Publications associées à Événement (probabilités)

Mean value theorems for collections of lattices with a prescribed group of symmetries

Euclidean lattices are mathematical objects of increasing interest in the fields of cryptography and error-correcting codes. This doctoral thesis is a study on high-dimensional lattices with the motivation to understand how efficient they are in terms of b ...

EPFL2024

A multigrid method for PDE-constrained optimization with uncertain inputs

Fabio Nobile, Tommaso Vanzan

In this manuscript, we present a collective multigrid algorithm to solve efficiently the large saddle-point systems of equations that typically arise in PDE-constrained optimization under uncertainty, and develop a novel convergence analysis of collective ...

Springer Science and Business Media LLC2024

Preconditioners for robust optimal control problems under uncertainty

Fabio Nobile, Tommaso Vanzan

The discretization of robust quadratic optimal control problems under uncertainty using the finite element method and the stochastic collocation method leads to large saddle-point systems, which are fully coupled across the random realizations. Despite its ...

2023

Generalization Error Bounds Via Rényi-, f-Divergences and Maximal Leakage

Michael Christoph Gastpar, Amedeo Roberto Esposito, Ibrahim Issa

In this work, the probability of an event under some joint distribution is bounded by measuring it with the product of the marginals instead (which is typically easier to analyze) together with a measure of the dependence between the two random variables. ...

2021

Tighter thermodynamic bound on the speed limit in systems with unidirectional transitions

Daniel Maria Busiello, Deepak Gupta

We consider a general discrete state-space system with both unidirectional and bidirectional links. In contrast to bidirectional links, there is no reverse transition along the unidirectional links Herein, we first compute the statistical length and the th ...

2020

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

Positivity of the CM line bundle for families of K-stable klt Fano varieties

Zsolt Patakfalvi, Giulio Codogni

The Chow-Mumford (CM) line bundle is a functorial line bundle on the base of any family of klt Fano varieties. It is conjectured that it yields a polarization on the moduli space of K-poly-stable klt Fano varieties. Proving ampleness of the CM line bundle ...

2021

Accelerated convergence to equilibrium and reduced asymptotic variance for Langevin dynamics using Stratonovich perturbations

Assyr Abdulle, Gilles Vilmart, Grigorios A. Pavliotis

In this paper, we propose a new approach for sampling from probability measures in, possibly, high-dimensional spaces. By perturbing the standard overdamped Langevin dynamics by a suitable Stratonovich perturbation that preserves the invariant measure of t ...

2019

One-shot learning and behavioral eligibility traces in sequential decision making

Michael Herzog, Wulfram Gerstner, Marco Philipp Lehmann, Kerstin Preuschoff, He Xu, Vasiliki Liakoni

In many daily tasks, we make multiple decisions before reaching a goal. In order to learn such sequences of decisions, a mechanism to link earlier actions to later reward is necessary. Reinforcement learning (RL) theory suggests two classes of algorithms s ...

2019

Selection Bias in News Coverage: Learning it, Fighting it

Karl Aberer, Jérémie Rappaz

News entities must select and filter the coverage they broadcast through their respective channels since the set of world events is too large to be treated exhaustively. The subjective nature of this filtering induces biases due to, among other things, res ...

2018