Publications associées à Chaire de processus stochastique

Statistical limits of dictionary learning: Random matrix theory and the spectral replica method

Nicolas Macris, Jean François Emmanuel Barbier

We consider increasingly complex models of matrix denoising and dictionary learning in the Bayes-optimal setting, in the challenging regime where the matrices to infer have a rank growing linearly with the system size. This is in contrast with most existin ...

AMER PHYSICAL SOC2022

On Approximations of Data-Driven Chance Constrained Programs over Wasserstein Balls

Daniel Kuhn, Zhi Chen, Wolfram Wiesemann

Distributionally robust chance constrained programs minimize a deterministic cost function subject to the satisfaction of one or more safety conditions with high probability, given that the probability distribution of the uncertain problem parameters affec ...

2022

On the probability distribution of the local times of diagonally operator-self-similar Gaussian fields with stationary increments

Thomas Mountford, Kamran Kalbasi

In this paper, we study the local times of vector-valued Gaussian fields that are 'diagonally operator-selfsimilar' and whose increments are stationary. Denoting the local time of such a Gaussian field around the spatial origin and over the temporal unit h ...

INT STATISTICAL INST2020

Statistical Aspects of Wasserstein Distances

Victor Panaretos, Yoav Zemel

Wasserstein distances are metrics on probability distributions inspired by the problem of optimal mass transportation. Roughly speaking, they measure the minimal effort required to reconfigure the probability mass of one distribution in order to recover th ...

ANNUAL REVIEWS2019

The asymmetric multitype contact process

Thomas Mountford, Daniel Rodrigues Valesin

We study the multitype contact process on Z(d) under the assumption that one of the types has a birth rate that is larger than that of the other type, and larger than the critical value of the standard contact process. We prove that, if initially present, ...

ELSEVIER SCIENCE BV2019

Exponential extinction time of the contact process on finite graphs

Thomas Mountford, Daniel Rodrigues Valesin, Jean-Christophe Mourrat

We study the extinction time tau of the contact process started with full occupancy on finite trees of bounded degree. We show that, if the infection rate is larger than the critical rate for the contact process on Z, then, uniformly over all trees of degr ...

Elsevier Science Bv2016

Updated braking forces for the assessment of road bridges

João Miguel De Oliveira Durães Alves Martins

Safety assessments of road bridges to braking events combine the braking force, acting along the longitudinal axis of the deck, with a vertical load that accounts for the vertical component of the traffic action. In modern design standards the vertical loa ...

EPFL2016

Lightning Location Systems and Interstroke Intervals: Effects of Imperfect Detection Efficiency

Marcos Rubinstein, Mohammad Azadifar, Mirjana Stojilovic

Lightning location systems (LLSs) are often used to obtain parameters of lightning flashes. However, the imperfect detection efficiency (DE) of these systems affects the accuracy of the results. In this paper, we focus on the effects of the imperfect DE on ...

Ieee2016

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Chaire de processus stochastique

Statistical limits of dictionary learning: Random matrix theory and the spectral replica method

On Approximations of Data-Driven Chance Constrained Programs over Wasserstein Balls

The probability of intransitivity in dice and close elections

On the probability distribution of the local times of diagonally operator-self-similar Gaussian fields with stationary increments

Statistical Aspects of Wasserstein Distances

The asymmetric multitype contact process

Gaplessness is not generic for translation-invariant spin chains

Exponential extinction time of the contact process on finite graphs

Updated braking forces for the assessment of road bridges

Lightning Location Systems and Interstroke Intervals: Effects of Imperfect Detection Efficiency

Graph Chatbot

Chattez avec Graph Search

On the probability distribution of the local times of diagonally operator-self-similar Gaussian fields with stationary increments

Statistical Aspects of Wasserstein Distances

On Approximations of Data-Driven Chance Constrained Programs over Wasserstein Balls

The asymmetric multitype contact process

Gaplessness is not generic for translation-invariant spin chains

The probability of intransitivity in dice and close elections

Exponential extinction time of the contact process on finite graphs

Updated braking forces for the assessment of road bridges

Lightning Location Systems and Interstroke Intervals: Effects of Imperfect Detection Efficiency