Publications associées à Robust Identification of Controlled Hawkes Processes

OASIS: An integrated optimisation framework for activity scheduling

Activity-based models offer the potential for a far deeper understanding of daily mobility behaviour than trip-based models. Based on the fundamental assumption that travel demand is derived from the need to do activities, they are flexible tools that aim ...

EPFL2024

OASIS: Optimisation-based Activity Scheduling with Integrated Simultaneous choice dimensions

Michel Bierlaire, Janody Pougala, Timothy Michael Hillel

Activity-based models offer the potential of a far deeper understanding of daily mobility behaviour than trip-based models. However, activity-based models used both in research and practice have often relied on applying sequential choice models between sub ...

2023

VL4Pose: Active Learning Through Out-Of-Distribution Detection For Pose Estimation

Alexandre Massoud Alahi, Megh Hiren Shukla

Advances in computing have enabled widespread access to pose estimation, creating new sources of data streams. Unlike mock set-ups for data collection, tapping into these data streams through on-device active learning allows us to directly sample from the ...

BMVA Press2022

Self-Exciting Point Processes: Identification and Control

Michael Mark

This thesis addresses theoretical and practical aspects of identification and subsequent control of self-exciting point processes. The main contributions correspond to four separate scientific papers. In the first paper, we address the challenge of robust ...

EPFL2022

Bayesian Methods for the Identification of Distribution Networks

Jean-Sébastien Hubert Brouillon, Giancarlo Ferrari Trecate, Pulkit Nahata

The increasing integration of intermittent renewable generation, especially at the distribution level, necessitates advanced planning and optimisation methodologies contingent on the knowledge of the admittance matrix, capturing the topology and line param ...

IEEE2021

Context-Aware Learning for Generative Models

Ricardo Andres Chavarriaga Lozano, José del Rocio Millán Ruiz, Serafeim Perdikis, Robert Leeb

This work studies the class of algorithms for learning with side-information that emerges by extending generative models with embedded context-related variables. Using finite mixture models (FMMs) as the prototypical Bayesian network, we show that maximum- ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2021

On Randomized Trace Estimates for Indefinite Matrices with an Application to Determinants

Daniel Kressner, Alice Cortinovis

Randomized trace estimation is a popular and well-studied technique that approximates the trace of a large-scale matrix B by computing the average of x(T) Bx for many samples of a random vector X. Often, B is symmetric positive definite (SPD) but a number ...

2022

Inference methods for the study of interacting biological oscillators in single-cells

Colas Noé Droin

Biological oscillators are pervasive in biology, covering all aspects of life from enzyme kinetics reactions to population dynamics. Although their behaviour has been intensively studied in the last decades, the recent advances of high-throughput experimen ...

EPFL2020

Online Distributed Learning Over Graphs With Multitask Graph-Filter Models

Ali H. Sayed, Roula Nassif

In this article, we are interested in adaptive and distributed estimation of graph filters from streaming data. We formulate this problem as a consensus estimation problem over graphs, which can be addressed with diffusion LMS strategies. Most popular grap ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2020

Learning Hawkes Processes from a Handful of Events

Patrick Thiran, Matthias Grossglauser, William Trouleau, Farnood Salehi

Learning the causal-interaction network of multivariate Hawkes processes is a useful task in many applications. Maximum-likelihood estimation is the most common approach to solve the problem in the presence of long observation sequences. However, when only ...

2019

Estimation of streamflow recession parameters: New insights from an analytic streamflow distribution model

Bettina Schaefli, Andrea Rinaldo, Ana Clara Pereira Barbosa Santos

Streamflow recession analysis characterizes the storage-outflow relationship in catchments. This relationship, which typically follows a power law, summarizes all catchment-scale subsurface hydrological processes and has long been known to be a key descrip ...

2019

Robust Biophysical Parameter Estimation with a Neural Network Enhanced Hamiltonian Markov Chain Monte Carlo Sampler

Jean-Philippe Thiran, Gabriel Girard, Jonathan Rafael Patino Lopez, Erick Jorge Canales Rodriguez, Marco Pizzolato, Thomas Yu

Probabilistic parameter estimation in model fitting runs the gamut from maximum likelihood or maximum a posteriori point estimates from optimization to Markov Chain Monte Carlo (MCMC) sampling. The latter, while more computationally intensive, generally pr ...

SPRINGER INTERNATIONAL PUBLISHING AG2019

Fast and Accurate Uncertainty Estimation in Chemical Machine Learning

Félix Benedito Clément Musil, Michele Ceriotti, Mikhail Langovoy, Michael John Willatt

We present a scheme to obtain an inexpensive and reliable estimate of the uncertainty associated with the predictions of a machine-learning model of atomic and molecular properties. The scheme is based on resampling, with multiple models being generated ba ...

2019

Maximum-likelihood estimation of kinetic parameters via the extent-based incremental approach

Dominique Bonvin, Julien Léo Billeter, Diogo Filipe Mateus Rodrigues

For lumped homogeneous reaction systems, this paper presents a kinetic model identification scheme that provides maximum-likelihood parameter estimates and guarantees convergence to global optimality. The use of the extent-based incremental approach allows ...

PERGAMON-ELSEVIER SCIENCE LTD2019

On flow duration curve modelling in Alpine catchments

Ana Clara Pereira Barbosa Santos

Mountain regions are considered to be the natural "water towers" of the world due to their importance as sources of many rivers. Reliable tools to estimate the availability and variability of streamflows in such regions are still rare. In this context, the ...

EPFL2019

Sequential model identification of reaction systems-The missing path between the incremental and simultaneous approaches

Dominique Bonvin, Julien Léo Billeter, Sriniketh Srinivasan

Modeling chemical reaction systems is an important but complex task. The identified kinetic model must be able to explain all the underlying rate processes such as chemical reactions and heat and mass transfers. Traditionally, the modeling task is carried ...

2019

Wasserstein Distributionally Robust Optimization: Theory and Applications in Machine Learning

Peyman Mohajerin Esfahani, Viet Anh Nguyen, Daniel Kuhn, Soroosh Shafieezadeh Abadeh

Many decision problems in science, engineering and economics are affected by uncertain parameters whose distribution is only indirectly observable through samples. The goal of data-driven decision-making is to learn a decision from finitely many training s ...

2019

Angular Accuracy of Steerable Feature Detectors

Michaël Unser, Arash Amini, Zsuzsanna Püspöki, John Paul Ward, Julien René Pierre Fageot

The detection of landmarks or patterns is of interest for extracting features in biological images. Hence, algorithms for finding these keypoints have been extensively investigated in the literature, and their localization and detection properties are well ...

SIAM PUBLICATIONS2019

Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data

Sebastian Krumscheid

We consider the inference problem for parameters in stochastic differential equation models from discrete time observations (e.g. experimental or simulation data). Specifically, we study the case where one does not have access to observations of the model ...

2018

Concept of Variants and Invariants for Reaction Systems, with Application to Estimation, Control and Optimization

Diogo Filipe Mateus Rodrigues

The concept of reaction variants and invariants for lumped reaction systems has been known for several decades. Its applications encompass model identification, data reconciliation, state estimation and control using kinetic models. In this thesis, the con ...

EPFL2018