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This paper studies the problem of discriminating two multivariate Gaussian distributions in a distributed manner. Specifically, it characterizes in a special case the optimal typeII error exponent as a function of the available…

Information Theory · Computer Science 2020-05-15 Pierre Escamilla , Abdellatif Zaidi , Michèle Wigger

Variational inference has become one of the most widely used methods in latent variable modeling. In its basic form, variational inference employs a fully factorized variational distribution and minimizes its KL divergence to the posterior.…

Machine Learning · Statistics 2020-01-29 Robert Bamler , Cheng Zhang , Manfred Opper , Stephan Mandt

The concept of perturbative gauge invariance formulated exclusively by means of asymptotic fields is used to construct massive gauge theories. We consider the interactions of $r$ massive and $s$ massless gauge fields together with $(r+s)$…

High Energy Physics - Theory · Physics 2009-10-31 Günter Scharf

We derive the quantum effective action up to second order in gradients and up to two-loop order for an interacting scalar field theory. This expansion of the effective action is useful to study problems in cosmological settings where…

High Energy Physics - Theory · Physics 2024-09-17 Sofia Canevarolo , Tomislav Prokopec

We analyze the Gaussian approximation as a method to obtain the first and second moments of a stochastic process described by a master equation. We justify the use of this approximation with ideas coming from van Kampen's expansion approach…

Statistical Mechanics · Physics 2015-05-18 Luis F. Lafuerza , Raul Toral

We consider linear elliptic equations in divergence form with stationary random coefficients of integrable correlations. We characterize the fluctuations of a macroscopic observable of a solution to relative order $\frac{d}{2}$, where $d$…

Analysis of PDEs · Mathematics 2019-10-25 Mitia Duerinckx , Felix Otto

High-precision measurements require optimal setups and analysis tools to achieve continuous improvements. Systematic corrections need to be modeled with high accuracy and known uncertainty to reconstruct underlying physical phenomena. To…

Data Analysis, Statistics and Probability · Physics 2022-05-31 Max Lamparth , Mattis Bestehorn , Bastian Märkisch

We present a new framework for recycling independent variational approximations to Gaussian processes. The main contribution is the construction of variational ensembles given a dictionary of fitted Gaussian processes without revisiting any…

Machine Learning · Statistics 2020-10-07 Pablo Moreno-Muñoz , Antonio Artés-Rodríguez , Mauricio A. Álvarez

The structure of the gaussian auxiliary field approximation in the theory of phase ordering kinetics is analysed with the aim of placing the method within the context of a systematic theory. While we are unable to do this for systems with a…

Condensed Matter · Physics 2016-08-31 De Siena , M. Zannetti

The use of Gaussian process models is typically limited to datasets with a few tens of thousands of observations due to their complexity and memory footprint. The two most commonly used methods to overcome this limitation are 1) the…

Machine Learning · Statistics 2020-01-16 Vincent Adam , Stefanos Eleftheriadis , Nicolas Durrande , Artem Artemev , James Hensman

We generalize the maximum likelihood method to non-Gaussian distribution functions by means of the multivariate Edgeworth expansion. We stress the potential interest of this technique in all those cosmological problems in which the…

Astrophysics · Physics 2007-05-23 Luca Amendola

The exploration-exploitation trade-off is among the central challenges of reinforcement learning. The optimal Bayesian solution is intractable in general. This paper studies to what extent analytic statements about optimal learning are…

Machine Learning · Statistics 2015-03-13 Philipp Hennig

Field theory and gauge theory on noncommutative spaces have been established as their own areas of research in recent years. The hope prevails that a noncommutative gauge theory will deliver testable experimental predictions and will thus…

High Energy Physics - Theory · Physics 2008-11-26 Lutz Möller

One of the most widely used properties of the multivariate Gaussian distribution, besides its tail behavior, is the fact that conditional means are linear and that conditional variances are constant. We here show that this property is also…

Statistics Theory · Mathematics 2018-09-24 Lukas Steinberger , Hannes Leeb

As Gaussian processes are used to answer increasingly complex questions, analytic solutions become scarcer and scarcer. Monte Carlo methods act as a convenient bridge for connecting intractable mathematical expressions with actionable…

I show how there is an ambiguity in how one treats auxiliary variables in gauge theories including general relativity cast as 3 + 1 geometrodynamics. Auxiliary variables may be treated pre-variationally as multiplier coordinates or as the…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Edward Anderson

The scalar field theory with higher derivatives is considered in the first order formalism. The field equation of the forth order describes scalar particles possessing two mass states. The first order relativistic wave equation in the…

High Energy Physics - Theory · Physics 2008-11-26 S. I. Kruglov

Accurate propagation of orbital uncertainty is essential for a range of applications within space domain awareness. Adaptive Gaussian mixture-based approaches offer tractable nonlinear uncertainty propagation through splitting mixands to…

Signal Processing · Electrical Eng. & Systems 2025-12-30 G. Andrew Siciliano , Keith A. LeGrand , Jackson Kulik

The ``close limit,'' a method based on perturbations of Schwarzschild spacetime, has proved to be a very useful tool for finding approximate solutions to models of black hole collisions. Calculations carried out with second order…

General Relativity and Quantum Cosmology · Physics 2009-10-31 A. Garat , R. H. Price

Intractable distributions present a common difficulty in inference within the probabilistic knowledge representation framework and variational methods have recently been popular in providing an approximate solution. In this article, we…

Artificial Intelligence · Computer Science 2011-05-30 D. Barber , P. de van Laar
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