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L-estimator

Publications associées (59)

A Geometric Unification of Distributionally Robust Covariance Estimators: Shrinking the Spectrum by Inflating the Ambiguity Set

Daniel Kuhn, Yves Rychener, Viet Anh Nguyen

The state-of-the-art methods for estimating high-dimensional covariance matrices all shrink the eigenvalues of the sample covariance matrix towards a data-insensitive shrinkage target. The underlying shrinkage transformation is either chosen heuristically ...

2024

A Method of Moments Estimator for Interacting Particle Systems and their Mean Field Limit

Andrea Zanoni, Grigorios A. Pavliotis

We study the problem of learning unknown parameters in stochastic interacting particle systems with polynomial drift, interaction, and diffusion functions from the path of one single particle in the system. Our estimator is obtained by solving a linear sys ...

Siam Publications2024

Regularization for distributionally robust state estimation and prediction

Giancarlo Ferrari Trecate, Florian Dörfler, Jean-Sébastien Hubert Brouillon

The increasing availability of sensing techniques provides a great opportunity for engineers to design state estimation methods, which are optimal for the system under observation and the observed noise patterns. However, these patterns often do not fulfil ...

2023

Quantifying uncertain system outputs via the multi-level Monte Carlo method --- distribution and robustness measures

Fabio Nobile, Sebastian Krumscheid, Sundar Subramaniam Ganesh

In this work, we consider the problem of estimating the probability distribution, the quantile or the conditional expectation above the quantile, the so called conditional-value-at-risk, of output quantities of complex random differential models by the MLM ...

2022

3-Dimensional Fluid and White Matter Suppression Magnetic Resonance Imaging Sequence Accelerated With Compressed Sensing Improves Multiple Sclerosis Cervical Spinal Cord Lesion Detection Compared With Standard 2-Dimensional Imaging

Tobias Kober

Objectives Fluid and white matter suppression (FLAWS) is a recently proposed magnetic resonance sequence derived from magnetization-prepared 2 rapid acquisition gradient-echo providing 2 coregistered datasets with white matter- and cerebrospinal fluid-supp ...

LIPPINCOTT WILLIAMS & WILKINS2022

Sequential Domain Adaptation by Synthesizing Distributionally Robust Experts

Daniel Kuhn, Viet Anh Nguyen, Bahar Taskesen

Least squares estimators, when trained on a few target domain samples, may predict poorly. Supervised domain adaptation aims to improve the predictive accuracy by exploiting additional labeled training samples from a source distribution that is close to th ...

2021

Lung Ultrasonography for Risk Stratification in Patients with Coronavirus Disease 2019 (COVID-19): A Prospective Observational Cohort Study

Mary-Anne Hartley, Jean-Yves Meuwly

Background. Lung ultrasonography (LUS) is a promising pragmatic risk-stratification tool in coronavirus disease 2019 (COVID-19). This study describes and compares LUS characteristics between patients with different clinical outcomes. Methods. Prospective o ...

OXFORD UNIV PRESS INC2021

Central limit theorems for multilevel Monte Carlo methods

Sebastian Krumscheid, Hakon Andreas Hoel

In this work, we show that uniform integrability is not a necessary condition for central limit theorems (CLT) to hold for normalized multilevel Monte Carlo (MLMC) estimators and we provide near optimal weaker conditions under which the CLT is achieved. In ...

2019

An Easily Computable Error Estimator In Space And Time For The Wave Equation

Marco Picasso, Olga Gorynina

We propose a cheaper version of a posteriori error estimator from Gorynina et al. (Namer. Anal. (2017)) for the linear second-order wave equation discretized by the Newmark scheme in time and by the finite element method in space. The new estimator preserv ...

EDP Sciences2019

Hybrid regularisation and the (in)admissibility of ridge regression in infinite dimensional Hilbert spaces

Victor Panaretos, Anirvan Chakraborty

We consider the problem of estimating the slope function in a functional regression with a scalar response and a functional covariate. This central problem of functional data analysis is well known to be ill-posed, thus requiring a regularised estimation p ...

2019

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