Concept

Maximum a posteriori estimation

Related publications (334)

Bayesian estimation of mixed multinomial logit models: Advances and simulation-based evaluations

Variational Bayes (VB) methods have emerged as a fast and computationally-efficient alternative to Markov chain Monte Carlo (MCMC) methods for scalable Bayesian estimation of mixed multinomial logit (MMNL) models. It has been established that VB is substan ...

PERGAMON-ELSEVIER SCIENCE LTD2020

High-Frequency Analysis Of Parabolic Stochastic Pdes

Carsten Hao Ye Chong

We consider the problem of estimating stochastic volatility for a class of second-order parabolic stochastic PDEs. Assuming that the solution is observed at high temporal frequency, we use limit theorems for multipower variations and related functionals to ...

INST MATHEMATICAL STATISTICS2020

Robust Identification of Controlled Hawkes Processes

Thomas Alois Weber, Michael Mark

The identification of Hawkes-like processes can pose significant challenges. Despite substantial amounts of data, standard estimation methods show significant bias or fail to converge. To overcome these issues, we propose an alternative approach based on a ...

2020

Time-lapse reconstruction of the fracture front from diffracted waves arrivals in laboratory hydraulic fracture experiments

Brice Tanguy Alphonse Lecampion, Dong Liu, Thomas Emmanuel Blum

4-D acoustic imaging via an array of 32 sources/32 receivers is used to monitor hydraulic fracture (HF) propagating in a 250 mm cubic specimen under a true-triaxial state of stress. We present a method based on the arrivals of diffracted waves to reconstru ...

2020

Real-World Gait Bout Detection Using a Wrist Sensor: An Unsupervised Real-Life Validation

Kamiar Aminian, Anisoara Ionescu, Hooman Dejnabadi, Abolfazl Soltani

Gait bouts (GB), as a prominent indication of physical activity, contain valuable fundamental information closely associated with human & x2019;s health status. Therefore, objective assessment of the GB (e.g. detection, spatio-temporal analysis) during dai ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2020

An adaptive algorithm for the transport equation with time dependent velocity

Marco Picasso, Samuel Dubuis

An a posteriori error estimate is derived for the approximation of the transport equation with a time dependent transport velocity. Continuous, piecewise linear, anisotropic finite elements are used for space discretization, the Crank-Nicolson scheme schem ...

2020

A note on efficient computation of privileged directions in modifier adaptation

Dominique Bonvin, Timm Faulwasser, Alejandro Gabriel Marchetti, Martand Singhal

In the presence of plant-model mismatch, the estimation of plant gradients is key to the performance of measurement-based iterative optimization schemes. However, gradient estimation requires time-consuming experiments, wherein the plant is sequentially pe ...

PERGAMON-ELSEVIER SCIENCE LTD2020

Who Started This Rumor? Quantifying the Natural Differential Privacy of Gossip Protocols

Rachid Guerraoui, Hadrien Hendrikx

Gossip protocols (also called rumor spreading or epidemic protocols) are widely used to disseminate information in massive peer-to-peer networks. These protocols are often claimed to guarantee privacy because of the uncertainty they introduce on the node t ...

Schloss Dagstuhl, Leibniz-Zentrum2020

Adaptive algorithms for two fluids flows with anisotropic finite elements and order two time discretizations

Samuel Dubuis

This thesis is devoted to the derivation of a posteriori error estimates for the numerical approximation of fluids flows separated by a free surface. Based on these estimates, error indicators are introduced and adaptive algorithms are proposed to solve th ...

EPFL2020

Slope-Space Integrals for Specular Next Event Estimation

Wenzel Alban Jakob, Tizian Lucien Zeltner, Guillaume Rémi Bruno Loubet

Monte Carlo light transport simulations often lack robustness in scenes containing specular or near-specular materials. Widely used uni- and bidirectional sampling strategies tend to find light paths involving such materials with insufficient probability, ...

ASSOC COMPUTING MACHINERY2020

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