Publications associées à The n-term Approximation of Periodic Generalized Levy Processes

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

Two-particle Bose-Einstein correlations and their Lévy parameters in PbPb collisions at √sNN=5.02 TeV

Rakesh Chawla, Andrea Rizzi, Matthias Finger, Federica Legger, Matteo Galli, Sun Hee Kim, Jian Zhao, João Miguel das Neves Duarte, Tagir Aushev, Hua Zhang, Alexis Kalogeropoulos, Yixing Chen, Tian Cheng, Ioannis Papadopoulos, Gabriele Grosso, Valérie Scheurer, Meng Xiao, Qian Wang, Michele Bianco, Varun Sharma, Joao Varela, Sourav Sen, Ashish Sharma, Seungkyu Ha, David Vannerom, Csaba Hajdu, Sanjeev Kumar, Sebastiana Gianì, Kun Shi, Abhisek Datta, Siyuan Wang, Anton Petrov, Jian Wang, Yi Zhang, Muhammad Ansar Iqbal, Yong Yang, Xin Sun, Muhammad Ahmad, Donghyun Kim, Matthias Wolf, Anna Mascellani, Paolo Ronchese, , , , , , , , , , , , , , , , , , , , , , , ,

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

The Sparsity of Cycle Spinning for Wavelet-Based Solutions of Linear Inverse Problems

Michaël Unser, Rahul Parhi

The usual explanation of the efficacy of wavelet-based methods hinges on the sparsity of many real-world objects in the wavelet domain. Yet, standard wavelet-shrinkage techniques for sparse reconstruction are not competitive in practice, one reason being t ...

IEEE Institute of Electrical and Electronics Engineers2023

Stochastic homogenization of degenerate integral functionals with linear growth

Matthias Ruf, Matthias Benjamin Ruf

We study the limit behaviour of sequences of non-convex, vectorial, random integral functionals, defined on W1,1, whose integrands are ergodic and satisfy degenerate linear growth conditions. The latter involve suitable random, scale-dependent weight-funct ...

2023

Stochastic particle transport by deep-water irregular breaking waves

Debbie Eeltink

Correct prediction of particle transport by surface waves is crucial in many practical applications such as search and rescue or salvage operations and pollution tracking and clean-up efforts. Recent results by Deike et al. (J. Fluid Mech., vol. 829, 2017, ...

Cambridge University Press2023

CONVERGENCE AND NONCONVERGENCE OF SCALED SELF-INTERACTING RANDOM WALKS TO BROWNIAN MOTION PERTURBED AT EXTREMA

Thomas Mountford

We use generalized Ray-Knight theorems, introduced by B. Toth in 1996, together with techniques developed for excited random walks as main tools for establishing positive and negative results concerning convergence of some classes of diffusively scaled sel ...

Inst Mathematical Statistics-Ims2023

Personalized Privacy-Preserving Distributed Learning on Heterogeneous Data

Michael Christoph Gastpar, Aditya Pradeep

One major challenge in distributed learning is to efficiently learn for each client when the data across clients is heterogeneous or non iid (not independent or identically distributed). This provides a significant challenge as the data of the other client ...

2023

Distributionally Robust Linear Quadratic Control

Daniel Kuhn, Cagil Kocyigit, Bahar Taskesen

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

The elliptical Ornstein-Uhlenbeck process

Sofia Charlotta Olhede

We introduce the elliptical Ornstein-Uhlenbeck (OU) process, which is a generalisation of the well-known univariate OU process to bivariate time series. This process maps out elliptical stochastic oscillations over time in the complex plane, which are obse ...

INT PRESS BOSTON, INC2023

Intrinsic area near the origin for self-similar growth-fragmentations and related random surfaces

François Gaston Ged

We study the behaviour of a natural measure defined on the leaves of the genealogical tree of some branching processes, namely self-similar growth-fragmentation processes. Each particle, or cell, is attributed a positive mass that evolves in continuous tim ...

2022

Dynamical low rank approximation for uncertainty quantification of time-dependent problems

Eva Vidlicková

The quantification of uncertainties can be particularly challenging for problems requiring long-time integration as the structure of the random solution might considerably change over time. In this respect, dynamical low-rank approximation (DLRA) is very a ...

EPFL2022

Fault Detection and Diagnosis with Imbalanced and Noisy Data: A Hybrid Framework for Rotating Machinery

Amin Kaboli

Fault diagnosis plays an essential role in reducing the maintenance costs of rotating machinery manufacturing systems. In many real applications of fault detection and diagnosis, data tend to be imbalanced, meaning that the number of samples for some fault ...

MDPI2022

Optimal Matching of Random Parts

Thomas Alois Weber

This paper examines the minimization of the cost for an expected random production output, given an assembly of finished goods from two random inputs, matched in two categories. We describe the optimal input portfolio, first using the standard normal appro ...

2022

Graph Neural Networks With Lifting-Based Adaptive Graph Wavelets

Pascal Frossard, Chenglin Li, Mingxing Xu

Spectral-based graph neural networks (SGNNs) have been attracting increasing attention in graph representation learning. However, existing SGNNs are limited in implementing graph filters with rigid transforms and cannot adapt to signals residing on graphs ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2022

Micromechanically inspired investigation of cemented granular materials: part I-from X-ray micro tomography to measurable model variables

Gioacchino Viggiani, Edward Carlo Giorgio Andò

Cemented granular materials are abundant in nature and are often artificially produced. Their macroscopic behaviour is driven by small-scale material processes, which are generally classified as: grain breakage, cement damage and fragment rearrangement. Th ...

SPRINGER HEIDELBERG2022

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

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

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

The Completion Of Covariance Kernels

Victor Panaretos, Kartik Waghmare

We consider the problem of positive-semidefinite continuation: extending a partially specified covariance kernel from a subdomain Omega of a rectangular domain I x I to a covariance kernel on the entire domain I x I. For a broad class of domains Omega call ...

INST MATHEMATICAL STATISTICS-IMS2022

Single-Trace Clustering Power Analysis of the Point-Swapping Procedure in the Three Point Ladder of Cortex-M4 SIKE

Aymeric Genet, Novak Kaluderovic

In this paper, the recommended implementation of the post-quantum key exchange SIKE for Cortex-M4 is attacked through power analysis with a single trace by clustering with the k-means algorithm the power samples of all the invocations of the elliptic curve ...

Springer, Cham2022

Functional estimation of anisotropic covariance and autocovariance operators on the sphere

Victor Panaretos, Julien René Pierre Fageot, Matthieu Martin Jean-André Simeoni, Alessia Caponera

We propose nonparametric estimators for the second-order central moments of possibly anisotropic spherical random fields, within a functional data analysis context. We consider a measurement framework where each random field among an identically distribute ...

2022