Publications related to Ratio estimator

Causal inference with recurrent and competing events

Matias Janvin, Mats Julius Stensrud, Pal Christie Ryalen

Many research questions concern treatment effects on outcomes that can recur several times in the same individual. For example, medical researchers are interested in treatment effects on hospitalizations in heart failure patients and sports injuries in ath ...

SPRINGER2023

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

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

Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective

Victor Panaretos, Neda Mohammadi Jouzdani

We consider the problem of nonparametric estimation of the drift and diffusion coefficients of a Stochastic Differential Equation (SDE), based on n independent replicates {Xi(t) : t is an element of [0 , 1]}13 d B(t), where alpha is an element of {0 , 1} a ...

Elsevier2024

Stochastic distributed learning with gradient quantization and double-variance reduction

Sebastian Urban Stich, Konstantin Mishchenko

We consider distributed optimization over several devices, each sending incremental model updates to a central server. This setting is considered, for instance, in federated learning. Various schemes have been designed to compress the model updates in orde ...

TAYLOR & FRANCIS LTD2022

Filtered data and eigenfunction estimators for statistical inference of multiscale and interacting diffusion processes

Andrea Zanoni

We study the problem of learning unknown parameters of stochastic dynamical models from data. Often, these models are high dimensional and contain several scales and complex structures. One is then interested in obtaining a reduced, coarse-grained descript ...

EPFL2022

Covariance Estimation for Random Surfaces beyond Separability

Tomas Masák

This thesis focuses on non-parametric covariance estimation for random surfaces, i.e.~functional data on a two-dimensional domain. Non-parametric covariance estimation lies at the heart of functional data analysis, and considerations of statistical and com ...

EPFL2022

Does jackknife scale really matter for accurate large-scale structure covariances?

Ginevra Favole

The jackknife method gives an internal covariance estimate for large-scale structure surveys and allows model-independent errors on cosmological parameters. Using the SDSS-III BOSS CMASS sample, we study how the jackknife size and number of resamplings imp ...

OXFORD UNIV PRESS2021

Adaptive isogeometric analysis on two-dimensional trimmed domains based on a hierarchical approach

Annalisa Buffa, Pablo Antolin Sanchez, Rafael Vazquez Hernandez, Luca Coradello

The focus of this work is on the development of an error-driven isogeometric framework, capable of automatically performing an adaptive simulation in the context of second- and fourth-order, elliptic partial differential equations defined on two-dimensiona ...

2020

Frequency domain theory for functional time series: Variance decomposition and an invariance principle

Neda Mohammadi Jouzdani

This paper is concerned with frequency domain theory for functional time series, which are temporally dependent sequences of functions in a Hilbert space. We consider a variance decomposition, which is more suitable for such a data structure than the varia ...

INT STATISTICAL INST2020

A hierarchical approach to the a posteriori error estimation of isogeometric Kirchhoff plates and Kirchhoff–Love shells

Annalisa Buffa, Pablo Antolin Sanchez, Luca Coradello

This work focuses on the development of a posteriori error estimates for fourth-order, elliptic, partial differential equations. In particular, we propose a novel algorithm to steer an adaptive simulation in the context of Kirchhoff plates and Kirchhoff–Lo ...

2020

Angular Accuracy of Steerable Feature Detectors

Michaël Unser, Arash Amini, Zsuzsanna Püspöki, Julien René Pierre Fageot, John Paul Ward

The detection of landmarks or patterns is of interest for extracting features in biological images. Hence, algorithms for finding these keypoints have been extensively investigated in the literature, and their localization and detection properties are well ...

SIAM PUBLICATIONS2019

Local estimation of the global horizontal irradiance using an all-sky camera

Mario Paolone, Fabrizio Sossan, Enrica Scolari

Localised and high-frequency measurements of the global horizontal irradiance (GHI) are a key information to assess the level of power production of distributed photovoltaic generation. The paper presents a supervised machine learning-based procedure to es ...

PERGAMON-ELSEVIER SCIENCE LTD2018

Blowing in the Wind : Regularizations and Outlier Removal

Marta Martinez-Camara

Every day tons of pollutants are emitted into the atmosphere all around the world. These pollutants are altering the equilibrium of our planet, causing profound changes in its climate, increasing global temperatures, and raising the sea level. The need to ...

EPFL2017

Compression testing spherical particles for strength: Theory of the meridian crack test and implementation for microscopic fused quartz

Andreas Mortensen, Goran Zagar, Raphaël Charvet, Cyril Dénéréaz, Václav Pejchal

We show that uniaxial compression testing of spherical particles can give unambiguous access to their tensile strength as governed by surface flaws if one uses pairs of elasto-plastic platens, tailoring their hardness in order to control the relative area ...

2017

Observer Placement for Source Localization: the Effect of Budgets and Transmission Variance

Patrick Thiran, Laura Elisa Celis, Brunella Marta Spinelli

When an epidemic spreads in a network, a key question is where was its source, i.e., the node that started the epidemic. If we know the time at which various nodes were infected, we can attempt to use this information in order to identify the source. Howev ...

2016

Wavelet-variance-based estimation for composite stochastic processes

Jan Skaloud, Stéphane Guerrier, Yannick Stebler

This article presents a new estimation method for the parameters of a time series model. We consider here composite Gaussian processes that are the sum of independent Gaussian processes which, in turn, explain an important aspect of the time series, as is ...

Amer Statistical Assoc2013

Recent Progress in Polymorphism-Based Population Genetic Inference

Jeffrey David Jensen

The recent availability of whole-genome sequencing data affords tremendous power for statistical inference. With this, there has been great interest in the development of polymorphism-based approaches for the estimation of population genetic parameters. Th ...

Oxford University Press2012

The Sampling Rate-Distortion Tradeoff for Sparsity Pattern Recovery in Compressed Sensing

Michael Christoph Gastpar

Recovery of the sparsity pattern (or support) of an unknown sparse vector from a limited number of noisy linear measurements is an important problem in compressed sensing. In the high-dimensional setting, it is known that recovery with a vanishing fraction ...

Institute of Electrical and Electronics Engineers2012

Advantages of Variance Stabilization

Stephan Morgenthaler, Robert Staudte

Variance stabilization is a simple device for normalizing a statistic. Even though its large sample properties are similar to those of studentizing, many simulation studies of confidence interval procedures show that variance stabilization works better for ...

Wiley-Blackwell2012