Concept
Conditioning (probability)
Related publications (12)
An extension of the stochastic sewing lemma and applications to fractional stochastic calculus
We give an extension of Le's stochastic sewing lemma. The stochastic sewing lemma proves convergence in of Riemann type sums for an adapted two-parameter stochastic process A, under certain conditions on the moments o ...
Cambridge Univ Press2024Contextual Stochastic Bilevel Optimization
Daniel Kuhn, Andreas Krause, Yifan Hu, Jie Wang
We introduce contextual stochastic bilevel optimization (CSBO) -- a stochastic bilevel optimization framework with the lower-level problem minimizing an expectation conditioned on some contextual information and the upper-level decision variable. This fram ...
2023What’s the Frequency, Kenneth?: Sublinear Fourier Sampling Off the Grid
We design a sublinear Fourier sampling algorithm for a case of sparse off-grid frequency recovery. These are signals with the form f(t)=∑kj=1ajeiωjt+ν^ , t∈Z ; i.e., exponential polynomials with a noise term. The frequencies {ω j } satisfy ω j ∈ [η,2π − η ...
Springer Verlag2015High Resolution Air Pollution Maps in Urban Environments Using Mobile Sensor Networks
Alcherio Martinoli, Ali Marjovi, Adrian Arfire
We propose three modeling methods using a mobile sensor network to generate high spatio-temporal resolution air pollution maps for urban environments. In our deployment in Lausanne (Switzerland), dedicated sensing nodes are anchored to the public buses and ...
IEEE2015