Publications associées à Gaussian versus Sparse Stochastic Processes : Construction, Regularity, Compressibility

Publications associées (30)

Global existence for perturbations of the 2D stochastic Navier-Stokes equations with space-time white noise

We prove global in time well-posedness for perturbations of the 2D stochastic Navier-Stokes equations partial derivative( t)u + u center dot del u = Delta u - del p + sigma + xi, u(0, center dot ) = u(0),div (u) = 0, driven by additive space-time white noi ...

Springernature2024

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

Exploiting the Signal-Leak Bias in Diffusion Models

Athanasios Fitsios, Sabine Süsstrunk, Radhakrishna Achanta, Mahmut Sami Arpa, Martin Nicolas Everaert

There is a bias in the inference pipeline of most diffusion models. This bias arises from a signal leak whose distribution deviates from the noise distribution, creating a discrepancy between training and inference processes. We demonstrate that this signa ...

2024

Spectral Estimators for High-Dimensional Matrix Inference

Farzad Pourkamali

A key challenge across many disciplines is to extract meaningful information from data which is often obscured by noise. These datasets are typically represented as large matrices. Given the current trend of ever-increasing data volumes, with datasets grow ...

EPFL2024

Transportation-based functional ANOVA and PCA for covariance operators

Victor Panaretos, Yoav Zemel, Valentina Masarotto

We consider the problem of comparing several samples of stochastic processes with respect to their second-order structure, and describing the main modes of variation in this second order structure, if present. These tasks can be seen as an Analysis of Vari ...

Inst Mathematical Statistics-Ims2024

Extensions of Peer Prediction Incentive Mechanisms

Adam Julian Richardson

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

Seeking the new, learning from the unexpected: Computational models of surprise and novelty in the brain

Alireza Modirshanechi

Human babies have a natural desire to interact with new toys and objects, through which they learn how the world around them works, e.g., that glass shatters when dropped, but a rubber ball does not. When their predictions are proven incorrect, such as whe ...

EPFL2024

Statistical Inference for Inverse Problems: From Sparsity-Based Methods to Neural Networks

Pakshal Narendra Bohra

In inverse problems, the task is to reconstruct an unknown signal from its possibly noise-corrupted measurements. Penalized-likelihood-based estimation and Bayesian estimation are two powerful statistical paradigms for the resolution of such problems. They ...

EPFL2024

Random matrix methods for high-dimensional machine learning models

Antoine Philippe Michel Bodin

In the rapidly evolving landscape of machine learning research, neural networks stand out with their ever-expanding number of parameters and reliance on increasingly large datasets. The financial cost and computational resources required for the training p ...

EPFL2024

Learning the intrinsic dynamics of spatio-temporal processes through Latent Dynamics Networks

Alfio Quarteroni, Francesco Regazzoni, Stefano Pagani

Predicting the evolution of systems with spatio-temporal dynamics in response to external stimuli is essential for scientific progress. Traditional equations-based approaches leverage first principles through the numerical approximation of differential equ ...

Nature Portfolio2024

Anomalous dissipation and other non-smooth phenomena in fluids

Massimo Sorella

The thesis is dedicated to the study of two main partial differential equations (PDEs) in fluid dynamics: the Navier-Stokes equations, which describe the motion of incompressible fluids, and the transport equation with divergence-free velocity fields, whic ...

EPFL2024

Functional data analysis with rough sample paths?

Victor Panaretos, Neda Mohammadi Jouzdani

Functional data are typically modeled as sample paths of smooth stochastic processes in order to mitigate the fact that they are often observed discretely and noisily, occasionally irregularly and sparsely. The smoothness assumption is imposed to allow for ...

TAYLOR & FRANCIS LTD2024

Parabolic stochastic PDEs on bounded domains with rough initial conditions: moment and correlation bounds

Le Chen, Cheuk Yin Lee, David Jean-Michel Candil

We consider nonlinear parabolic stochastic PDEs on a bounded Lipschitz domain driven by a Gaussian noise that is white in time and colored in space, with Dirichlet or Neumann boundary condition. We establish existence, uniqueness and moment bounds of the r ...

Springer2023

Optimal digital filter selection for remote photoplethysmography (rPPG) signal conditioning

Ata Jedari Golparvar

Remote photoplethysmography (rPPG) using camera-based imaging has shown excellent potential recently in vital signs monitoring due to its contactless nature. However, the optimum filter selection for pre-processing rPPG data in signal conditioning is still ...

IOP Publishing Ltd2023

Distributionally Robust Linear Quadratic Control

Daniel Kuhn, Bahar Taskesen, Cagil Kocyigit

Linear-Quadratic-Gaussian (LQG) control is a fundamental control paradigm that is studied in various fields such as engineering, computer science, economics, and neuroscience. It involves controlling a system with linear dynamics and imperfect observations ...

2023

Tensor approximation of the self-diffusion matrix of tagged particle processes

Christoph Max Strössner

The objective of this paper is to investigate a new numerical method for the approximation of the self-diffusion matrix of a tagged particle process defined on a grid. While standard numerical methods make use of long-time averages of empirical means of de ...

ACADEMIC PRESS INC ELSEVIER SCIENCE2023

Multi-agent Learning with Privacy Guarantees

Elsa Rizk

A multi-agent system consists of a collection of decision-making or learning agents subjected to streaming observations from some real-world phenomenon. The goal of the system is to solve some global learning or optimization problem in a distributed or dec ...

EPFL2023

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

Universal and adaptive methods for robust stochastic optimization

Ali Kavis

Within the context of contemporary machine learning problems, efficiency of optimization process depends on the properties of the model and the nature of the data available, which poses a significant problem as the complexity of either increases ad infinit ...

EPFL2023

Disentangling 1/f noise from confined ion dynamics

Théo Denis Tobias Emmerich

Ion transport through biological and solid-state nanochannels is known to be a highly noisy process. The power spectrum of current fluctuations is empirically known to scale like the inverse of frequency, following the long-standing yet poorly understood H ...

ROYAL SOC CHEMISTRY2023