Concept

Distance correlation

Related publications (65)

A Geometric Unification of Distributionally Robust Covariance Estimators: Shrinking the Spectrum by Inflating the Ambiguity Set

Daniel Kuhn, Yves Rychener, Viet Anh Nguyen

The state-of-the-art methods for estimating high-dimensional covariance matrices all shrink the eigenvalues of the sample covariance matrix towards a data-insensitive shrinkage target. The underlying shrinkage transformation is either chosen heuristically ...

2024

Tangent functional connectomes uncover more unique phenotypic traits

Enrico Amico, Mingkui Wang

Functional connectomes (FCs) containing pairwise estimations of functional couplings between pairs of brain regions are commonly represented by correlation matrices. As symmetric positive definite matrices, FCs can be transformed via tangent space projecti ...

CELL PRESS2023

Validation of semi-analytical, semi-empirical covariance matrices for two-point correlation function for early DESI data

Cheng Zhao

We present an extended validation of semi-analytical, semi-empirical covariance matrices for the two-point correlation function (2PCF) on simulated catalogs representative of luminous red galaxies (LRGs) data collected during the initial 2 months of operat ...

OXFORD UNIV PRESS2023

Towards a multiscale point cloud structural similarity metric

Touradj Ebrahimi

Point clouds are effective data structures for the rep- resentation of three-dimensional media and hence adopted in a wide range of practical applications. In many cases, the portrayed data is expected to be visualized by humans. After acquisition, point c ...

2023

Unified theory of atom-centered representations and message-passing machine-learning schemes

Michele Ceriotti, Guillaume André Jean Fraux, Sergey Pozdnyakov, Jigyasa Nigam

Data-driven schemes that associate molecular and crystal structures with their microscopic properties share the need for a concise, effective description of the arrangement of their atomic constituents. Many types of models rely on descriptions of atom-cen ...

AIP Publishing2022

Brownian half-plane excursion and critical Liouville quantum gravity

Juhan Aru, Xin Sun

In a groundbreaking work, Duplantier, Miller and Sheffield showed that subcritical Liouville quantum gravity (LQG) coupled with Schramm-Loewner evolutions (SLE) can be obtained by gluing together a pair of Brownian motions. In this paper, we study the coun ...

WILEY2022

A universal signature in the melting of metallic nanoparticles

Kevin Rossi

Predicting when phase changes occur in nanoparticles is fundamental for designing the next generation of devices suitable for catalysis, biomedicine, optics, chemical sensing and electronic circuits. The estimate of the temperature at which metallic nanopa ...

ROYAL SOC CHEMISTRY2021

Mean-Covariance Robust Risk Measurement

Daniel Kuhn, Damir Filipovic, Viet Anh Nguyen, Soroosh Shafieezadeh Abadeh

We introduce a universal framework for mean-covariance robust risk measurement and portfolio optimization. We model uncertainty in terms of the Gelbrich distance on the mean-covariance space, along with prior structural information about the population dis ...

2021

A Covariance Formula For Topological Events Of Smooth Gaussian Fields

Alejandro Rivera

We derive a covariance formula for the class of 'topological events' of smooth Gaussian fields on manifolds; these are events that depend only on the topology of the level sets of the field, for example, (i) crossing events for level or excursion sets, (ii ...

INST MATHEMATICAL STATISTICS2020

Assessment of representativity of the PETALE experiments for validation of Swiss LWRs ex-core dosimetry calculations

Andreas Pautz, Vincent Pierre Lamirand, Hakim Ferroukhi, Dimitri Rochman, Axel Guy Marie Laureau, Alexander Vasiliev

The international experimental program PETALE will be carried out at the CROCUS research reactor of EPFL. The program aims at measuring neutron penetration in slabs made of materials composing typical LWR reactor pressure vessel. The measurements will be u ...

E D P SCIENCES2020

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.