Publications related to Nonparametric statistics

A continuation multilevel Monte Carlo algorithm

Fabio Nobile, Erik Gustaf Bogislaw Von Schwerin

We propose a novel Continuation Multi Level Monte Carlo (CMLMC) algorithm for weak approximation of stochastic models. The CMLMC algorithm solves the given approximation problem for a sequence of decreasing tolerances, ending when the required error tolera ...

2015

Opportunistic Sampling for Joint Population Size and Density Estimation

Martin Vetterli, Patrick Thiran, Olivier Dousse, Farid Movahedi Naini

Consider a set of probes, called “agents”, who sample, based on opportunistic contacts, a population moving between a set of discrete locations. An example of such agents are Bluetooth probes that sample the visible Bluetooth devices in a population. Based ...

2015

A Data-Driven Approach in Designing RST Controllers with H∞ Performance via Convex Optimization

Alireza Karimi, Achille Nicoletti, Zlatko Emedi

In this paper, a new method for designing robust fixed-order

\mathcal{H}_{\infty}

discrete-time controllers is presented. The controller structure is a two-degree of freedom polynomial controller of the

RST

type. A data-driven approach is implemented f ...

IEEE2015

Locally Refinable Parametric Snakes

Michaël Unser, Daniel Andreas Schmitter, Anaïs Laure Marie-Thérèse Badoual

Shape segmentation is an active field of research in biomedical imaging. In this context, we present a new parameterization of a snake that is locally refinable. We introduce the possibility of locally increasing the approximation power of the parametric m ...

IEEE2015

Heavy-tail Phenomena: Spatio-temporal Extremal Dependence

Thomas Lugrin

Heavy-tail phenomena are common in real-life data; the finance and insurance industries, telecommunications, and environment-related events offer typical examples of such phenomena. We focus on the particular topic of the extremogram, for which Davis and M ...

2014

Additive Smooth Modelling with Splines

Thomas Lugrin

Linear regression summarises the link between a variable of interest and one or several explanatory variables through a parametric relationship. Hastie and Tibshirani (1986) extended this approach by allowing a non-parametric description of the dependence ...

2014

Adaptive Networks

Ali H. Sayed

This paper surveys recent advances related to adaptation, learning, and optimization over networks. Various distributed strategies are discussed that enable a collection of networked agents to interact locally in response to streaming data and to continual ...

IEEE2014

MATHICSE Technical Report : A continuation multilevel Monte Carlo algorithm

Fabio Nobile, Erik Gustaf Bogislaw Von Schwerin

We propose a novel Continuation Multi Level Monte Carlo (CMLMC) algorithm for weak approximation of stochastic models that are described in terms of differential equations either driven by random measures or with random coefficients. The CMLMC algorithm so ...

MATHICSE2014

Exploratory numerical analysis of SG-laminated reinforced glass beam experiments

Pieter Christian Louter

The paper focuses on the numerical investigation of SentryGlas®(SG)-laminated reinforced glass beams. This structural typology, rather innovative and currently under investigation, consists of a composite section in which the typical brittle behaviour of g ...

Elsevier2014

Successive Refinement of Gaussian Projections

Michael Christoph Gastpar, Guillaume Jean Op 't Veld

Successive refinement is a technique to encode a source iteratively, improving the distortion at each step. If the code rates of all steps combined can be as efficient as coding only for the final distortion in one go, then the source is said to be success ...

2014

Nonparametric statistics

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A continuation multilevel Monte Carlo algorithm

Opportunistic Sampling for Joint Population Size and Density Estimation

A Data-Driven Approach in Designing RST Controllers with H∞ Performance via Convex Optimization

Locally Refinable Parametric Snakes

Heavy-tail Phenomena: Spatio-temporal Extremal Dependence

Additive Smooth Modelling with Splines

Adaptive Networks

MATHICSE Technical Report : A continuation multilevel Monte Carlo algorithm

Exploratory numerical analysis of SG-laminated reinforced glass beam experiments

Successive Refinement of Gaussian Projections

Opportunistic Sampling for Joint Population Size and Density Estimation

A continuation multilevel Monte Carlo algorithm

Locally Refinable Parametric Snakes

A Data-Driven Approach in Designing RST Controllers with H∞ Performance via Convex Optimization

Successive Refinement of Gaussian Projections

Adaptive Networks

Heavy-tail Phenomena: Spatio-temporal Extremal Dependence

Additive Smooth Modelling with Splines

Exploratory numerical analysis of SG-laminated reinforced glass beam experiments

MATHICSE Technical Report : A continuation multilevel Monte Carlo algorithm