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Variable selection for Gaussian process models is often done using automatic relevance determination, which uses the inverse length-scale parameter of each input variable as a proxy for variable relevance. This implicitly determined…

Methodology · Statistics 2019-04-24 Topi Paananen , Juho Piironen , Michael Riis Andersen , Aki Vehtari

This paper proposes a novel method for testing observability in Gaussian models using discrete density approximations (deterministic samples) of (multivariate) Gaussians. Our notion of observability is defined by the existence of the…

Systems and Control · Electrical Eng. & Systems 2022-08-19 Ariane Hanebeck , Claudia Czado

Amplitude expansions are used to determine steady states of a semi-infinite solid subject to the Grinfeld instability in systems with a fixed (wave)length. We present two methods to obtain high-order weakly nonlinear results. Using the…

Condensed Matter · Physics 2021-09-15 Peter Kohlert , Klaus Kassner , Chaouqi Misbah

The combination of inducing point methods with stochastic variational inference has enabled approximate Gaussian Process (GP) inference on large datasets. Unfortunately, the resulting predictive distributions often exhibit substantially…

Machine Learning · Statistics 2020-12-29 Martin Jankowiak , Geoff Pleiss , Jacob R. Gardner

We provide faster algorithms for the problem of Gaussian summation, which occurs in many machine learning methods. We develop two new extensions - an O(Dp) Taylor expansion for the Gaussian kernel with rigorous error bounds and a new error…

Machine Learning · Computer Science 2012-07-02 Dongryeol Lee , Alexander G. Gray

We address the problem of continual learning in multi-task Gaussian process (GP) models for handling sequential input-output observations. Our approach extends the existing prior-posterior recursion of online Bayesian inference, i.e.\ past…

Machine Learning · Statistics 2019-11-04 Pablo Moreno-Muñoz , Antonio Artés-Rodríguez , Mauricio A. Álvarez

Among the single-trajectory Gaussian-based methods for solving the time-dependent Schr\"{o}dinger equation, the variational Gaussian approximation is the most accurate one. In contrast to Heller's original thawed Gaussian approximation, it…

Quantum Physics · Physics 2024-09-26 Roya Moghaddasi Fereidani , Jiří J. L. Vaníček

Expanding a lower-dimensional problem to a higher-dimensional space and then projecting back is often beneficial. This article rigorously investigates this perspective in the context of finite mixture models, namely how to improve inference…

Methodology · Statistics 2014-11-10 Andrea Mercatanti , Fan Li , Fabrizia Mealli

One of the few methods for generating efficient function spaces for multi-D Schrodinger eigenproblems is given by Garashchuk and Light in J.Chem.Phys. 114 (2001) 3929. Their Gaussian basis functions are wider and sparser in high potential…

Computational Physics · Physics 2007-08-01 Ilan Degani

Variational inference methods for latent variable statistical models have gained popularity because they are relatively fast, can handle large data sets, and have deterministic convergence guarantees. However, in practice it is unclear…

Methodology · Statistics 2017-03-22 Hachem Saddiki , Andrew C. Trapp , Patrick Flaherty

The wave function in the quantum theory of the O(N) extended supersymmetric particle model describes a massless free field with spin N/2. This quantum theory is here exactly solved in terms of gauge fields in arbitrary even dimensions using…

High Energy Physics - Theory · Physics 2009-06-12 Robert Marnelius

Gauge theories with and without matter are formulated in the derivative expansion. Amplitudues are derived as a power series in the energy scales; there are simplifications as compared with the usual loop expansion. The incorporation and…

High Energy Physics - Theory · Physics 2007-05-23 Gordon Chalmers

Gaussian process regression networks (GPRN) are powerful Bayesian models for multi-output regression, but their inference is intractable. To address this issue, existing methods use a fully factorized structure (or a mixture of such…

Machine Learning · Computer Science 2020-05-19 Shibo Li , Wei Xing , Mike Kirby , Shandian Zhe

Many inference problems involving questions of optimality ask for the maximum or the minimum of a finite set of unknown quantities. This technical report derives the first two posterior moments of the maximum of two correlated Gaussian…

Machine Learning · Statistics 2009-10-02 Philipp Hennig

A recent construction of the electroweak theory, based on perturbative quantum gauge invariance alone, is extended to the case of more generations of fermions with arbitrary mixing. The conditions implied by second order gauge invariance…

High Energy Physics - Theory · Physics 2009-10-30 Andreas Aste , Michael Dütsch , Günter Scharf

We present a novel way of constructing the Gaussian Free Field on a weighted graph via a dynamical expansion of the Green function along an expanding family of subgraphs. Along the way we obtain the discrete analogue of the classical…

Probability · Mathematics 2026-03-17 Haakan Hedenmalm , Pavel Mozolyako , Daniil Panov

Over the last few years, it was realised that non-canonical scalar fields can lead to the accelerated expansion in the early universe. The primordial spectrum in these scenarios not only shows near scale-invariance consistent with CMB…

Cosmology and Nongalactic Astrophysics · Physics 2010-03-05 Corrado Appignani , Roberto Casadio , S. Shankaranarayanan

A new method called "variational sampling" is proposed to estimate integrals under probability distributions that can be evaluated up to a normalizing constant. The key idea is to fit the target distribution with an exponential family model…

Computation · Statistics 2013-10-15 Alexis Roche

The Higgs-Top model is studied by a non-perturbative variational extension of the Gaussian Effective Potential that incorporates fermions. In the limit of a very strong Yukawa coupling the one-loop result is shown to follow a…

High Energy Physics - Phenomenology · Physics 2012-11-05 Fabio Siringo

Variational analysis provides the theoretical foundations and practical tools for constructing optimization algorithms without being restricted to smooth or convex problems. We survey the central concepts in the context of a concrete but…

Optimization and Control · Mathematics 2025-04-08 Johannes O. Royset