Publications related to Order statistic

Euclid preparation: XXVIII. Forecasts for ten different higher-order weak lensing statistics

Frédéric Courbin, Gianluca Castignani, Austin Chandler Peel, Jean-Luc Starck, Maurizio Martinelli, Yi Wang, Richard Massey, Fabio Finelli, Marcello Farina

Recent cosmic shear studies have shown that higher-order statistics (HOS) developed by independent teams now outperform standard two-point estimators in terms of statistical precision thanks to their sensitivity to the non-Gaussian features of large-scale ...

EDP SCIENCES S A2023

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

Matteo Raphael Tacchi

This paper proposes an algorithm to upper-bound maximal quantile statistics of a state function over the course of a Stochastic Differential Equation (SDE) system execution. This chance-peak problem is posed as a nonconvex program aiming to maximize the Va ...

IEEE2023

Density estimation in RKHS with application to Korobov spaces in high dimensions

Fabio Nobile, Yoshihito Kazashi

A kernel method for estimating a probability density function from an independent and identically distributed sample drawn from such density is presented. Our estimator is a linear combination of kernel functions, the coefficients of which are determined b ...

2023

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

DESI mock challenge Halo and galaxy catalogues with the bias assignment method

Cheng Zhao, Ginevra Favole, Yu Yu

Context. We present a novel approach to the construction of mock galaxy catalogues for large-scale structure analysis based on the distribution of dark matter halos obtained with effective bias models at the field level. Aims. We aim to produce mock galaxy ...

EDP SCIENCES S A2023

Distributionally Robust Optimization with Polynomial Densities: Theory, Models and Algorithms

Daniel Kuhn

In distributionally robust optimization the probability distribution of the uncertain problem parameters is itself uncertain, and a fictitious adversary, e.g., nature, chooses the worst distribution from within a known ambiguity set. A common shortcoming o ...

2020

Quantifying the information impact of future searches for exoplanetary biosignatures

Claudio Grimaldi

One of the major goals for astronomy in the next decades is the remote search for biosignatures (i.e., the spectroscopic evidence of biological activity) in exoplanets. Here we adopt a Bayesian statistical framework to discuss the implications of such futu ...

National Academy of Sciences2020

Fully automated detection, segmentation, and analysis of in vivo RPE single cells

Christophe Moser, Timothé Laforest, Laura Emmanuelle Kowalczuk, Florentino Luciano Caetano Dos Santos

Objective To develop a fully automated method of retinal pigmented epithelium (RPE) cells detection, segmentation and analysis based on in vivo cellular resolution images obtained with the transscleral optical phase imaging method (TOPI). Methods Fourteen ...

NATURE PUBLISHING GROUP2021

The probability of intransitivity in dice and close elections

Jan Hazla

We study the phenomenon of intransitivity in models of dice and voting. First, we follow a recent thread of research for n-sided dice with pairwise ordering induced by the probability, relative to 1/2, that a throw from one die is higher than the other. We ...

2020

A nonparametric method for producing isolines of bivariate exceedance probabilities

Emeric Rolland Georges Thibaud

We present a method for drawing isolines indicating regions of equal joint exceedance probability for bivariate data. The method relies on bivariate regular variation, a dependence framework widely used for extremes. The method we utilize for characterizin ...

SPRINGER2019

Reconstructing the Drizzle Mode of the Raindrop Size Distribution Using Double-Moment Normalization

Alexis Berne, Timothy Hugh Raupach

Commonly used disdrometers tend not to accurately measure concentrations of very small drops in the raindrop size distribution (DSD), either through truncation of the DSD at the small-drop end or because of large uncertainties on these measurements. Recent ...

AMER METEOROLOGICAL SOC2019

Contributions to Likelihood-Based Modelling of Extreme Values

Léo Raymond-Belzile

xtreme value analysis is concerned with the modelling of extreme events such as floods and heatwaves, which can have large impacts. Statistical modelling can be useful to better assess risks even if, due to scarcity of measurements, there is inherently ver ...

EPFL2019

Meandering particle bunches and a link between averages of time series of particle counts and higher-order moments

Ambrogio Fasoli, Ivo Furno, Paolo Ricci, Marcelo Baquero Ruiz, Fabian Manke

Time-averaged spatially resolved measurements are used in many fields of physics to determine spatial distributions of a physical quantity. Although one could think that time averaging suppresses all information on time variation, there are some situations ...

2018

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

Multi Level Monte Carlo Methods for Uncertainty Quantification and Robust Design Optimization in Aerodynamics

Michele Pisaroni

The vast majority of problems that arise in aircraft production and operation require decisions to be made in the presence of uncertainty. An effective and accurate quantification and control of the level of uncertainty introduced in the design phase and d ...

EPFL2017

Numerical Approximation of Flows in Random Porous Media

Francesco Tesei

The objective of this thesis is to develop efficient numerical schemes to successfully tackle problems arising from the study of groundwater flows in a porous saturated medium; we deal therefore with partial differential equations(PDE) having random coeffi ...

EPFL2016

A new method to break the mass-sheet degeneracy using aperture moments

Jean-Paul Richard Kneib, Markus Rexroth

Mass determinations from gravitational lensing shear and the higher order estimator flexion are both subject to the mass-sheet degeneracy. Mass sheet degeneracy refers to a transformation that leaves the reduced shear and flexion invariant. In general, thi ...

Oxford Univ Press2016

Moments And Growth Indices For The Nonlinear Stochastic Heat Equation With Rough Initial Conditions

Robert Dalang, Le Chen

We study the nonlinear stochastic heat equation in the spatial domain R, driven by space-time white noise. A central special case is the parabolic Anderson model. The initial condition is taken to be a measure on R, such as the Dirac delta function, but th ...

Inst Mathematical Statistics2015

Probabilistic approach for fatigue evaluation of welded connections with application to road steel bridges

Luca D'Angelo

Fatigue analysis of steel bridges asks for consideration of welded joints. Traditional fatigue analysis of welded joints under variable amplitude loadings is based on the nominal stress approach, wherein constant amplitude (CA) S-N curves are used in combi ...

EPFL2015

Analysis and computation of the elastic wave equation with random coefficients

Fabio Nobile

We analyze the stochastic initial-boundary value problem for the elastic wave equation with random coefficients and deterministic data. We propose a stochastic collocation method for computing statistical moments of the solution or statistics of some given ...

2015