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Discrete time spatial time series data arise routinely in meteorological and environmental studies. Inference and prediction associated with them are mostly carried out using any of the several variants of the linear state space model that…

Methodology · Statistics 2017-08-25 Suman Guha , Sourabh Bhattacharya

The signature kernel is a kernel between time series of arbitrary length and comes with strong theoretical guarantees from stochastic analysis. It has found applications in machine learning such as covariance functions for Gaussian…

Machine Learning · Statistics 2024-12-30 Csaba Tóth , Masaki Adachi , Michael A. Osborne , Harald Oberhauser

The Gaussian Process with a deep kernel is an extension of the classic GP regression model and this extended model usually constructs a new kernel function by deploying deep learning techniques like long short-term memory networks. A…

Computational Finance · Quantitative Finance 2021-05-27 Yong Shi , Wei Dai , Wen Long , Bo Li

A novel global energy model for multi-class semantic image segmentation is proposed that admits very efficient exact inference and derivative calculations for learning. Inference in this model is equivalent to MAP inference in a particular…

Computer Vision and Pattern Recognition · Computer Science 2016-04-04 Paul Vernaza

Standard sparse pseudo-input approximations to the Gaussian process (GP) cannot handle complex functions well. Sparse spectrum alternatives attempt to answer this but are known to over-fit. We suggest the use of variational inference for…

Machine Learning · Statistics 2015-03-23 Yarin Gal , Richard Turner

We propose a new fast generalized functional principal components analysis (fast-GFPCA) algorithm for dimension reduction of non-Gaussian functional data. The method consists of: (1) binning the data within the functional domain; (2)…

Methodology · Statistics 2023-06-06 Andrew Leroux , Ciprian Crainiceanu , Julia Wrobel

Existing video recognition algorithms always conduct different training pipelines for inputs with different frame numbers, which requires repetitive training operations and multiplying storage costs. If we evaluate the model using other…

Computer Vision and Pattern Recognition · Computer Science 2023-03-28 Yitian Zhang , Yue Bai , Chang Liu , Huan Wang , Sheng Li , Yun Fu

Graphics Processing Units (GPUs) support dynamic voltage and frequency scaling (DVFS) in order to balance computational performance and energy consumption. However, there still lacks simple and accurate performance estimation of a given GPU…

Performance · Computer Science 2018-06-14 Qiang Wang , Xiaowen Chu

The paper examines the Fractional Fourier Transform (FRFT) based technique as a tool for obtaining the probability density function and its derivatives, and mainly for fitting stochastic model with the fundamental probabilistic…

Methodology · Statistics 2022-05-06 A. H. Nzokem

Previous results pertaining to algebraic state and parameter estimation of linear systems based on a special construction of a forward-backward kernel representation of linear differential invariants are extended to handle large noise in…

Systems and Control · Electrical Eng. & Systems 2021-02-02 Debarshi Patanjali Ghoshal , Hannah Michalska

Off-the-shelf Gaussian Process (GP) covariance functions encode smoothness assumptions on the structure of the function to be modeled. To model complex and non-differentiable functions, these smoothness assumptions are often too…

Machine Learning · Statistics 2016-04-12 Roberto Calandra , Jan Peters , Carl Edward Rasmussen , Marc Peter Deisenroth

Modeling complex fluid systems, especially turbulence governed by partial differential equations (PDEs), remains a fundamental challenge in science and engineering. Recently, diffusion-based generative models have gained attention as a…

Machine Learning · Computer Science 2025-06-03 Haixin Wang , Jiashu Pan , Hao Wu , Fan Zhang , Tailin Wu

In this paper, we explore dimension reduction for functional time series. We propose a generalized dynamic functional principal component analysis (GDFPCA) which does not rely on spectral density estimation and demonstrates strong empirical…

Methodology · Statistics 2026-02-24 Tzung Hsuen Khoo , Issa-Mbenard Dabo , Dharini Pathmanathan , Sophie Dabo-Niang

Machine learning applied to computer vision and signal processing is achieving results comparable to the human brain on specific tasks due to the great improvements brought by the deep neural networks (DNN). The majority of state-of-the-art…

Computer Vision and Pattern Recognition · Computer Science 2020-06-30 José Augusto Stuchi , Levy Boccato , Romis Attux

With the development of new remote sensing technology, large or even massive spatial datasets covering the globe become available. Statistical analysis of such data is challenging. This article proposes a semiparametric approach to model…

Methodology · Statistics 2019-10-24 Pulong Ma , Emily L. Kang

We propose the adaptive random Fourier features Gaussian kernel LMS (ARFF-GKLMS). Like most kernel adaptive filters based on stochastic gradient descent, this algorithm uses a preset number of random Fourier features to save computation…

Signal Processing · Electrical Eng. & Systems 2022-07-18 Wei Gao , Jie Chen , Cédric Richard , Wentao Shi , Qunfei Zhang

Symbolic regression (SR) is an area of interpretable machine learning that aims to identify mathematical expressions, often composed of simple functions, that best fit in a given set of covariates $X$ and response $y$. In recent years, deep…

Machine Learning · Computer Science 2023-12-04 Sida Li , Ioana Marinescu , Sebastian Musslick

Spartan Spatial Random Fields (SSRFs) are generalized Gibbs random fields, equipped with a coarse-graining kernel that acts as a low-pass filter for the fluctuations. SSRFs are defined by means of physically motivated spatial interactions…

Information Theory · Computer Science 2012-04-12 Dionissios T. Hristopulos , Samuel Elogne

In this paper, we describe Fourier-based Wave Front Sensors (WFS) as linear integral operators, characterized by their Kernel. In a first part, we derive the dependency of this quantity with respect to the WFS's optical parameters: pupil…

Instrumentation and Methods for Astrophysics · Physics 2019-06-24 Olivier Fauvarque , Pierre Janin-Potiron , Carlos Correia , Yoann Brule , Benoit Neichel , Vincent Chambouleyron , Jean-Francois Sauvage , Thierry Fusco

Forecasting in probabilistic time series is a complex endeavor that extends beyond predicting future values to also quantifying the uncertainty inherent in these predictions. Gaussian process regression stands out as a Bayesian machine…