Publications associées à Asymptotic analysis

Publications associées (31)

Extensions of Peer Prediction Incentive Mechanisms

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

Stability of a liquid layer draining around a horizontal cylinder: Interplay of capillary and gravity forces

François Gallaire, Shahab Eghbali, Simeon Vladimirov Djambov

We study the drainage of a viscous liquid film coating the outside of a solid horizontal cylinder, where gravity acts vertically. We focus on the limit of large Ohnesorge numbers Oh, where inertia is negligible compared to viscous effects. We first study t ...

Amer Physical Soc2024

A Combination Technique for Optimal Control Problems Constrained by Random PDEs

Fabio Nobile, Tommaso Vanzan

We present a combination technique based on mixed differences of both spatial approximations and quadrature formulae for the stochastic variables to solve efficiently a class of optimal control problems (OCPs) constrained by random partial differential equ ...

2024

High-Dimensional Kernel Methods under Covariate Shift: Data-Dependent Implicit Regularization

Volkan Cevher, Fanghui Liu

This paper studies kernel ridge regression in high dimensions under covariate shifts and analyzes the role of importance re-weighting. We first derive the asymptotic expansion of high dimensional kernels under covariate shifts. By a bias-variance decomposi ...

2024

Latency Interfaces for Systems Code

Rishabh Ramesh Iyer

This thesis demonstrates that it is feasible for systems code to expose a latency interface that describes its latency and related side effects for all inputs, just like the code's semantic interface describes its functionality and related side effects. S ...

EPFL2023

Weakly nonlinear versus semi-linear models of the nonlinear evolution of the centrifugal instability

François Gallaire, Eunok Yim

We carry out a weakly nonlinear analysis of the centrifugal instability for a columnar vortex in a rotating fluid, and compare the results to those of the semi-linear model derived empirically by Yim et al. (J. Fluid Mech., vol. 897, 2020, A34). The asympt ...

Cambridge University Press2023

Learning curves for the multi-class teacher-student perceptron

Lenka Zdeborová, Bruno Loureiro, Elisabetta Cornacchia, Rodrigo Soares Veiga

One of the most classical results in high-dimensional learning theory provides a closed-form expression for the generalisation error of binary classification with a single-layer teacher-student perceptron on i.i.d. Gaussian inputs. Both Bayes-optimal (BO) ...

IOP Publishing Ltd2023

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

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

Liquid film instability of an internally coated horizontal tube

François Gallaire, Edouard Boujo, Yves-Marie François Ducimetière, Shahab Eghbali

We study numerically and theoretically the gravity-driven flow of a viscous liquid film coating the inner side of a horizontal cylindrical tube and surrounding a shear-free dynamically inert gaseous core. The liquid-gas interface is prone to the Rayleigh-P ...

AMER PHYSICAL SOC2023

Safety in Numbers: Asymptotic Analysis of a Monitoring Problem

Emre Telatar, Reka Inovan

In this work, we introduce a setup where a monitoring entity attempts to distinguish a cheating player among a group of regular players where all players behave in order to maximize their reward. We assume that the cheating player has an "information advan ...

IEEE2022

Optimal denoising of rotationally invariant rectangular matrices

Lenka Zdeborová, Florent Gérard Krzakala, Emanuele Troiani, Vittorio Erba

In this manuscript we consider denoising of large rectangular matrices: given a noisy observation of a signal matrix, what is the best way of recovering the signal matrix itself? For Gaussian noise and rotationally-invariant signal priors, we completely ch ...

2022

Asymptotic Errors for Teacher-Student Convex Generalized Linear Models (Or: How to Prove Kabashima’s Replica Formula)

Florent Gérard Krzakala, Alia Abbara

There has been a recent surge of interest in the study of asymptotic reconstruction performance in various cases of generalized linear estimation problems in the teacher-student setting, especially for the case of i.i.d standard normal matrices. Here, we g ...

2022

Exploiting Marginal Stability in Slow-Fast Quasilinear Dynamical Systems

Alessia Ferraro

The accurate investigation of many geophysical phenomena via direct numerical simulations is computationally not possible nowadays due to the huge range of spatial and temporal scales to be resolved. Therefore advances in this field rely on the development ...

EPFL2022

On the Double Descent of Random Features Models Trained with SGD

Volkan Cevher, Fanghui Liu

We study generalization properties of random features (RF) regression in high dimensions optimized by stochastic gradient descent (SGD) in under-/overparameterized regime. In this work, we derive precise non-asymptotic error bounds of RF regression under b ...

2022

Emergence of Concentration Effects in the Variational Analysis of the N-Clock Model

Matthias Benjamin Ruf

We investigate the relationship between the N-clock model (also known as planar Potts model or DOUBLE-STRUCK CAPITAL ZN-model) and the XY model (at zero temperature) through a Gamma-convergence analysis of a suitable rescaling of the energy as both the num ...

WILEY2022

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

From coating flow patterns to porous body wake dynamics via multiscale models

Pier Giuseppe Ledda

Multiscale phenomena are involved in countless problems in fluid mechanics. Coating flows are known to exhibit a broad variety of patterns, such as wine tears in a glass and dripping of fresh paint applied on a wall. Coating flows are typically modeled und ...

EPFL2022

Genuinely distributed Byzantine machine learning

Rachid Guerraoui, El Mahdi El Mhamdi, Sébastien Louis Alexandre Rouault, Le Nguyen Hoang, Arsany Hany Abdelmessih Guirguis

Machine learning (ML) solutions are nowadays distributed, according to the so-called server/worker architecture. One server holds the model parameters while several workers train the model. Clearly, such architecture is prone to various types of component ...

2022

Improved Inference On Risk Measures For Univariate Extremes

Anthony Christopher Davison, Léo Raymond-Belzile

We discuss the use of likelihood asymptotics for inference on risk measures in univariate extreme value problems, focusing on estimation of high quantiles and similar summaries of risk for uncertainty quantification. We study whether higher-order approxima ...

INST MATHEMATICAL STATISTICS-IMS2022