Publications related to Stochastic derivative estimation for max-stable random fields

Functional data analysis with rough sample paths?

Victor Panaretos, Neda Mohammadi Jouzdani

Functional data are typically modeled as sample paths of smooth stochastic processes in order to mitigate the fact that they are often observed discretely and noisily, occasionally irregularly and sparsely. The smoothness assumption is imposed to allow for ...

TAYLOR & FRANCIS LTD2024

Hybridization driving distortions and multiferroicity in rare-earth nickelates

Nicola Marzari, Iurii Timrov, Michele Kotiuga, Luca Binci

For decades transition-metal oxides have generated a huge interest due to the multitude of physical phenomena they exhibit. In this class of materials, the rare-earth nickelates, RNiO3, stand out for their rich phase diagram stemming from complex couplings ...

Amer Physical Soc2023

Closed form approximation methods for portfolio valuation and risk management

Lotfi Boudabsa

In this thesis we present three closed form approximation methods for portfolio valuation and risk management. The first chapter is titled ``Kernel methods for portfolio valuation and risk management'', and is a joint work with Damir Filipovi'c (SFI and ...

EPFL2023

Thermo-hydro-mechanical behavior of energy barrettes: Field experiments and numerical simulations

Lyesse Laloui, Elena Ravera, Alessandro Francesco Rotta Loria

Over the past two decades, the thermo-hydro-mechanical behavior of earth-contact structures such as piles, walls, slabs, and tunnels, which simultaneously provide structural support and energy supply, has been studied through various field experiments and ...

ELSEVIER2023

Data-driven modeling of beam loss in the LHC

Tatiana Pieloni, Michael Schenk, Ekaterina Krymova, Loïc Thomas Davies Coyle

In the Large Hadron Collider, the beam losses are continuously measured for machine protection. By design, most of the particle losses occur in the collimation system, where the particles with high oscilla-tion amplitudes or large momentum error are scrape ...

FRONTIERS MEDIA SA2023

Machine-learning the electronic density of states: electronic properties without quantum mechanics

Chiheb Ben Mahmoud

The electronic density of states (DOS) quantifies the distribution of the energy levels that can be occupied by electrons in a quasiparticle picture and is central to modern electronic structure theory. It also underpins the computation and interpretation ...

EPFL2023

Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective

Victor Panaretos, Neda Mohammadi Jouzdani

We consider the problem of nonparametric estimation of the drift and diffusion coefficients of a Stochastic Differential Equation (SDE), based on n independent replicates {Xi(t) : t is an element of [0 , 1]}13 d B(t), where alpha is an element of {0 , 1} a ...

Elsevier2024

Performance evaluation and the implementation of the turbocharger, fuel cell, and battery in Unmanned Aerial Vehicles (UAVs)

Jan Van Herle, Hossein Pourrahmani

The current study evaluates integrating fuel cell technology into the batteries as an alternative for internal combustion engines (ICEs) for Unmanned Aerial Vehicles (UAV). To further improve the performance of the UAV, a turbocharger is also integrated to ...

Elsevier2023

Comparison of momentum transport in matched hydrogen and deuterium H-mode plasmas in ASDEX Upgrade

Basil Duval, Emiliano Fable, Giovanni Tardini

Advanced momentum transport analysis is used to study matched hydrogen (H) and deuterium (D) plasmas in the core of ASDEX Upgrade. The aim is to validate gyrokinetic theory and assess a possible isotope dependence. The methodology extracts momentum diffusi ...

IOP Publishing Ltd2023