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The theory of sparse stochastic processes offers a broad class of statistical models to study signals. In this framework, signals are represented as realizations of random processes that are solution of linear stochastic differential…

Probability · Mathematics 2017-02-17 Julien Fageot , Virginie Uhlmann , Michael Unser

This article is concerned with learning and stochastic control in physical systems which contain unknown input signals. These unknown signals are modeled as Gaussian processes (GP) with certain parametrized covariance structures. The…

Systems and Control · Computer Science 2018-08-15 Simo Särkkä , Mauricio A. Álvarez , Neil D. Lawrence

It is well known in quantum optics that any process involving the preparation of a multimode gaussian state, followed by a gaussian operation and gaussian measurements, can be efficiently simulated by classical computers. Here, we provide…

Quantum Physics · Physics 2025-08-22 Michael G. Jabbour , Leonardo Novo

We show that a point process of hard spheres exhibits long-range orientational order. This process is designed to be a random perturbation of a three-dimensional lattice that satisfies a specific rigidity property, examples include the FCC…

Probability · Mathematics 2019-11-07 Alexisz Tamás Gaál

Deep Gaussian processes (DGPs) are popular surrogate models for complex nonstationary computer experiments. DGPs use one or more latent Gaussian processes (GPs) to warp the input space into a plausibly stationary regime, then use typical GP…

Methodology · Statistics 2025-12-23 Annie S. Booth

In this paper we provide theoretical support for the so-called "Sigmoidal Gaussian Cox Process" approach to learning the intensity of an inhomogeneous Poisson process on a $d$-dimensional domain. This method was proposed by Adams, Murray…

Statistics Theory · Mathematics 2015-03-03 Alisa Kirichenko , Harry van Zanten

While Bayesian inference is the gold standard for uncertainty quantification and propagation, its use within physical chemistry encounters formidable computational barriers. These bottlenecks are magnified for modeling data with many…

Chemical Physics · Physics 2024-12-24 B. L. Shanks , H. W. Sullivan , A. R. Shazed , M. P. Hoepfner

This article shortly introduces Gaussian processes (GP) as a new approach for modelling time series in the field of blazar physics. In the second part of the paper, recent results from an application of GP modelling to the multi-wavelength…

High Energy Astrophysical Phenomena · Physics 2017-03-08 V. Karamanavis

We begin with isotropic Gaussian random fields, and show how the Bochner-Godement theorem gives a natural way to describe their covariance structure. We continue with a study of Mat\'ern processes on Euclidean space, spheres, manifolds and…

Probability · Mathematics 2021-11-24 N. H. Bingham , Tasmin L. Symons

In this paper, we propose a discretization scheme for the two-stage stochastic linear complementarity problem (LCP) where the underlying random data are continuously distributed. Under some moderate conditions, we derive qualitative and…

Optimization and Control · Mathematics 2017-06-22 Xiaojun Chen , Hailin Sun , Huifu Xu

The periodic Gaussian process (PGP) has been increasingly used to model periodic data due to its high accuracy. Yet, computing the likelihood of PGP has a high computational complexity of $\mathcal{O}\left(n^{3}\right)$ ($n$ is the data…

Methodology · Statistics 2023-02-10 Yongxiang Li , Yuting Pu , Changming Cheng , Qian Xiao

Differential equations are important mechanistic models that are integral to many scientific and engineering applications. With the abundance of available data there has been a growing interest in data-driven physics-informed models.…

Machine Learning · Computer Science 2025-02-04 Oliver Hamelijnck , Arno Solin , Theodoros Damoulas

We construct and analyze a continuum dynamical percolation process which evolves in a random environment given by a $\gamma$-Liouville measure. The homogeneous counterpart of this process describes the scaling limit of discrete dynamical…

Probability · Mathematics 2019-05-21 Christophe Garban , Nina Holden , Avelio Sepúlveda , Xin Sun

The random convex hull of a Poisson point process in $\mathbb{R}^d$ whose intensity measure is a multiple of the standard Gaussian measure on $\mathbb{R}^d$ is investigated. The purpose of this paper is to invent a new viewpoint on these…

Probability · Mathematics 2018-04-10 Julian Grote , Christoph Thaele

Gaussian processes (GPs) are important models in supervised machine learning. Training in Gaussian processes refers to selecting the covariance functions and the associated parameters in order to improve the outcome of predictions, the core…

Computer models are used as a way to explore complex physical systems. Stationary Gaussian process emulators, with their accompanying uncertainty quantification, are popular surrogates for computer models. However, many computer models are…

Methodology · Statistics 2024-11-25 Faezeh Yazdi , Derek Bingham , Daniel Williamson

In many real-world applications we are interested in approximating costly functions that are analytically unknown, e.g. complex computer codes. An emulator provides a fast approximation of such functions relying on a limited number of…

Methodology · Statistics 2020-10-02 Hossein Mohammadi , Peter Challenor , Marc Goodfellow , Daniel Williamson

Gaussian Process (GP) regression is a flexible modeling technique used to predict outputs and to capture uncertainty in the predictions. However, the GP regression process becomes computationally intensive when the training spatial dataset…

Computation · Statistics 2024-09-19 Juliette Mukangango , Amanda Muyskens , Benjamin W. Priest

We report the investigation of spatial distribution of quasars using two different methods: the statistical study by means of 2-point correlation function and direct search for structures such as previously reported Large Quasar Groups.…

Astrophysics · Physics 2016-08-30 B. V. Komberg , A. V. Kravtsov , V. N. Lukash

We propose a novel set of Poisson Cluster Process (PCP) models to detect Ultra-Diffuse Galaxies (UDGs), a class of extremely faint, enigmatic galaxies of substantial interest in modern astrophysics. We model the unobserved UDG locations as…

Astrophysics of Galaxies · Physics 2025-06-06 Dayi Li , Alex Stringer , Patrick E. Brown , Gwendolyn M. Eadie , Roberto G. Abraham