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This paper presents explicit solutions for two related non-convex information extremization problems due to Gray and Wyner in the Gaussian case. The first problem is the Gray-Wyner network subject to a sum-rate constraint on the two private links. Here, ou ...
The quantification of uncertainties can be particularly challenging for problems requiring long-time integration as the structure of the random solution might considerably change over time. In this respect, dynamical low-rank approximation (DLRA) is very a ...
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 ...
Testing mutual independence among several random vectors of arbitrary dimensions is a challenging problem in Statistics, and it has gained considerable interest in recent years. In this article, we propose some nonparametric tests based on different notion ...
Myelodysplastic syndromes (MDS) are a heterogeneous group of diseases, with a variable probability of transformation into acute leukemia, which is, in the vast majority of cases, of myeloid lineage. Nevertheless, rare cases of acute lymphoblastic leukemia ...
We propose an information theoretic framework for quantitative assessment of acoustic models used in hidden Markov model (HMM) based automatic speech recognition (ASR). The HMM backend expects that (i) the acoustic model yields accurate state conditional e ...
Testing for mutual independence among several random vectors is a challenging problem, and in recent years, it has gained significant attention in statistics and machine learning literature. Most of the existing tests of independence deal with only two ran ...
The field of synthetic data is more and more present in our everyday life. The transportation domain is particularly interested in improving the methods for the generation of synthetic data in order to address the privacy and availability issue of real dat ...
Machine learning models trained with passive sensor data from mobile devices can be used to perform various inferences pertaining to activity recognition, context awareness, and health and well-being. Prior work has improved inference performance through t ...
In this work we present a residual based a posteriori error estimation for a heat equation with a random forcing term and a random diffusion coefficient which is assumed to depend affinely on a finite number of independent random variables. The problem is ...