Concept

Elliptical distribution

Related publications (31)

Price discrimination with robust beliefs

This paper considers the problem of second-degree price discrimination when the type distribution is unknown or imperfectly specified by means of an ambiguity set. As robustness measure we use a performance index, equivalent to relative regret, which quant ...

2023

Learning Robust and Adaptive Representations: from Interactions, for Interactions

Yuejiang Liu

Interactions are ubiquitous in our world, spanning from social interactions between human individuals to physical interactions between robots and objects to mechanistic interactions among different components of an intelligent system. Despite their prevale ...

EPFL2023

Functional estimation of anisotropic covariance and autocovariance operators on the sphere

Victor Panaretos, Julien René Pierre Fageot, Matthieu Martin Jean-André Simeoni, Alessia Caponera

We propose nonparametric estimators for the second-order central moments of possibly anisotropic spherical random fields, within a functional data analysis context. We consider a measurement framework where each random field among an identically distribute ...

2022

SporTran: A code to estimate transport coefficients from the cepstral analysis of (multivariate) current time series

Loris Ercole

SporTran is a Python utility designed to estimate generic transport coefficients in extended systems, based on the Green-Kubo theory of linear response and the recently introduced cepstral analysis of the current time series generated by molecular dynamics ...

ELSEVIER2022

Towards the Validation of Noise Experiments in the CROCUS Reactor Using the TRIPOLI-4 Monte Carlo Code in Analog Mode

Andreas Pautz, Vincent Pierre Lamirand, Oskari Ville Pakari

Intrinsic neutron noise experiments offer a non-invasive manner to measure the prompt decay constant or reactivity of fissile systems. Using the fluctuations in the density of fission chains, one can infer the kinetics parameters via correlation analysis s ...

2021

Further results on latent discourse models and word embeddings

Youssef Allouah

We discuss some properties of generative models for word embeddings. Namely, (Arora et al., 2016) proposed a latent discourse model implying the concentration of the partition function of the word vectors. This concentration phenomenon led to an asymptotic ...

MICROTOME PUBL2021

A Novel Approach for Classification and Forecasting of Time Series in Particle Accelerators

Fernando Perez Cruz

The beam interruptions (interlocks) of particle accelerators, despite being necessary safety measures, lead to abrupt operational changes and a substantial loss of beam time. A novel time series classification approach is applied to decrease beam time loss ...

2021

Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator

Daniel Kuhn, Viet Anh Nguyen, Peyman Mohajerin Esfahani

We introduce a distributionally robust maximum likelihood estimation model with a Wasserstein ambiguity set to infer the inverse covariance matrix of a p-dimensional Gaussian random vector from n independent samples. The proposed model minimizes the worst ...

2020

Data-Aware Privacy-Preserving Machine Learning

Aleksei Triastcyn

In this thesis, we focus on the problem of achieving practical privacy guarantees in machine learning (ML), where the classic differential privacy (DP) fails to maintain a good trade-off between user privacy and data utility. Differential privacy guarantee ...

EPFL2020

Contributions to Likelihood-Based Modelling of Extreme Values

Léo Raymond-Belzile

xtreme value analysis is concerned with the modelling of extreme events such as floods and heatwaves, which can have large impacts. Statistical modelling can be useful to better assess risks even if, due to scarcity of measurements, there is inherently ver ...

EPFL2019

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