Related papers: Deconvolution of point processes
Mat\'ern's hard-core processes are valuable point process models in spatial statistics. In order to extend their field of application, Mat\'ern's original models are generalized here, both as point processes and particle processes. The…
In this note we consider the point process of eigenvalues of the tensor product of two independent random unitary matrices of size m by m and n by n. When n becomes large, the process behaves like the superposition of m independent sine…
Functional decomposition is the process of breaking down a function $f$ into a composition $f=g(f_1,\dots,f_k)$ of simpler functions $f_1,\dots,f_k$ belonging to some class $\mathcal{F}$. This fundamental notion can be used to model…
This work studies the problem of estimating a two-dimensional superposition of point sources or spikes from samples of their convolution with a Gaussian kernel. Our results show that minimizing a continuous counterpart of the $\ell_1$ norm…
Transformed Gaussian Processes (TGPs) are stochastic processes specified by transforming samples from the joint distribution from a prior process (typically a GP) using an invertible transformation; increasing the flexibility of the base…
In this paper, we develop a numerical algorithm for an inverse problem on determining fractional orders of time derivatives simultaneously in a coupled subdiffusion system. Following the theoretical uniqueness, we reformulate the order…
A notion of probabilistic lambda-calculus usually comes with a prescribed reduction strategy, typically call-by-name or call-by-value, as the calculus is non-confluent and these strategies yield different results. This is a break with one…
Deep Gaussian processes (DGPs), a hierarchical composition of GP models, have successfully boosted the expressive power of their single-layer counterpart. However, it is impossible to perform exact inference in DGPs, which has motivated the…
We consider states of the D1-D5 CFT where only the left-moving sector is excited. As we deform away from the orbifold point, some of these states will remain BPS while others can `lift'. The lifting can be computed by a path integral…
The convolution formula is derived within the framework of the decay-chain method for decay channels with three and four particles in a final state. To get this formula exactly for unstable particle of any type one must modify the…
Internet supercomputing is an approach to solving partitionable, computation-intensive problems by harnessing the power of a vast number of interconnected computers. This paper presents a new algorithm for the problem of using network…
Using the concept of self-decomposable subordinators introduced in Gardini et al. [11], we build a new bivariate Normal Inverse Gaussian process that can capture stochastic delays. In addition, we also develop a novel path simulation scheme…
Consider a network of processors (sites) in which each site x has a finite set N(x) of neighbors. There is a transition function f that for each site x computes the next state \xi(x) from the states in N(x). But these transitions (updates)…
Convolution is a central operation in Convolutional Neural Networks (CNNs), which applies a kernel to overlapping regions shifted across the image. However, because of the strong correlations in real-world image data, convolutional kernels…
We study different fractional extensions of the Poisson process and generalized counting processes by introducing time-change represented by the inverse to the sums of stable and tempered stable subordinators. We state the governing…
Boolean function bi-decomposition is ubiquitous in logic synthesis. It entails the decomposition of a Boolean function using two-input simple logic gates. Existing solutions for bi-decomposition are often based on BDDs and, more recently,…
A determinantal point process is a stochastic point process that is commonly used to capture negative correlations. It has become increasingly popular in machine learning in recent years. Sampling a determinantal point process however…
Link prediction aims to reveal missing edges in a graph. We address this task with a Gaussian process that is transformed using simplified graph convolutions to better leverage the inductive bias of the domain. To scale the Gaussian process…
The inverse of the Vandermonde and confluent Vandermonde matrices are presented. In the case of the Vandermonde matrix, we present a decomposition in three factors, one of them a diagonal matrix. The evaluation of such inverse matrices is a…
A general scheme is presented to decompose a $d$-by-$d$ unitary matrix as the product of two-level unitary matrices with additional structure and prescribed determinants. In particular, the decomposition can be done by using two-level…