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Nonparametric extension of tensor regression is proposed. Nonlinearity in a high-dimensional tensor space is broken into simple local functions by incorporating low-rank tensor decomposition. Compared to naive nonparametric approaches, our…
We generalize the maximum likelihood method to non-Gaussian distribution functions by means of the multivariate Edgeworth expansion. We stress the potential interest of this technique in all those cosmological problems in which the…
In this article, we consider the general task of performing Gaussian process regression (GPR) on pointwise observations of solutions of the 3 dimensional homogeneous free space wave equation.In a recent article, we obtained promising…
This article presents a neural network approach for estimating the covariance function of spatial Gaussian random fields defined in a portion of the Euclidean plane. Our proposal builds upon recent contributions, expanding from the purely…
Gaussian process regression (GPR) is a powerful machine learning method which has recently enjoyed wider use, in particular in physical sciences. In its original formulation, GPR uses a square matrix of covariances among training data and…
In this paper, we consider a classic problem concerning the high excursion probabilities of a Gaussian random field $f$ living on a compact set $T$. We develop efficient computational methods for the tail probabilities $P(\sup_T f(t) > b)$…
We reconsider a nonparametric density model based on Gaussian processes. By augmenting the model with latent P\'olya--Gamma random variables and a latent marked Poisson process we obtain a new likelihood which is conjugate to the model's…
Rue and Held (2005) proposed a method for efficiently computing the Gaussian likelihood for stationary Markov random field models, when the data locations fall on a complete regular grid, and the model has no additive error term. The…
We study non-Gaussian random fields constructed by the selection normal distribution, and we term them selection Gaussian random fields. The selection Gaussian random field can capture skewness, multi-modality, and to some extend heavy…
A flexible model for non-stationary Gaussian random fields on hypersurfaces is introduced.The class of random fields on curves and surfaces is characterized by an amplitude spectral density of a second order elliptic differential…
We introduce an accurate and efficient method for a class of nonlocal potential evaluations with free boundary condition, including the 3D/2D Coulomb, 2D Poisson and 3D dipolar potentials. Our method is based on a Gaussian-sum approximation…
We provide a new approach to approximate emulation of large computer experiments. By focusing expressly on desirable properties of the predictive equations, we derive a family of local sequential design schemes that dynamically define the…
We present a Bayesian model for area-level count data that uses Gaussian random effects with a novel type of G-Wishart prior on the inverse variance--covariance matrix. Specifically, we introduce a new distribution called the truncated…
We discuss the use of Gaussian random fields to estimate the look-elsewhere effect correction. We show that Gaussian random fields can be used to model the null-hypothesis significance maps from a large set of statistical problems commonly…
Motivated by recent works of Neyrinck et al. 2009 and Scherrer et al. 2010, we proposed a Gaussianization transform to Gaussianize the non-Gaussian lensing convergence field $\kappa$. It performs a local monotonic transformation…
Power law generalized covariance functions provide a simple model for describing the local behavior of an isotropic random field. This work seeks to extend this class of covariance functions to spatial-temporal processes for which the…
Current statistics literature on statistical inference of random fields typically assumes that the fields are stationary or focuses on models of non-stationary Gaussian fields with parametric/semiparametric covariance families, which may…
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…
In this work we investigate the multivariate statistical description of the matter distribution in the nonlinear regime. We introduce the multivariate Edgeworth expansion of the lognormal distribution to model the cosmological matter field.…
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…