This paper presents explicit solutions for two related non-convex information extremization problems due to Gray and Wyner in the Gaussian case. The first problem is the Gray-Wyner network subject to a sum-rate constraint on the two private links. Here, ou ...
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 ...
This work is concerned with approximating matrix functions for banded matrices, hierarchically semiseparable matrices, and related structures. We develop a new divide-and-conquer method based on (rational) Krylov subspace methods for performing low-rank up ...
This thesis consists of three applications of machine learning techniques to risk management. The first chapter proposes a deep learning approach to estimate physical forward default intensities of companies. Default probabilities are computed using artifi ...
In the recent years, Deep Neural Networks (DNNs) have managed to succeed at tasks that previously appeared impossible, such as human-level object recognition, text synthesis, translation, playing games and many more. In spite of these major achievements, o ...
In this thesis we propose and analyze algorithms for some numerical linear algebra tasks: finding low-rank approximations of matrices, computing matrix functions, and estimating the trace of matrices.In the first part, we consider algorithms for building ...
Characteristics of the spent nuclear fuel (SNF) are typically calculated, requiring validation a priori. The validation process relies on the difference between calculations and measurements, namely the bias. Usually, predicting the bias based on benchmark ...
A computer-implemented method for reconstructing/recovering high-resolution visible light spectral data at a target resolution d, that comprises obtaining a configuration of a low- resolution multi-channel imaging sensor of resolution p, the configuration ...
Today, automatic control is integrated into a wide spectrum of real-world systems such as electrical grids and transportation networks. Many of these systems comprise numerous interconnected agents, perform safety-critical operations, or generate large amo ...
Unknown-input observers (UIOs) allow for estimation of the states of an LTI system without knowledge of all inputs. In this letter, we provide a novel data-driven UIO based on behavioral system theory and the result known as Fundamental Lemma proposed by J ...
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 ...
