Publications associées à Convex Computation of Value-at-risk Bounds for Stochastic Processes

Publications associées (16)

Integer Linear Programming for Unsupervised Training Set Selection in Molecular Machine Learning

Anne-Clémence Corminboeuf, Friedrich Eisenbrand, Rubén Laplaza Solanas, Puck Elisabeth van Gerwen, Ksenia Briling, Jan Weinreich, Matthieu Nicolas Haeberle

Integer linear programming (ILP) is an elegant approach to solve linear optimization problems, naturally described using integer decision variables. Within the context of physics-inspired machine learning (ML) applied to chemistry, we demonstrate the relev ...

IOP Publishing Ltd2025

A shortcut model for batch distillation columns using pertinent effective factors

Dominique Bonvin

A shortcut model is a low-order model that provides a simplified representation of a complex process, thereby enabling faster and more efficient analysis, design and optimization without the computational intensity of a full-scale model. For continuous dis ...

Elsevier2025

First and Zeroth-Order Implementations of the Regularized Newton Method with Lazy Approximated Hessians

Nikita Doikov

In this work, we develop first-order (Hessian-free) and zeroth-order (derivative-free) implementations of the Cubically Regularized Newton Method for solving general non-convex optimization problems. For that, we employ finite difference approximations of ...

SPRINGER/PLENUM PUBLISHERS2025

A Stochastic Approach to Contact-rich Manipulation

Julius Maximilian Jankowski

For robots to operate in unstructured environments, they are required to interact with objects through contact. Those contacts may be used to push objects to the side, deform objects, or manipulate objects in-hand. This thesis addresses the problem of cont ...

EPFL2025

Directly optimizing for synthesizability in generative molecular design using retrosynthesis models

Philippe Schwaller, Jeff Guo

Synthesizability in generative molecular design remains a pressing challenge. Existing methods to assess synthesizability include heuristics-based metrics or retrosynthesis models which predict a synthetic pathway. By contrast, an explicit approach anchors ...

ROYAL SOC CHEMISTRY2025

PolyCLEAN: Atomic optimization for super-resolution imaging and uncertainty estimation in radio interferometry

Julien René Fageot, Matthieu Martin Jean-André Simeoni, Sepand Kashani, Adrian Thibault Etienne Jarret, Joan Rue Queralt

Context. Imaging in radio interferometry requires solving an ill-posed noisy inverse problem, for which the most adopted algorithm is the original CLEAN algorithm and its variants. Alternative explicit optimization methods have gained increasing attention, ...

EDP SCIENCES S A2025

Data-Driven Chance Constrained Programs over Wasserstein Balls

Daniel Kuhn, Wolfram Wiesemann

We provide an exact deterministic reformulation for data-driven chance constrained programs over Wasserstein balls. For individual chance constraints as well as joint chance constraints with right-hand side uncertainty, our reformulation amounts to a mixed ...

2024

Distributed Adaptive Learning Under Communication Constraints

Ali H. Sayed

We consider a network of agents that must solve an online optimization problem from continual observation of streaming data. To this end, the agents implement a distributed cooperative strategy where each agent is allowed to perform local exchange of infor ...

Ieee-Inst Electrical Electronics Engineers Inc2024

Estimation and control under uncertainty with application to power systems

Jean-Sébastien Hubert Brouillon

The transition to sustainable energy demands a fundamental redesign of the electrical grid, especially at the distribution level. With the increasing deployment of distributed energy resources, the development of reliable models, accurate state estimation ...

EPFL2024

SOStab: A Matlab toolbox for transient stability analysis

Colin Neil Jones

This paper presents a new Matlab toolbox, aimed at facilitating the use of polynomial optimization for stability analysis of nonlinear systems. In the past decade several decisive contributions made it possible to recast this type of problems as convex opt ...

Elsevier2024

Petrov-Galerkin Dynamical Low Rank Approximation: SUPG stabilisation of advection-dominated problems

Fabio Nobile, Thomas Simon Spencer Trigo Trindade

We propose a novel framework of generalised Petrov-Galerkin Dynamical Low Rank Approximations (DLR) in the context of random PDEs. It builds on the standard Dynamical Low Rank Approximations in their Dynamically Orthogonal formulation. It allows to seamles ...

Elsevier BV2025

On distributional autoregression and iterated transportation

Victor Panaretos, Laya Ghodrati

We consider the problem of defining and fitting models of autoregressive time series of probability distributions on a compact interval of Double-struck capital R. An order-1 autoregressive model in this context is to be understood as a Markov chain, where ...

Wiley2024

Lower Bounds on the Bayesian Risk via Information Measures

Michael Christoph Gastpar, Amedeo Roberto Esposito, Adrien Vandenbroucque

This paper focuses on parameter estimation and introduces a new method for lower bounding the Bayesian risk. The method allows for the use of virtually any information measure, including Rényi's α, φ-divergences, and Sibson's α-Mutual Information. The appr ...

2024

A Continuous-Domain Solution for Computed Tomography with Hessian Total-Variation Regularization

Youssef Haouchat, Michaël Unser, Mehrsa Pourya

We formulate computed-tomography reconstruction as a continuous-domain optimization problem with Hessian total variation (HTV) as the regularizer. HTV is a sparsity-promoting regularizer that favors continuous and piecewise-linear functions with few affine ...

IEEE Computer Society2024

Data-driven adaptive building thermal controller tuning with constraints: A primal-dual contextual Bayesian optimization approach

Colin Neil Jones, Wenjie Xu

We study the problem of tuning the parameters of a room temperature controller to minimize its energy consumption, subject to the constraint that the daily cumulative thermal discomfort of the occupants is below a given threshold. We formulate it as an onl ...

Elsevier Sci Ltd2024

An Information-Theoretic Framework for Multiplex Graphs

Anda Skeja

This thesis presents a comprehensive theory of information-theoretic measures for characterizing the complexity and higher-order dependence structures of graphs. We introduce multivariate complexity and dependence measures for graphs within the framework o ...

EPFL2024