Publications associées à Théorème de la variance totale

An extension of the stochastic sewing lemma and applications to fractional stochastic calculus

We give an extension of Le's stochastic sewing lemma. The stochastic sewing lemma proves convergence in

L_m

of Riemann type sums

\sum _{[s,t] \in \pi } A_{s,t}

for an adapted two-parameter stochastic process A, under certain conditions on the moments o ...

Cambridge Univ Press2024

Contextual Stochastic Bilevel Optimization

Daniel Kuhn, Andreas Krause, Yifan Hu, Jie Wang

We introduce contextual stochastic bilevel optimization (CSBO) -- a stochastic bilevel optimization framework with the lower-level problem minimizing an expectation conditioned on some contextual information and the upper-level decision variable. This fram ...

2023

Quantifying uncertain system outputs via the multi-level Monte Carlo method --- distribution and robustness measures

Fabio Nobile, Sebastian Krumscheid, Sundar Subramaniam Ganesh

In this work, we consider the problem of estimating the probability distribution, the quantile or the conditional expectation above the quantile, the so called conditional-value-at-risk, of output quantities of complex random differential models by the MLM ...

2022

Differential Entropy of the Conditional Expectation Under Additive Gaussian Noise

Michael Christoph Gastpar, Alper Köse, Ahmet Arda Atalik

The conditional mean is a fundamental and important quantity whose applications include the theories of estimation and rate-distortion. It is also notoriously difficult to work with. This paper establishes novel bounds on the differential entropy of the co ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2022

Differential Entropy of the Conditional Expectation under Gaussian Noise

Michael Christoph Gastpar, Alper Köse, Ahmet Arda Atalik

This paper considers an additive Gaussian noise channel with arbitrarily distributed finite variance input signals. It studies the differential entropy of the minimum mean-square error (MMSE) estimator and provides a new lower bound which connects the diff ...

IEEE2021

A quantum algorithm for the direct estimation of the steady state of open quantum systems

Vincenzo Savona, Nathan Ramusat

Simulating the dynamics and the non-equilibrium steady state of an open quantum system are hard computational tasks on conventional computers. For the simulation of the time evolution, several efficient quantum algorithms have recently been developed. Howe ...

VEREIN FORDERUNG OPEN ACCESS PUBLIZIERENS QUANTENWISSENSCHAF2021

High resolution density pedestal measurements during edge localized modes by short-pulse reflectometry in the TCV tokamak

Stefano Coda, Benoît Labit, Laurie Porte, Pedro Andres Molina Cabrera

This publication presents high spatio-temporal resolution (mm/μs) density profile measurements of the pedestal top during type I, III, and small edge localized mode (ELM) H- mode plasmas in the Tokamak à Configuration Variable (TCV). These measurements wer ...

2021

Deterministic Algorithms for Submodular Maximization Problems

Moran Feldman

Randomization is a fundamental tool used in many theoretical and practical areas of computer science. We study here the role of randomization in the area of submodular function maximization. In this area, most algorithms are randomized, and in almost all c ...

ASSOC COMPUTING MACHINERY2018

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An extension of the stochastic sewing lemma and applications to fractional stochastic calculus

Toyomu Matsuda

We give an extension of Le's stochastic sewing lemma. The stochastic sewing lemma proves convergence in

L_m

of Riemann type sums

\sum _{[s,t] \in \pi } A_{s,t}

for an adapted two-parameter stochastic process A, under certain conditions on the moments o ...

Cambridge Univ Press2024

Théorème de la variance totale

An extension of the stochastic sewing lemma and applications to fractional stochastic calculus

Contextual Stochastic Bilevel Optimization

Quantifying uncertain system outputs via the multi-level Monte Carlo method --- distribution and robustness measures

Differential Entropy of the Conditional Expectation Under Additive Gaussian Noise

Differential Entropy of the Conditional Expectation under Gaussian Noise

A quantum algorithm for the direct estimation of the steady state of open quantum systems

High resolution density pedestal measurements during edge localized modes by short-pulse reflectometry in the TCV tokamak

Deterministic Algorithms for Submodular Maximization Problems

Spontaneous symmetry breaking in a quadratically driven nonlinear photonic lattice

Expectation Propagation for Rectified Linear Poisson Regression

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Chattez avec Graph Search

Contextual Stochastic Bilevel Optimization

An extension of the stochastic sewing lemma and applications to fractional stochastic calculus

Quantifying uncertain system outputs via the multi-level Monte Carlo method --- distribution and robustness measures

Differential Entropy of the Conditional Expectation Under Additive Gaussian Noise

Differential Entropy of the Conditional Expectation under Gaussian Noise

Spontaneous symmetry breaking in a quadratically driven nonlinear photonic lattice

High resolution density pedestal measurements during edge localized modes by short-pulse reflectometry in the TCV tokamak

Expectation Propagation for Rectified Linear Poisson Regression

A quantum algorithm for the direct estimation of the steady state of open quantum systems

Deterministic Algorithms for Submodular Maximization Problems