Publications related to Estimation of covariance matrices

Uncertainty and sensitivity analysis of PWR mini-core transients in the presence of nuclear data uncertainty using non-parametric tolerance limits

Andreas Pautz, Winfried Zwermann, Alexander Aures

The impact of nuclear data uncertainties is studied for the reactor power and the reactivity during control rod withdrawal transients with reactivity insertions of 0.5

and 0.97

, respectively, for a PWR mini-core model. Multi-group cross sections, the mul ...

PERGAMON-ELSEVIER SCIENCE LTD2020

MATHICSE Technical Report : Drift Estimation of Multiscale Diffusions Based on Filtered Data

Assyr Abdulle, Giacomo Garegnani, Andrea Zanoni, Grigorios A. Pavliotis

We study the problem of drift estimation for two-scale continuous time series. We set ourselves in the framework of overdamped Langevin equations, for which a single-scale surrogate homogenized equation exists. In this setting, estimating the drift coeffic ...

EPFL2020

Bayesian estimation of mixed multinomial logit models: Advances and simulation-based evaluations

Michel Bierlaire, Prateek Bansal

Variational Bayes (VB) methods have emerged as a fast and computationally-efficient alternative to Markov chain Monte Carlo (MCMC) methods for scalable Bayesian estimation of mixed multinomial logit (MMNL) models. It has been established that VB is substan ...

PERGAMON-ELSEVIER SCIENCE LTD2020

Diffusion LMS With Communication Delays: Stability and Performance Analysis

Ali H. Sayed, Roula Nassif

We study the problem of distributed estimation over adaptive networks where communication delays exist between nodes. In particular, we investigate the diffusion Least-Mean-Square (LMS) strategy where delayed intermediate estimates (due to the communicatio ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2020

Interactive Generation of Calligraphic Trajectories from Gaussian Mixtures

Sylvain Calinon

The chapter presents an approach for the interactive definition of curves and motion paths based on Gaussian mixture model (GMM) and optimal control. The input of our method is a mixture of multivariate Gaussians defined by the user, whose centers define a ...

Springer2019

Procrustes Metrics and Optimal Transport for Covariance Operators

Valentina Masarotto

Covariance operators play a fundamental role in functional data analysis, providing the canonical means to analyse functional variation via the celebrated Karhunen-Loève expansion. These operators may themselves be subject to variation, for instance in con ...

EPFL2019

Statistical Applications of Random Matrix Theory: Comparison of Two Populations

Rémy Mariétan

During the last twenty years, Random matrix theory (RMT) has produced numerous results that allow a better understanding of large random matrices. These advances have enabled interesting applications in the domain of communication. Although this theory can ...

EPFL2019

Adversarial Analytics

Viet Anh Nguyen

Adversarial learning is an emergent technique that provides better security to machine learning systems by deliberately protecting them against specific vulnerabilities of the learning algorithms. Many adversarial learning problems can be cast equivalently ...

EPFL2019

An Easily Computable Error Estimator In Space And Time For The Wave Equation

Marco Picasso, Olga Gorynina

We propose a cheaper version of a posteriori error estimator from Gorynina et al. (Namer. Anal. (2017)) for the linear second-order wave equation discretized by the Newmark scheme in time and by the finite element method in space. The new estimator preserv ...

EDP Sciences2019

Functional Data Analysis By Matrix Completion1

Victor Panaretos, Marie-Hélène Descary

Functional data analyses typically proceed by smoothing, followed by functional PCA. This paradigm implicitly assumes that rough variation is due to nuisance noise. Nevertheless, relevant functional features such as time-localised or short scale fluctuatio ...

INST MATHEMATICAL STATISTICS2019

Estimation of covariance matrices

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Uncertainty and sensitivity analysis of PWR mini-core transients in the presence of nuclear data uncertainty using non-parametric tolerance limits

MATHICSE Technical Report : Drift Estimation of Multiscale Diffusions Based on Filtered Data

Bayesian estimation of mixed multinomial logit models: Advances and simulation-based evaluations

Diffusion LMS With Communication Delays: Stability and Performance Analysis

Interactive Generation of Calligraphic Trajectories from Gaussian Mixtures

Procrustes Metrics and Optimal Transport for Covariance Operators

Statistical Applications of Random Matrix Theory: Comparison of Two Populations

Adversarial Analytics

An Easily Computable Error Estimator In Space And Time For The Wave Equation

Functional Data Analysis By Matrix Completion1

An Easily Computable Error Estimator In Space And Time For The Wave Equation

Functional Data Analysis By Matrix Completion1

Uncertainty and sensitivity analysis of PWR mini-core transients in the presence of nuclear data uncertainty using non-parametric tolerance limits

Statistical Applications of Random Matrix Theory: Comparison of Two Populations

Procrustes Metrics and Optimal Transport for Covariance Operators

Adversarial Analytics

Bayesian estimation of mixed multinomial logit models: Advances and simulation-based evaluations

MATHICSE Technical Report : Drift Estimation of Multiscale Diffusions Based on Filtered Data

Diffusion LMS With Communication Delays: Stability and Performance Analysis

Interactive Generation of Calligraphic Trajectories from Gaussian Mixtures