We study the regularity of the probability density function of the supremum of the solution to the linear stochastic heat equation. Using a general criterion for the smoothness of densities for locally nondegenerate random variables, we establish the smoot ...
The classical multivariate extreme-value theory concerns the modeling of extremes in a multivariate random sample, suggesting the use of max-stable distributions. In this work, the classical theory is extended to the case where aggregated data, such as max ...
Given two random variables X and Y , an operational approach is undertaken to quantify the "leakage" of information from X to Y . The resulting measure L (X -> Y) is called maximal leakage, and is defined as the multiplicative increase, upon observing Y , ...
Mechanism design theory examines the design of allocation mechanisms or incentive systems involving multiple rational but self-interested agents and plays a central role in many societally important problems in economics. In mechanism design problems, agen ...
Consider a linear elliptic PDE defined over a stochastic stochastic geometry a function of N random variables. In many application, quantify the uncertainty propagated to a quantity of interest (QoI) is an important problem. The random domain is split into ...
Network information theory studies the communication of information in a network and considers its fundamental limits. Motivating from the extensive presence of the networks in the daily life, the thesis studies the fundamental limits of particular network ...
The beam interruptions (interlocks) of particle accelerators, despite being necessary safety measures, lead to abrupt operational changes and a substantial loss of beam time. A novel time series classification approach is applied to decrease beam time loss ...
Overparameterization refers to the important phenomenon where the width of a neural network is chosen such that learning algorithms can provably attain zero loss in nonconvex training. The existing theory establishes such global convergence using various i ...
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 ...
We consider three classes of linear differential equations on distribution functions, with a fractional order alpha is an element of [0; 1]. The integer case alpha = 1 corresponds to the three classical extreme families. In general, we show that there is a ...