Publications related to Random matrix

Spatial Risk Measures and Rate of Spatial Diversification

An accurate assessment of the risk of extreme environmental events is of great importance for populations, authorities and the banking/insurance/reinsurance industry. Koch (2017) introduced a notion of spatial risk measure and a corresponding set of axioms ...

2019

Uncertainty Quantification of geochemical and mechanical compaction in layered sedimentary basins

Fabio Nobile, Lorenzo Tamellini, Anna Scotti

In this work we propose an Uncertainty Quantification methodology for sedimentary basins evolution under mechanical and geochemical compaction processes, which we model as a coupled, time-dependent, non-linear, monodimensional (depth-only) system of PDEs w ...

Elsevier2018

The Mutual Information in Random Linear Estimation Beyond i.i.d. Matrices

Nicolas Macris, Florent Gérard Krzakala, Jean François Emmanuel Barbier

There has been definite progress recently in proving the variational single-letter formula given by the heuristic replica method for various estimation problems. In particular, the replica formula for the mutual information in the case of noisy linear esti ...

IEEE2018

New Approach to Identifying Critical Initial Conditions for Extreme Flood Simulations in a Semicontinuous Simulation Framework

Anton Schleiss, Javier García Hernández, Bettina Schaefli, Fränz Zeimetz, Guillaume Mathieu Artigue

Extreme flood simulation with synthetic extreme precipitation events raises unavoidable questions about the choice of initial conditions. State-of-the-art extreme flood estimation frameworks propose to address these questions with the help of semicontinuou ...

2018

Unlabeled Sensing with Random Linear Measurements

Martin Vetterli, Jayakrishnan Unnikrishnan, Saeid Haghighatshoar

We study the problem of solving a linear sensing system when the observations are unlabeled. Specifically we seek a solution to a linear system of equations y = Ax when the order of the observations in the vector y is unknown. Focusing on the setting in wh ...

Institute of Electrical and Electronics Engineers2018

Polarization of the Renyi Information Dimension With Applications to Compressed Sensing

Emmanuel Abbé, Saeid Haghighatshoar

In this paper, we show that the Hadamard matrix acts as an extractor over the reals of the Renyi Information Dimension (RID), in an analogous way to how it acts as an extractor of the discrete entropy over finite fields. More precisely, we prove that the R ...

Ieee-Inst Electrical Electronics Engineers Inc2017

Multi-Modal Mean-Fields via Cardinality-Based Clamping

Pascal Fua, François Fleuret

Mean Field inference is central to statistical physics. It has attracted much interest in the Computer Vision community to efficiently solve problems expressible in terms of large Conditional Random Fields. However, since it models the posterior probabilit ...

Ieee2017

Multi-Modal Mean-Fields via Cardinality-Based Clamping

Pascal Fua, François Fleuret

Mean Field inference is central to statistical physics. It has attracted much interest in the Computer Vision community to efficiently solve problems expressible in terms of large Conditional Random Fields. However, since it models the posterior probabilit ...

Ieee2017

Symplectic Dynamical Low Rank approximation of wave equations with random parameters

Fabio Nobile, Eleonora Musharbash

In this paper we propose a dynamical low-rank strategy for the approximation of second order wave equations with random parameters. The governing equation is rewritten in Hamiltonian form and the approximate solution is expanded over a set of

2S

dynamica ...

2017

MATHICSE Technical Report : Symplectic dynamical low rank approximation of wave equations with random parameters

Fabio Nobile, Eleonora Musharbash, Eva Vidlicková

In this paper we propose a dynamical low-rank strategy for the approximation of second order wave equations with random parameters. The governing equation is rewritten in Hamiltonian form and the approximate solution is expanded over a set of 2S dynamical ...

MATHICSE2017

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Spatial Risk Measures and Rate of Spatial Diversification

Uncertainty Quantification of geochemical and mechanical compaction in layered sedimentary basins

The Mutual Information in Random Linear Estimation Beyond i.i.d. Matrices

New Approach to Identifying Critical Initial Conditions for Extreme Flood Simulations in a Semicontinuous Simulation Framework

Unlabeled Sensing with Random Linear Measurements

Polarization of the Renyi Information Dimension With Applications to Compressed Sensing

Multi-Modal Mean-Fields via Cardinality-Based Clamping

Multi-Modal Mean-Fields via Cardinality-Based Clamping

Symplectic Dynamical Low Rank approximation of wave equations with random parameters

MATHICSE Technical Report : Symplectic dynamical low rank approximation of wave equations with random parameters

Spatial Risk Measures and Rate of Spatial Diversification

Multi-Modal Mean-Fields via Cardinality-Based Clamping

Multi-Modal Mean-Fields via Cardinality-Based Clamping

New Approach to Identifying Critical Initial Conditions for Extreme Flood Simulations in a Semicontinuous Simulation Framework

The Mutual Information in Random Linear Estimation Beyond i.i.d. Matrices

Unlabeled Sensing with Random Linear Measurements

Symplectic Dynamical Low Rank approximation of wave equations with random parameters

Polarization of the Renyi Information Dimension With Applications to Compressed Sensing

MATHICSE Technical Report : Symplectic dynamical low rank approximation of wave equations with random parameters

Uncertainty Quantification of geochemical and mechanical compaction in layered sedimentary basins