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We study a stochastic program where the probability distribution of the uncertain problem parameters is unknown and only indirectly observed via finitely many correlated samples generated by an unknown Markov chain with d states. We propose a data-driven d ...
The recent explosion in the number and size of spatio-temporal data sets from urban environments and social sensors creates new opportunities for data-driven approaches to understand and improve cities. Visual analytics systems like Urbane aim to empower d ...
We consider two statistical problems at the intersection of functional and non-Euclidean data analysis: the determination of a Fréchet mean in the Wasserstein space of multivariate distributions; and the optimal registration of deformed random measures and ...
We propose a statistically optimal approach to construct data-driven decisions for stochastic optimization problems. Fundamentally, a data-driven decision is simply a function that maps the available training data to a feasible action. It can always be exp ...
To assess the number of life-bearing worlds in astrophysical environments, it is necessary to take the intertwined processes of abiogenesis (birth), extinction (death), and transfer of life (migration) into account. We construct a mathematical model that i ...
Advances in data acquisition technologies and supercomputing for large-scale simulations have led to an exponential growth in the volume of spatial data. This growth is accompanied by an increase in data complexity, such as spatial density, but also by mor ...
During the last twenty years, Random matrix theory (RMT) has produced numerous results that allow a better understanding of large random matrices. These advances have enabled interesting applications in the domain of communication. Although this theory can ...
Linear inverse problems are ubiquitous. Often the measurements do not follow a Gaussian distribution. Additionally, a model matrix with a large condition number can complicate the problem further by making it ill-posed. In this case, the performance of pop ...
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 ...
Data processing systems offer an ever increasing degree of parallelism on the levels of cores, CPUs, and processing nodes. Query optimization must exploit high degrees of parallelism in order not to gradually become the bottleneck of query evaluation. We s ...