In mathematics, stochastic geometry is the study of random spatial patterns. At the heart of the subject lies the study of random point patterns. This leads to the theory of spatial point processes, hence notions of Palm conditioning, which extend to the more abstract setting of random measures.
There are various models for point processes, typically based on but going beyond the classic homogeneous Poisson point process (the basic model for complete spatial randomness) to find expressive models which allow effective statistical methods.
The point pattern theory provides a major building block for generation of random object processes, allowing construction of elaborate random spatial patterns. The simplest version, the Boolean model, places a random compact object at each point of a Poisson point process. More complex versions allow interactions based in various ways on the geometry of objects. Different directions of application include: the production of models for random images either as set-union of objects, or as patterns of overlapping objects; also the generation of geometrically inspired models for the underlying point process
(for example, the point pattern distribution may be biased by an exponential factor involving the area of the union of the objects; this is related to the Widom–Rowlinson model of statistical mechanics).
What is meant by a random object? A complete answer to this question requires the theory of random closed sets, which makes contact with advanced concepts from measure theory. The key idea is to focus on the probabilities of the given random closed set hitting specified test sets. There arise questions of inference (for example, estimate the set which encloses a given point pattern) and theories of generalizations of means etc. to apply to random sets. Connections are now being made between this latter work and recent developments in geometric mathematical analysis concerning general metric spaces and their geometry.
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The goal of this class is to acquire mathematical tools and engineering insight about networks whose structure is random, as well as learning and control techniques applicable to such network data.
vignette|Schéma expliquant le processus de Poisson Un processus de Poisson, nommé d'après le mathématicien français Siméon Denis Poisson et la loi du même nom, est un processus de comptage classique dont l'équivalent discret est la somme d'un processus de Bernoulli. C'est le plus simple et le plus utilisé des processus modélisant une . C'est un processus de Markov, et même le plus simple des processus de naissance et de mort (ici un processus de naissance pur).
In probability and statistics, a moment measure is a mathematical quantity, function or, more precisely, measure that is defined in relation to mathematical objects known as point processes, which are types of stochastic processes often used as mathematical models of physical phenomena representable as randomly positioned points in time, space or both. Moment measures generalize the idea of (raw) moments of random variables, hence arise often in the study of point processes and related fields.
In probability and statistics, a factorial moment measure is a mathematical quantity, function or, more precisely, measure that is defined in relation to mathematical objects known as point processes, which are types of stochastic processes often used as mathematical models of physical phenomena representable as randomly positioned points in time, space or both. Moment measures generalize the idea of factorial moments, which are useful for studying non-negative integer-valued random variables.
Explore les classificateurs voisins les plus proches, le compromis entre les biais, la malédiction de la dimensionnalité et les limites de généralisation dans l'apprentissage automatique supervisé.
We study the limit behaviour of sequences of non-convex, vectorial, random integral functionals, defined on W1,1, whose integrands are ergodic and satisfy degenerate linear growth conditions. The latter involve suitable random, scale-dependent weight-funct ...
2023
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In this paper, we study the problems of principal Generalized Eigenvector computation and Canonical Correlation Analysis in the stochastic setting. We propose a simple and efficient algorithm, Gen-Oja, for these problems. We prove the global convergence of ...
Flows of gases and liquids interacting with solid objects are often turbulent within a thin boundary layer. As energy dissipation and momentum transfer are dominated by the boundary layer dynamics, many engineering applications can benefit from an improved ...