MATHICSE Technical Report : Quantifying uncertain system outputs via the multilevel Monte Carlo method – Part I: Central moment estimation
Graph Chatbot
Chat with Graph Search
Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.
DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.
In this work and the supporting Parts II and III of this paper, also in the current issue, we provide a rather detailed analysis of the stability and performance of asynchronous strategies for solving distributed optimization and adaptation problems over n ...
Institute of Electrical and Electronics Engineers2015
We develop a principled way of identifying probability distributions whose independent and identically distributed realizations are compressible, i.e., can be well approximated as sparse. We focus on Gaussian compressed sensing, an example of underdetermin ...
We perform a general optimization of the parameters in the Multilevel Monte Carlo (MLMC) discretization hierarchy based on uniform discretization methods with general approximation orders and computational costs. Moreover, we discuss extensions to non-unif ...
Recently, new sampling schemes were presented for signals with finite rate of innovation (FRI) using sampling kernels reproducing polynomials or exponentials. In this paper, we extend those sampling schemes to a distributed acquisition architecture in which ...
Independent component analysis (ICA) is a powerful method to decouple signals. Most of the algorithms performing ICA do not consider the temporal correlations of the signal, but only higher moments of its amplitude distribution. Moreover, they require some ...
Using Monte Carlo simulations for a semi-infinite medium representing a skeletal muscle tissue, it is demonstrated that the zero- and first-order moments of the power spectrum for a representative pixel of a full-field laser-Doppler imager behave different ...
This work proposes and analyzes a Smolyak-type sparse grid stochastic collocation method for the approximation of statistical quantities related to the solution of partial differential equations with random coeffcients and forcing terms ( input data of the ...
Society for Industrial and Applied Mathematics2008
Drainage density (D-d), defined as the total length of channels per unit area, is a fundamental property of natural terrain that reflects local climate, relief, geology, and other factors. Accurate measurement of D-d is important for numerous geomorphic an ...
The spatially resolved reflectance of turbid media is studied at short source–detector separations (approximately one transport mean free path) with Monte Carlo simulations. For such distances we found that the first and second moments of the phase functio ...
In this study, we derive a fast, novel time-domain algorithm to compute the nth-order moment of the power spectral density of the photoelectric current as measured in laser-Doppler flowmetry (LDF). It is well established that in the LDF literature these mo ...
