Publications associées à Interpretation of Continuous-Time Autoregressive Processes as Random Exponential Splines

Publications associées (30)

Optimizing Sales Forecasting, Inventory, Pricing and Sourcing Decisions

In this thesis we address various factors that contribute both theoretically and practically to mitigating supply demand mismatches. The thesis is composed of three chapters, where each chapter is an independent scientific paper. In the first paper, we dev ...

EPFL2023

On the rate of convergence for the autocorrelation operator in functional autoregression

Victor Panaretos, Alessia Caponera

We consider the problem of estimating the autocorrelation operator of an autoregressive Hilbertian process. By means of a Tikhonov approach, we establish a general result that yields the convergence rate of the estimated autocorrelation operator as a funct ...

ELSEVIER2022

PoGaIN: Poisson-Gaussian Image Noise Modeling From Paired Samples

Sabine Süsstrunk, Majed El Helou

Image noise can often be accurately fitted to a Poisson-Gaussian distribution. However, estimating the distribution parameters from a noisy image only is a challenging task. Here, we study the case when paired noisy and noise-free samples are accessible. N ...

IEEE Institute of Electrical and Electronics Engineers2022

Optical fibre based quench detection in HTS applications using machine learning classifiers

Bertrand Dutoit, Bertrand Dutoit, Nicolo' Riva, Arooj Akbar

A Mach-Zehnder Interferometer (MZI) based optical fibre sensing technique, developed and patented by EPFL, is an efficient and economical way to detect hotspots in High Temperature Superconductor (HTS) applications. Due to the MZI sensitivity being a compo ...

Elsevier2022

Sparsely Observed Functional Time Series: Theory and Applications

Tomas Rubin

Functional time series is a temporally ordered sequence of not necessarily independent random curves. While the statistical analysis of such data has been traditionally carried out under the assumption of completely observed functional data, it may well ha ...

EPFL2021

Towards the Validation of Noise Experiments in the CROCUS Reactor Using the TRIPOLI-4 Monte Carlo Code in Analog Mode

Andreas Pautz, Vincent Pierre Lamirand, Oskari Ville Pakari

Intrinsic neutron noise experiments offer a non-invasive manner to measure the prompt decay constant or reactivity of fissile systems. Using the fluctuations in the density of fission chains, one can infer the kinetics parameters via correlation analysis s ...

2021

Compound Admittance Matrix Estimation of Three-phase Untransposed Power Distribution Grids using Synchrophasor Measurements

Mario Paolone, Jean-Yves Le Boudec, Fabrizio Sossan, Rahul Kumar Gupta

The paper considers the problem of estimating the parameters of the compound admittance matrix of three-phase untransposed low-and medium-voltage electrical distribution networks using synchrophasor measurements from phasor measurement units (PMUs). The wo ...

2021

Towards an in vitro cardiac model: 3D environment, co-culture, alignment, and mechanical stimulation impact on cell behavior

Fatemeh Navaee

Our aim is to develop a 3D model unit of cardiac muscle: an in-vitro analog of the trabeculae carneae found in vivo. As a base hydrogel matrix for cardiomyocyte culture in 3D, we develop a blend of decellularized extracellular matrix (dECM) and fibrin. Thi ...

EPFL2021

SiML: Sieved Maximum Likelihood for Array Signal Processing

Paul Hurley, Matthieu Martin Jean-André Simeoni

Stochastic Maximum Likelihood (SML) is a popular direction of arrival (DOA) estimation technique in array signal processing. It is a parametric method that jointly estimates signal and instrument noise by maximum likelihood, achieving excellent statistical ...

2021

Gaussian and sparse processes are limits of generalized Poisson processes

Michaël Unser, Julien René Fageot, Virginie Sophie Uhlmann

The theory of sparse stochastic processes offers a broad class of statistical models to study signals, far beyond the more classical class of Gaussian processes. In this framework, signals are represented as realizations of random processes that are soluti ...

2020

Functional lagged regression with sparse noisy observations

Victor Panaretos, Tomas Rubin

A functional (lagged) time series regression model involves the regression of scalar response time series on a time series of regressors that consists of a sequence of random functions. In practice, the underlying regressor curve time series are not always ...

WILEY2020

Blind Universal Bayesian Image Denoising With Gaussian Noise Level Learning

Sabine Süsstrunk, Majed El Helou

Blind and universal image denoising consists of using a unique model that denoises images with any level of noise. It is especially practical as noise levels do not need to be known when the model is developed or at test time. We propose a theoretically-gr ...

IEEE2020

Wasserstein Distributionally Robust Learning

Soroosh Shafieezadeh Abadeh

Many decision problems in science, engineering, and economics are affected by uncertainty, which is typically modeled by a random variable governed by an unknown probability distribution. For many practical applications, the probability distribution is onl ...

EPFL2020

Removing Structured Noise With Self-Supervised Blind-Spot Networks

Martin Weigert

Removal of noise from fluorescence microscopy images is an important first step in many biological analysis pipelines. Current state-of-the-art supervised methods employ convolutional neural networks that are trained with clean (ground-truth) images. Recen ...

IEEE2020

Generating Sparse Stochastic Processes Using Matched Splines

Michaël Unser, Shayan Aziznejad, Leello Tadesse Dadi

We provide an algorithm to generate trajectories of sparse stochastic processes that are solutions of linear ordinary differential equations driven by Levy white noises. A recent paper showed that these processes are limits in law of generalized compound-P ...

2020

Sparsely observed functional time series: estimation and prediction

Victor Panaretos, Tomas Rubin

Functional time series analysis, whether based on time or frequency domain methodology, has traditionally been carried out under the assumption of complete observation of the constituent series of curves, assumed stationary. Nevertheless, as is often the c ...

INST MATHEMATICAL STATISTICS2020

Parameter Estimation of Three-Phase Untransposed Short Transmission Lines from Synchrophasor Measurements

Mario Paolone, Jean-Yves Le Boudec, Arpan Mukhopadhyay

We present a new approach for estimating the parameters of three-phase untransposed electrically short transmission lines using voltage/current synchrophasor measurements obtained from phasor measurement units. The parameters to be estimated are the entrie ...

2020

Blind Universal Bayesian Image Denoising with Gaussian Noise Level Learning

Sabine Süsstrunk, Majed El Helou

Blind and universal image denoising consists of a unique model that denoises images with any level of noise. It is especially practical as noise levels do not need to be known when the model is developed or at test time. We propose a theoretically-grounded ...

2019

On Jump-Diffusive Driving Noise Sources: Some Explicit Results and Applications

Max-Olivier Hongler, Roger Filliger

We study some linear and nonlinear shot noise models where the jumps are drawn from a compound Poisson process with jump sizes following an Erlang-m distribution. We show that the associated Master equation can be written as a spatial mth order partial dif ...

Springer2019

Statistical Model of Measurement Noise in Real-World PMU-based Acquisitions

Mario Paolone, Asja Derviskadic, Guglielmo Frigo

In this paper, we present a processing technique to determine the statistical distribution of additive measurement noise in real-world acquisitions, with specific reference to Phasor Measurement Unit (PMU) applications in Active Distribution Networks (ADNs ...

IEEE2019