Concept

Elliptical distribution

Publications associées (31)

Graph Chatbot

Chattez avec Graph Search

Posez n’importe quelle question sur les cours, conférences, exercices, recherches, actualités, etc. de l’EPFL ou essayez les exemples de questions ci-dessous.

AVERTISSEMENT : Le chatbot Graph n'est pas programmé pour fournir des réponses explicites ou catégoriques à vos questions. Il transforme plutôt vos questions en demandes API qui sont distribuées aux différents services informatiques officiellement administrés par l'EPFL. Son but est uniquement de collecter et de recommander des références pertinentes à des contenus que vous pouvez explorer pour vous aider à répondre à vos questions.

Connectez-vous pour utiliser Chat avec Graph Search

Statistical Applications of Random Matrix Theory: Comparison of Two Populations

Rémy Mariétan

During the last twenty years, Random matrix theory (RMT) has produced numerous results that allow a better understanding of large random matrices. These advances have enabled interesting applications in the domain of communication. Although this theory can ...

EPFL2019

Unsupervised Scalable Representation Learning for Multivariate Time Series

Martin Jaggi, Aymeric Daphnis Kévin Dieuleveut

Time series constitute a challenging data type for machine learning algorithms, due to their highly variable lengths and sparse labeling in practice. In this paper, we tackle this challenge by proposing an unsupervised method to learn universal embeddings ...

NEURAL INFORMATION PROCESSING SYSTEMS (NIPS)2019

Cortical morphology development in patients with 22q11.2 deletion syndrome at ultra-high risk of psychosis

Maude Schneider, Marie Schaer, Daniela Maria Zöller, Maria Carmela Padula

Background. Patients with 22q11.2 deletion syndrome (22q11DS) present a high risk of developing psychosis. While clinical and cognitive predictors for the conversion towards a full-blown psychotic disorder are well defined and largely used in practice, neu ...

CAMBRIDGE UNIV PRESS2018

Robust Portfolio Optimization

Zheng Wei Yap

Since the 2008 Global Financial Crisis, the financial market has become more unpredictable than ever before, and it seems set to remain so in the forseeable future. This means an investor faces unprecedented risks, hence the increasing need for robust port ...

EPFL2017

Contributions to Modelling Extremes of Spatial Data

Linda Frossard

The increasing interest in using statistical extreme value theory to analyse environmental data is mainly driven by the large impact extreme events can have. A difficulty with spatial data is that most existing inference methods for asymptotically justifie ...

EPFL2017

Scalable Low-rank Matrix and Tensor Decomposition on Graphs

Nauman Shahid

In many signal processing, machine learning and computer vision applications, one often has to deal with high dimensional and big datasets such as images, videos, web content, etc. The data can come in various forms, such as univariate or multivariate time ...

EPFL2017

Elliptical tempered stable distribution

Hasan Fallahgoul

Elliptical distributions are useful for modelling multivariate data, multivariate normal and Student t distributions being two special classes. In this paper, we provide a definition for the elliptical tempered stable (ETS) distribution based on its charac ...

Routledge Journals, Taylor & Francis Ltd2016

Multi-Period Portfolio Optimization: Translation of Autocorrelation Risk to Excess Variance

Napat Rujeerapaiboon, Byung-Geun Choi

Growth-optimal portfolios are guaranteed to accumulate higher wealth than any other investment strategy in the long run. However, they tend to be risky in the short term. For serially uncorrelated markets, similar portfolios with more robust guarantees hav ...

2016

Influence of atmospheric stability on wind-turbine wakes: A large-eddy simulation study

Fernando Porté Agel, Mahdi Abkar

In this study, large-eddy simulation is combined with a turbine model to investigate the influence of atmospheric thermal stability on wind-turbine wakes. The simulation results show that atmospheric stability has a significant effect on the spatial distri ...

American Institute of Physics2015

Message-Passing Algorithms for Quadratic Minimization

Nicholas Ruozzi

Gaussian belief propagation (GaBP) is an iterative algorithm for computing the mean (and variances) of a multivariate Gaussian distribution, or equivalently, the minimum of a multivariate positive definite quadratic function. Sufficient conditions, such as ...

Microtome Publ2013