Concept

Régression quantile

Publications associées (68)

A Global-Local Approach For Detecting Hotspots In Multiple-Response Regression

Anthony Christopher Davison, Jörg Hager, Hélène Ruffieux

We tackle modelling and inference for variable selection in regression problems with many predictors and many responses. We focus on detecting hotspots, that is, predictors associated with several responses. Such a task is critical in statistical genetics, ...

INST MATHEMATICAL STATISTICS2020

A hybrid Body-Machine Interface integrating signals from muscles and motions

Camilla Pierella

Objective.Body-Machine Interfaces (BoMIs) establish a way to operate a variety of devices, allowing their users to extend the limits of their motor abilities by exploiting the redundancy of muscles and motions that remain available after spinal cord injury ...

IOP PUBLISHING LTD2020

High-Frequency Analysis Of Parabolic Stochastic Pdes

Carsten Hao Ye Chong

We consider the problem of estimating stochastic volatility for a class of second-order parabolic stochastic PDEs. Assuming that the solution is observed at high temporal frequency, we use limit theorems for multipower variations and related functionals to ...

INST MATHEMATICAL STATISTICS2020

MATHICSE Technical Report: A non-intrusive multifidelity method for the reduced order modeling of nonlinear problems

Jan Sickmann Hesthaven, Mariella Kast, Mengwu Guo

We propose a non-intrusive reduced basis (RB) method for parametrized nonlinear partial differential equations (PDEs) that leverages models of different accuracy. The method extracts parameter locations from a collection of low-fidelity (LF) snapshots for ...

MATHICSE2019

Machine Learning at the Atomic Scale

Michele Ceriotti, Félix Benedito Clément Musil

Statistical learning algorithms are finding more and more applications in science and technology. Atomic-scale modeling is no exception, with machine learning becoming commonplace as a tool to predict energy, forces and properties of molecules and condense ...

SWISS CHEMICAL SOC2019

Machine Learning at the Atomic Scale

Michele Ceriotti, Félix Benedito Clément Musil

2019

Optimal Distributed Learning with Multi-pass Stochastic Gradient Methods

Volkan Cevher, Junhong Lin

We study generalization properties of distributed algorithms in the setting of nonparametric regression over a reproducing kernel Hilbert space (RKHS). We investigate distributed stochastic gradient methods (SGM), with mini-batches and multi-passes over th ...

2018

High-dimensional peaks-over-threshold inference

Anthony Christopher Davison, Raphaël Gérard Théodore Michel Marie de Deloÿe et Fourcade de Fondeville

Max-stable processes are increasingly widely used for modelling complex extreme events, but existing fitting methods are computationally demanding, limiting applications to a few dozen variables. r-Pareto processes are mathematically simpler and have the p ...

2018

Optimal Convergence for Distributed Learning with Stochastic Gradient Methods and Spectral Algorithms

Volkan Cevher, Junhong Lin

We study generalization properties of distributed algorithms in the setting of nonparametric regression over a reproducing kernel Hilbert space (RKHS). We first investigate distributed stochastic gradient methods (SGM), with mini-batches and multi-passes o ...

2018

Smoothing technique for nonsmooth composite minimization with linear operator

Volkan Cevher, Van Quang Nguyen

We introduce and analyze an algorithm for the minimization of convex functions that are the sum of differentiable terms and proximable terms composed with linear operators. The method builds upon the recently developed smoothed gap technique. In addition t ...

2017

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