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Multivariate extremes over a random number of observations

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Bayesian Semiparametrics for Modelling the Clustering of Extreme Values

Thomas Lugrin

Extreme events can be statistically characterised as excesses of a high threshold. Inference in this case has to account for dependence between excesses. The peaks over threshold approach suggests pre-processing the series by defining clusters of successiv ...

2013

Analysing Neuronal Network Architectures

Christian Tomm

The connections cortical neurons forms are different in each individual human or animal. Although there are known and determined large scale connections between areas of the brain that are common across individuals, the local connectivity on smaller scales ...

EPFL2012

Extreme rainfall in West Africa: A regional modeling

Juliette Ferial Blanchet, Adnan Ali

In a world of increasing exposure of populations to natural hazards, the mapping of extreme rainfall remains a key subject of study. Such maps are required for both flood risk management and civil engineering structure design, the challenge being to take i ...

Amer Geophysical Union2012

A quantitative central limit theorem for the random walk among random conductances

Jean-Christophe Mourrat

We consider the random walk among random conductances on Z(d). We assume that the conductances are independent, identically distributed and uniformly bounded away from 0 and infinity. We obtain a quantitative version of the central limit theorem for this r ...

Univ Washington, Dept Mathematics2012

Compromise Pitman estimators

Nicolas Fournier

In this paper, we investigate the construction of compromise estimators of location and scale, by averaging over several models selected among a specified large set of possible models. The weight given to each distribution is based on the profile likelihoo ...

Elsevier2011

Polarization and randomness extraction

Emmanuel Abbé

This paper explores a connection between randomness extraction and channel (source) coding problems. It is explained how efficient extractors can be used to define efficient coding schemes and reciprocally, a new deterministic extractor based on a polar co ...

Ieee Service Center, 445 Hoes Lane, Po Box 1331, Piscataway, Nj 08855-1331 Usa2011

Alternative(s) to fractional-diffusion equations in bedload transport models.

Christophe Ancey, François Mettra, Valentin Métraux

The idea of stochastic sediment transport models emerged in the 1930s, notably with the doctoral work of Hans A. Einstein (1936). Einstein's seminal work gave impulse to several stochastic models, which usually led to thin-tailed or bounded distributions f ...

2010

Statistical analysis of clusters of extreme events

Mária Süveges

The thesis is a contribution to extreme-value statistics, more precisely to the estimation of clustering characteristics of extreme values. One summary measure of the tendency to form groups is the inverse average cluster size. In extreme-value context, th ...

EPFL2009

Learning with Compressible Priors

Volkan Cevher

We describe a set of probability distributions, dubbed compressible priors, whose independent and identically distributed (iid) realizations result in p-compressible signals. A signal x in R^N is called p-compressible with magnitude R if its sorted coeffic ...

2009

Multi-experts scheduling system for real-time applications

Mario Bellino

This thesis focuses on the decisional process of autonomous systems, and more particularly, on the way to take a decision when the time at disposal in order to assess the whole situation is shorter than necessary. Indeed, numerous systems propose solutions ...

EPFL2009