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Publications associées (27)

Semi-Discrete Optimal Transport: Hardness, Regularization and Numerical Solution

Daniel Kuhn, Soroosh Shafieezadeh Abadeh, Bahar Taskesen

Semi-discrete optimal transport problems, which evaluate the Wasserstein distance between a discrete and a generic (possibly non-discrete) probability measure, are believed to be computationally hard. Even though such problems are ubiquitous in statistics, ...

2023

A probabilistic finite element method based on random meshes: A posteriori error estimators and Bayesian inverse problems

Assyr Abdulle, Giacomo Garegnani

We present a novel probabilistic finite element method (FEM) for the solution and uncertainty quantification of elliptic partial differential equations based on random meshes, which we call random mesh FEM (RM-FEM). Our methodology allows to introduce a pr ...

ELSEVIER SCIENCE SA2021

Is there an analog of Nesterov acceleration for gradient-based MCMC?

Nicolas Henri Bernard Flammarion, Xiang Cheng

We formulate gradient-based Markov chain Monte Carlo (MCMC) sampling as optimization on the space of probability measures, with Kullback-Leibler (KL) divergence as the objective functional. We show that an under-damped form of the Langevin algorithm perfor ...

2021

COVID-19: data-driven dynamic asset allocation in times of pandemic

Anna Timonina-Farkas

The COVID-19 pandemic has demonstrated the importance and value of multi-period asset allocation strategies responding to rapid changes in market behavior. In this article, we formulate and solve a multi-stage stochastic optimization problem, choosing the ...

AMER INST MATHEMATICAL SCIENCES-AIMS2021

Probabilistic and Bayesian methods for uncertainty quantification of deterministic and stochastic differential equations

Giacomo Garegnani

In this thesis we explore uncertainty quantification of forward and inverse problems involving differential equations. Differential equations are widely employed for modeling natural and social phenomena, with applications in engineering, chemistry, meteor ...

EPFL2021

Efficient Bootstrapping for Approximate Homomorphic Encryption with Non-sparse Keys

Jean-Pierre Hubaux, Juan Ramón Troncoso-Pastoriza, Jean-Philippe Léonard Bossuat, Christian Vincent Mouchet

We present a bootstrapping procedure for the full-RNS variant of the approximate homomorphic-encryption scheme of Cheon et al., CKKS (Asiacrypt 17, SAC 18). Compared to the previously proposed procedures (Eurocrypt 18 & 19, CT-RSA 20), our bootstrapping pr ...

SPRINGER INTERNATIONAL PUBLISHING AG2021

The Cost of Scaling a Reliable Interconnection Topology

Rachid Guerraoui, Alexandre David Olivier Maurer

In distributed computing, many papers try to evaluate the message complexity of a distributed system as a function of the number of nodes n. But what about the cost of building the distributed system itself? Assuming that we want to reliably connect n node ...

2020

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