Publications associées à Processus ponctuel

Multivariate geometric anisotropic Cox processes

This paper introduces a new modeling and inference framework for multivariate and anisotropic point processes. Building on recent innovations in multivariate spatial statistics, we propose a new family of multivariate anisotropic random fields, and from th ...

WILEY2023

Spatiotemporal wildfire modeling through point processes with moderate and extreme marks

Jonathan Koh Boon Han

Accurate spatiotemporal modeling of conditions leading to moderate and large wildfires provides better understanding of mechanisms driving fire-prone ecosystems and improves risk management. Here, we develop a joint model for the occurrence intensity and t ...

2023

The Källén-Lehmann representation in de Sitter spacetime

Kamran Salehi Vaziri, Manuel Loparco, João Miguel Augusto Penedones Fernandes

We study two-point functions of symmetric traceless local operators in the bulk of de Sitter spacetime. We derive the Kallen-Lehmann spectral decomposition for any spin and show that unitarity implies its spectral densities are nonnegative. In addition, we ...

Springer Nature2023

Plasmonic effects in the neutralization of slow ions at a metallic surface

Marnik Bercx

Secondary electron emission is an important process that plays a significant role in several plasma-related applications. As measuring the secondary electron yield experimentally is very challenging, quantitative modelling of this process to obtain reliabl ...

WILEY-V C H VERLAG GMBH2023

Wind, Hail, and Climate Extremes: Modelling and Attribution Studies for Environmental Data

Ophélia Mireille Anna Miralles

This thesis presents work at the junction of statistics and climate science. We first provide methodology for use by climate scientists when performing fast event attribution using extreme value theory, and then describe two interdisciplinary projects in c ...

EPFL2023

Two-point functions and bootstrap applications in quantum field theories

Denis Karateev

We study two-point functions of local operators and their spectral representation in UV complete quantum field theories in generic dimensions focusing on conserved currents and the stress-tensor. We establish the connection with the central charges of the ...

Springer Nature2022

Self-Exciting Point Processes: Identification and Control

Michael Mark

This thesis addresses theoretical and practical aspects of identification and subsequent control of self-exciting point processes. The main contributions correspond to four separate scientific papers. In the first paper, we address the challenge of robust ...

EPFL2022

SPHARMA approximations for stationary functional time series on the sphere

Alessia Caponera

In this paper, we focus on isotropic and stationary sphere-cross-time random fields. We first introduce the class of spherical functional autoregressive-moving average processes (SPHARMA), which extend in a natural way the spherical functional autoregressi ...

2021

Learning Self-Exciting Temporal Point Processes Under Noisy Observations

William Trouleau

Understanding the diffusion patterns of sequences of interdependent events is a central question for a variety of disciplines. Temporal point processes are a class of elegant and powerful models of such sequences; these processes have become popular across ...

EPFL2021

Normal approximation of the solution to the stochastic heat equation with Levy noise

Carsten Hao Ye Chong

Given a sequence L & x2d9;epsilon of Levy noises, we derive necessary and sufficient conditions in terms of their variances sigma 2(epsilon) such that the solution to the stochastic heat equation with noise sigma(epsilon)-1L & x2d9;epsilon converges in law ...

SPRINGER2020

Low-dimensional firing-rate dynamics for populations of renewal-type spiking neurons

Tilo Schwalger

The macroscopic dynamics of large populations of neurons can be mathematically analyzed using low-dimensional firing-rate or neural-mass models. However, these models fail to capture spike synchronization effects and nonstationary responses of the populati ...

AMER PHYSICAL SOC2020

Fréchet means and Procrustes analysis in Wasserstein space

Victor Panaretos, Yoav Zemel

We consider two statistical problems at the intersection of functional and non-Euclidean data analysis: the determination of a Fréchet mean in the Wasserstein space of multivariate distributions; and the optimal registration of deformed random measures and ...

2019

Learning Positive Functions with Pseudo Mirror Descent

Negar Kiyavash

The nonparametric learning of positive-valued functions appears widely in machine learning, especially in the context of estimating intensity functions of point processes. Yet, existing approaches either require computing expensive projections or semidefin ...

Curran Associates, Inc.2019

Dynamic Credit-Collections Optimization

Thomas Alois Weber

Based on a dynamic model of the stochastic repayment behavior exhibited by delinquent credit-card accounts as a self-exciting point process, a bank can control the arrival intensity of repayments using costly account-treatment actions. A semi-analytic solu ...

2019

On Jump-Diffusive Driving Noise Sources: Some Explicit Results and Applications

Max-Olivier Hongler, Roger Filliger

We study some linear and nonlinear shot noise models where the jumps are drawn from a compound Poisson process with jump sizes following an Erlang-m distribution. We show that the associated Master equation can be written as a spatial mth order partial dif ...

Springer2019

Ising Model and Field Theory: Lattice Local Fields and Massive Scaling Limit

Sung Chul Park

This thesis is devoted to the study of the local fields in the Ising model. The scaling limit of the critical Ising model is conjecturally described by Conformal Field Theory. The explicit predictions for the building blocks of the continuum theory (spin a ...

EPFL2019

The mean-field behavior of processor sharing systems with general job lengths under the SQ(d) policy

Arpan Mukhopadhyay

This paper addresses the mean-field behavior of large-scale systems of parallel servers with a processor sharing service discipline when arrivals are Poisson and jobs have general service time distributions when an SQ(d) routing policy is used. Under this ...

ELSEVIER SCIENCE BV2018

Efficient Variance-Reduced Learning Over Multi-Agent Networks

Ali H. Sayed, Bicheng Ying, Kun Yuan

This work develops a fully decentralized variance-reduced learning algorithm for multi-agent networks where nodes store and process the data locally and are only allowed to communicate with their immediate neighbors. In the proposed algorithm, there is no ...

IEEE COMPUTER SOC2018

Periodic Splines and Gaussian Processes for the Resolution of Linear Inverse Problems

Michaël Unser, Julien René Pierre Fageot, Anaïs Laure Marie-Thérèse Badoual

This paper deals with the resolution of inverse problems in a periodic setting or, in other terms, the reconstruction of periodic continuous-domain signals from their noisy measurements. We focus on two reconstruction paradigms: variational and statistical ...

2018

Fréchet means in Wasserstein space : theory and algorithms

Yoav Zemel

This work studies the problem of statistical inference for Fréchet means in the Wasserstein space of measures on Euclidean spaces,

\mathcal W_2 ( \mathbb R^d )

. This question arises naturally from the problem of separating amplitude and phase variation i ...

EPFL2017