Related papers: Small ball probabilities, metric entropy and Gauss…
Gaussian processes (GPs) are widely-used tools in spatial statistics and machine learning and the formulae for the mean function and covariance kernel of a GP $T u$ that is the image of another GP $u$ under a linear transformation $T$…
A symmetric random variable is called a Gaussian mixture if it has the same distribution as the product of two independent random variables, one being positive and the other a standard Gaussian random variable. Examples of Gaussian mixtures…
We present a novel kernel over the space of probability measures based on the dual formulation of optimal regularized transport. We propose an Hilbertian embedding of the space of probabilities using their Sinkhorn potentials, which are…
This paper introduces two new closely related betweenness centrality measures based on the Randomized Shortest Paths (RSP) framework, which fill a gap between traditional network centrality measures based on shortest paths and more recent…
Deep Gaussian Processes (DGP) are hierarchical generalizations of Gaussian Processes (GP) that have proven to work effectively on a multiple supervised regression tasks. They combine the well calibrated uncertainty estimates of GPs with the…
We derive limit distributions for certain empirical regularized optimal transport distances between probability distributions supported on a finite metric space and show consistency of the (naive) bootstrap. In particular, we prove that the…
This article considers stochastic algorithms for efficiently solving a class of large scale non-linear least squares (NLS) problems which frequently arise in applications. We propose eight variants of a practical randomized algorithm where…
In this article we study the small ball probabilities in $L_2$-norm for a family of finite-dimensional perturbations of Gaussian functions. We define three types of perturbations: non-critical, partially critical and critical; and derive…
Deep Learning Gaussian Processes (DL-GP) are proposed as a methodology for analyzing (approximating) computer models that produce heteroskedastic and high-dimensional output. Computer simulation models have many areas of applications,…
A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems. The algorithm aims to mitigate some of the hurdles faced…
Small ball inequalities have been extensively studied in the setting of Gaussian processes and associated Banach or Hilbert spaces. In this paper, we focus on studying small ball probabilities for sums or differences of independent,…
This article proposes an efficient numerical method for solving nonlinear partial differential equations (PDEs) based on sparse Gaussian processes (SGPs). Gaussian processes (GPs) have been extensively studied for solving PDEs by…
We study the ill-posed problem of recovering a probability measure flow from finitely many moving localized sensors using a Bayes Hilbert framework. Relative to a fixed reference probability measure, a probability law is represented by its…
New geometric and computational analyses of power-weighted shortest-path distances (PWSPDs) are presented. By illuminating the way these metrics balance density and geometry in the underlying data, we clarify their key parameters and…
We prove comparison theorems for small ball probabilities of the Green Gaussian processes in weighted $L_2$-norms. We find the sharp small ball asymptotics for many classical processes under quite general assumptions on the weight.
A Gaussian Process GP based ground segmentation method is proposed in this paper which is fully developed in a probabilistic framework. The proposed method tends to obtain a continuous realistic model of the ground. The LiDAR…
Gaussian process state-space models (GP-SSMs) are a very flexible family of models of nonlinear dynamical systems. They comprise a Bayesian nonparametric representation of the dynamics of the system and additional (hyper-)parameters…
A fundamental problem in analysis of complex systems is getting a reliable estimate of entropy of their probability distributions over the state space. This is difficult because unsampled states can contribute substantially to the entropy,…
We establish a large deviation principle for time dependent trajectories (paths) of the empirical density of $N$ particles with long range interactions, for homogeneous systems. This result extends the classical kinetic theory that leads to…
Recently, Bousso and Penington (BP) made a proposal for the entanglement wedge associated to a gravitating bulk region. In this paper, we derive this proposal in time-reflection symmetric settings using the gravitational path integral. To…