Concept

Inégalité de Bienaymé-Tchebychev

Publications associées (44)

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Peak Value-at-Risk Estimation for Stochastic Differential Equations using Occupation Measures

Matteo Raphael Tacchi

This paper proposes an algorithm to upper-bound maximal quantile statistics of a state function over the course of a Stochastic Differential Equation (SDE) system execution. This chance-peak problem is posed as a nonconvex program aiming to maximize the Va ...

New York2023

Heuristic Estimation of the Vacuum Energy Density of the Universe: Part I—Analysis Based on Time Domain Electromagnetic Radiation

Marcos Rubinstein, Farhad Rachidi-Haeri

In this paper, an inequality satisfied by the vacuum energy density of the universe is derived using an indirect and heuristic procedure. The derivation is based on a proposed thought experiment, according to which an electron is accelerated to a constant ...

2023

Pollution mask for the continuous corrected particle number concentration data in 1 min time resolution measured in the Swiss aerosol container using a whole air inlet during MOSAiC 2019/2020

Julia Schmale, Andrea Baccarini, Ivo Fabio Beck, Hélène Paule Angot

This dataset contains particle number concentrations and a pollution flag in 1 min time resolution. It is derived by the pollution detection algorithm (PDA, doi:10.5281/zenodo.5761101) based on the corrected particle number concentration data of the CPC377 ...

EPFL Infoscience2023

Pollution mask for the continuous corrected particle number concentration data in 1 min resolution, measured in the Swiss aerosol container during MOSAiC 2019/2020

Julia Schmale, Andrea Baccarini, Ivo Fabio Beck, Hélène Paule Angot

This dataset contains a pollution flag in 1 min time resolution. It is derived by the pollution detection algorithm (PDA) based on the corrected particle number concentration data (DOI upcoming) measured during the year long MOSAiC expedition from October ...

EPFL Infoscience2022

A note on universal inference

Anthony Christopher Davison, Timmy Rong Tian Tse

Universal inference enables the construction of confidence intervals and tests without regularity conditions by splitting the data into two parts and appealing to Markov's inequality. Previous investigations have shown that the cost of this generality is a ...

WILEY2022

Trajectory planning under environmental uncertainty with finite-sample safety guarantees

Maryam Kamgarpour

We tackle the problem of trajectory planning in an environment comprised of a set of obstacles with uncertain time-varying locations. The uncertainties are modeled using widely accepted Gaussian distributions, resulting in a chance-constrained program. Con ...

2021

On Randomized Trace Estimates for Indefinite Matrices with an Application to Determinants

Daniel Kressner, Alice Cortinovis

Randomized trace estimation is a popular and well-studied technique that approximates the trace of a large-scale matrix B by computing the average of x(T) Bx for many samples of a random vector X. Often, B is symmetric positive definite (SPD) but a number ...

2021

KPC: Learning-Based Model Predictive Control with Deterministic Guarantees

Colin Neil Jones, Yuning Jiang, Paul Scharnhorst, Emilio Maddalena

We propose Kernel Predictive Control (KPC), a learning-based predictive control strategy that enjoys deterministic guarantees of safety. Noise-corrupted samples of the unknown system dynamics are used to learn several models through the formalism of non-pa ...

2021

A Covariance Formula For Topological Events Of Smooth Gaussian Fields

Alejandro Rivera

We derive a covariance formula for the class of 'topological events' of smooth Gaussian fields on manifolds; these are events that depend only on the topology of the level sets of the field, for example, (i) crossing events for level or excursion sets, (ii ...

INST MATHEMATICAL STATISTICS2020