Related papers: An optimality result about sample path properties …
Let $\{X(t)= (X_1(t),X_2(t))^T,\ t \in \mathbb{R}^N\}$ be an $\mathbb{R}^2$-valued continuous locally stationary Gaussian random field with $\mathbb{E}[X(t)]=\mathbf{0}$. For any compact sets $A_1, A_2 \subset \mathbb{R}^N$, precise…
As a non-parametric Bayesian model which produces informative predictive distribution, Gaussian process (GP) has been widely used in various fields, like regression, classification and optimization. The cubic complexity of standard GP…
We develop a new approach to characterizing the morphology of rough surfaces based on the analysis of the scaling properties of contour loops, i.e. loops of constant height. Given a height profile of the surface we perform independent…
In this paper, we derive tail approximations of integrals of exponential functions of Gaussian random fields with varying mean functions and approximations of the associated point processes. This study is motivated naturally by multiple…
We consider nonparametric testing in a non-asymptotic framework. Our statistical guarantees are exact in the sense that Type I and II errors are controlled for any finite sample size. Meanwhile, one proposed test is shown to achieve minimax…
We establish weak convergence of the empirical process on the spherical harmonics of a Gaussian random field in the presence of an unknown angular power spectrum. This result suggests various Gaussianity tests with an asymptotic…
An expression for the joint probability distribution of the principal curvatures at an arbitrary point in the ensemble of isosurfaces defined on isotropic Gaussian random fields on Rn is derived. The result is obtained by deriving symmetry…
In this paper, we will present a strong (or pathwise) approximation of standard Brownian motion by a class of orthogonal polynomials. The coefficients that are obtained from the expansion of Brownian motion in this polynomial basis are…
It has been shown recently that graph signals with small total variation can be accurately recovered from only few samples if the sampling set satisfies a certain condition, referred to as the network nullspace property. Based on this…
We introduce a new scalable approximation for Gaussian processes with provable guarantees which hold simultaneously over its entire parameter space. Our approximation is obtained from an improved sample complexity analysis for sparse…
Studying the geometry generated by Gaussian and Gaussian- related random fields via their excursion sets is now a well developed and well understood subject. The purely non-Gaussian scenario has, however, not been studied at all. In this…
Improving and optimizing oceanographic sampling is a crucial task for marine science and maritime resource management. Faced with limited resources in understanding processes in the water-column, the combination of statistics and autonomous…
A random Gaussian density field contains a fixed amount of Fisher information on the amplitude of its power spectrum. For a given smoothing scale, however, that information is not evenly distributed throughout the smoothed field. We…
We derive the sampling probability density function (pdf) of an ideal localized random electromagnetic field, its amplitude and intensity in an electromagnetic environment that is quasi-statically time-varying statistically homogeneous or…
Studying the properties of stochastic noise to optimize complex non-convex functions has been an active area of research in the field of machine learning. Prior work has shown that the noise of stochastic gradient descent improves…
Studying sample path behaviour of stochastic fields/processes is a classical research topic in probability theory and related areas such as fractal geometry. To this end, many methods have been developed since a long time in Gaussian…
This paper investigates Gaussian Markov random field approximations to nonstationary Gaussian fields using graph representations of stochastic partial differential equations. We establish approximation error guarantees building on the…
We derive the precise asymptotic distributional behavior of Gaussian variational approximate estimators of the parameters in a single-predictor Poisson mixed model. These results are the deepest yet obtained concerning the statistical…
In this paper we examine isotropic Gaussian random fields defined on $\mathbb R^N$ satisfying certain conditions. Specifically, we investigate the type of a critical point situated within a small vicinity of another critical point, with…
We introduce a novel approach to measure the behavior of a geometric operator before and after coarsening. By comparing eigenvectors of the input operator and its coarsened counterpart, we can quantitatively and visually analyze how well…