesh, Quentin Olivier Martin Ayoul--Guilmard

In this work, we consider the problem of estimating the probability distribution, the quantile or the conditional expectation above the quantile, the so called conditional-value-at-risk, of output quantities of complex random differential models by the MLM ...

2023

Differential Entropy of the Conditional Expectation Under Additive Gaussian Noise

Michael Christoph Gastpar, Alper Köse, Ahmet Arda Atalik

The conditional mean is a fundamental and important quantity whose applications include the theories of estimation and rate-distortion. It is also notoriously difficult to work with. This paper establishes novel bounds on the differential entropy of the co ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2022

Differential Entropy of the Conditional Expectation under Gaussian Noise

Michael Christoph Gastpar, Alper Köse, Ahmet Arda Atalik

This paper considers an additive Gaussian noise channel with arbitrarily distributed finite variance input signals. It studies the differential entropy of the minimum mean-square error (MMSE) estimator and provides a new lower bound which connects the diff ...

IEEE2021

The politics of participation in transdisciplinary sustainability research: an analysis of knowledge, values and power at the science-society interface

Livia Bianca Fritz

Problem. In the field of sustainability, scholars and policy-makers herald the transformative power of participation in transdisciplinary (TD) research. The increasing use of TD in science policy is rooted in the expectation that involving practitioners in ...

EPFL2020

Stochastic approximation methods for PDE constrained optimal control problems with uncertain parameters

Matthieu Claude Martin

This thesis work focuses on optimal control of partial differential equations (PDEs) with uncertain parameters, treated as a random variables. In particular, we assume that the random parameters are not observable and look for a deterministic control which ...

EPFL2019

Deterministic Algorithms for Submodular Maximization Problems

Moran Feldman

Randomization is a fundamental tool used in many theoretical and practical areas of computer science. We study here the role of randomization in the area of submodular function maximization. In this area, most algorithms are randomized, and in almost all c ...

ASSOC COMPUTING MACHINERY2018

Spontaneous symmetry breaking in a quadratically driven nonlinear photonic lattice

Vincenzo Savona

We investigate the occurrence of a phase transition, characterized by the spontaneous breaking of a discrete symmetry, in a driven-dissipative Bose-Hubbard lattice in the presence of two-photon coherent driving. The driving term does not lift the original ...

Amer Physical Soc2017

Measurement of the branching fraction of B+ -> tau(+)nu(tau) decays with the semileptonic tagging method

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

We report a measurement of the branching fraction of B+ -> tau(+) nu(tau) decays using a data sample of 772 x 10(6) B (B) over bar pairs, collected at the Upsilon(4S) resonance with the Belle detector at the KEKB asymmetric-energy e(+)e(-) collider. We rec ...

American Physical Society2015

Robust Data-Driven Dynamic Programming

Daniel Kuhn, Grani Adiwena Hanasusanto

In stochastic optimal control the distribution of the exogenous noise is typically unknown and must be inferred from limited data before dynamic programming (DP)-based solution schemes can be applied. If the conditional expectations in the DP recursions ar ...

2013

Propagation Models for Biochemical Reaction Networks

Maria-Emanuela-Canini Mateescu

In this thesis we investigate different ways of approximating the solution of the chemical master equation (CME). The CME is a system of differential equations that models the stochastic transient behaviour of biochemical reaction networks. It does so by d ...

EPFL2011

A Lagrangian, stochastic modeling framework for multi-phase flow in porous media

Ivan Lunati

Many of the complex physical processes relevant for compositional multi-phase flow in porous media are well understood at the pore-scale level. In order to study CO2 storage in sub-surface formations, however, it is not feasible to perform simulations at t ...

2008