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Interior point methods (IPMs) are a common approach for solving linear programs (LPs) with strong theoretical guarantees and solid empirical performance. The time complexity of these methods is dominated by the cost of solving a linear…

Optimization and Control · Mathematics 2022-02-04 Gregory Dexter , Agniva Chowdhury , Haim Avron , Petros Drineas

We present two models for estimating the probabilities of future earthquakes in California, to be tested in the Collaboratory for the Study of Earthquake Predictability (CSEP). The first, time-independent model, modified from Helmstetter et…

Geophysics · Physics 2009-10-28 M. J. Werner , A. Helmstetter , D. D. Jackson , Y. Y. Kagan

In this paper, we explore the application of Gaussian Processes (GPs) for predicting mean-reverting time series with an underlying structure, using relatively unexplored functional and augmented data structures. While many conventional…

Statistical Finance · Quantitative Finance 2024-03-05 Narayan Tondapu

Uncertainty control and scalability to large datasets are the two main issues for the deployment of Gaussian process (GP) models within the autonomous machine learning-based prediction pipelines in material science and chemistry. One way to…

Chemical Physics · Physics 2024-02-21 Mikhail Tsitsvero , Mingoo Jin , Andrey Lyalin

A temporal point process is a stochastic process that predicts which type of events is likely to happen and when the event will occur given a history of a sequence of events. There are various examples of occurrence dynamics in the daily…

Machine Learning · Computer Science 2022-02-23 Deokjun Eom , Sehyun Lee , Jaesik Choi

Recent studies in the literature have introduced a new approach to earthquake forecasting based on representing the space-time patterns of localized seismicity by a time-dependent system state vector in a real-valued Hilbert space and…

Inter-domain Gaussian processes (GPs) allow for high flexibility and low computational cost when performing approximate inference in GP models. They are particularly suitable for modeling data exhibiting global structure but are limited to…

Machine Learning · Statistics 2020-11-03 Tim G. J. Rudner , Dino Sejdinovic , Yarin Gal

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Computer Science 2014-08-12 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Statistics 2013-05-27 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

No proven method is currently available for the reliable short time prediction of earthquakes (minutes to months). However, it is possible to make probabilistic hazard assessments for earthquake risk. These are primarily based on the…

Statistical Mechanics · Physics 2020-01-29 James R. Holliday , Kazuyoshi Z. Nanjo , Kristy F. Tiampo , John B. Rundle , Donald L. Turcotte

Aftershocks of aftershocks - and their aftershock cascades - substantially contribute to the increased seismicity rate and the associated elevated seismic hazard after the occurrence of a large earthquake. Current state-of-the-art…

Geophysics · Physics 2024-11-07 Leila Mizrahi , Dario Jozinović

This paper proposes a new methodology to perform Bayesian inference for a class of multidimensional Cox processes in which the intensity function is piecewise constant. Poisson processes with piecewise constant intensity functions are…

Methodology · Statistics 2022-11-16 Flavio B. Gonçalves , Barbara C. C. Dias

This study introduces the long-range Ising model from statistical mechanics to the Performance-Based Earthquake Engineering (PBEE) framework for regional seismic damage analysis. The application of the PBEE framework at a regional scale…

Applications · Statistics 2024-05-24 Sebin Oh , Sang-ri Yi , Ziqi Wang

Selecting important spatial-dependent variables under the nonhomogeneous spatial Poisson process model is an important topic of great current interest. In this paper, we use the Deviance Information Criterion (DIC) and Logarithm of the…

Applications · Statistics 2019-10-16 Guanyu Hu , Fred Huffer , Ming-Hui Chen

Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…

Machine Learning · Statistics 2025-11-26 Jonas Latz , Aretha L. Teckentrup , Simon Urbainczyk

Analyses of quasi-periodic oscillations (QPOs) are important to understanding the dynamic behaviour in many astrophysical objects during transient events like gamma-ray bursts, solar flares, magnetar flares and fast radio bursts.…

Instrumentation and Methods for Astrophysics · Physics 2022-08-31 M. Hübner , D. Huppenkothen , P. D. Lasky , A. R. Inglis , C. Ick , D. W. Hogg

In this work, we propose new matrix- and tensor-based methodologies for estimating multivariate intensity functions of inhomogeneous point processes. By viewing multivariate intensity functions as infinite-dimensional matrices or tensors…

An enhancement in seismic measuring instrumentation has been proven to have implications in the quantity of observed earthquakes, since denser networks usually allow recording more events. However, phenomena such as strong earthquakes or…

A broad class of stochastic volatility models are defined by systems of stochastic differential equations. While these models have seen widespread success in domains such as finance and statistical climatology, they typically lack an…

Machine Learning · Computer Science 2022-07-15 Gregory Benton , Wesley J. Maddox , Andrew Gordon Wilson

We consider the use of Gaussian process (GP) priors for solving inverse problems in a Bayesian framework. As is well known, the computational complexity of GPs scales cubically in the number of datapoints. We here show that in the context…

Machine Learning · Statistics 2022-09-01 Cédric Travelletti , David Ginsbourger , Niklas Linde