Publications related to Gauss–Markov theorem

Seebeck Coefficient of Ionic Conductors from Bayesian Regression Analysis

We propose a novel approach to evaluating the ionic Seebeck coefficient in electrolytes from relatively short equilibrium molecular dynamics simulations, based on the Green-Kubo theory of linear response and Bayesian regression analysis. By exploiting the ...

Amer Chemical Soc2024

Stability: a search for structure

Wouter Jongeneel

In this thesis we study stability from several viewpoints. After covering the practical importance, the rich history and the ever-growing list of manifestations of stability, we study the following. (i) (Statistical identification of stable dynamical syste ...

EPFL2024

Statistical Inference for Inverse Problems: From Sparsity-Based Methods to Neural Networks

Pakshal Narendra Bohra

In inverse problems, the task is to reconstruct an unknown signal from its possibly noise-corrupted measurements. Penalized-likelihood-based estimation and Bayesian estimation are two powerful statistical paradigms for the resolution of such problems. They ...

EPFL2024

ReLU Neural Network Galerkin BEM

Fernando José Henriquez Barraza

We introduce Neural Network (NN for short) approximation architectures for the numerical solution of Boundary Integral Equations (BIEs for short). We exemplify the proposed NN approach for the boundary reduction of the potential problem in two spatial dime ...

SPRINGER/PLENUM PUBLISHERS2023

Estimating the Topology of Preferential Attachment Graphs Under Partial Observability

Ali H. Sayed, Michele Cirillo

This work addresses the problem of learning the topology of a network from the signals emitted by the network nodes. These signals are generated over time through a linear diffusion process, where neighboring nodes exchange messages according to the underl ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2023

A Statistical Framework to Investigate the Optimality of Signal-Reconstruction Methods

Michaël Unser, Pakshal Narendra Bohra, Pol del Aguila Pla

We present a statistical framework to benchmark the performance of reconstruction algorithms for linear inverse problems, in particular, neural-network-based methods that require large quantities of training data. We generate synthetic signals as realizati ...

2023

Testing For The Rank Of A Covariance Operator

Victor Panaretos

How can we discern whether the covariance operator of a stochastic pro-cess is of reduced rank, and if so, what its precise rank is? And how can we do so at a given level of confidence? This question is central to a great deal of methods for functional dat ...

INST MATHEMATICAL STATISTICS-IMS2022

Quantifying uncertain system outputs via the multi-level Monte Carlo method --- distribution and robustness measures

Fabio Nobile, Sebastian Krumscheid, Sundar Subramaniam Ganesh

In this work, we consider the problem of estimating the probability distribution, the quantile or the conditional expectation above the quantile, the so called conditional-value-at-risk, of output quantities of complex random differential models by the MLM ...

2023

Financial Risk Management with Machine Learning

Marc-Aurèle Antoine Divernois

This thesis consists of three applications of machine learning techniques to risk management. The first chapter proposes a deep learning approach to estimate physical forward default intensities of companies. Default probabilities are computed using artifi ...

EPFL2022

Optimization and Real-Time Aspects of Aircraft Model-Based Navigation

Gabriel François Laupré

The Vehicle Dynamic Model (VDM) based navigation of fixed-wing drones determines the airborne trajectory in conjunction with Inertial Measurement Unit (IMU) sensors. Without Global Navigation Satellite Systems (GNSS) signals, this method estimates navigati ...

EPFL2022

Representing location choice within activity-based models

Michel Bierlaire, Timothy Michael Hillel, Janody Pougala, Nicolas Jean Salvadé

Since the 70s, there has been a growing interest in activity-based modelling. This approach models the need to travel as a result of performing daily activities (Bowman and Ben-Akiva, 2001). Nevertheless, the activities need to be scheduled which involves ...

2022

Generalization of Quasi-Newton Methods: Application to Robust Symmetric Multisecant Updates

Nicolas Boumal

Quasi-Newton (qN) techniques approximate the Newton step by estimating the Hessian using the so-called secant equations. Some of these methods compute the Hessian using several secant equations but produce non-symmetric updates. Other quasi-Newton schemes, ...

MICROTOME PUBLISHING2021

Time-Synchronization Attacks against Critical Infrastructures and their Mitigation

Marguerite Marie Nathalie Delcourt

This work focuses on the security of critical infrastructures against time-synchronization attacks (TSA). A TSA can impact any network that relies on the dynamic analysis of data, by altering the time synchronization between its nodes. Such attacked networ ...

EPFL2021

TDOA Source-Localization Technique Robust to Time-Synchronization Attacks

Jean-Yves Le Boudec, Marguerite Marie Nathalie Delcourt

In this paper, we focus on the localization of a passive source from time difference of arrival (TDOA) measurements. TDOA values are computed with respect to pairs of fixed sensors that are required to be accurately time-synchronized. This constitutes a we ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2021

Multi-ion-sensing emulator and multivariate calibration optimization by machine learning models

Giovanni De Micheli, Sandro Carrara, Mandresy Ivan Ny Hanitra, Francesca Criscuolo

One paramount challenge in multi-ion-sensing arises from ion interference that degrades the accuracy of sensor calibration. Machine learning models are here proposed to optimize such multivariate calibration. However, the acquisition of big experimental da ...

2021

Geospatial Analysis of Sodium and Potassium Intake: A Swiss Population-Based Study

Stéphane Joost, Murielle Bochud, Idris Guessous, David Nicolas De Ridder

Inadequate sodium and potassium dietary intakes are associated with major, yet preventable, health consequences. Local public health interventions can be facilitated and informed by fine-scale geospatial analyses. In this study, we assess the existence of ...

MDPI2021

Euclid : Effects of sample covariance on the number counts of galaxy clusters

Georges Meylan, Yi Wang, Richard Massey

Aims. We investigate the contribution of shot-noise and sample variance to uncertainties in the cosmological parameter constraints inferred from cluster number counts, in the context of the Euclid survey. ...

EDP SCIENCES S A2021

PMU-based linear state estimation of Lausanne subtransmission network: Experimental validation

Mario Paolone, Asja Derviskadic, Sidi-Rachid Cherkaoui, Paolo Romano, Marco Pignati, Lorenzo Zanni, Ali Abur

The paper presents the implementation details and the experimental validation of a linear state estimator based on synchrophasor measurements in a real subtransmission network. The data are provided by 15 phasor measurement units (PMUs) installed in the 12 ...

Elsevier2020

Coordinate Difference Matrices

Martin Vetterli, Gilles Baechler, Miranda Krekovic, Golnooshsadat Elhami

In many problems such as phase retrieval, molecular biology, source localization, and sensor array calibration, one can measure vector differences between pairs of points and attempt to recover the position of these points; this class of problems is called ...

SIAM PUBLICATIONS2020

Data-Interpretation Methodologies for Practical Asset-Management

Ian Smith, Yves Sylvain Gilles Reuland, Sai Ganesh Sarvotham Pai

Monitoring and interpreting structural response using structural-identification methodologies improves understanding of civil-infrastructure behavior. New sensing devices and inexpensive computation has made model-based data interpretation feasible in engi ...

2019