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Factor modeling is a powerful statistical technique that permits to capture the common dynamics in a large panel of data with a few latent variables, or factors, thus alleviating the curse of dimensionality. Despite its popularity and…

Econometrics · Economics 2021-03-03 Varlam Kutateladze

Modeling data with non-stationary covariance structure is important to represent heterogeneity in geophysical and other environmental spatial processes. In this work, we investigate a multistage approach to modeling non-stationary…

Methodology · Statistics 2020-02-05 Ashton Wiens , Douglas Nychka , William Kleibe

Random Fourier Features (RFF) demonstrate wellappreciated performance in kernel approximation for largescale situations but restrict kernels to be stationary and positive definite. And for non-stationary kernels, the corresponding RFF could…

Machine Learning · Statistics 2021-04-15 Qin Luo , Kun Fang , Jie Yang , Xiaolin Huang

Spatial prediction problems often use Gaussian process models, which can be computationally burdensome in high dimensions. Specification of an appropriate covariance function for the model can be challenging when complex non-stationarities…

Methodology · Statistics 2024-09-13 Qi Wang , Paul A. Parker , Robert B. Lund

We present the class of Hida-Mat\'ern kernels, which is the canonical family of covariance functions over the entire space of stationary Gauss-Markov Processes. It extends upon Mat\'ern kernels, by allowing for flexible construction of…

Machine Learning · Statistics 2021-12-30 Matthew Dowling , Piotr Sokół , Il Memming Park

Kernel approximation via nonlinear random feature maps is widely used in speeding up kernel machines. There are two main challenges for the conventional kernel approximation methods. First, before performing kernel approximation, a good…

Machine Learning · Statistics 2015-03-16 Felix X. Yu , Sanjiv Kumar , Henry Rowley , Shih-Fu Chang

Modern Bayesian optimization and adaptive sampling methods increasingly rely on nonlinear parametric models, yet theoretical guarantees for such models under adaptive data collection remain limited. Existing analyses largely focus on…

Machine Learning · Statistics 2026-05-14 Rafael Oliveira

Nowadays, hyperspectral image classification widely copes with spatial information to improve accuracy. One of the most popular way to integrate such information is to extract hierarchical features from a multiscale segmentation. In the…

Computer Vision and Pattern Recognition · Computer Science 2016-06-17 Yanwei Cui , Laetitia Chapel , Sébastien Lefèvre

A method to reconstruct fields, source strengths and physical parameters based on Gaussian process regression is presented for the case where data are known to fulfill a given linear differential equation with localized sources. The…

Data Analysis, Statistics and Probability · Physics 2019-09-10 Christopher G. Albert

Gaussian process regression (GPR) model is a popular nonparametric regression model. In GPR, features of the regression function such as varying degrees of smoothness and periodicities are modeled through combining various covarinace…

Statistics Theory · Mathematics 2023-03-07 Jaehoan Kim , Jaeyong Lee

We introduce a unified framework for group equivariant networks on homogeneous spaces derived from a Fourier perspective. We consider tensor-valued feature fields, before and after a convolutional layer. We present a unified derivation of…

Computer Vision and Pattern Recognition · Computer Science 2022-08-29 Yinshuang Xu , Jiahui Lei , Edgar Dobriban , Kostas Daniilidis

Understanding and predicting environmental phenomena often requires the construction of spatio-temporal statistical models, which are typically Gaussian processes. A common assumption made on Gaussian processes is that of covariance…

Methodology · Statistics 2023-03-17 Quan Vu , Andrew Zammit-Mangion , Stephen J. Chuter

Computing a consensus object from a set of given objects is a core problem in machine learning and pattern recognition. One popular approach is to formulate it as an optimization problem using the generalized median. Previous methods like…

Computer Vision and Pattern Recognition · Computer Science 2022-09-22 Andreas Nienkötter , Xiaoyi Jiang

Capsule Networks attempt to represent patterns in images in a way that preserves hierarchical spatial relationships. Additionally, research has demonstrated that these techniques may be robust against adversarial perturbations. We present…

Machine Learning · Statistics 2019-06-10 Taylor Killian , Justin Goodwin , Olivia Brown , Sung-Hyun Son

Spatial transcriptomics measures the expression of thousands of genes in a tissue sample while preserving its spatial structure. This class of technologies has enabled the investigation of the spatial variation of gene expressions and their…

Methodology · Statistics 2025-10-23 Andrea Sottosanti , Davide Risso , Francesco Denti

We introduce a family of multilayer graph kernels and establish new links between graph convolutional neural networks and kernel methods. Our approach generalizes convolutional kernel networks to graph-structured data, by representing…

Machine Learning · Statistics 2020-06-30 Dexiong Chen , Laurent Jacob , Julien Mairal

Machine Learning (ML) has widely been used for modeling and predicting physical systems. These techniques offer high expressive power and good generalizability for interpolation within observed data sets. However, the disadvantage of…

Machine Learning · Statistics 2023-03-02 Omid Sedehi , Antonina M. Kosikova , Costas Papadimitriou , Lambros S. Katafygiotis

We consider the problem of inferring the interaction kernel of stochastic interacting particle systems from observations of a single particle. We adopt a semi-parametric approach and represent the interaction kernel in terms of a…

Statistics Theory · Mathematics 2025-10-31 Grigorios A. Pavliotis , Andrea Zanoni

We discuss a general Bayesian framework on modeling multidimensional function-valued processes by using a Gaussian process or a heavy-tailed process as a prior, enabling us to handle nonseparable and/or nonstationary covariance structure.…

Methodology · Statistics 2020-07-29 Evandro Konzen , Jian Qing Shi , Zhanfeng Wang

Sparse variational approximations are popular methods for scaling up inference and learning in Gaussian processes to larger datasets. For $N$ training points, exact inference has $O(N^3)$ cost; with $M \ll N$ features, state of the art…

Machine Learning · Statistics 2024-04-15 Talay M Cheema , Carl Edward Rasmussen