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Concept

Complex random variable

Publications associées (29)

Random matrix methods for high-dimensional machine learning models

Antoine Philippe Michel Bodin

In the rapidly evolving landscape of machine learning research, neural networks stand out with their ever-expanding number of parameters and reliance on increasingly large datasets. The financial cost and computational resources required for the training p ...

EPFL2024

Spectral Estimators for High-Dimensional Matrix Inference

Farzad Pourkamali

A key challenge across many disciplines is to extract meaningful information from data which is often obscured by noise. These datasets are typically represented as large matrices. Given the current trend of ever-increasing data volumes, with datasets grow ...

EPFL2024

Information Spectrum Converse for Minimum Entropy Couplings and Functional Representations

Yanina Yurina Shkel, Anuj Kumar Yadav

Given two jointly distributed random variables (X,Y), a functional representation of X is a random variable Z independent of Y, and a deterministic function g(⋅,⋅) such that X=g(Y,Z). The problem of finding a minimum entropy functional representation is kn ...

2023

Sensitivity to user mischaracterizations in electric vehicle charging

Nils Gustav Nilsson

In this paper, we consider electric vehicle charging facilities that offer various levels of service, i.e., charging rates, for varying prices such that rational users choose a level of service that minimizes the total cost to themselves including an oppor ...

ELSEVIER2023

Robust optimization of control parameters for WEC arrays using stochastic methods

Tommaso Vanzan

This work presents a new computational optimization framework for the robust control of parks of Wave Energy Converters (WEC) in irregular waves. The power of WEC parks is maximized with respect to the individual control damping and stiffness coefficients ...

Journal of Computational Physics2023

Optimal Matching of Random Parts

Thomas Alois Weber

This paper examines the minimization of the cost for an expected random production output, given an assembly of finished goods from two random inputs, matched in two categories. We describe the optimal input portfolio, first using the standard normal appro ...

2022

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

A Functional Perspective on Information Measures

Amedeo Roberto Esposito

Since the birth of Information Theory, researchers have defined and exploited various information measures, as well as endowed them with operational meanings. Some were born as a "solution to a problem", like Shannon's Entropy and Mutual Information. Other ...

EPFL2022

Statistical limits of dictionary learning: Random matrix theory and the spectral replica method

Nicolas Macris, Jean François Emmanuel Barbier

We consider increasingly complex models of matrix denoising and dictionary learning in the Bayes-optimal setting, in the challenging regime where the matrices to infer have a rank growing linearly with the system size. This is in contrast with most existin ...

AMER PHYSICAL SOC2022

Functional estimation of anisotropic covariance and autocovariance operators on the sphere

Victor Panaretos, Julien René Fageot, Matthieu Martin Jean-André Simeoni, Alessia Caponera

We propose nonparametric estimators for the second-order central moments of possibly anisotropic spherical random fields, within a functional data analysis context. We consider a measurement framework where each random field among an identically distribute ...

2022

Preconditioners for robust optimal control problems under uncertainty

Fabio Nobile, Tommaso Vanzan

The discretization of robust quadratic optimal control problems under uncertainty using the finite element method and the stochastic collocation method leads to large saddle-point systems, which are fully coupled across the random realizations. Despite its ...

2023

Common Information Components Analysis

Michael Christoph Gastpar, Erixhen Sula

Wyner's common information is a measure that quantifies and assesses the commonality between two random variables. Based on this, we introduce a novel two-step procedure to construct features from data, referred to as Common Information Components Analysis ...

2021

Feedback and Common Information: Bounds and Capacity for Gaussian Networks

Erixhen Sula

Network information theory studies the communication of information in a network and considers its fundamental limits. Motivating from the extensive presence of the networks in the daily life, the thesis studies the fundamental limits of particular network ...

EPFL2021

A hybrid collocation-perturbation approach for PDEs with random domains

Fabio Nobile

Consider a linear elliptic PDE defined over a stochastic stochastic geometry a function of N random variables. In many application, quantify the uncertainty propagated to a quantity of interest (QoI) is an important problem. The random domain is split into ...

2021

Secrecy by Design With Applications to Privacy and Compression

Yanina Yurina Shkel

Secrecy by design is examined as an approach to information-theoretic secrecy. The main idea behind this approach is to design an information processing system from the ground up to be perfectly secure with respect to an explicit secrecy constraint. The pr ...

2021

Generalization Error Bounds Via Rényi-, f-Divergences and Maximal Leakage

Michael Christoph Gastpar, Amedeo Roberto Esposito, Ibrahim Issa

In this work, the probability of an event under some joint distribution is bounded by measuring it with the product of the marginals instead (which is typically easier to analyze) together with a measure of the dependence between the two random variables. ...

2021

Declarative Variables in Online Dating: A Mixed-Method Analysis of a Mimetic-Distinctive Mechanism

Daniel Gatica-Perez, Jessica Carolina Pidoux

Declarative variables of self-description have a long-standing tradition in matchmaking media. With the advent of online dating platforms and their brand positioning, the volume and semantics of variables vary greatly across apps. However, a variable lands ...

2021

Subquadratic Overparameterization for Shallow Neural Networks

Volkan Cevher, Armin Eftekhari, Thomas Michaelsen Pethick, Chaehwan Song

Overparameterization refers to the important phenomenon where the width of a neural network is chosen such that learning algorithms can provably attain zero loss in nonconvex training. The existing theory establishes such global convergence using various i ...

2021

On some consistent tests of mutual independence among several random vectors of arbitrary dimensions

Soham Sarkar

Testing for mutual independence among several random vectors is a challenging problem, and in recent years, it has gained significant attention in statistics and machine learning literature. Most of the existing tests of independence deal with only two ran ...

SPRINGER2020

An Operational Approach to Information Leakage

Ibrahim Issa

Given two random variables X and Y , an operational approach is undertaken to quantify the "leakage" of information from X to Y . The resulting measure L (X -> Y) is called maximal leakage, and is defined as the multiplicative increase, upon observing Y , ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2020