Publications associées à Statistical model specification

Spectral Estimators for High-Dimensional Matrix Inference

A key challenge across many disciplines is to extract meaningful information from data which is often obscured by noise. These datasets are typically represented as large matrices. Given the current trend of ever-increasing data volumes, with datasets grow ...

EPFL2024

Bed Topography Inference from Velocity Field Using Deep Learning

Christophe Ancey, Mehrdad Kiani Oshtorjani

Measuring bathymetry has always been a major scientific and technological challenge. In this work, we used a deep learning technique for inferring bathymetry from the depth-averaged velocity field. The training of the neural network is based on 5742 labora ...

2023

Fragment ion-functional group relationships in organic aerosols using aerosol mass spectrometry and mid-infrared spectroscopy

Satoshi Takahama, Amir Yazdani, Imad El Haddad, Nikunj Dudani

Aerosol mass spectrometry (AMS) and mid-infrared spectroscopy (MIR) are two analytical methods for characterizing the chemical composition of OM. While AMS provides high-temporal-resolution bulk measurements, the extensive fragmentation during the electron ...

2022

Financial Risk Management with Machine Learning

Marc-Aurèle Antoine Divernois

This thesis consists of three applications of machine learning techniques to risk management. The first chapter proposes a deep learning approach to estimate physical forward default intensities of companies. Default probabilities are computed using artifi ...

EPFL2022

Mutual information for low-rank even-order symmetric tensor estimation

Nicolas Macris, Jean François Emmanuel Barbier, Clément Dominique Luneau

We consider a statistical model for finite-rank symmetric tensor factorization and prove a single-letter variational expression for its asymptotic mutual information when the tensor is of even order. The proof applies the adaptive interpolation method orig ...

OXFORD UNIV PRESS2021

Discrete-Choice Mining of Social Processes

Victor Kristof

Poor decisions and selfish behaviors give rise to seemingly intractable global problems, such as the lack of transparency in democratic processes, the spread of conspiracy theories, and the rise in greenhouse gas emissions. However, people are more predict ...

EPFL2021

Population pharmacokinetic model selection assisted by machine learning

Jan Sickmann Hesthaven, Nadia Terranova

A fit-for-purpose structural and statistical model is the first major requirement in population pharmacometric model development. In this manuscript we discuss how this complex and computationally intensive task could benefit from supervised machine learni ...

SPRINGER/PLENUM PUBLISHERS2022

Disparity Between Batches as a Signal for Early Stopping

Patrick Thiran, Mahsa Forouzesh

We propose a metric for evaluating the generalization ability of deep neural networks trained with mini-batch gradient descent. Our metric, called gradient disparity, is the l2 norm distance between the gradient vectors of two mini-batches drawn from the t ...

Springer2021

Simultaneous autoregressive models for spatial extremes

Emeric Rolland Georges Thibaud

Motivated by the widespread use of large gridded data sets in the atmospheric sciences, we propose a new model for extremes of areal data that is inspired by the simultaneous autoregressive (SAR) model in classical spatial statistics. Our extreme SAR model ...

WILEY2020

Improve the Model Stability of Dam's Displacement Prediction Using a Numerical-Statistical Combined Model

Zhenzhu Meng, Yating Hu, Chenfei Shao

In most studies of dam's displacement prediction based on monitoring data, emphasis was given on improving the prediction accuracy, while the model stability was merely considered. This study proposed a numerical-statistical combined model which aims to im ...

2020