Concept
M-estimateur
Publications associées (164)
Reliable data-driven decision-making through optimal transport
Decision-making permeates every aspect of human and societal development, from individuals' daily choices to the complex decisions made by communities and institutions. Central to effective decision-making is the discipline of optimization, which seeks the ...
EPFL2024A Geometric Unification of Distributionally Robust Covariance Estimators: Shrinking the Spectrum by Inflating the Ambiguity Set
Daniel Kuhn, Yves Rychener, Viet Anh Nguyen
The state-of-the-art methods for estimating high-dimensional covariance matrices all shrink the eigenvalues of the sample covariance matrix towards a data-insensitive shrinkage target. The underlying shrinkage transformation is either chosen heuristically ...
2024Recovering Static and Time-Varying Communities Using Persistent Edges
Maximilien Claude Robert Dreveton
This article focuses on spectral methods for recovering communities in temporal networks. In the case of fixed communities, spectral clustering on the simple time-aggregated graph (i.e., the weighted graph formed by the sum of the interactions over all tem ...
Ieee Computer Soc2024ReLU Neural Network Galerkin BEM
Fernando José Henriquez Barraza
We introduce Neural Network (NN for short) approximation architectures for the numerical solution of Boundary Integral Equations (BIEs for short). We exemplify the proposed NN approach for the boundary reduction of the potential problem in two spatial dime ...
SPRINGER/PLENUM PUBLISHERS2023Distributional Regression and Autoregression via Optimal Transport
We present a framework for performing regression when both covariate and response are probability distributions on a compact and convex subset of . Our regression model is based on the theory of optimal transport and links the conditional Fr'echet m ...
EPFL2023Unbiased likelihood-based estimation of Wright-Fisher diffusion processes
In this paper we propose an unbiased Monte Carlo maximum likelihood estimator for discretely observed Wright-Fisher diffusions. Our approach is based on exact simulation techniques that are of special interest for diffusion processes defined on a bounded d ...
MCQMC2023Regularization for distributionally robust state estimation and prediction
Giancarlo Ferrari Trecate, Florian Dörfler, Jean-Sébastien Hubert Brouillon
The increasing availability of sensing techniques provides a great opportunity for engineers to design state estimation methods, which are optimal for the system under observation and the observed noise patterns. However, these patterns often do not fulfil ...
2023Robust Estimation of the Microstructure of the Early Developing Brain Using Deep Learning
Meritxell Bach Cuadra, Hamza Kebiri
Diffusion Magnetic Resonance Imaging (dMRI) is a powerful non-invasive method for studying white matter tracts of the brain. However, accurate microstructure estimation with fiber orientation distribution (FOD) using existing computational methods requires ...
Springer2023