Publications associées à Real-time compensation of hysteresis in piezoelectric-stack actuator tracking a stochastic reference

Experimental characterization and stochastic models for time-dependent rupture of thin-ply composite laminates

Thin-laminate composites with thicknesses below 200 mu m hold significant promise for future, larger, and lighter deployable structures. This paper presents a study of the time-dependent failure behavior of thin carbon-fiber laminates under bending, focusi ...

2024

Functional data analysis with rough sample paths?

Victor Panaretos, Neda Mohammadi Jouzdani

Functional data are typically modeled as sample paths of smooth stochastic processes in order to mitigate the fact that they are often observed discretely and noisily, occasionally irregularly and sparsely. The smoothness assumption is imposed to allow for ...

TAYLOR & FRANCIS LTD2024

Supersymmetries in nonequilibrium Langevin dynamics

Elisabeth Agoritsas

Stochastic phenomena are often described by Langevin equations, which serve as a mesoscopic model for microscopic dynamics. It has been known since the work of Parisi and Sourlas that reversible (or equilibrium) dynamics present supersymmetries (SUSYs). Th ...

2021

Implicit Bias of SGD for Diagonal Linear Networks: a Provable Benefit of Stochasticity

Scott William Pesme, Nicolas Henri Bernard Flammarion, Loucas Pillaud-Vivien

Understanding the implicit bias of training algorithms is of crucial importance in order to explain the success of overparametrised neural networks. In this paper, we study the dynamics of stochastic gradient descent over diagonal linear networks through i ...

2021

A Stochastic Conditioning Scheme for Diverse Human Motion Prediction

Mathieu Salzmann, Fatemehsadat Saleh

Human motion prediction, the task of predicting future 3D human poses given a sequence of observed ones, has been mostly treated as a deterministic problem. However, human motion is a stochastic process: Given an observed sequence of poses, multiple future ...

IEEE2020

Feedback Control Design Maximizing the Region of Attraction of Stochastic Systems Using Polynomial Chaos Expansion

Petr Listov

A feedback control design is proposed for stochastic systems with finite second moment which aims at maximising the region of attraction of the equilibrium point. Polynomial Chaos (PC) expansions are employed to represent the stochastic closed loop system ...

ELSEVIER2020

Calibration Aspects of INS Navigation

Philipp Clausen

The use of a Bayesian filter (e.g., Kalman filter) for the fusion of information from satellite positioning and inertial navigation is a common approach in many applications, where the knowledge of position, velocity, and attitude in space are of great int ...

EPFL2019

An overview of a new sensor calibration platform

Jan Skaloud, Stéphane Guerrier, Philipp Clausen

Inertial sensors are increasingly being employed in different types of applications. The reduced cost and the extremely small size makes them the number-one-choice in miniature embedded devices like phones, watches, and small unmanned aerial vehicles. The ...

2017

On the Besov regularity of periodic Levy noises

Michaël Unser, John Paul Ward, Julien René Pierre Fageot

In this paper, we study the Besov regularity of Levy white noises on the d-dimensional torus. Due to their rough sample paths, the white noises that we consider are defined as generalized stochastic fields. We, initially, obtain regularity results for gene ...

Academic Press Inc Elsevier Science2017

Optimal Representations of Sparse Stochastic Processes with Applications in Image Processing

Pedram Pad

We establish in the world of stochastic processes a theoretical relation between sparsity and wavelets. The underlying principle is to treat stochastic processes as generalized functions, which facilitates the study of their properties in a transform domai ...

EPFL2017

Gaussian versus Sparse Stochastic Processes : Construction, Regularity, Compressibility

Julien René Pierre Fageot

Although our work lies in the field of random processes, this thesis was originally motivated by signal processing applications, mainly the stochastic modeling of sparse signals. We develop a mathematical study of the innovation model, under which a signal ...

EPFL2017

Adaptive-Rate Reconstruction of Time-Varying Signals with Application in Compressive Foreground Extraction

Volkan Cevher

We propose and analyze an online algorithm for reconstructing a sequence of signals from a limited number of linear measurements. The signals are assumed sparse, with unknown support, and evolve over time according to a generic nonlinear dynamical model. O ...

Institute of Electrical and Electronics Engineers2016

Multi-index Monte Carlo: when sparsity meets sampling

Fabio Nobile

We propose and analyze a novel Multi Index Monte Carlo (MIMC) method for weak approximation of stochastic models that are described in terms of differential equations either driven by random measures or with random coefficients. The MIMC method is both a s ...

Springer2016

A posteriori error estimation for partial differential equations with random input data

Diane Sylvie Guignard

This thesis is devoted to the derivation of error estimates for partial differential equations with random input data, with a focus on a posteriori error estimates which are the basis for adaptive strategies. Such procedures aim at obtaining an approximati ...

EPFL2016

A Fully-Integrated IC with 0.85-uW/Channel Consumption for Epileptic iEEG Detection

Alexandre Schmid, Mahsa Shoaran

Feature extraction from a multichannel compressed neural signal is introduced in this brief. Compressive sensing (CS) is an efficient method for reducing the transmission data rate of sparse biological signals and lowering the power consumption of resource ...

Ieee-Inst Electrical Electronics Engineers Inc2015

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

Stochastic interpretation of the advection diffusion equation and its relevance to bed load transport

Christophe Ancey, Joris Heyman

The advection diffusion equation is one of the most widespread equations in physics. It arises quite often in the context of sediment transport, e.g., for describing time and space variations in the particle activity (the solid volume of particles in motio ...

American Geophysical Union2015

A two-stage stochastic programming approach to employee scheduling in retail outlets with uncertain demand

Colin Neil Jones

This paper describes an employee scheduling system for retail outlets; it is a constraint-based system that exploits forecasts and stochastic techniques to generate schedules meeting the demand for sales personnel. Uncertain scenarios due to fluctuating de ...

Elsevier2015

Statistical Optimality of Hermite Splines

Michaël Unser, Virginie Sophie Uhlmann, Julien René Pierre Fageot, Harshit Gupta

Hermite splines are commonly used for interpolating data when samples of the derivative are available, in a scheme called Hermite interpolation. Assuming a suitable statistical model, we demonstrate that this method is actually optimal for reconstructing r ...

IEEE2015

Sparsity-Driven Statistical Inference for Inverse Problems

Ulugbek Kamilov

This thesis addresses statistical inference for the resolution of inverse problems. Our work is motivated by the recent trend whereby classical linear methods are being replaced by nonlinear alternatives that rely on the sparsity of naturally occurring sig ...

EPFL2015