Concept

Admissible decision rule

Publications associées (32)

On the Fusion Strategies for Federated Decision Making

Ali H. Sayed, Emre Telatar, Mert Kayaalp, Yunus Inan

We consider the problem of information aggregation in federated decision making, where a group of agents collaborate to infer the underlying state of nature without sharing their private data with the central processor or each other. We analyze the non-Bay ...

2023

The Decision Rule Approach to Optimisation under Uncertainty: Methodology and Applications

Daniel Kuhn, Wolfram Wiesemann

Dynamic decision-making under uncertainty has a long and distinguished history in operations research. Due to the curse of dimensionality, solution schemes that naively partition or discretize the support of the random problem parameters are limited to sma ...

2019

"Dice"-sion Making under Uncertainty: When Can a Random Decision Reduce Risk?

Daniel Kuhn, Wolfram Wiesemann

Stochastic programming and distributionally robust optimization seek deterministic decisions that optimize a risk measure, possibly in view of the most adverse distribution in an ambiguity set. We investigate under which circumstances such deterministic de ...

2019

Averaging Stochastic Gradient Descent on Riemannian Manifolds

Nicolas Henri Bernard Flammarion

We propose an estimator for the mean of a random vector in Rd that can be computed in time O(n3.5 + n2d) for n i.i.d. samples and that has error bounds matching the sub-Gaussian case. The only assumptions we make about the data distribution are that it has ...

2018

Low-rank tensor methods for large Markov chains and forward feature selection methods

Francisco Santos Paredes Quartin de Macedo

In the first part of this thesis, we present and compare several approaches for the determination of the steady-state of large-scale Markov chains with an underlying low-rank tensor structure. Such structure is, in our context of interest, associated with ...

EPFL2018

Development of a methodology for extreme flood estimations in alpine catchments for the verification of dam safety

Fränz Zeimetz

In the context of dam safety, reliable safety flood estimation methods are necessary to guarantee a sufficiently designed spillway capacity. Todayâs state of the art allows to approach this topic under different angles. Statistical extrapolations are com ...

EPFL2017

False arrhythmia alarms reduction in the intensive care unit: a multimodal approach

Jean-Marc Vesin, Sasan Yazdani, Sibylle Fallet

The purpose of this study was to develop algorithms to lower the incidence of false arrhythmia alarms in the ICU using information from independent sources, namely electrocardiogram (ECG), arterial blood pressure (ABP) and photoplethysmogram (PPG). Our app ...

Institute of Physics2016

A Decision Procedure for (Co)datatypes in SMT Solvers

Andrew Joseph Reynolds

We present a decision procedure that combines reasoning about datatypes and codatatypes. The dual of the acyclicity rule for datatypes is a uniqueness rule that identifies observationally equal codatatype values, including cyclic values. The procedure deci ...

Springer-Verlag Berlin2015

A Decision Procedure for Regular Membership and Length Constraints over Unbounded Strings

Andrew Joseph Reynolds

We prove that the quantifier-free fragment of the theory of character strings with regular language membership constraints and linear integer constraints over string lengths is decidable. We do that by describing a sound, complete and terminating tableaux ...

Springer-Verlag Berlin2015

Sparse Stochastic Processes and Discretization of Linear Inverse Problems

Michaël Unser, Emrah Bostan, Ulugbek Kamilov, Masih Nilchian

We present a novel statistically-based discretization paradigm and derive a class of maximum a posteriori (MAP) estimators for solving ill-conditioned linear inverse problems. We are guided by the theory of sparse stochastic processes, which specifies cont ...

Ieee-Inst Electrical Electronics Engineers Inc2013

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