Related papers: Computing system signatures through reliability fu…
We place ourselves in a functional regression setting and propose a novel methodology for regressing a real output on vector-valued functional covariates. This methodology is based on the notion of signature, which is a representation of a…
Reliability of a system is considered where the components' random lifetimes may be dependent. The structure of the system is described by an associated "lattice polynomial" function. Based on that descriptor, general framework formulas are…
The presence of artificial intelligence (AI) in our society is increasing, which brings with it the need to understand the behavior of AI mechanisms, including machine learning predictive algorithms fed with tabular data, text or images,…
This paper proposes a variance-based measure of importance for coherent systems with dependent and heterogeneous components. The particular cases of independent components and homogeneous components are also considered. We model the…
We study the efficient computation of Shapley values for \emph{product games} -- cooperative games in which the coalition value factorizes as a product of per-player terms. Such games arise in machine learning explainability whenever the…
In some real world applications, such as spectrometry, functional models achieve better predictive performances if they work on the derivatives of order m of their inputs rather than on the original functions. As a consequence, the use of…
We present a method to construct signatures of periodic-like data. Based on topological considerations, our construction encodes information about the order and values of local extrema. Its main strength is robustness to reparametrisation…
We define notions of differentiability for maps from and to the space of persistence barcodes. Inspired by the theory of diffeological spaces, the proposed framework uses lifts to the space of ordered barcodes, from which derivatives can be…
The problem of distributed function computation is studied, where functions to be computed is not necessarily symbol-wise. A new method to derive a converse bound for distributed computing is proposed; from the structure of functions to be…
Scores based on Shapley values are widely used for providing explanations to classification results over machine learning models. A prime example of this is the influential SHAP-score, a version of the Shapley value that can help explain…
We outline a new algorithm to solve coupled systems of differential equations in one continuous variable $x$ (resp. coupled difference equations in one discrete variable $N$) depending on a small parameter $\epsilon$: given such a system…
A $\lambda$-calculus is introduced in which all programs can be evaluated in probabilistic polynomial time and in which there is sufficient structure to represent sequential cryptographic constructions and adversaries for them, even when…
In this short note we organize a perturbation theory for the Bunch-Davies wavefunction in flat, accelerating cosmologies. The calculational technique avoids the in-in formalism and instead uses an analytic continuation from Euclidean…
It is shown that if $\gamma$ is a path of finite $p$ variation ($1\leq p< 2$) in a euclidean vector space and $f,g,h$ are Lipschitz functions on the trace of $\gamma$ then $s\mapsto F(s)=\int_\gamma f^sg dh$ defines an entire holomorphic…
In this extended abstract, we discuss the opportunity to formally verify that inference systems for probabilistic programming guarantee good performance. In particular, we focus on hybrid inference systems that combine exact and approximate…
We investigate the use of path signatures in a machine learning context for hedging exotic derivatives under non-Markovian stochastic volatility models. In a deep learning setting, we use signatures as features in feedforward neural…
This paper explicitly computes the transition densities of a spectrally negative stable process with index greater than one, reflected at its infimum. First we derive the forward equation using the theory of sun-dual semigroups. The…
Identity verification based on authenticity assessment of a handwritten signature is an important issue in biometrics. There are many effective methods for signature verification taking into account dynamics of a signing process. Methods…
Simulation models often lack tractable likelihood functions, making likelihood-free inference methods indispensable. Approximate Bayesian computation generates likelihood-free posterior samples by comparing simulated and observed data…
Suppose that $n$ computer devices are to be connected to a network via inhomogeneous Bernoulli trials. The Shapley value of a device quantifies how much the network's value increases due to the participation of that device. Characteristic…