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The computational cost for inference and prediction of statistical models based on Gaussian processes with Mat\'ern covariance functions scales cubicly with the number of observations, limiting their applicability to large data sets. The…

Statistics Theory · Mathematics 2025-03-04 David Bolin , Vaibhav Mehandiratta , Alexandre B. Simas

We introduce a class of interatomic potential models that can be automatically generated from data consisting of the energies and forces experienced by atoms, derived from quantum mechanical calculations. The resulting model does not have a…

Computational Physics · Physics 2015-05-14 Albert P. Bartók , Mike C. Payne , Risi Kondor , Gábor Csányi

We propose an extension of Thompson sampling to optimization problems over function spaces where the objective is a known functional of an unknown operator's output. We assume that queries to the operator (such as running a high-fidelity…

Machine Learning · Statistics 2026-01-21 Rafael Oliveira , Xuesong Wang , Kian Ming A. Chai , Edwin V. Bonilla

A fully Bayesian treatment of complicated predictive models (such as deep neural networks) would enable rigorous uncertainty quantification and the automation of higher-level tasks including model selection. However, the intractability of…

We consider a Bayesian nonparametric approach to a family of linear inverse problems in a separable Hilbert space setting with Gaussian noise. We assume Gaussian priors, which are conjugate to the model, and present a method of identifying…

Statistics Theory · Mathematics 2013-08-05 Sergios Agapiou , Stig Larsson , Andrew M. Stuart

Quantum field theories with global symmetries simplify considerably in the large-charge limit allowing to compute correlators via a semiclassical expansion in the inverse powers of the conserved charges. A generalization of the approach to…

High Energy Physics - Theory · Physics 2023-01-27 Oleg Antipin , Alexander Bednyakov , Jahmall Bersini , Pantelis Panopoulos , Andrey Pikelner

Machine learning algorithms frequently require careful tuning of model hyperparameters, regularization terms, and optimization parameters. Unfortunately, this tuning is often a "black art" that requires expert experience, unwritten rules of…

Machine Learning · Statistics 2012-08-30 Jasper Snoek , Hugo Larochelle , Ryan P. Adams

We develop operators for construction of proposals in probabilistic programs, which we refer to as inference combinators. Inference combinators define a grammar over importance samplers that compose primitive operations such as application…

Machine Learning · Statistics 2021-06-18 Sam Stites , Heiko Zimmermann , Hao Wu , Eli Sennesh , Jan-Willem van de Meent

We propose a new method to numerically calculate higher-order correlation functions of primordial fluctuations generated from any early-universe scenario. Our key-starting point is the realization that the tree-level In-In formalism is…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-12 Hiroyuki Funakoshi , Sébastien Renaux-Petel

In an indirect Gaussian sequence space model lower and upper bounds are derived for the concentration rate of the posterior distribution of the parameter of interest shrinking to the parameter value $\theta^\circ$ that generates the data.…

Statistics Theory · Mathematics 2015-02-03 Jan Johannes , Anna Simoni , Rudolf Schenk

This paper deals with Bayesian inference of a mixture of Gaussian distributions. A novel formulation of the mixture model is introduced, which includes the prior constraint that each Gaussian component is always assigned a minimal number of…

Methodology · Statistics 2014-05-21 Colin J. Stoneking

The computation of the entries of Jacobi operators associated with orthogonal polynomials has important applications in numerical analysis. From truncating the operator to form a Jacobi matrix, one can apply the Golub--Welsh algorithm to…

Numerical Analysis · Mathematics 2013-11-25 Thomas Trogdon , Sheehan Olver

This paper studies the learning of linear operators between infinite-dimensional Hilbert spaces. The training data comprises pairs of random input vectors in a Hilbert space and their noisy images under an unknown self-adjoint linear…

Statistics Theory · Mathematics 2023-05-12 Maarten V. de Hoop , Nikola B. Kovachki , Nicholas H. Nelsen , Andrew M. Stuart

A common problem in disciplines of applied Statistics research such as Astrostatistics is of estimating the posterior distribution of relevant parameters. Typically, the likelihoods for such models are computed via expensive experiments…

Machine Learning · Statistics 2017-02-07 Kirthevasan Kandasamy , Jeff Schneider , Barnabás Póczos

This paper tackles the challenge presented by small-data to the task of Bayesian inference. A novel methodology, based on manifold learning and manifold sampling, is proposed for solving this computational statistics problem under the…

Machine Learning · Statistics 2019-10-29 Christian Soize , Roger Ghanem

In this paper we propose a new formulation of the Fourier Modal Method based on an alternative treatment of interface conditions allowing us to overcome the effect of the Gibbs phenomenon. Explicit consideration of the interface conditions…

Optics · Physics 2022-12-15 Sergey Spiridonov , Alexey A. Shcherbakov

This work deals with the ill-posed inverse problem of reconstructing a function $f$ given implicitly as the solution of $g = Af$, where $A$ is a compact linear operator with unknown singular values and known eigenfunctions. We observe the…

Statistics Theory · Mathematics 2013-02-28 Jan Johannes , Maik Schwarz

A continuous approximation for the results of [1] is obtained. In this approximation the energy distribution is represented in the form of the product of the Gibbs factor and superstatistics factor. The mutual weights of the factors are…

Chemical Physics · Physics 2007-05-23 V. V. Ryazanov

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

We present a novel approach to Gaussian Berezin correlation functions. A formula well known in the literature expresses these quantities in terms of submatrices of the inverse matrix appearing in the Gaussian action. By using a recently…

Strongly Correlated Electrons · Physics 2009-11-10 Massimo Ostilli
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