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Bayesian inference problems require sampling or approximating high-dimensional probability distributions. The focus of this paper is on the recently introduced Stein variational gradient descent methodology, a class of algorithms that rely…

Machine Learning · Statistics 2023-02-14 A. Duncan , N. Nuesken , L. Szpruch

The high frequency behaviour for random eigenfunctions of the spherical Laplacian has been recently the object of considerable interest, also because of strong motivations arising from Physics and Cosmology. In this paper, we are concerned…

Probability · Mathematics 2015-05-20 Domenico Marinucci , Igor Wigman

We tackle the extension to the vector-valued case of consistency results for Stepwise Uncertainty Reduction sequential experimental design strategies established in [Bect et al., A supermartingale approach to Gaussian process based…

Statistics Theory · Mathematics 2023-10-12 Philip Stange , David Ginsbourger

In this paper we model the loss function of high-dimensional optimization problems by a Gaussian random field, or equivalently a Gaussian process. Our aim is to study gradient descent in such loss functions or energy landscapes and compare…

Machine Learning · Statistics 2018-03-28 Mariano Chouza , Stephen Roberts , Stefan Zohren

We introduce a two-stage probabilistic framework for statistical downscaling using unpaired data. Statistical downscaling seeks a probabilistic map to transform low-resolution data from a biased coarse-grained numerical scheme to…

Machine Learning · Computer Science 2023-11-01 Zhong Yi Wan , Ricardo Baptista , Yi-fan Chen , John Anderson , Anudhyan Boral , Fei Sha , Leonardo Zepeda-Núñez

We generalize Doroshkevich's celebrated formulae for the eigenvalues of the initial shear field associated with Gaussian statistics to the local non-Gaussian f_{nl} model. This is possible because, to at least second order in f_{nl},…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-13 Tsz Yan Lam , Ravi K. Sheth , Vincent Desjacques

In this work, we give efficient algorithms for privately estimating a Gaussian distribution in both pure and approximate differential privacy (DP) models with optimal dependence on the dimension in the sample complexity. In the pure DP…

Data Structures and Algorithms · Computer Science 2023-06-02 Daniel Alabi , Pravesh K. Kothari , Pranay Tankala , Prayaag Venkat , Fred Zhang

We investigate whether a Gaussian likelihood, as routinely assumed in the analysis of cosmological data, is supported by simulated survey data. We define test statistics, based on a novel method that first destroys Gaussian correlations in…

Cosmology and Nongalactic Astrophysics · Physics 2017-11-15 Elena Sellentin , Alan F. Heavens

In this paper we derive an exact full expression for the 2D probability distribution of the ellipticity of an object measured from data, only assuming Gaussian noise in pixel values. This is a generalisation of the probability distribution…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-17 Massimo Viola , Thomas Kitching , Benjamin Joachimi

Gaussian elimination with partial pivoting (GEPP) is a widely used method to solve dense linear systems. Each GEPP step uses a row transposition pivot movement if needed to ensure the leading pivot entry is maximal in magnitude for the…

Numerical Analysis · Mathematics 2024-04-08 John Peca-Medlin

Primordial non-Gaussianity introduces a scale-dependent variation in the clustering of density peaks corresponding to rare objects. This variation, parametrized by the bias, is investigated on scales where a linear perturbation theory is…

Cosmology and Nongalactic Astrophysics · Physics 2011-04-22 Sirichai Chongchitnan , Joseph Silk

We introduce a parametric form of pooling, based on a Gaussian, which can be optimized alongside the features in a single global objective function. By contrast, existing pooling schemes are based on heuristics (e.g. local maximum) and have…

Computer Vision and Pattern Recognition · Computer Science 2012-07-03 Matthew D. Zeiler , Rob Fergus

We study the correlations of the shear signal between triplets of sources in the Canada-France-Hawaii Lensing Survey (CFHTLenS) to probe cosmological parameters via the matter bispectrum. In contrast to previous studies, we adopted a…

The excursion set approach uses the statistics of the density field smoothed on a wide range of scales, to gain insight into a number of interesting processes in nonlinear structure formation, such as cluster assembly, merging and…

Cosmology and Nongalactic Astrophysics · Physics 2014-10-13 Marcello Musso , Ravi K. Sheth

Motivation: The Mapper algorithm is an essential tool to explore shape of data in topology data analysis. With a dataset as an input, the Mapper algorithm outputs a graph representing the topological features of the whole dataset. This…

Algebraic Topology · Mathematics 2025-01-31 Yuyang Tao , Shufei Ge

This work is to popularize the method of computing the distribution of the excursion times for a Gaussian process that involves extended and multivariate Rice's formula. The approach was used in numerical implementations of the…

Probability · Mathematics 2020-07-29 Georg Lindgren , Krzysztof Podgorski , Igor Rychlik

Random field excursions is an increasingly vital topic within data analysis in medicine, cosmology, materials science, etc. This work is the first detailed study of their Betti numbers in the so-called `sparse' regime. Specifically, we…

Probability · Mathematics 2018-08-24 Gugan Thoppe , Sunder Ram Krishnan

A flexible model for non-stationary Gaussian random fields on hypersurfaces is introduced.The class of random fields on curves and surfaces is characterized by an amplitude spectral density of a second order elliptic differential…

Numerical Analysis · Mathematics 2024-12-02 Erik Jansson , Annika Lang , Mike Pereira

The Lagrangian dynamics of a single fluid element within a self-gravitational matter field is intrinsically non-local due to the presence of the tidal force. This complicates the theoretical investigation of the non-linear evolution of…

Cosmology and Nongalactic Astrophysics · Physics 2016-03-23 Xin Wang , Alex Szalay

We compute the limiting distribution of height of a random discrete excursion with step sets consisting of one positive step 1 and arbitrary finite set of non-positive integers. The limit law is the supremum of a Brownian excursion. This is…

Combinatorics · Mathematics 2012-08-14 Uwe Schwerdtfeger
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