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Concept

Log probability

Publications associées (4)

Stable high-order randomized cubature formulae in arbitrary dimension

Fabio Nobile, Giovanni Migliorati

We propose and analyse randomized cubature formulae for the numerical integration of functions with respect to a given probability measure μ defined on a domain Γ⊆ℝ^d, in any dimension d. Each cubature formula is conceived to be exact on a given finite dim ...

2022

Analysis of discrete least squares on multivariate polynomial spaces with evaluations at low-discrepancy point sets

Fabio Nobile, Giovanni Migliorati

We analyze the stability and accuracy of discrete least squares on multivariate polynomial spaces to approximate a given function depending on a multivariate random variable uniformly distributed on a hypercube. The polynomial approximation is calculated s ...

2015

Dictionary Identification - Sparse Matrix-Factorisation via $\ell_1$-Minimisation

Rémi Gribonval, Karin Schnass

This article treats the problem of learning a dictionary providing sparse representations for a given signal class, via

\ell_1

-minimisation. The problem can also be seen as factorising a

\ddim \times \nsig

matrix $Y=(y_1 \ldots y_\nsig), , y_n\in \R^\ ...

Institute of Electrical and Electronics Engineers2010

Propriétés fines des trajectoires du mouvement brownien fractionnaire

Let X = {X(t); t ∈ RN} be a (N,d) fractional Brownian motion in Rd of index H ∈ (0,1). We study the local time of X for all temporal dimensions N and spatial dimensions d for which local time exist. We obtain two main results : R1. If we denote by Lx(I) th ...

EPFL2008