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A new representation for multivariate tail probabilities

Publications associées (33)

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Contributions to Modelling Extremes of Spatial Data

Linda Frossard

The increasing interest in using statistical extreme value theory to analyse environmental data is mainly driven by the large impact extreme events can have. A difficulty with spatial data is that most existing inference methods for asymptotically justifie ...

EPFL2017

Robust Bounds In Multivariate Extremes

Sebastian Engelke

Extreme value theory provides an asymptotically justified framework for estimation of exceedance probabilities in regions where few or no observations are available. For multivariate tail estimation, the strength of extremal dependence is crucial and it is ...

Institute of Mathematical Statistics2017

Damage cluster distributions in numerical concrete at the mesoscale

Jean-François Molinari, Okan Yilmaz

We investigate the size distribution of damage clusters in concrete under uniaxial tension loading conditions. Using the finite-element method, the concrete is modeled at the mesoscale by a random distribution of elastic spherical aggregates within an elas ...

Amer Physical Soc2017

Dimensionality Reduction in Dynamic Optimization under Uncertainty

Napat Rujeerapaiboon

Dynamic optimization problems affected by uncertainty are ubiquitous in many application domains. Decision makers typically model the uncertainty through random variables governed by a probability distribution. If the distribution is precisely known, then ...

EPFL2016

On the Continuity of Characteristic Functionals and Sparse Stochastic Modeling

Michaël Unser, Julien René Pierre Fageot, Arash Amini

The characteristic functional is the infinite-dimensional generalization of the Fourier transform for measures on function spaces. It characterizes the statistical law of the associated stochastic process in the same way as a characteristic function specif ...

Springer Birkhauser2014

On the probability distribution of distributed optimization strategies

Ali H. Sayed

We study the steady-state probability distribution of diffusion and consensus strategies that employ constant step-sizes to enable continuous adaptation and learning. We show that, in the small step-size regime, the estimation error at each agent approache ...

IEEE2013

A Probabilistic Framework for Multiple Speaker Localization

This paper presents a novel probabilistic framework for localizing multiple speakers with a microphone array. In this framework, the generalized cross correlation function (GCC) of each microphone pair is interpreted as a probability distribution of the ti ...

2013

Adaptive sensing using deterministic partial Hadamard matrices

Emre Telatar, Emmanuel Abbé, Saeid Haghighatshoar

This paper investigates the construction of determin- istic measurement matrices preserving the entropy of a random vector with a given probability distribution. In particular, it is shown that for a random vector with i.i.d. discrete components, this is a ...

Ieee2012

A Probabilistic Framework for Multiple Speaker Localization

Idiap2012

Methodology to account for uncertainties and tradeoffs in pharmaceutical environmental hazard assessment

David Andrew Barry, Luca Rossi, Sylvain Coutu

Many pharmaceutical products find their way into receiving waters, giving rise to concerns regarding their environmental impact. A procedure was proposed that enables ranking of the hazard to aquatic species and human health due to such products. In the pr ...

Elsevier2012