Related papers: An approximation to peak detection power using Gau…

We consider the Gaussian approximation for functionals of a Poisson process that are expressible as sums of region-stabilizing (determined by the points of the process within some specified regions) score functions and provide a bound on…

We compute precise predictions for the two-point correlation function of local maxima (or minima) in the temperature of the microwave background, under the assumption that it is a random gaussian field. For a given power spectrum and peak…

This work considers the computation of risk measures for quantities of interest governed by PDEs with Gaussian random field parameters using Taylor approximations. While efficient, Taylor approximations are local to the point of expansion,…

The mean field approximation to the Ising model is a canonical variational tool that is used for analysis and inference in Ising models. We provide a simple and optimal bound for the KL error of the mean field approximation for Ising models…

We derive a Gaussian approximation result for the maximum of a sum of high-dimensional random vectors. Specifically, we establish conditions under which the distribution of the maximum is approximated by that of the maximum of a sum of the…

Gaussian random field is a ubiquitous model for spatial phenomena in diverse scientific disciplines. Its approximation is often crucial for computational feasibility in simulation, inference, and uncertainty quantification. The…

Let $\{Z(\tau,s), (\tau,s)\in [a,b]\times[0,T]\}$ with some positive constants $a,b,T$ be a centered Gaussian random field with variance function $\sigma^{2}(\tau,s)$ satisfying $\sigma^{2}(\tau,s)=\sigma^{2}(\tau)$. We firstly derive the…

This paper studies the Gaussian and bootstrap approximations for the probabilities of a non-degenerate U-statistic belonging to the hyperrectangles in $\mathbb{R}^d$ when the dimension $d$ is large. A two-step Gaussian approximation…

This paper focuses on the problem of determining as large a region as possible where a function exceeds a given threshold with high probability. We assume that we only have access to a noise-corrupted version of the function and that…

Local maxima of random processes are useful for finding important regions and are routinely used, for summarising features of interest (e.g. in neuroimaging). In this work we provide confidence regions for the location of local maxima of…

We study the predictions for the matter redshift-space power spectrum and correlation function of a Lagrangian-space Gaussian ansatz introduced in a previous work. This model is a natural extension of the Zeldovich approximation, where the…

Minimax detection of Gaussian stochastic sequences (signals) with unknown covariance matrices is studied. For a fixed false alarm probability (1-st kind error probability), the performance of the minimax detection is being characterized by…

We study maximum likelihood estimation for spatial generalized linear mixed models with Gaussian process approximations using a stochastic Newton-Raphson algorithm. We consider two Gaussian Process approximations in this context: spectral…

We study the energy landscape near the ground state of a model of a single particle in a random potential with trivial topology. More precisely, we find the large dimensional limit of the Hessian spectrum at the global minimum of the…

We provide a numerical scheme to approximate as closely as desired the Gaussian or exponential measure $\mu(\om)$ of (not necessarily compact) basic semi-algebraic sets$\om\subset\R^n$. We obtain two monotone (non increasing and non…

We consider Gaussian Random Fields on metric graphs defined implicitly as the stationary solution to a fractional SPDE driven by Gaussian white noise. Sampling from the finite element approximation requires the Cholesky factorization of the…

The power spectrum (PS) of mass density fluctuations, independent of `biasing', is estimated from the Mark III catalog of peculiar velocities using Bayesian statistics. A parametric model is assumed for the PS, and the free parameters are…

We consider the random field M(t)=\sup_{n\geq 1}\big\{-\log A_{n}+X_{n}(t)\big\}\,,\qquad t\in T\, for a set $T\subset \mathbb{R}^{m}$, where $(X_{n})$ is an iid sequence of centered Gaussian random fields on $T$ and $0<A_{1}<A_{2}<\cdots $…

This paper employs a recently developed asymptotic Bayesian multi-hypothesis testing (MHT) error analysis to treat the problem of superresolution imaging of a pair of closely spaced, equally bright point sources. The analysis exploits the…

We obtain an optimal bound for a Gaussian approximation of a large class of vector-valued random processes. Our results provide a substantial generalization of earlier results that assume independence and/or stationarity. Based on the decay…