Concept
Médiane (statistiques)
Publications associées (32)
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 Publications2024Spectral Estimators for High-Dimensional Matrix Inference
A key challenge across many disciplines is to extract meaningful information from data which is often obscured by noise. These datasets are typically represented as large matrices. Given the current trend of ever-increasing data volumes, with datasets grow ...
EPFL2024Reliable data-driven decision-making through optimal transport
Decision-making permeates every aspect of human and societal development, from individuals' daily choices to the complex decisions made by communities and institutions. Central to effective decision-making is the discipline of optimization, which seeks the ...
EPFL2024