Related papers: Gaussian approximation for functionals of Gibbs pa…
This paper proposes a new estimation technique for fitting parametric Gibbs point process models to a spatial point pattern dataset. The technique is a counterpart, for spatial point processes, of the variational estimators for Markov…
Many Gibbs measures with mean field interactions are known to be chaotic, in the sense that any collection of $k$ particles in the $n$-particle system are asymptotically independent, as $n\to\infty$ with $k$ fixed or perhaps $k=o(n)$. This…
We discuss a thinning and an embedding procedure to construct finite Gibbs processes with a given Papangelou intensity. Extending the approach in Hofer-Temmel (2019) and Hofer-Temmel and Houdebert (2019) we will use this to couple two…
We study algorithmic applications of a natural discretization for the hard-sphere model and the Widom-Rowlinson model in a region $\mathbb{V}\subset\mathbb{R}^d$. These models are used in statistical physics to describe mixtures of one or…
The Gaussian process (GP) model, which has been extensively applied as priors of functions, has demonstrated excellent performance. The specification of a large number of parameters affects the computational efficiency and the feasibility…
Gaussian processes are an effective model class for learning unknown functions, particularly in settings where accurately representing predictive uncertainty is of key importance. Motivated by applications in the physical sciences, the…
Despite their promise and ubiquity, Gaussian processes (GPs) can be difficult to use in practice due to the computational impediments of fitting and sampling from them. Here we discuss a short R package for efficient multivariate normal…
We present a novel approach to approximate Gaussian and mixture-of-Gaussians filtering. Our method relies on a variational approximation via a gradient-flow representation. The gradient flow is derived from a Kullback--Leibler discrepancy…
We propose a principled way to define Gaussian process priors on various sets of unweighted graphs: directed or undirected, with or without loops. We endow each of these sets with a geometric structure, inducing the notions of closeness and…
New results on uniform convergence in probability for expansions of Gaussian random processes using compactly supported wavelets are given. The main result is valid for general classes of nonstationary processes. An application of the…
We show an explicit connection between the solution to the equations of motion in the Gaussian functional approximation and the minimum of the (Gaussian) effective potential/action of the linear $\Sigma$ model, as well as with the N/D…
We prove a Poisson process approximation result for stabilizing functionals of a determinantal point process. Our results use concrete couplings of determinantal processes with different Palm measures and exploit their association…
In this work, we investigate Gaussian Processes indexed by multidimensional distributions. While directly constructing radial positive definite kernels based on the Wasserstein distance has been proven to be possible in the unidimensional…
Fine regularity of stochastic processes is usually measured in a local way by local H\"older exponents and in a global way by fractal dimensions. Following a previous work of Adler, we connect these two concepts for multiparameter Gaussian…
We study a stationary Gibbs particle process with deterministically bounded particles on Euclidean space defined in terms of an activity parameter and non-negative interaction potentials of finite range. Using disagreement percolation we…
New bounds on the total variation distance between the law of integer valued functionals of possibly non-symmetric and non-homogeneous infinite Rademacher sequences and the Poisson distribution are established. They are based on a…
Maximum likelihood estimators for time-dependent mean functions within Gaussian processes are provided in the context of continuous observations. We find the widest possible class of mean functions for which the likelihood function can be…
A new numerical approximation method for a class of Gaussian random fields on compact connected oriented Riemannian manifolds is introduced. This class of random fields is characterized by the Laplace--Beltrami operator on the manifold. A…
Continuous Time Markov Chains, Hawkes processes and many other interesting processes can be described as solution of stochastic differential equations driven by Poisson measures. Previous works, using the Stein's method, give the…
Gaussian processes (GPs) are used widely in the analysis of astronomical time series. GPs with rational spectral densities have state-space representations which allow O(n) evaluation of the likelihood. We calculate analytic state space…