Publications related to Stochastic dynamics of snow avalanche occurrence by superposition of Poisson processes

On Approximations of Data-Driven Chance Constrained Programs over Wasserstein Balls

Daniel Kuhn, Zhi Chen, Wolfram Wiesemann

Distributionally robust chance constrained programs minimize a deterministic cost function subject to the satisfaction of one or more safety conditions with high probability, given that the probability distribution of the uncertain problem parameters affec ...

2022

Quantifying uncertain system outputs via the multi-level Monte Carlo method --- distribution and robustness measures

Fabio Nobile, Sebastian Krumscheid, Sundar Subramaniam Ganesh

In this work, we consider the problem of estimating the probability distribution, the quantile or the conditional expectation above the quantile, the so called conditional-value-at-risk, of output quantities of complex random differential models by the MLM ...

2022

Generating Sparse Stochastic Processes Using Matched Splines

Michaël Unser, Leello Tadesse Dadi, Shayan Aziznejad

We provide an algorithm to generate trajectories of sparse stochastic processes that are solutions of linear ordinary differential equations driven by Levy white noises. A recent paper showed that these processes are limits in law of generalized compound-P ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2020

Content Based Status Updates

Emre Telatar, Elie Najm, Rajai Nasser

Consider a stream of status updates generated by a source, where each update is of one of two types: high priority or ordinary (low priority). These updates are to be transmitted through a network to a monitor. However, the transmission policy of each pack ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2020

Statistical Aspects of Wasserstein Distances

Victor Panaretos, Yoav Zemel

Wasserstein distances are metrics on probability distributions inspired by the problem of optimal mass transportation. Roughly speaking, they measure the minimal effort required to reconfigure the probability mass of one distribution in order to recover th ...

ANNUAL REVIEWS2019

MATHICSE Technical Report: Simulation-Based Anomaly Detection and Damage Localization: an Application to Structural Health Monitoring

Jan Sickmann Hesthaven, Caterina Bigoni

We propose a simulation-based decision strategy for the proactive maintenance of complex structures with a particular application to structural health monitoring (SHM). The strategy is based on a data-driven approach which exploits an offine-online decompo ...

MATHICSE2019

On Jump-Diffusive Driving Noise Sources: Some Explicit Results and Applications

Max-Olivier Hongler, Roger Filliger

We study some linear and nonlinear shot noise models where the jumps are drawn from a compound Poisson process with jump sizes following an Erlang-m distribution. We show that the associated Master equation can be written as a spatial mth order partial dif ...

Springer2019

Extremal behaviour of aggregated data with an application to downscaling

Sebastian Engelke, Raphaël Gérard Théodore Michel Marie de Deloÿe et Fourcade de Fondeville

The distribution of spatially aggregated data from a stochastic process may exhibit tail behaviour different from that of its marginal distributions. For a large class of aggregating functionals we introduce the -extremal coefficient, which quantifies this ...

OXFORD UNIV PRESS2019

Content Based Status Updates

Emre Telatar, Elie Najm, Rajai Nasser

Consider a stream of status updates generated by a source, where each update is of one of two types: priority or ordinary; these updates are to be transmitted through a network to a monitor. We analyze a transmission policy that treats updates depending on ...

2018

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Stochastic dynamics of snow avalanche occurrence by superposition of Poisson processes

Stochastic particle transport by deep-water irregular breaking waves

On Approximations of Data-Driven Chance Constrained Programs over Wasserstein Balls

Quantifying uncertain system outputs via the multi-level Monte Carlo method --- distribution and robustness measures

Generating Sparse Stochastic Processes Using Matched Splines

Content Based Status Updates

Statistical Aspects of Wasserstein Distances

MATHICSE Technical Report: Simulation-Based Anomaly Detection and Damage Localization: an Application to Structural Health Monitoring

On Jump-Diffusive Driving Noise Sources: Some Explicit Results and Applications

Extremal behaviour of aggregated data with an application to downscaling

Content Based Status Updates

Graph Chatbot

Chat with Graph Search

Content Based Status Updates

Stochastic particle transport by deep-water irregular breaking waves

Statistical Aspects of Wasserstein Distances

On Jump-Diffusive Driving Noise Sources: Some Explicit Results and Applications

Extremal behaviour of aggregated data with an application to downscaling

MATHICSE Technical Report: Simulation-Based Anomaly Detection and Damage Localization: an Application to Structural Health Monitoring

Quantifying uncertain system outputs via the multi-level Monte Carlo method --- distribution and robustness measures

Content Based Status Updates

On Approximations of Data-Driven Chance Constrained Programs over Wasserstein Balls

Generating Sparse Stochastic Processes Using Matched Splines