Related papers: Beyond Mat\'ern: On A Class of Interpretable Confl…
The spatial random-effects model is flexible in modeling spatial covariance functions, and is computationally efficient for spatial prediction via fixed rank kriging. However, the success of this model depends on an appropriate set of basis…
We offer a survey of recent results on covariance estimation for heavy-tailed distributions. By unifying ideas scattered in the literature, we propose user-friendly methods that facilitate practical implementation. Specifically, we…
The Mat\'ern covariance function is ubiquitous in the application of Gaussian processes to spatial statistics and beyond. Perhaps the most important reason for this is that the smoothness parameter $\nu$ gives complete control over the…
We propose a multivariate generative model to capture the complex dependence structure often encountered in business and financial data. Our model features heterogeneous and asymmetric tail dependence between all pairs of individual…
With the emergence of deep learning, metric learning has gained significant popularity in numerous machine learning tasks dealing with complex and large-scale datasets, such as information retrieval, object recognition and recommendation…
Multivariate hypergeometric distribution arises frequently in elementary statistics and probability courses, for simultaneously studying the occurence law of specified events, when sampling without replacement from a finite population with…
Simple function classes have emerged as toy problems to better understand in-context-learning in transformer-based architectures used for large language models. But previously proposed simple function classes like linear regression or…
In this paper novel classes of 2-D vector-valued spatial domain wavelets are defined, and their properties given. The wavelets are 2-D generalizations of 1-D analytic wavelets, developed from the Generalized Cauchy-Riemann equations and…
We study estimation and prediction of Gaussian random fields with covariance models belonging to the generalized Wendland (GW) class, under fixed domain asymptotics. As the Mat\'ern case, this class allows a continuous parameterization of…
Let $K$ be an algebraically closed field of characteristic $0$. For $m\geq n$, we define $\tau_{m,n,k}$ to be the set of $m\times n$ matrices over $K$ with kernel dimension $\geq k$. This is a projective subvariety of $\bbP^{mn-1}$, and is…
Seemingly unrelated regression is a natural framework for regressing multiple correlated responses on multiple predictors. The model is very flexible, with multiple linear regression and covariance selection models being special cases.…
A class of parametric functions formed by alternating compositions of multivariate polynomials and rectification style monomial maps is studied (the layer-wise exponents are treated as fixed hyperparameters and are not optimized). For this…
Over the last decade, Convolutional Neural Network (CNN) models have been highly successful in solving complex vision problems. However, these deep models are perceived as "black box" methods considering the lack of understanding of their…
We develop a multi-level restricted Gaussian maximum likelihood method for estimating the covariance function parameters and computing the best unbiased predictor. Our approach produces a new set of multi-level contrasts where the…
This paper studies separating invariants: mappings on $D$ dimensional domains which are invariant to an appropriate group action, and which separate orbits. The motivation for this study comes from the usefulness of separating invariants in…
Continuously indexed datasets with multiple variables have become ubiquitous in the geophysical, ecological, environmental and climate sciences, and pose substantial analysis challenges to scientists and statisticians. For many years,…
For ordinary matrix models, the eigenvalue probability density decays rapidly as one goes to infinity, in other words, has "short tails". This ensures that all the multiple trace correlators (multipoint moments) are convergent and…
Convolutional Neural Networks (CNNs) have been successfully applied to many computer vision tasks, such as image classification. By performing linear combinations and element-wise nonlinear operations, these networks can be thought of as…
A number of machine learning tasks entail a high degree of invariance: the data distribution does not change if we act on the data with a certain group of transformations. For instance, labels of images are invariant under translations of…
Convolutions or Hadamard products of analytic functions is a well explored area of research and many nice results are available in literature. On the other hand, very little is known in general about the convolutions of univalent harmonic…