SPMS 2023

Session

Stochastic monitoring control

27 Jun 2023, 09:30

6. Cramér - von Mises type estimators

Jitka Hrabáková (FIT CTU)

27/06/2023, 09:30

The contribution study the minimum distance density estimators based on Kolmogorov and Cramér -von Mises distance. Inequalities between Kolmogorov and Cramér -von Mises distances are proven to achieve $n^{-\gamma}$ consistency in (expected) L$_1$ norm of M(CM)E. Further, the generalized Cramér - von Mises distance is defined together with so called Kolmogorov - Cramér distance which includes...

4. Understanding Deep Image Prior

Antonie Brožová

27/06/2023, 09:50

Inverse problems in imaging, like denoising, inpainting or superresolution usually require a suitable regularization of prior to achieve good reconstruction results. It was shown that untrained neural networks can replace traditional handcrafted priors and achieve superior performance. This contribution will focus on Deep Image Prior, the pioneering work utilizing untrained neural priors, its...

14. Can DBSCAN Be Improved by Robust Preprocessing?

Jan Thiele

27/06/2023, 10:10

In this presentation, we investigate the performance enhancement of the DBSCAN algorithm through robust preprocessing techniques. We explore the impact of data whitening, geometric median, and the pursuit method for variable selection and estimation in high-dimensional models. The use of these techniques, including the estimators of scale $S_n$ and $Q_n$ introduced by Rousseeuw and Croux,...

8. Numeric Inverse Laplace Transform for Likelihood Evaluation

Jaromír Kukal (FNSPE CTU in Prague)

29/06/2023, 14:00

The PDF of a positive continuous random variable $X$ can be too complex for direct evaluation e.g. when $X$ is a sum of the positive continuous random variables. But when the characteristic function $\psi(t)$ of $X$ is known, we can employ $N=2^k$ point FFT to obtain a table of PDF with equidistant spacing for the interpolation of $\mathrm{f}(x_k)$ and for $k=1,\ldots,m$. Adequate time...

2. Modeling the excess return of ČEZ a.s. stock

Quang Van Tran (KSI, FNSPE, CTU in Prague)

29/06/2023, 14:20

We propose a multifactor asset pricing model for evaluation of excess return of ČEZ a.s. stock which is derived from the Asset pricing theory. Besides the market risk, factors, that can affect the performance of ČEZ a.s. stock, are also added. They are the price of electricity, the price of natural gas, the price of CO2 emission permits and index of industrial production. Taking into account a...

18. Spectral clusterin for directed graphs

Daniel Khol

29/06/2023, 15:20

19. Prediction of energy demand in the power system

Yana Podlesna

29/06/2023, 15:40

Presented work investigates deep learning methods, focusing on Temporal Fusion Transformer (TFT), for multi-horizon forecasting of energy demand in power systems. The TFT model's performance is benchmarked against traditional machine learning models such as XGBoost and Random Forest and evaluated over 6-hour and 24-hour ahead predictions. The TFT's capacity for handling temporal dependencies...

20. Spectral clustering for directed graphs

Daniel Khol (Department of Mathematics, FNSPE, Czech Technical University in Prague)

Graphs and Markov chains can be represented by matrixes. One of the most common representations is the Laplacian matrix. This presentation summarises the spectral clustering of undirected graphs. Then we consider a basic approach to spectral clustering of directed graphs by the symmetric graph. Then we show a new approach to the Laplacian matrix for directed graphs using incidence matrix M for...

21. Surpassing the Diffraction Limit by Structured Illumination Microscopy

Martin Kunz (Department of Mathematics, FNSPE, Czech Technical University in Prague)

Structured illumination microscopy (SIM) is a powerful imaging technique that has revolutionized the field of superresolution microscopy. This talk aims to provide an overview of SIM and highlight its numerous benefits over other superresolution methods.

SIM utilizes patterned illumination to overcome the diffraction limit posed on resolution in optical microscopy, enabling the...