Concept

Inverse Gaussian distribution

Related publications (17)

Dynamical low rank approximation for uncertainty quantification of time-dependent problems

The quantification of uncertainties can be particularly challenging for problems requiring long-time integration as the structure of the random solution might considerably change over time. In this respect, dynamical low-rank approximation (DLRA) is very a ...

EPFL2022

Learning Self-Exciting Temporal Point Processes Under Noisy Observations

William Trouleau

Understanding the diffusion patterns of sequences of interdependent events is a central question for a variety of disciplines. Temporal point processes are a class of elegant and powerful models of such sequences; these processes have become popular across ...

EPFL2021

Loss of transverse Landau damping by noise and wakefield driven diffusion

Xavier Buffat, Sondre Vik Furuseth

Landau damping of coherent modes is strongly dependent on the exact shape of the particle bunches. One often assumes that the transverse distributions in high-energy hadron colliders can be approximated by Gaussian distributions, in acceptable agreement wi ...

AMER PHYSICAL SOC2020

The probability of intransitivity in dice and close elections

Jan Hazla

We study the phenomenon of intransitivity in models of dice and voting. First, we follow a recent thread of research for n-sided dice with pairwise ordering induced by the probability, relative to 1/2, that a throw from one die is higher than the other. We ...

2020

The n-term Approximation of Periodic Generalized Levy Processes

Michaël Unser, Julien René Pierre Fageot, John Paul Ward

In this paper, we study the compressibility of random processes and fields, called generalized Levy processes, that are solutions of stochastic differential equations driven by d-dimensional periodic Levy white noises. Our results are based on the estimati ...

SPRINGER/PLENUM PUBLISHERS2020

Incoming Wind and Wake Measurements of a Single 2.5 MW Wind Turbine Using Two Nacelle-Mounted Wind LiDARs for Analytical Wake Model Validation

Fernando Porté Agel, Corey Dean Markfort, Fernando Carbajo Fuertes

The two main effects of a wind turbine wake on those within its region of influence are: first, the wind speed deficit results in a decrease in the power production and second, a more turbulent flow results in higher unsteady structural forces, potentially ...

2018

The stochastic heat equation: hitting probabilities and the probability density function of the supremum via Malliavin calculus

Fei Pu

In this thesis, we study systems of linear and/or non-linear stochastic heat equations and fractional heat equations in spatial dimension

1

driven by space-time white noise. The main topic is the study of hitting probabilities for the solutions to these ...

EPFL2018

Generalized Pickands constants and stationary max-stable processes

Sebastian Engelke

Pickands constants play a crucial role in the asymptotic theory of Gaussian processes. They are commonly defined as the limits of a sequence of expectations involving fractional Brownian motions and, as such, their exact value is often unknown. Recently, D ...

Springer Verlag2017

Bridging asymptotic independence and dependence in spatial extremes using Gaussian scale mixtures

Emeric Rolland Georges Thibaud, Raphaël Huser

Gaussian scale mixtures are constructed as Gaussian processes with a random variance. They have non-Gaussian marginals and can exhibit asymptotic dependence unlike Gaussian processes, which are asymptotically independent except in the case of perfect depen ...

Elsevier Sci Ltd2017

Caching Gaussians: Minimizing Total Correlation on the Gray–Wyner Network

Michael Christoph Gastpar, Guillaume Jean Op 't Veld

We study a caching problem that resembles a lossy Gray–Wyner network: A source produces vector samples from a Gaussian distribution, but the user is interested in the samples of only one component. The encoder first sends a cache message without any knowle ...

Ieee2016

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The stochastic heat equation: hitting probabilities and the probability density function of the supremum via Malliavin calculus

Fei Pu

In this thesis, we study systems of linear and/or non-linear stochastic heat equations and fractional heat equations in spatial dimension

1

driven by space-time white noise. The main topic is the study of hitting probabilities for the solutions to these ...

EPFL2018