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Solving Stochastic Ordinary Differential Equations by Monte Carlo and Polynomial Chaos

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Distributional Regression and Autoregression via Optimal Transport

Laya Ghodrati

We present a framework for performing regression when both covariate and response are probability distributions on a compact and convex subset of

\R^d

. Our regression model is based on the theory of optimal transport and links the conditional Fr'echet m ...

EPFL2023

Solving Stochastic Ordinary Differential Equations by Monte Carlo and Polynomial Chaos

Graph Chatbot

Chattez avec Graph Search

FENNECS: a novel particle-in-cell code for simulating the formation of magnetized non-neutral plasmas trapped by electrodes of complex geometries

Shape Holomorphy of Boundary Integral Operators on Multiple Open Arcs

Stochastic pairwise preference convergence in Bayesian agents

Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective

LDP and CLT for SPDEs with transport noise

Dynamically Orthogonal Approximation for Stochastic Differential Equations

Peak Value-at-Risk Estimation for Stochastic Differential Equations using Occupation Measures

Stochastic particle transport by deep-water irregular breaking waves

THE COMPACT SUPPORT PROPERTY FOR SOLUTIONS TO THE STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH COLORED NOISE

Distributional Regression and Autoregression via Optimal Transport

FENNECS: a novel particle-in-cell code for simulating the formation of magnetized non-neutral plasmas trapped by electrodes of complex geometries

Shape Holomorphy of Boundary Integral Operators on Multiple Open Arcs

Stochastic pairwise preference convergence in Bayesian agents

Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective

LDP and CLT for SPDEs with transport noise

Peak Value-at-Risk Estimation for Stochastic Differential Equations using Occupation Measures

Stochastic particle transport by deep-water irregular breaking waves

Dynamically Orthogonal Approximation for Stochastic Differential Equations

Distributional Regression and Autoregression via Optimal Transport

THE COMPACT SUPPORT PROPERTY FOR SOLUTIONS TO THE STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH COLORED NOISE