Related papers: Approximating with Gaussians
This work considers the computation of risk measures for quantities of interest governed by PDEs with Gaussian random field parameters using Taylor approximations. While efficient, Taylor approximations are local to the point of expansion,…
On the half line we introduce a new sequence of near--best uniform approximation polynomials, easily computable by the values of the approximated function at a truncated number of Laguerre zeros. Such approximation polynomials come from a…
We introduce a Fourier-based fast algorithm for Gaussian process regression in low dimensions. It approximates a translationally-invariant covariance kernel by complex exponentials on an equispaced Cartesian frequency grid of $M$ nodes.…
In this paper we approximate high-dimensional functions $f\colon\mathbb T^d\to\mathbb C$ by sparse trigonometric polynomials based on function evaluations. Recently it was shown that a dimension-incremental sparse Fourier transform (SFT)…
The bilateral filter is a versatile non-linear filter that has found diverse applications in image processing, computer vision, computer graphics, and computational photography. A widely-used form of the filter is the Gaussian bilateral…
We propose a new sampling-based approach for approximate inference in filtering problems. Instead of approximating conditional distributions with a finite set of states, as done in particle filters, our approach approximates the…
In Gaussian graphical models, the likelihood equations must typically be solved iteratively. We investigate two algorithms: A version of iterative proportional scaling which avoids inversion of large matrices, and an algorithm based on…
Integrals of linearly constrained multivariate Gaussian densities are a frequent problem in machine learning and statistics, arising in tasks like generalized linear models and Bayesian optimization. Yet they are notoriously hard to…
Derived from the results in [Giang et al.: \emph{Convolutions for the Fourier transforms with geometric variables and applications}, Math. Nachr. 283(12) (2010), 1758--1770], in this paper, we devoted to studying the boundedness properties…
Fourier series solutions to the deflection and magnification by a family of three-dimensional cusped two power-law ellipsoidal mass distributions are presented. The cusped two power-law ellipsoidal mass distributions are characterized by…
We give a highly efficient "semi-agnostic" algorithm for learning univariate probability distributions that are well approximated by piecewise polynomial density functions. Let $p$ be an arbitrary distribution over an interval $I$ which is…
Fourier extension is an approximation method that alleviates the periodicity requirements of Fourier series and avoids the Gibbs phenomenon when approximating functions. We describe a similar extension approach using regular wavelet bases…
We develop an innovative numerical technique to describe few-body systems. Correlated Gaussian basis functions are used to expand the channel functions in the hyperspherical representation. The method is proven to be robust and efficient…
Let $\textbf{X} = (X_1,\ldots, X_p)$ be a stochastic vector having joint density function $f_{\textbf{X}}(x)$ with partitions $\textbf{X}_1 = (X_1,\ldots, X_k)$ and $\textbf{X}_2 = (X_{k+1},\ldots, X_p)$. A new method for estimating the…
Gaussianization is a simple generative model that can be trained without backpropagation. It has shown compelling performance on low dimensional data. As the dimension increases, however, it has been observed that the convergence speed…
The method to derive uniform bounds with Gaussian and Rademacher complexities is extended to the case where the sample average is replaced by a nonlinear statistic. Tight bounds are obtained for U-statistics, smoothened L-statistics and…
In this note we obtain tight bounds on the space-complexity of computing the ergodic measure of a low-dimensional discrete-time dynamical system affected by Gaussian noise. If the scale of the noise is $\varepsilon$, and the function…
In this paper modified variants of the sparse Fourier transform algorithms from [14] are presented which improve on the approximation error bounds of the original algorithms. In addition, simple methods for extending the improved sparse…
Gaussian processes are popular and flexible models for spatial, temporal, and functional data, but they are computationally infeasible for large datasets. We discuss Gaussian-process approximations that use basis functions at multiple…
We study random series priors for estimating a functional parameter (f\in L^2[0,1]). We show that with a series prior with random truncation, Gaussian coefficients, and inverse gamma multiplicative scaling, it is possible to achieve…