Concept

Stopping time

Related publications (23)

Wind, Hail, and Climate Extremes: Modelling and Attribution Studies for Environmental Data

This thesis presents work at the junction of statistics and climate science. We first provide methodology for use by climate scientists when performing fast event attribution using extreme value theory, and then describe two interdisciplinary projects in c ...

EPFL2023

Timing and spatial selection bias in rapid extreme event attribution

Anthony Christopher Davison, Ophélia Mireille Anna Miralles

Selection bias may arise when data have been chosen in a way that subsequent analysis does not account for. Such bias can arise in climate event attribution studies that are performed rapidly after a devastating "trigger event'', whose occurrence correspon ...

ELSEVIER2023

Motor state transitions and Breathing in Brain Machine Interfaces

Bastien Orset

Brain-Machine interfaces aim to create a direct neural link between user's brain and machines. This goal has pushed scientists to investigate a large spectrum of applications in the realm of assistive and rehabilitation technologies. However, despite great ...

EPFL2021

On Cyclic Dependencies and Regulators in Time-Sensitive Networks

Jean-Yves Le Boudec, Ludovic Bernard Gérard Thomas

For time-sensitive networks, as in the context of IEEE TSN and IETF Detnet, cyclic dependencies are associated with certain fundamental properties such as improving availability and decreasing reconfiguration effort. Nevertheless, the existence of cyclic d ...

IEEE2019

On Cyclic Dependencies and Regulators in Time-Sensitive Networks

Jean-Yves Le Boudec, Ludovic Bernard Gérard Thomas

IEEE2019

On the American swaption in the linear-rational framework

Damir Filipovic

We study American swaptions in the linear-rational (LR) term structure model introduced in Filipović et al. [J. Finance., 2017, 72, 655–704]. The American swaption pricing problem boils down to an optimal stopping problem that is analytically tractable. It ...

2018

Global Optimization on an Interval

Thomas Alois Weber

This paper provides expressions for solutions of a one-dimensional global optimization problem using an adjoint variable which represents the available one-sided improvements up to the interval "horizon." Interpreting the problem in terms of optimal stoppi ...

2017

Global Optimization on an Interval

Thomas Alois Weber

This paper provides expressions for the largest and smallest solution of a global optimization problem using an adjoint variable which represents the available one-sided improvements up to the interval “horizon”. Interpreting the problem in terms of optima ...

2016

Informational Efficiency under Short Sale Constraints

Martin Larsson

A constrained informationally efficient market is defined as one in which the price process arises as the outcome of some equilibrium where agents face restrictions on trade. This paper investigates the case of short sale constraints, a setting which, desp ...

Siam Publications2015

Measuring and Synthesizing Systems in Probabilistic Environments

Barbara Jobstmann, Rishabh Singh

The traditional synthesis question given a specification asks for the automatic construction of a system that satisfies the specification, whereas often there exists a preference order among the different systems that satisfy the given specification. Under ...

Assoc Computing Machinery2015

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.