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We introduce constrained Gaussian process (CGP), a Gaussian process model for random functions that allows easy placement of mathematical constrains (e.g., non-negativity, monotonicity, etc) on its sample functions. CGP comes with…

Statistics Theory · Mathematics 2019-04-23 Jeremiah Zhe Liu

Whilst deep neural networks have shown great empirical success, there is still much work to be done to understand their theoretical properties. In this paper, we study the relationship between random, wide, fully connected, feedforward…

Machine Learning · Statistics 2018-08-17 Alexander G. de G. Matthews , Mark Rowland , Jiri Hron , Richard E. Turner , Zoubin Ghahramani

Motivated by the Central Limit Theorem, in this paper, we study both universal and non-universal simulations of random variables with an arbitrary target distribution $Q_{Y}$ by general mappings, not limited to linear ones (as in the…

Probability · Mathematics 2018-12-05 Lei Yu

A class of random recursive sequences (Y_n) with slowly varying variances as arising for parameters of random trees or recursive algorithms leads after normalizations to degenerate limit equations of the form X\stackrel{L}{=}X. For…

Probability · Mathematics 2016-09-07 Ralph Neininger , Ludger Ruschendorf

The objective of this study is to investigate the limiting behavior of a subgraph counting process. The subgraph counting process we consider counts the number of subgraphs having a specific shape that exist outside an expanding ball as the…

Probability · Mathematics 2016-02-12 Takashi Owada

The aim of this note is to present a self-contained proof of the fact that a function can be approximated using a linear combination of Gaussian coherent states, with a number of terms controlled in terms of the smoothness and of the decay…

Numerical Analysis · Mathematics 2023-03-20 T. Chaumont-Frelet , M. Ingremeau

We formulate and prove a new sufficient conditions for Central Limit Theorem(CLT) in the space of continuous functions in the terms typical for the approximation theory. We prove that the conditions for continuous CLT obtained by N.C.Jain…

Probability · Mathematics 2013-04-02 E. Ostrovsky , L. Sirota

In this paper, we establish an almost sure central limit theorem for a general random sequence under a strong approximation condition. Additionally, we derive the law of the iterated logarithm for the center of mass corresponding to a…

Probability · Mathematics 2024-07-08 Zhishui Hua , Wei Wanga , Liang Dong

Gaussian processes are powerful, yet analytically tractable models for supervised learning. A Gaussian process is characterized by a mean function and a covariance function (kernel), which are determined by a model selection criterion. The…

Machine Learning · Statistics 2016-10-05 Benjamin Fischer , Nico Gorbach , Stefan Bauer , Yatao Bian , Joachim M. Buhmann

In this paper, we develop necessary and sufficient conditions for the validity of a martingale approximation for the partial sums of a stationary process in terms of the maximum of consecutive errors. Such an approximation is useful for…

Probability · Mathematics 2011-02-11 Mikhail Gordin , Magda Peligrad

We consider the eigenvalue problem of certain kind of non-compact linear operators given as the sum of a multiplication and a kernel operator. A degenerate kernel method is used to approximate isolated eigenvalues. It is shown that entries…

Numerical Analysis · Mathematics 2008-10-18 Hassan Majidian , Esmail Babolian

We survey current developments in the approximation theory of sequence modelling in machine learning. Particular emphasis is placed on classifying existing results for various model architectures through the lens of classical approximation…

Machine Learning · Computer Science 2023-02-28 Haotian Jiang , Qianxiao Li , Zhong Li , Shida Wang

We review some recent results of quantitative long-time convergence for the law of a killed Markov process conditioned to survival toward a quasi-stationary distribution, and on the analogous question for the particle systems used in…

Probability · Mathematics 2023-05-26 Bertrand Cloez , Lucas Journel , Pierre Monmarché , Boris Nectoux , Mouad Ramil

Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions,…

Probability · Mathematics 2023-05-23 Minhao Hong , Heguang Liu , Fangjun Xu

An approximation method is presented for probabilistic inference with continuous random variables. These problems can arise in many practical problems, in particular where there are "second order" probabilities. The approximation, based on…

Artificial Intelligence · Computer Science 2013-04-10 Ross D. Shachter

We study the computational complexity of (deterministic or randomized) algorithms based on point samples for approximating or integrating functions that can be well approximated by neural networks. Such algorithms (most prominently…

Machine Learning · Computer Science 2021-04-08 Philipp Grohs , Felix Voigtlaender

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

This paper is devoted to the design and analysis of a numerical algorithm for approximating solutions of a degenerate cross-diffusion system, which models particular instances of taxis-type migration processes under local sensing…

Numerical Analysis · Mathematics 2025-10-09 Juan Vicente Gutiérrez-Santacreu

A fundamental drawback of kernel-based statistical models is their limited scalability to large data sets, which requires resorting to approximations. In this work, we focus on the popular Gaussian kernel and on techniques to linearize…

Machine Learning · Statistics 2022-04-13 Jonas Wacker , Maurizio Filippone

Positive definite kernels and their associated Reproducing Kernel Hilbert Spaces provide a mathematically compelling and practically competitive framework for learning from data. In this paper we take the approximation theory point of view…

Machine Learning · Computer Science 2018-08-06 Mikhail Belkin