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As an important topic in Mathematical Physics and statistics, random matrices theory has found uses in many aspects of modern physics and multivariate analysis. This paper is to investigate the Gaussian fluctuations for linear spectral…

Probability · Mathematics 2018-01-11 Yanqing Yin

Kernels representing limiting cases of neural network architectures have recently gained popularity. However, the application and performance of these new kernels compared to existing options, such as the Matern kernel, is not well studied.…

Machine Learning · Statistics 2024-10-14 Amanda Muyskens , Benjamin W. Priest , Imene R. Goumiri , Michael D. Schneider

We propose flexible Gaussian representations for conditional cumulative distribution functions and give a concave likelihood criterion for their estimation. Optimal representations satisfy the monotonicity property of conditional cumulative…

Econometrics · Economics 2025-04-22 Richard Spady , Sami Stouli

Choosing the most adequate kernel is crucial in many Machine Learning applications. Gaussian Process is a state-of-the-art technique for regression and classification that heavily relies on a kernel function. However, in the Gaussian…

Machine Learning · Computer Science 2019-10-15 Ibai Roman , Roberto Santana , Alexander Mendiburu , Jose A. Lozano

Providing non-conservative uncertainty quantification for function estimates derived from noisy observations remains a fundamental challenge in statistical machine learning, particularly for applications in safety-critical domains. In this…

Machine Learning · Computer Science 2026-05-12 Johannes Teutsch , Oleksii Molodchyk , Marion Leibold , Timm Faulwasser , Armin Lederer

We consider estimating the predictive density under Kullback-Leibler loss in a high-dimensional Gaussian model. Decision theoretic properties of the within-family prediction error -- the minimal risk among estimates in the class…

Statistics Theory · Mathematics 2012-12-04 Gourab Mukherjee , Iain M. Johnstone

Approximation of interacting kernels by sum of Gaussians (SOG) is frequently required in many applications of scientific and engineering computing in order to construct efficient algorithms for kernel summation or convolution problems. In…

Numerical Analysis · Mathematics 2021-01-22 Jiuyang Liang , Zixuan Gao , Zhenli Xu

We present an optimal transport framework for performing regression when both the covariate and the response are probability distributions on a compact Euclidean subset $\Omega\subset\mathbb{R}^d$, where $d>1$. Extending beyond compactly…

Statistics Theory · Mathematics 2024-03-05 Laya Ghodrati , Victor M. Panaretos

The article reviews the statistical theory of signal detection in application to analysis of deterministic gravitational-wave signals in the noise of a detector. Statistical foundations for the theory of signal detection and parameter…

General Relativity and Quantum Cosmology · Physics 2023-11-10 Piotr Jaranowski , Andrzej Królak

Let $X$ be a centered random vector taking values in $\mathbb{R}^d$ and let $\Sigma= \mathbb{E}(X\otimes X)$ be its covariance matrix. We show that if $X$ satisfies an $L_4-L_2$ norm equivalence, there is a covariance estimator…

Statistics Theory · Mathematics 2019-03-28 Shahar Mendelson , Nikita Zhivotovskiy

Gaussian mixture filters for nonlinear systems usually rely on severe approximations when calculating mixtures in the prediction and filtering step. Thus, offline approximations of noise densities by Gaussian mixture densities to reduce the…

Systems and Control · Electrical Eng. & Systems 2025-06-02 Ondŕej Straka , Uwe D. Hanebeck

We establish a bridge between spectral clustering and Gromov-Wasserstein Learning (GWL), a recent optimal transport-based approach to graph partitioning. This connection both explains and improves upon the state-of-the-art performance of…

Machine Learning · Computer Science 2021-03-04 Samir Chowdhury , Tom Needham

We propose a probabilistic enhancement of standard kernel Support Vector Machines for binary classification, in order to address the case when, along with given data sets, a description of uncertainty (e.g., error bounds) may be available…

Machine Learning · Computer Science 2020-03-19 Yongxin Chen , Tryphon T. Georgiou , Allen R. Tannenbaum

This study proposes a data condensation method for multivariate kernel density estimation by genetic algorithm. First, our proposed algorithm generates multiple subsamples of a given size with replacement from the original sample. The…

Methodology · Statistics 2022-03-04 Kiheiji Nishida

Supervised learning has recently garnered significant attention in the field of computational physics due to its ability to effectively extract complex patterns for tasks like solving partial differential equations, or predicting material…

Machine Learning · Statistics 2024-03-12 Raphaël Carpintero Perez , Sébastien da Veiga , Josselin Garnier , Brian Staber

We propose an Gaussian Mixture Model (GMM) learning algorithm, based on our previous work of GMM expansion idea. The new algorithm brings more robustness and simplicity than classic Expectation Maximization (EM) algorithm. It also improves…

Machine Learning · Computer Science 2023-09-07 Weiguo Lu , Xuan Wu , Deng Ding , Gangnan Yuan

A variety of problems in computational physics and engineering require the convolution of the heat kernel (a Gaussian) with either discrete sources, densities supported on boundaries, or continuous volume distributions. We present a unified…

Numerical Analysis · Mathematics 2017-12-04 Jun Wang , Leslie Greengard

There is an incompatibility between gauge invariance and the semi-classical time-dependent perturbation theory commonly used to calculate light absorption and scattering cross-sections. There is an additional incompatibility between…

Strongly Correlated Electrons · Physics 2018-01-17 Nadejda Bouldi , Christian Brouder

Approximation using Fourier features is a popular technique for scaling kernel methods to large-scale problems, with myriad applications in machine learning and statistics. This method replaces the integral representation of a…

Machine Learning · Statistics 2024-08-26 Ayoub Belhadji , Qianyu Julie Zhu , Youssef Marzouk

The functional Schrodinger picture formulation of quantum field theory and the variational Gaussian approximation method based on the formulation are briefly reviewed. After presenting recent attempts to improve the variational…

High Energy Physics - Theory · Physics 2008-02-03 Jae Hyung Yee