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

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Fast adaptive uniformisation of the chemical master equation

Maria-Emanuela-Canini Mateescu, Verena Wolf

Within systems biology there is an increasing interest in the stochastic behaviour of biochemical reaction networks. An appropriate stochastic description is provided by the chemical master equation, which represents a continuous-time Markov chain (CTMC). ...

2010

On the unification of thermal perception and adaptive actions

Darren Robinson, Frédéric Haldi

It is known that thermal perception influences occupants’ adaptive actions in buildings which in turn influence their thermal satisfaction. During recent years there has thus been a growing interest in the development of models which predict occupants ther ...

2010

Approximation of Event Probabilities in Noisy Cellular Processes

Maria-Emanuela-Canini Mateescu, Verena Wolf

Molecular noise, which arises from the randomness of the discrete events in the cell, significantly influences fundamental biological processes. Discrete-state continuous-time stochastic models (CTMC) can be used to describe such effects, but the calculati ...

2009

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

Signatures of unstable semiclassical trajectories in tunneling

Sergey Sibiryakov

It was found recently that processes of multidimensional tunneling are generally described at high energies by unstable semiclassical trajectories. We study two observational signatures related to the instability of trajectories. First, we find an addition ...

2009

Audio-visual reliability estimates using stream entropy for speech recognition

Jean-Philippe Thiran, Mihai Gurban

We present a method for multimodal fusion based on the estimated reliability of each individual modality. Our method uses an information theoretic measure, the entropy derived from the state probability distribution for each stream, as an estimate of relia ...

2009

Sliding Window Abstraction for Infinite Markov Chains

Maria-Emanuela-Canini Mateescu, Verena Wolf

We present ail on-the-fly abstraction technique for infinite-state continuous-time Markov chains. We consider Markov chains that are specified by a finite set of transition classes. Such models naturally represent biochemical reactions and therefore play a ...

Springer-Verlag New York, Ms Ingrid Cunningham, 175 Fifth Ave, New York, Ny 10010 Usa2009

Sliding Window Abstraction for Infinite Markov Chains

Maria-Emanuela-Canini Mateescu, Verena Wolf

We present an on-the-fly abstraction technique for infinite-state continuous-time Markov chains. We consider Markov chains that are specified by a finite set of transition classes. Such models naturally represent biochemical reactions and therefore play an ...

2009

Optimal Risk Sharing with Different Reference Probabilities

Gregor Svindland

We investigate the problem of optimal risk sharing between agents endowed with cash-invariant choice functions which are law-invariant with respect to different reference probability measures. We motivate a discrete setting both from an operational and a t ...

Elsevier2009

A Fast Stroud-Based Collocation Method for Statistically Characterizing EMI/EMC Phenomena on Complex Platforms

Jan Sickmann Hesthaven

A fast stochastic collocation method for statistically characterizing electromagnetic interference and compatibility (EMI/EMC) phenomena on electrically large and loaded platforms is presented. Uncertainties in electromagnetic excitations and/or system geo ...

Institute of Electrical and Electronics Engineers2009