Related papers: Complexity of Gaussian random fields with isotropi…
We use the Kac-Rice formula and results from random matrix theory to obtain the average number of critical points of a family of high-dimensional empirical loss functions, where the data are correlated $d$-dimensional Gaussian vectors,…
We investigate what happens when an entire sample path of a smooth Gaussian process on a compact interval lies above a high level. Specifically, we determine the precise asymptotic probability of such an event, the extent to which the high…
We compute the asymptotic temporal behavior of the dynamical complexity associated with the maximum probability trajectories on Gaussian statistical manifolds in presence of correlations between the variables labeling the macrostates of the…
This article introduces a method for estimating the smoothness of a stationary, isotropic Gaussian random field from irregularly spaced data. This involves novel constructions of higher-order quadratic variations and the establishment of…
We study fine properties of the convergence of a high intensity shot noise field towards the Gaussian field with the same covariance structure. In particular we (i) establish a strong invariance principle, i.e. a quantitative coupling…
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…
Several classical results on boundary crossing probabilities of Brownian motion and random walks are extended to asymptotically Gaussian random fields, which include sums of i.i.d. random variables with multidimensional indices,…
We consider fluctuations in the distribution of critical points - saddle points, minima and maxima - of random gaussian fields. We calculate the asymptotic limits of the two point correlation function for various critical point densities,…
Finding the mean of the total number N_{tot} of critical points for N-dimensional random energy landscapes is reduced to averaging the absolute value of characteristic polynomial of the corresponding Hessian. For any finite N we provide the…
The full moments expansion of the joint probability distribution of an isotropic random field, its gradient and invariants of the Hessian is presented in 2 and 3D. It allows for explicit expression for the Euler characteristic in ND and…
Using the replica method we calculate the mean spectral density of the Hessian matrix at the global minimum of a random $N \gg 1$ dimensional isotropic, translationally invariant Gaussian random landscape confined by a parabolic potential…
We compute the expected value of various quantities related to the biparametric singularities of a pair of smooth centered Gaussian random fields on an n-dimensional compact manifold, such as the lengths of the critical curves and contours…
We study isotropic Gaussian random fields on the high-dimensional sphere with an added deterministic linear term, also known as mixed p-spin Hamiltonians with external field. We prove that if the external field is sufficiently strong, then…
This work addresses the problem of simulating Gaussian random fields that are continuously indexed over a class of metric graphs, termed graphs with Euclidean edges, being more general and flexible than linear networks. We introduce three…
Likelihood inference for max-stable random fields is in general impossible because their finite-dimensional probability density functions are unknown or cannot be computed efficiently. The weighted composite likelihood approach that…
We start with a rather detailed, general discussion of recent results of the replica approach to statistical mechanics of a single classical particle placed in a random $N (\gg 1)$-dimensional Gaussian landscape and confined by a…
Consider $n$ i.i.d. random elements on $C[0,1]$. We show that, under an appropriate strengthening of the domain of attraction condition, natural estimators of the extreme-value index, which is now a continuous function, and the normalizing…
We consider a class of Gaussian Free Fields denoted by $(g_x)_{x \in {\cal V}_N}$, where $ {\cal V}_N = \{0,1\}^N$ and $N\in \mathbb{Z}_+$. These fields are related to a general class of $N$-dimensional random walks on the hypercube, which…
Finding the mean of the total number of stationary points for N-dimensional random Gaussian landscapes can be reduced to averaging the absolute value of characteristic polynomial of the corresponding Hessian. First such a reduction is…
We study a non-relativistic charged particle on the Euclidean plane R^2 subject to a perpendicular constant magnetic field and an R^2-homogeneous random potential in the approximation that the corresponding random Landau Hamiltonian on the…