Concept

Exchangeable random variables

Related publications (105)

Perturbation analysis for the Darcy problem with log-normal permeability

We study the single-phase flow in a saturated, bounded heterogeneous porous medium. We model the permeability as a log-normal random field. We perform a perturbation analysis, expanding the solution in Taylor series. The series is directly computable in th ...

2014

On the Continuity of Characteristic Functionals and Sparse Stochastic Modeling

Michaël Unser, Julien René Pierre Fageot, Arash Amini

The characteristic functional is the infinite-dimensional generalization of the Fourier transform for measures on function spaces. It characterizes the statistical law of the associated stochastic process in the same way as a characteristic function specif ...

Springer Birkhauser2014

A study of the spatio-temporal behaviour of bed load transport rate fluctuations

Joris Heyman

This thesis addresses the problem of a statistical description of the transport of sediment as bed load. It highlights the role of fluctuations arising during the transport process, and their impact on macroscopic averages. The results presented here are b ...

EPFL2014

Sediment transport in mountain rivers

Christophe Ancey, Eric Bardou

The paper reviews our recent attempts at modelling bed load transport in mountain rivers. This is a longstanding issue that has attracted considerable attention over the last century. While a number of field and laboratory studies have been instrumental in ...

2014

MATHICSE Technical Report : Analytic regularity and collocation approximation for PDEs with random domain deformations

Fabio Nobile

In this work we consider the problem of approximating the statistics of a given Quantity of Interest (QoI) that depends on the solution of a linear elliptic PDE defined over a random domain parameterized by N random variables. The elliptic problem is remap ...

MATHICSE2013

Density approximations for multivariate affine jump-diffusion processes

Damir Filipovic

We introduce closed-form transition density expansions for multivariate affine jump-diffusion processes. The expansions rely on a general approximation theory which we develop in weighted Hilbert spaces for random variables which possess all polynomial mom ...

Elsevier2013

Robust Capacity Assignment Solutions for Telecommunications Networks with Uncertain Demands

Frédéric Louis François Babonneau

We consider the capacity planning of telecommunications networks with linear investment costs and uncertain future traffic demands. Transmission capacities must be large enough to meet, with a high quality of service (QoS), the range of possible demands, a ...

Wiley-Blackwell2013

MATHICSE Technical Report : Perturbation analysis for the Darcy problem with log-normal permeability

Fabio Nobile, Francesca Bonizzoni

MATHICSE2013

Multistable randomly switching oscillators: The odds of meeting a ghost

Martin Hasler, Igor Belykh

We consider oscillators whose parameters randomly switch between two values at equal time intervals. If random switching is fast compared to the oscillator's intrinsic time scale, one expects the switching system to follow the averaged system, obtained by ...

Springer Verlag2013

What are the Odds? Probabilistic programming in Scala

Tiark Rompf, Nada Amin, Sandro Stucki, Manohar Jonnalagedda

Probabilistic programming is a powerful high-level paradigm for probabilistic modeling and inference. We present Odds, a small domain-specific language (DSL) for probabilistic programming, embedded in Scala. Odds provides first-class support for random var ...

ACM2013

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