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Consider a sequence of Gibbsian line ensembles, whose lowest labeled curves (i.e., the edge) have tight one-point marginals. Then, given certain technical assumptions on the nature of the Gibbs property and underlying random walk measure,…

Probability · Mathematics 2022-01-26 Guillaume Barraquand , Ivan Corwin , Evgeni Dimitrov

We present a practical way of introducing convolutional structure into Gaussian processes, making them more suited to high-dimensional inputs like images. The main contribution of our work is the construction of an inter-domain inducing…

Machine Learning · Statistics 2017-09-07 Mark van der Wilk , Carl Edward Rasmussen , James Hensman

Deriving exact density functions for Gibbs point processes has been challenging due to their general intractability, stemming from the intractability of their normalising constants/partition functions. This paper offers a solution to this…

Probability · Mathematics 2024-06-12 Ottmar Cronie

We study algorithmic applications of a natural discretization for the hard-sphere model and the Widom-Rowlinson model in a region $\mathbb{V}\subset\mathbb{R}^d$. These models are used in statistical physics to describe mixtures of one or…

Data Structures and Algorithms · Computer Science 2022-02-17 Tobias Friedrich , Andreas Göbel , Maximilian Katzmann , Martin S. Krejca , Marcus Pappik

The Kirkwood superposition is a well-known tool in statistical physics to approximate the $n$-point correlation functions for $n\geq 3$ in terms of the density $\rho $ and the radial distribution function $g$ of the underlying system.…

Mathematical Physics · Physics 2026-04-10 Fabio Frommer

Massive and massless Gaussian free fields can be described as generalized Gaussian processes indexed by an appropriate space of functions. In this article we study various approaches to approximate these fields and look at the fractal…

Probability · Mathematics 2015-02-11 Alessandra Cipriani , Rajat Subhra Hazra

Gaussian processes (GPs) defined through intrinsic random fields provide a flexible framework for modeling spatial phenomena, and have been advocated in a variety of applications over the past several decades. Nevertheless, their adoption…

Numerical Analysis · Mathematics 2026-05-19 Christopher Beattie , David Higdon , Leanna House , Colby Stakun-Pickering , Jared Clark

We study the representation of stationary Gaussian Markov random fields as factors of i.i.d. processes, with a focus on their approximation by finitely dependent distributions. Our model is a Gaussian field on $\mathbf{Z}^d$ such that the…

Probability · Mathematics 2026-05-20 Corentin Faipeur

We survey the properties of the log-correlated Gaussian field (LGF), which is a centered Gaussian random distribution (generalized function) $h$ on $\mathbb R^d$, defined up to a global additive constant. Its law is determined by the…

Probability · Mathematics 2014-07-22 Bertrand Duplantier , Rémi Rhodes , Scott Sheffield , Vincent Vargas

Gaussian Markov random fields (GMRFs) are extensively used in statistics to model area-based data and usually depend on several parameters in order to capture complex spatial correlations. In this context, it is important to determine the…

Computation · Statistics 2016-04-20 Mattia Molinaro , Reinhard Furrer

An explicit optimal linear spatial predictor is derived. The spatial correlations are imposed by means of Gibbs energy functionals with explicit coupling coefficients instead of covariance matrices. The model inference process is based on…

Data Analysis, Statistics and Probability · Physics 2007-05-23 D. T. Hristopulos , S. N. Elogne

We discuss the slow relaxation phenomenon in glassy systems by means of replicas by constructing a static field theory approach to the problem. At the mean field level we study how criticality in the four point correlation functions arises…

Statistical Mechanics · Physics 2013-02-28 Silvio Franz , Hugo Jacquin , Giorgio Parisi , Pierfrancesco Urbani , Francesco Zamponi

Gaussian Processes (GPs) has experienced tremendous success in geoscience in general and for bio-geophysical parameter retrieval in the last years. GPs constitute a solid Bayesian framework to formulate many function approximation problems…

Spartan Spatial Random Fields (SSRFs) are generalized Gibbs random fields, equipped with a coarse-graining kernel that acts as a low-pass filter for the fluctuations. SSRFs are defined by means of physically motivated spatial interactions…

Information Theory · Computer Science 2012-04-12 Dionissios T. Hristopulos , Samuel Elogne

This paper investigates the approximation of Gaussian random variables in Banach spaces, focusing on the high-probability bounds for the approximation of Gaussian random variables using finitely many observations. We derive non-asymptotic…

Statistics Theory · Mathematics 2025-08-28 Daniel Winkle , Ingo Steinwart , Bernard Haasdonk

Gaussian processes are a powerful class of non-linear models, but have limited applicability for larger datasets due to their high computational complexity. In such cases, approximate methods are required, for example, the recently…

Methodology · Statistics 2026-03-24 Soham Mukherjee , Manfred Claassen , Paul-Christian Bürkner

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…

Probability · Mathematics 2021-11-24 N. H. Bingham , Tasmin L. Symons

We study a model of spatial random permutations over a discrete set of points. Formally, a permutation $\sigma$ is sampled proportionally to the weight $\exp\{-\alpha \sum_x V(\sigma(x)-x)\},$ where $\alpha>0$ is the temperature and $V$ is…

Probability · Mathematics 2019-04-09 Inés Armendáriz , Pablo A. Ferrari , Nicolás Frevenza

For quadratic-like maps, we show a phenomenon of sensitive dependence of geometric Gibbs states: There are analytic families of quadratic-like maps for which an arbitrarily small perturbation of the parameter can have a definite effect on…

Dynamical Systems · Mathematics 2023-04-11 Daniel Coronel , Juan Rivera-Letelier

We study Gibbs partition models, also known as composition schemes. Our main results comprehensively describe their phase diagram, including a phase transition from the convergent case described in Stufler (2018, Random Structures \&…

Probability · Mathematics 2022-11-22 Benedikt Stufler