Publication

Conditionally least-informative distributions: The case of the location parameter

Publications associées (28)

Preconditioners for robust optimal control problems under uncertainty

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

Improved framework to estimate travel time and derived distributions in hydrological control volumes

Mitra Asadollahi

Crossing properties of soil saturation, defined as the duration and excursion of soil saturation below and above certain thresholds, are key variables to ecosystem functioning and evolution by primarily influencing the plant and soil microbes physiological ...

EPFL2022

Differential Entropy of the Conditional Expectation Under Additive Gaussian Noise

Michael Christoph Gastpar, Alper Köse, Ahmet Arda Atalik

The conditional mean is a fundamental and important quantity whose applications include the theories of estimation and rate-distortion. It is also notoriously difficult to work with. This paper establishes novel bounds on the differential entropy of the co ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2022

Revisiting the Calculation of the Early Time HEMP Conducted Environment

Farhad Rachidi-Haeri, Carlos Alberto Romero Romero, Nicolas Mora Parra

The early time high altitude electromagnetic pulse conducted environment calculation is revisited by using the transmission line (TL) theory and including high-frequency corrections that were not present in the earlier studies. Waveform salient parameters, ...

2021

Practical issues with modeling extreme Brazilian rainfall

Anthony Christopher Davison, Isolde Santos Previdelli, Paulo Vitor Da Costa Pereira

Accurately quantifying extreme rainfall is important for the design of hydraulic structures, for flood mapping and zoning and for disaster management. In order to produce maps of estimates of 25-year rainfall return levels in Brazil, we selected 893 shorte ...

BRAZILIAN STATISTICAL ASSOCIATION2021

Learning in Volatile Environments With the Bayes Factor Surprise

Wulfram Gerstner, Vasiliki Liakoni, Johanni Michael Brea, Alireza Modirshanechi

Surprise-based learning allows agents to rapidly adapt to nonstationary stochastic environments characterized by sudden changes. We show that exact Bayesian inference in a hierarchical model gives rise to a surprise-modulated trade-off between forgetting o ...

MIT PRESS2021

Learning Self-Exciting Temporal Point Processes Under Noisy Observations

William Trouleau

Understanding the diffusion patterns of sequences of interdependent events is a central question for a variety of disciplines. Temporal point processes are a class of elegant and powerful models of such sequences; these processes have become popular across ...

EPFL2021

A Pareto Dominance Principle for Data-Driven Optimization

Daniel Kuhn, Tobias Sutter

We propose a statistically optimal approach to construct data-driven decisions for stochastic optimization problems. Fundamentally, a data-driven decision is simply a function that maps the available training data to a feasible action. It can always be exp ...

2024