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This thesis presents work at the junction of statistics and climate science. We first provide methodology for use by climate scientists when performing fast event attribution using extreme value theory, and then describe two interdisciplinary projects in c ...
Selection bias may arise when data have been chosen in a way that subsequent analysis does not account for. Such bias can arise in climate event attribution studies that are performed rapidly after a devastating "trigger event'', whose occurrence correspon ...
For time-sensitive networks, as in the context of IEEE TSN and IETF Detnet, cyclic dependencies are associated with certain fundamental properties such as improving availability and decreasing reconfiguration effort. Nevertheless, the existence of cyclic d ...
IEEE2019
This paper provides expressions for the largest and smallest solution of a global optimization problem using an adjoint variable which represents the available one-sided improvements up to the interval “horizon”. Interpreting the problem in terms of optima ...
2016
We study American swaptions in the linear-rational (LR) term structure model introduced in Filipović et al. [J. Finance., 2017, 72, 655–704]. The American swaption pricing problem boils down to an optimal stopping problem that is analytically tractable. It ...
2018
This paper provides expressions for solutions of a one-dimensional global optimization problem using an adjoint variable which represents the available one-sided improvements up to the interval "horizon." Interpreting the problem in terms of optimal stoppi ...
2017
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The traditional synthesis question given a specification asks for the automatic construction of a system that satisfies the specification, whereas often there exists a preference order among the different systems that satisfy the given specification. Under ...
Assoc Computing Machinery2015
Brain-Machine interfaces aim to create a direct neural link between user's brain and machines. This goal has pushed scientists to investigate a large spectrum of applications in the realm of assistive and rehabilitation technologies. However, despite great ...
EPFL2021
A constrained informationally efficient market is defined as one in which the price process arises as the outcome of some equilibrium where agents face restrictions on trade. This paper investigates the case of short sale constraints, a setting which, desp ...
For time-sensitive networks, as in the context of IEEE TSN and IETF Detnet, cyclic dependencies are associated with certain fundamental properties such as improving availability and decreasing reconfiguration effort. Nevertheless, the existence of cyclic d ...
