Publications associées à Quantifying uncertain system outputs via the multi-level Monte Carlo method --- distribution and robustness measures

Publications associées (31)

Seebeck Coefficient of Ionic Conductors from Bayesian Regression Analysis

We propose a novel approach to evaluating the ionic Seebeck coefficient in electrolytes from relatively short equilibrium molecular dynamics simulations, based on the Green-Kubo theory of linear response and Bayesian regression analysis. By exploiting the ...

Amer Chemical Soc2024

Anisotropic Adaptive Finite Elements for a p-Laplacian Problem

Marco Picasso, Paride Passelli

The p-Laplacian problem -del & sdot; ((mu + |del u|(p-2))del u) = f is considered, where mu is a given positive number. An anisotropic a posteriori residual-based error estimator is presented. The error estimator is shown to be equivalent, up to higher ord ...

Walter De Gruyter Gmbh2024

On distributional autoregression and iterated transportation

Victor Panaretos, Laya Ghodrati

We consider the problem of defining and fitting models of autoregressive time series of probability distributions on a compact interval of Double-struck capital R. An order-1 autoregressive model in this context is to be understood as a Markov chain, where ...

Wiley2024

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

An extension of the stochastic sewing lemma and applications to fractional stochastic calculus

Toyomu Matsuda

We give an extension of Le's stochastic sewing lemma. The stochastic sewing lemma proves convergence in

L_m

of Riemann type sums

\sum _{[s,t] \in \pi } A_{s,t}

for an adapted two-parameter stochastic process A, under certain conditions on the moments o ...

Cambridge Univ Press2024

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

Reliable data-driven decision-making through optimal transport

Bahar Taskesen

Decision-making permeates every aspect of human and societal development, from individuals' daily choices to the complex decisions made by communities and institutions. Central to effective decision-making is the discipline of optimization, which seeks th ...

EPFL2024

Adaptive Finite Elements with Large Aspect Ratio. Application to Aluminium Electrolysis

Paride Passelli

The goal of this work is to use anisotropic adaptive finite elements for the numerical simulation of aluminium electrolysis. The anisotropic adaptive criteria are based on a posteriori error estimates derived for simplified problems. First, we consider an ...

EPFL2024

Stability: a search for structure

Wouter Jongeneel

In this thesis we study stability from several viewpoints. After covering the practical importance, the rich history and the ever-growing list of manifestations of stability, we study the following. (i) (Statistical identification of stable dynamical syste ...

EPFL2024

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

Partial discharge localization in power transformer tanks using machine learning methods

Farhad Rachidi-Haeri, Marcos Rubinstein, Hamidreza Karami

This paper presents a comparison of machine learning (ML) methods used for three-dimensional localization of partial discharges (PD) in a power transformer tank. The study examines ML and deep learning (DL) methods, ranging from support vector machines (SV ...

Nature Publishing Group2024

Intermediate complexity atmospheric modeling in complex terrain: is it right?

Michael Lehning, Dylan Stewart Reynolds, Michael Haugeneder

Dynamic downscaling of atmospheric forcing data to the hectometer resolution has shown increases in accuracy for landsurface models, but at great computational cost. Here we present a validation of a novel intermediate complexity atmospheric model, HICAR, ...

Frontiers Media Sa2024

Resource aware pricing for electric vehicle charging

Nils Gustav Nilsson

Electric vehicle charging facilities offer their capacity constrained electric charge and parking to users for a fee. As electric vehicle adoption grows, so too does the potential for excessive resource utilization. In this paper, we study how prices set b ...

PERGAMON-ELSEVIER SCIENCE LTD2023

Peak Value-at-Risk Estimation for Stochastic Differential Equations using Occupation Measures

Matteo Raphael Tacchi

This paper proposes an algorithm to upper-bound maximal quantile statistics of a state function over the course of a Stochastic Differential Equation (SDE) system execution. This chance-peak problem is posed as a nonconvex program aiming to maximize the Va ...

IEEE2023

Information Spectrum Converse for Minimum Entropy Couplings and Functional Representations

Yanina Yurina Shkel, Anuj Kumar Yadav

Given two jointly distributed random variables (X,Y), a functional representation of X is a random variable Z independent of Y, and a deterministic function g(⋅,⋅) such that X=g(Y,Z). The problem of finding a minimum entropy functional representation is kn ...

2023

Euclid preparation: XXVIII. Forecasts for ten different higher-order weak lensing statistics

Maurizio Martinelli, Frédéric Courbin, Gianluca Castignani, Austin Chandler Peel

Recent cosmic shear studies have shown that higher-order statistics (HOS) developed by independent teams now outperform standard two-point estimators in terms of statistical precision thanks to their sensitivity to the non-Gaussian features of large-scale ...

EDP SCIENCES S A2023

Distributional Regression and Autoregression via Optimal Transport

Laya Ghodrati

We present a framework for performing regression when both covariate and response are probability distributions on a compact and convex subset of

\R^d

. Our regression model is based on the theory of optimal transport and links the conditional Fr'echet m ...

EPFL2023

Regularization for distributionally robust state estimation and prediction

Giancarlo Ferrari Trecate, Jean-Sébastien Hubert Brouillon

The increasing availability of sensing techniques provides a great opportunity for engineers to design state estimation methods, which are optimal for the system under observation and the observed noise patterns. However, these patterns often do not fulfil ...

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

A Statistical Framework to Investigate the Optimality of Signal-Reconstruction Methods

Michaël Unser, Pakshal Narendra Bohra, Pol del Aguila Pla

We present a statistical framework to benchmark the performance of reconstruction algorithms for linear inverse problems, in particular, neural-network-based methods that require large quantities of training data. We generate synthetic signals as realizati ...

2023