Publications associées à Processus de Bernoulli

Discrete Optimal Transport with Independent Marginals is #P-Hard

Daniel Kuhn, Soroosh Shafieezadeh Abadeh, Bahar Taskesen

We study the computational complexity of the optimal transport problem that evaluates the Wasser- stein distance between the distributions of two K-dimensional discrete random vectors. The best known algorithms for this problem run in polynomial time in th ...

2023

A Pareto Dominance Principle for Data-Driven Optimization

Daniel Kuhn, Tobias Sutter

We propose a statistically optimal approach to construct data-driven decisions for stochastic optimization problems. Fundamentally, a data-driven decision is simply a function that maps the available training data to a feasible action. It can always be exp ...

2024

Steady Three-Dimensional Rotational Flows: An Approach Via Two Stream Functions And Nash-Moser Iteration

Boris Buffoni

We consider the stationary flow of an inviscid and incompressible fluid of constant density in the region D = (0, L) x R-2. We are concerned with flows that are periodic in the second and third variables and that have prescribed flux through each point of ...

MATHEMATICAL SCIENCE PUBL2019

Influence of density of large stems on the blocking probability at spillways

Anton Schleiss, Michael Pfister, José Pedro Gamito de Saldanha Calado Matos, Paloma Furlan

Dam safety is strongly linked to the probability of occurrence of large floods. Floods can transport large wood (LW) into reservoirs and towards water release structures as spillways. Due to blocking and clogging, LW may significantly influence the dischar ...

Utah State University2018

On Risk Reduction in Kelly Betting Using the Conservative Expected Value

Daniel Kuhn, Napat Rujeerapaiboon

The celebrated Kelly betting strategy guarantees, with probability one, higher long-run wealth than any other causal investment strategy. However, on the way to its long-term supremacy, this strategy has a notable downfall: it typically displays high varia ...

2018

The mean-field behavior of processor sharing systems with general job lengths under the SQ(d) policy

Arpan Mukhopadhyay

This paper addresses the mean-field behavior of large-scale systems of parallel servers with a processor sharing service discipline when arrivals are Poisson and jobs have general service time distributions when an SQ(d) routing policy is used. Under this ...

ELSEVIER SCIENCE BV2018

Scalable Bias-Resistant Distributed Randomness

Bryan Alexander Ford, Linus Gasser, Eleftherios Kokoris Kogias, Philipp Svetolik Jovanovic, Nicolas Gailly, Ismail Khoffi

Bias-resistant public randomness is a critical component in many (distributed) protocols. Existing solutions do not scale to hundreds or thousands of participants, as is needed in many decentralized systems. We propose two large-scale distributed protocols ...

IEEE2017

Sparsity and Infinite Divisibility

Michaël Unser, Arash Amini

We adopt an innovation-driven framework and investigate the sparse/compressible distributions obtained by linearly measuring or expanding continuous-domain stochastic models. Starting from the first principles, we show that all such distributions are neces ...

2014

A weighted empirical interpolation method: a priori convergence analysis and applications

Alfio Quarteroni, Gianluigi Rozza, Peng Chen

We extend the classical empirical interpolation method to a weighted empirical interpolation method in order to approximate nonlinear parametric functions with weighted parameters, e.g. random variables obeying various probability distributions. A priori c ...

EDP Sciences2014

Cantor systems, piecewise translations and simple amenable groups

Nicolas Monod

We provide the first examples of finitely generated simple groups that are amenable (and infinite). This follows from a general existence result on invariant states for piecewise-translations of the integers. The states are obtained by constructing a suita ...

Annal Mathematics2013