Concept

Inégalité de Hoeffding

Publications associées (21)

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Chebyshev Inequalities for Products of Random Variables

Daniel Kuhn, Napat Rujeerapaiboon, Wolfram Wiesemann

We derive sharp probability bounds on the tails of a product of symmetric non-negative random variables using only information about their first two moments. If the covariance matrix of the random variables is known exactly, these bounds can be computed nu ...

2018

Dimensionality Reduction in Dynamic Optimization under Uncertainty

Napat Rujeerapaiboon

Dynamic optimization problems affected by uncertainty are ubiquitous in many application domains. Decision makers typically model the uncertainty through random variables governed by a probability distribution. If the distribution is precisely known, then ...

EPFL2016

Generalized Gauss Inequalities via Semidefinite Programming

Daniel Kuhn

A sharp upper bound on the probability of a random vector falling outside a polytope, based solely on the first and second moments of its distribution, can be computed efficiently using semidefinite programming. However, this Chebyshev-type bound tends to ...

Springer Verlag2016

Upper bounds for the reach-avoid probability via robust optimization

Maryam Kamgarpour, John Lygeros, Tyler Summers

We consider finite horizon reach-avoid problems for discrete time stochastic systems. Our goal is to construct upper bound functions for the reach-avoid probability by means of tractable convex optimization problems. We achieve this by restricting attentio ...

2015

A New Entropy Power Inequality for Integer-Valued Random Variables

Emmanuel Abbé, Saeid Haghighatshoar

The entropy power inequality (EPI) yields lower bounds on the differential entropy of the sum of two independent real-valued random variables in terms of the individual entropies. Versions of the EPI for discrete random variables have been obtained for spe ...

Institute of Electrical and Electronics Engineers2014

Interpolating point spread function anisotropy

Frédéric Courbin, Georges Meylan, Marc Gentile

Planned wide-field weak lensing surveys are expected to reduce the statistical errors on the shear field to unprecedented levels. In contrast, systematic errors like those induced by the convolution with the point spread function (PSF) will not benefit fro ...

Edp Sciences S A2013

Compressed Sensing of Simultaneous Low-Rank and Joint-Sparse Matrices

Pierre Vandergheynst, Mohammad Golbabaee

In this paper we consider the problem of recovering a high dimensional data matrix from a set of incomplete and noisy linear measurements. We introduce a new model that can efficiently restrict the degrees of freedom of the problem and is generic enough to ...

Institute of Electrical and Electronics Engineers2012

Compressed Sensing of Simultaneous Low-Rank and Joint-Sparse Matrices

Pierre Vandergheynst, Mohammad Golbabaee

In this paper we consider recovery of a high dimensional data matrix from a set of incomplete and noisy linear measurements. We introduce a new model which can efficiently restricts the degrees of freedom of data and, at the same time, is generic so that f ...

2012

Trace Identities For Commutators, With Applications To The Distribution Of Eigenvalues

Joachim Stubbe

We prove trace identities for commutators of operators, which are used to derive sum rules and sharp universal bounds for the eigenvalues of periodic Schrodinger operators and Schrodinger operators on immersed manifolds. In particular, we prove bounds on t ...

2011

Randomization bounds on Gaussian arbitrarily varying channels

Michael Christoph Gastpar

The random coding capacity of the Gaussian arbitrarily varying channel (GAVC) under a maximal probability of error criterion is equal to that of an additive white Gaussian noise (AWGN) channel with the interference power as additional noise. The determinis ...

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