Concept

Geometric distribution

Related publications (77)

Distributionally Robust Multi-Item Newsvendor Problems with Multimodal Demand Distributions

We present a risk-averse multi-dimensional newsvendor model for a class of products whose demands are strongly correlated and subject to fashion trends that are not fully understood at the time when orders are placed. The demand distribution is known to be ...

Springer Verlag2015

A Distributionally Robust Perspective on Uncertainty Quantification and Chance Constrained Programming

Daniel Kuhn, Grani Adiwena Hanasusanto, Wolfram Wiesemann

The objective of uncertainty quantification is to certify that a given physical, engineering or economic system satisfies multiple safety conditions with high probability. A more ambitious goal is to actively influence the system so as to guarantee and mai ...

Springer Verlag2015

Adaptive polynomial approximation by means of random discrete least squares

Giovanni Migliorati

We address adaptive multivariate polynomial approximation by means of the discrete least-squares method with random evaluations, to approximate in the L2 probability sense a smooth function depending on a random variable distributed according to a given pr ...

Springer2015

Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points

Fabio Nobile, Giovanni Migliorati

We study the accuracy of the discrete least-squares approximation on a finite-dimensional space of a real-valued target function from noisy pointwise evaluations at independent random points distributed according to a given sampling probability measure. Th ...

2015

MATHICSE Technical Report : Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points

Fabio Nobile, Giovanni Migliorati

We study the accuracy of the discrete least-squares approximation on a finite dimensional space of a real-valued target function from noisy pointwise evaluations at independent random points distributed according to a given sampling probability measure. Th ...

MATHICSE2015

Second-Order Rate Region of Constant-Composition Codes for the Multiple-Access Channel

Jonathan Mark Scarlett, Albert Guillén i Fàbregas

This paper studies the second-order asymptotics of coding rates for the discrete memoryless multiple-access channel (MAC) with a fixed target error probability. Using constant-composition random coding, coded time-sharing, and a variant of Hoeffding's comb ...

Ieee-Inst Electrical Electronics Engineers Inc2015

Plug-and-play state estimation and application to distributed output-feedback model predictive control

Giancarlo Ferrari Trecate, Marcello Farina

In this paper we propose a novel distributed state estimator for large-scale linear systems composed by subsystems interacting through state variables. The distributed state estimator has the following features: (i) local state estimators, each dedicated t ...

2015

Certified Reduced Basis Methods for Parametrized Partial Differential Equations

Jan Sickmann Hesthaven, Gianluigi Rozza, Benjamin Stamm

This book provides a thorough introduction to the mathematical and algorithmic aspects of certified reduced basis methods for parametrized partial differential equations. Central aspects ranging from model construction, error estimation and computational e ...

Springer Verlag2015

Shortest-Weight Paths In Random Regular Graphs

Léo Hamed Amini

Consider a random regular graph with degree d and of size n. Assign to each edge an independent and identically distributed exponential random variable with mean one. In this paper we establish a precise asymptotic expression for the maximum number of edge ...

Siam Publications2014

Sparsity and Infinite Divisibility

Michaël Unser, Arash Amini

We adopt an innovation-driven framework and investigate the sparse/compressible distributions obtained by linearly measuring or expanding continuous-domain stochastic models. Starting from the first principles, we show that all such distributions are neces ...

2014

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