Concept

Random measure

Related publications (32)

Stochastic homogenization of degenerate integral functionals with linear growth

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

Gaussian and sparse processes are limits of generalized Poisson processes

Michaël Unser, Julien René Pierre 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 ...

ACADEMIC PRESS INC ELSEVIER SCIENCE2020

The n-term Approximation of Periodic Generalized Levy Processes

Michaël Unser, Julien René Pierre Fageot, John Paul Ward

In this paper, we study the compressibility of random processes and fields, called generalized Levy processes, that are solutions of stochastic differential equations driven by d-dimensional periodic Levy white noises. Our results are based on the estimati ...

SPRINGER/PLENUM PUBLISHERS2020

Causal inference in continuous time: an example on prostate cancer therapy

Mats Julius Stensrud, Pal Christie Ryalen

In marginal structural models (MSMs), time is traditionally treated as a discrete parameter. In survival analysis on the other hand, we study processes that develop in continuous time. Therefore, Røysland (2011. A martingale approach to continuous-time mar ...

2020

Scattering and Neutrino Detector at the LHC

Lesya Shchutska

We propose to build and operate a detector that will, for the first time, measure the process

p p \rightarrow \nu X

at the LHC and search for feebly interacting particles (FIPs) in an unexplored domain. The TI18 tunnel has been identified as a suitable s ...

CERN2020

Scaling Limits of Solutions of Linear Stochastic Differential Equations Driven by Levy White Noises

Michaël Unser, Julien René Pierre Fageot

Consider a random process s that is a solution of the stochastic differential equation Ls = w with L a homogeneous operator and w a multidimensional Levy white noise. In this paper, we study the asymptotic effect of zooming in or zooming out of the process ...

SPRINGER/PLENUM PUBLISHERS2019

The Decision Rule Approach to Optimisation under Uncertainty: Methodology and Applications

Daniel Kuhn, Wolfram Wiesemann

Dynamic decision-making under uncertainty has a long and distinguished history in operations research. Due to the curse of dimensionality, solution schemes that naively partition or discretize the support of the random problem parameters are limited to sma ...

2019

The mean-field behavior of processor sharing systems with general job lengths under the SQ(d) policy

Arpan Mukhopadhyay

This paper addresses the mean-field behavior of large-scale systems of parallel servers with a processor sharing service discipline when arrivals are Poisson and jobs have general service time distributions when an SQ(d) routing policy is used. Under this ...

ELSEVIER SCIENCE BV2018

Coordinate-Descent Diffusion Learning by Networked Agents

Ali H. Sayed, Bicheng Ying, Chengcheng Wang

This paper examines the mean-square error performance of diffusion stochastic algorithms under a generalized coordinate-descent scheme. In this setting, the adaptation step by each agent is limited to a random subset of the coordinates of its stochastic gr ...

Ieee-Inst Electrical Electronics Engineers Inc2018

Periodic Splines and Gaussian Processes for the Resolution of Linear Inverse Problems

Michaël Unser, Julien René Pierre Fageot, Anaïs Laure Marie-Thérèse Badoual

This paper deals with the resolution of inverse problems in a periodic setting or, in other terms, the reconstruction of periodic continuous-domain signals from their noisy measurements. We focus on two reconstruction paradigms: variational and statistical ...

2018

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Scattering and Neutrino Detector at the LHC

Lesya Shchutska

We propose to build and operate a detector that will, for the first time, measure the process

p p \rightarrow \nu X

at the LHC and search for feebly interacting particles (FIPs) in an unexplored domain. The TI18 tunnel has been identified as a suitable s ...

CERN2020