Publications associées à Inégalité de Bienaymé-Tchebychev

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

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 ...

IEEE2023

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

Farhad Rachidi-Haeri, Marcos Rubinstein

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 ...

Zenodo2023

Closed form approximation methods for portfolio valuation and risk management

Lotfi Boudabsa

In this thesis we present three closed form approximation methods for portfolio valuation and risk management. The first chapter is titled ``Kernel methods for portfolio valuation and risk management'', and is a joint work with Damir Filipovi'c (SFI and ...

EPFL2023

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, Ivo Fabio Beck, Andrea Baccarini, 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 ...

Zenodo2022

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

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 ...

2022

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

Deterministic error bounds for kernel-based learning techniques under bounded noise

Colin Neil Jones, Paul Scharnhorst, Emilio Maddalena

We consider the problem of reconstructing a function from a finite set of noise-corrupted samples. Two kernel algorithms are analyzed, namely kernel ridge regression and epsilon-support vector regression. By assuming the ground-truth function belongs to th ...

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