Publication

On Randomized Trace Estimates for Indefinite Matrices with an Application to Determinants

Publications associées (31)

Boosting likelihood learning with event reweighting

Andrea Wulzer, Siyu Chen, Alfredo Glioti

Extracting maximal information from experimental data requires access to the likelihood function, which however is never directly available for complex experiments like those performed at high energy colliders. Theoretical predictions are obtained in this ...

Springer Nature2024

ZigZag: Universal Sampling-free Uncertainty Estimation Through Two-Step Inference

Nikita Durasov, Minh Hieu Lê, Nik Joel Dorndorf

Whereas the ability of deep networks to produce useful predictions on many kinds of data has been amply demonstrated, estimating the reliability of these predictions remains challenging. Sampling approaches such as MC-Dropout and Deep Ensembles have emerge ...

2024

First-principles thermodynamics of precipitation in aluminum-containing refractory alloys

Anirudh Raju Natarajan

Materials for high -temperature environments are actively being investigated for deployment in aerospace and nuclear applications. This study uses computational approaches to unravel the crystallography and thermodynamics of a promising class of refractory ...

Pergamon-Elsevier Science Ltd2024

TIC-TAC: A Framework for Improved Covariance Estimation in Deep Heteroscedastic Regression

Mathieu Salzmann, Alexandre Massoud Alahi, Megh Hiren Shukla

Deep heteroscedastic regression involves jointly optimizing the mean and covariance of the predicted distribution using the negative log-likelihood. However, recent works show that this may result in sub-optimal convergence due to the challenges associated ...

2024

Tangent functional connectomes uncover more unique phenotypic traits

Enrico Amico, Mingkui Wang

Functional connectomes (FCs) containing pairwise estimations of functional couplings between pairs of brain regions are commonly represented by correlation matrices. As symmetric positive definite matrices, FCs can be transformed via tangent space projecti ...

CELL PRESS2023

Higher Order Asymptotics: Applications to Satellite Conjunction and Boundary Problems

Soumaya Elkantassi

Higher-order asymptotics provide accurate approximations for use in parametric statistical modelling. In this thesis, we investigate using higher-order approximations in two-specific settings, with a particular emphasis on the tangent exponential model. ...

EPFL2023

Preconditioning techniques for generalized Sylvester matrix equations

Yannis Dirk Voet

Sylvester matrix equations are ubiquitous in scientific computing. However, few solution techniques exist for their generalized multiterm version, as they now arise in an increasingly large number of applications. In this work, we consider algebraic parame ...

2023

Unbiased Likelihood Estimation of Wright–Fisher Diffusion Processes

Fabio Nobile

In this paper we propose a Monte Carlo maximum likelihood estimation strategy for discretely observed Wright–Fisher diffusions. Our approach provides an unbiased estimator of the likelihood function and is based on exact simulation techniques that are of s ...

Springer Cham2024

An equilibrated flux a posteriori error estimator for defeaturing problems

Annalisa Buffa, Rafael Vazquez Hernandez, Denise Grappein, Ondine Gabrielle Chanon

An a posteriori error estimator based on an equilibrated flux reconstruction is proposed for defeaturing problems in the context of finite element discretizations. Defeaturing consists in the simplification of a geometry by removing features that are consi ...

2023

Positive Definite Completions and Continuous Graphical Models

Kartik Waghmare

This thesis concerns the theory of positive-definite completions and its mutually beneficial connections to the statistics of function-valued or continuously-indexed random processes, better known as functional data analysis. In particular, it dwells upon ...

EPFL2023