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Correlation of powers of Hüsler-Reiss vectors and Brown-Resnick fields, and application to insured wind losses

Erwan Fabrice Koch

H & uuml;sler-Reiss vectors and Brown-Resnick fields are popular models in multivariate and spatial extreme-value theory, respectively, and are widely used in applications. We provide analytical formulas for the correlation between powers of the components ...

Springer2024

A Functional Perspective on Information Measures

Amedeo Roberto Esposito

Since the birth of Information Theory, researchers have defined and exploited various information measures, as well as endowed them with operational meanings. Some were born as a "solution to a problem", like Shannon's Entropy and Mutual Information. Other ...

EPFL2022

Practical Multiple-Scattering Sheen Using Linearly Transformed Cosines

Tizian Lucien Zeltner

We introduce a new volumetric sheen BRDF that approximates scattering observed in surfaces covered with normally-oriented fibers. Our previous sheen model was motivated by measured cloth reflectance, but lacked significant backward scattering. The model pr ...

ASSOC COMPUTING MACHINERY2022

Hyperbolic Fourier series

Maryna Viazovska

In this article we explain the essence of the interrelation described in [PNAS 118, 15 (2021)] on how to write explicit interpolation formula for solutions of the Klein-Gordon equation by using the recent Fourier pair interpolation formula of Viazovska and ...

arXiv2021

Replicated state machines without replicated execution

Kirill Nikitin

This paper introduces a new approach to reduce end-to-end costs in large-scale replicated systems built under a Byzantine fault model. Specifically, our approach transforms a given replicated state machine (RSM) to another RSM where nodes incur lower costs ...

IEEE2020

Fourier interpolation on the real line

Maryna Viazovska

In this paper we construct an explicit interpolation formula for Schwartz functions on the real line. The formula expresses the value of a function at any given point in terms of the values of the function and its Fourier transform on the set {0,+/- 1,+/- ...

2019

Beyond Wiener's Lemma: Nuclear Convolution Algebras and the Inversion of Digital Filters

Michaël Unser, Julien René Pierre Fageot, John Paul Ward

A convolution algebra is a topological vector space X that is closed under the convolution operation. It is said to be inverse-closed if each element of X whose spectrum is bounded away from zero has a convolution inverse that is also part of the algebra. ...

SPRINGER BIRKHAUSER2019

Politics of Space : Notes for a Pragmatic of the Common

Luca Giovanni Pattaroni

Based on an ethnography of political squats in Geneva, this paper explores the spatial dimension of commonalities. It argues that in the political process of ordering a common life, space plays a central role as it constitutes the articulating element betw ...

2019

Unified Theory for Recovery of Sparse Signals in a General Transform Domain

Kyong Hwan Jin

Compressed sensing is provided a data-acquisition paradigm for sparse signals. Remarkably, it has been shown that the practical algorithms provide robust recovery from noisy linear measurements acquired at a near optimal sampling rate. In many real-world a ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2018

Fixed Points of Generalized Approximate Message Passing with Arbitrary Matrices

Volkan Cevher

The estimation of a random vector with independent components passed through a linear transform followed by a componentwise (possibly nonlinear) output map arises in a range of applications. Approximate message passing (AMP) methods, based on Gaussian appr ...

2016