Publications related to Optimal Risk Sharing with Different Reference Probabilities

On distributional autoregression and iterated transportation

We consider the problem of defining and fitting models of autoregressive time series of probability distributions on a compact interval of Double-struck capital R. An order-1 autoregressive model in this context is to be understood as a Markov chain, where ...

Wiley2024

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 ...

2023

Active learning for multi-objective optimization of processes and energy systems

François Maréchal, Julia Granacher

In superstructure optimization of processes and energy systems, the design space is defined as the combination of unit considerations, process conditions and model parameters that might be subjected to uncertainty. Most of the time, decision makers are not ...

Elsevier Science2022

Assessment of the Lightning Performance of overhead distribution lines based on Lightning Location Systems data

Farhad Rachidi-Haeri

This article presents the Lightning Performance (LP) assessment of a realistic portion of the Italian distribution network with the use of probability distributions for lightning parameters inferred from local data recorded by a Lightning Location System ( ...

2022

Statistical limits of dictionary learning: Random matrix theory and the spectral replica method

Nicolas Macris, Jean François Emmanuel Barbier

We consider increasingly complex models of matrix denoising and dictionary learning in the Bayes-optimal setting, in the challenging regime where the matrices to infer have a rank growing linearly with the system size. This is in contrast with most existin ...

AMER PHYSICAL SOC2022

Minimax rate for optimal transport regression between distributions

Victor Panaretos, Laya Ghodrati

Distribution-on-distribution regression considers the problem of formulating and es-timating a regression relationship where both covariate and response are probability distributions. The optimal transport distributional regression model postulates that th ...

ELSEVIER2022

Regularized Diffusion Adaptation via Conjugate Smoothing

Ali H. Sayed, Stefan Vlaski

The purpose of this article is to develop and study a decentralized strategy for Pareto optimization of an aggregate cost consisting of regularized risks. Each risk is modeled as the expectation of some loss function with unknown probability distribution, ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2022

Towards Interactions Through Differentiable-Non-Differentiable Scale Transitions In Scale Relativity Theory

Maria-Alexandra Paun

It is shown that, in the framework of Scale Relativity Theory, correlations of type informational entropy/cross entropy - probability density, in the description of the dynamics of any complex system, can be perceived as interactions. Explaining these inte ...

UNIV POLITEHNICA BUCHAREST, SCI BULL2021

Impacts of Metering-Based Dynamic Priority Schemes

Nikolaos Geroliminis, Raphael Ali Francis Lamotte

Several works published over the last two decades have shown for a stylized set-up with homogeneous users that metering-based priority (MBP) schemes may generate Pareto improving departure time adjustments similar to those induced by congestion pricing, bu ...

INFORMS2022

Quantum conformance test

Elena Losero, Marco Genovese

We introduce a protocol addressing the conformance test problem, which consists in determining whether a process under test conforms to a reference one. We consider a process to be characterized by the set of end products it produces, which is generated ac ...

AMER ASSOC ADVANCEMENT SCIENCE2021