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Gaussian Process regression is a kernel method successfully adopted in many real-life applications. Recently, there is a growing interest on extending this method to non-Euclidean input spaces, like the one considered in this paper,…

Machine Learning · Computer Science 2022-12-05 Antonio Candelieri , Andrea Ponti , Francesco Archetti

Sparsity is a ubiquitous feature of many real world signals such as natural images and neural spiking activities. Conventional compressed sensing utilizes sparsity to recover low dimensional signal structures in high ambient dimensions…

Statistics Theory · Mathematics 2018-07-02 Abbas Kazemipour

This paper describes performance bounds for compressed sensing (CS) where the underlying sparse or compressible (sparsely approximable) signal is a vector of nonnegative intensities whose measurements are corrupted by Poisson noise. In this…

Information Theory · Computer Science 2015-05-14 Maxim Raginsky , Rebecca M. Willett , Zachary T. Harmany , Roummel F. Marcia

Linear response analysis in the nonequilibrium steady state (Gaussian regime) provides two independent fluctuation-response relations. One, in the form of the symmetric matrix, manifests the departure from the equilibrium formula through…

Statistical Mechanics · Physics 2009-11-13 Takahiro Sakaue , Takao Ohta

We introduce a new approach for comparing the predictive accuracy of two nested models that bypasses the difficulties caused by the degeneracy of the asymptotic variance of forecast error loss differentials used in the construction of…

Econometrics · Economics 2023-10-17 Jean-Yves Pitarakis

We propose a new \textit{quadratic programming-based} method of approximating a nonstandard density using a multivariate Gaussian density. Such nonstandard densities usually arise while developing posterior samplers for unobserved…

Econometrics · Economics 2023-02-14 Abhishek K. Umrawal , Joshua C. C. Chan

q-Gaussian distribution appear in many science areas where we can find systems that could be described within a nonextensive framework. Usually, a way to assert that these systems belongs to nonextensive framework is by means of numerical…

Data Analysis, Statistics and Probability · Physics 2017-03-21 Wagner S. de Lima , Emerson L. de Santa Helena

We have explored quantum Einstein-Podolsky-Rosen steering in symmetric two-mode Gaussian states using Gaussian and non-Gaussian measurements. For Gaussian measurements, we show that steering between the output modes of a symmetric…

Quantum Physics · Physics 2022-10-06 Eugenia Benech , Adriana Auyuanet , Arturo Lezama

Current tools for multivariate density estimation struggle when the density is concentrated near a nonlinear subspace or manifold. Most approaches require choice of a kernel, with the multivariate Gaussian by far the most commonly used.…

Methodology · Statistics 2021-10-07 Minerva Mukhopadhyay , Didong Li , David B Dunson

We consider covariance parameter estimation for Gaussian processes with functional inputs. From an increasing-domain asymptotics perspective, we prove the asymptotic consistency and normality of the maximum likelihood estimator. We extend…

Statistics Theory · Mathematics 2024-05-16 Lucas Reding , Andrés F. López-Lopera , François Bachoc

Quantum non-Gaussian states and operations serve as fundamental resources for universal quantum computation, error correction, and high-precision metrology, extending beyond the Gaussian limits. While the stellar rank provides a rigorous…

Quantum Physics · Physics 2026-03-04 Jan Provazník , Šimon Bräuer , Vojtěch Kala , Jaromír Fiurášek , Petr Marek

In a general class of Bayesian nonparametric models, we prove that the posterior distribution can be asymptotically approximated by a Gaussian process. Our results apply to nonparametric exponential family that contains both Gaussian and…

Statistics Theory · Mathematics 2017-11-01 Zuofeng Shang , Guang Cheng

Devising optimal operating strategies for a compressor station relies on the knowledge of compressor characteristics. As the compressor characteristics change with time and use, it is necessary to provide accurate models of the…

Computational Engineering, Finance, and Science · Computer Science 2021-11-24 Akhil Ahmed , Marta Zagorowska , Ehecatl Antonio del Rio-Chanona , Mehmet Mercangöz

Gaussian process is one of the most popular non-parametric Bayesian methodologies for modeling the regression problem. It is completely determined by its mean and covariance functions. And its linear property makes it relatively…

Machine Learning · Statistics 2020-06-16 Wenqi Fang , Huiyun Li , Hui Huang , Shaobo Dang , Zhejun Huang , Zheng Wang

We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…

Machine Learning · Statistics 2017-07-20 Tomoharu Iwata , Zoubin Ghahramani

Misspecifications (i.e. errors on the parameters) of state space models lead to incorrect inference of the hidden states. This paper studies weakly nonlin-ear state space models with additive Gaussian noises and proposes a method for…

Applications · Statistics 2017-04-04 Salima El Kolei , Frédéric Patras

We study the value of information in sequential compressed sensing by characterizing the performance of sequential information guided sensing in practical scenarios when information is inaccurate. In particular, we assume the signal…

Information Theory · Computer Science 2015-09-02 Ruiyang Song , Yao Xie , Sebastian Pokutta

Inference for GP models with non-Gaussian noises is computationally expensive when dealing with large datasets. Many recent inference methods approximate the posterior distribution with a simpler distribution defined on a small number of…

Machine Learning · Computer Science 2018-09-11 Linfeng Liu , Liping Liu

We study the measurement-induced non-Gaussian operation on the single- and two-mode \textit{Gaussian} squeezed vacuum states with beam splitters and on-off type photon detectors, with which \textit{mixed non-Gaussian} states are generally…

Quantum Physics · Physics 2009-11-11 Akira Kitagawa , Masahiro Takeoka , Kentaro Wakui , Masahide Sasaki

We show that a tessellation generated by a small number of random affine hyperplanes can be used to approximate Euclidean distances between any two points in an arbitrary bounded set $T$, where the random hyperplanes are generated by…

Information Theory · Computer Science 2018-08-14 Sjoerd Dirksen , Shahar Mendelson