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We consider the problem of calculating learning curves (i.e., average generalization performance) of Gaussian processes used for regression. On the basis of a simple expression for the generalization error, in terms of the eigenvalue…

Disordered Systems and Neural Networks · Physics 2007-05-23 Peter Sollich , Anason Halees

We give the first polynomial-time, polynomial-sample, differentially private estimator for the mean and covariance of an arbitrary Gaussian distribution $\mathcal{N}(\mu,\Sigma)$ in $\mathbb{R}^d$. All previous estimators are either…

Machine Learning · Statistics 2022-02-15 Gautam Kamath , Argyris Mouzakis , Vikrant Singhal , Thomas Steinke , Jonathan Ullman

We consider the period of a simple pendulum in the gravitational field of the spherical Earth. Effectively, gravity is enhanced compared with the often used flat Earth approximation, such that the period of the pendulum is shortened. We…

Physics Education · Physics 2007-05-23 Lior M. Burko

The strictly gauge invariant approach to the construction of the analog of guiding center integrals of motion in spatially homogeneous/inhomogeneous constant magnetic fields is considered. With their help the gauge invariant equations,…

Mesoscale and Nanoscale Physics · Physics 2023-01-30 E. L. Rumyantsev , A. V. Germanenko

We consider the numerical construction of minimal Lagrangian graphs, which is related to recent applications in materials science, molecular engineering, and theoretical physics. It is known that this problem can be formulated as an…

Numerical Analysis · Mathematics 2021-07-01 Brittany Froese Hamfeldt , Jacob Lesniewski

Generalised approximate message passing (GAMP) is an approximate Bayesian estimation algorithm for signals observed through a linear transform with a possibly non-linear subsequent measurement model. By leveraging prior information about…

Signal Processing · Electrical Eng. & Systems 2018-12-05 Christian Schou Oxvig , Thomas Arildsen

Let $A$ be an isotropic, sub-gaussian $m \times n$ matrix. We prove that the process $Z_x := \|Ax\|_2 - \sqrt m \|x\|_2$ has sub-gaussian increments. Using this, we show that for any bounded set $T \subseteq \mathbb{R}^n$, the deviation of…

Probability · Mathematics 2016-06-08 Christopher Liaw , Abbas Mehrabian , Yaniv Plan , Roman Vershynin

We prove that if a rectangular matrix with uniformly small entries and approximately orthogonal rows is applied to the independent standardized random variables with uniformly bounded third moments, then the empirical CDF of the resulting…

Probability · Mathematics 2007-06-14 Bernard Bercu , Wlodzimierz Bryc

This paper proposes a Perturbed Proximal Gradient ADMM (PPG-ADMM) framework for solving general nonconvex composite optimization problems, where the objective function consists of a smooth nonconvex term and a nonsmooth weakly convex term…

Optimization and Control · Mathematics 2026-01-06 Yuan Zhou , Xinli Shi , Luyao Guo , Jinde Cao , Mahmoud Abdel-Aty

We introduce Generalized Integrated Gradients (GIG), a formal extension of the Integrated Gradients (IG) (Sundararajan et al., 2017) method for attributing credit to the input variables of a predictive model. GIG improves IG by explaining a…

Machine Learning · Computer Science 2019-09-10 John Merrill , Geoff Ward , Sean Kamkar , Jay Budzik , Douglas Merrill

Generalized empirical likelihood and generalized method of moments are well spread methods of resolution of inverse problems in econometrics. Each method defines a specific semiparametric model for which it is possible to calculate…

Statistics Theory · Mathematics 2010-11-24 Paul Rochet

Most of the advanced control systems use sensor-based feedback for robust control. Tilt angle estimation is key feedback for many robotics and mechatronics applications in order to stabilize a system. Tilt angle cannot be directly measured…

Robotics · Computer Science 2024-09-02 Anandhu Suresh , Karnam Venkata Manga Raju

We consider the numerical approximation of surfaces of prescribed Gaussian curvature via the solution of a fully nonlinear partial differential equation of Monge-Amp\`ere type. These surfaces need not be continuous up to the boundary of the…

Numerical Analysis · Mathematics 2017-03-24 Brittany D. Froese

A single-index model (SIM) provides for parsimonious multi-dimensional nonlinear regression by combining parametric (linear) projection with univariate nonparametric (non-linear) regression models. We show that a particular Gaussian process…

Methodology · Statistics 2011-08-18 Robert B. Gramacy , Heng Lian

On the basis of a dilatation invariant Lagrangian, governed equations are determined for probability density and gauge potential of the non-stationary self-similar stochastic system. It is shown that an automodel regime is observed at small…

Statistical Mechanics · Physics 2009-10-31 Alexander I. Olemskoi

Using the Moore--Penrose pseudoinverse, this work generalizes the gradient approximation technique called centred simplex gradient to allow sample sets containing any number of points. This approximation technique is called the…

Numerical Analysis · Mathematics 2020-06-02 Warren Hare , Gabriel Jarry--Bolduc , Chayne Planiden

We present GLEAM (Galaxy Line Emission & Absorption Modeling), a Python tool for fitting Gaussian models to emission and absorption lines in large samples of 1D extragalactic spectra. GLEAM is tailored to work well in batch mode without…

Instrumentation and Methods for Astrophysics · Physics 2021-03-08 Andra Stroe , Victor-Nicolae Savu

We propose a new method for simplification of Gaussian process (GP) models by projecting the information contained in the full encompassing model and selecting a reduced number of variables based on their predictive relevance. Our results…

Methodology · Statistics 2017-12-18 Juho Piironen , Aki Vehtari

A method of the self-consistent calculation of the thermodynamical and correlation functions is presented. This approach is based on the GRPA (generalized random phase approximation) scheme with the inclusion of the mean field corrections.…

Superconductivity · Physics 2016-08-31 I. V. Stasyuk , A. M. Shvaika , K. V. Tabunshchyk

Assuming the Generalized Riemann Hypothesis, we obtain a lower bound within a constant factor of the conjectured asymptotic result for the second moment for primes in an individual arithmetic progression in short intervals. Previous results…

Number Theory · Mathematics 2015-06-26 Daniel Goldston , C. Y. Yildirim