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This paper presents a new approach to the estimation of the deformation of an isotropic Gaussian random field on $\mathbb{R}^2$ based on dense observations of a single realization of the deformed random field. Under this framework we…
Gaussian random fields are popular models for spatially varying uncertainties, arising for instance in geotechnical engineering, hydrology or image processing. A Gaussian random field is fully characterised by its mean function and…
Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…
Practical diffusion sampling is a numerical approximation problem: under a fixed inference budget, one must simulate a reverse-time ODE or SDE using only a limited number of denoising steps, so discretization error is often the dominant…
Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…
We present exact formulas for both the expected number and the height distribution of local maxima (peaks) in two distinct categories of smooth, non-centered Gaussian fields: (i) nonstationary Gaussian processes and (ii) stationary planar…
A lot of efforts have been devoted in the last decade to the investigation of the high-frequency behaviour of geometric functionals for the excursion sets of random spherical harmonics, i.e., Gaussian eigenfunctions for the spherical…
The affine Gaussian derivative model can in several respects be regarded as a canonical model for receptive fields over a spatial image domain: (i) it can be derived by necessity from scale-space axioms that reflect structural properties of…
Probability functions figure prominently in optimization problems of engineering. They may be nonsmooth even if all input data are smooth.This fact motivates the consideration of subdifferentials for such typically just continuous…
We extend previously developed two-level coarsening procedures for graph Laplacian problems written in a mixed saddle point form to the fully recursive multilevel case. The resulting hierarchy of discretizations gives rise to a hierarchy of…
In a recent work (arXiv:2206.10724), Muirhead has studied level-set percolation of (discrete or continuous) Gaussian fields, and has shown sharpness of the associated phase transition under the assumption that the field has a certain…
A fully discrete Lagrangian scheme for solving a family of fourth order equations numerically is presented. The discretization is based on the equation's underlying gradient flow structure w.r.t. the $L^2$-Wasserstein distance, and adapts…
We present a structure-preserving Eulerian algorithm for solving $L^2$-gradient flows and a structure-preserving Lagrangian algorithm for solving generalized diffusions. Both algorithms employ neural networks as tools for spatial…
Gaussian random fields have been one of the most popular tools for analyzing spatial data. However, many geophysical and environmental processes often display non-Gaussian characteristics. In this paper, we propose a new class of spatial…
We study discretizations of Hamiltonian systems on the probability density manifold equipped with the $L^2$-Wasserstein metric. Based on discrete optimal transport theory, several Hamiltonian systems on graph (lattice) with different…
Most simulation schemes for partial differential equations (PDEs) focus on minimizing a simple error norm of a discretized version of a field. This paper takes a fundamentally different approach; the discretized field is interpreted as data…
One of the fundamental tasks of science is to find explainable relationships between observed phenomena. One approach to this task that has received attention in recent years is based on probabilistic graphical modelling with sparsity…
A class of variational schemes for the hydrodynamic-electrodynamic model of lossless free-electron gas in a quasineutral background is developed for high-quality simulations of surface plasmon polaritons. The Lagrangian density of lossless…
Discretizations of Langevin diffusions provide a powerful method for sampling and Bayesian inference. However, such discretizations require evaluation of the gradient of the potential function. In several real-world scenarios, obtaining…
Motivated by the subordinated Brownian motion, we define a new class of (in general discontinuous) random fields on higher-dimensional parameter domains: the subordinated Gaussian random field. We investigate the pointwise marginal…