163 citations · 163 across the 3 of their papers we have counts for
4 papers
Data-driven polynomial chaos expansion for machine learning regression
E. Torre, S. Marelli, P. Embrechts +1
We present a regression technique for data-driven problems based on polynomial chaos expansion (PCE). PCE is a popular technique in the field of uncertainty quantification (UQ), wh…
Maximum-entropy and representative samples of neuronal activity: a dilemma
PierGianLuca Porta Mana, Vahid Rostami, Emiliano Torre +1
The present work shows that the maximum-entropy method can be applied to a sample of neuronal recordings along two different routes: (1) apply to the sample; or (2) apply to a larg…
A general framework for data-driven uncertainty quantification under complex input dependencies using vine copulas
E. Torre, S. Marelli, P. Embrechts +1
Systems subject to uncertain inputs produce uncertain responses. Uncertainty quantification (UQ) deals with the estimation of statistics of the system response, given a computation…
A copula-based method to build diffusion models with prescribed marginal and serial dependence
Enrico Bibbona, Laura Sacerdote, Emiliano Torre
This paper investigates the probabilistic properties that determine the existence of space-time transformations between diffusion processes. We prove that two diffusions are relate…