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Gaussian process (GP) regression is a non-parametric, Bayesian framework to approximate complex models. Standard GP regression can lead to an unbounded model in which some points can take infeasible values. We introduce a new GP method that…

Machine Learning · Statistics 2024-04-04 Didem Kochan , Xiu Yang

Let $X$ be a symmetric, isotropic random vector in $\mathbb{R}^m$ and let $X_1...,X_n$ be independent copies of $X$. We show that under mild assumptions on $\|X\|_2$ (a suitable thin-shell bound) and on the tail-decay of the marginals…

Functional Analysis · Mathematics 2022-07-13 Daniel Bartl , Shahar Mendelson

We study the quantum corrections to the polarizability of isolated metallic mesoscopic systems using the loop-expansion in diffusive propagators. We show that the difference between connected (grand-canonical ensemble) and isolated…

Mesoscale and Nanoscale Physics · Physics 2013-07-29 M. Treiber , P. M. Ostrovsky , O. M. Yevtushenko , J. von Delft , I. V. Lerner

Consider a log-correlated Gaussian field $\Gamma$ and its associated imaginary multiplicative chaos $:e^{i \beta \Gamma}:$ where $\beta$ is a real parameter. In [AJJ22], we showed that for any nonzero test function $f$, the law of $\int f…

Probability · Mathematics 2025-12-01 Juhan Aru , Antoine Jego , Janne Junnila

We consider powers of the absolute value of the characteristic polynomial of Haar distributed random orthogonal or symplectic matrices, as well as powers of the exponential of its argument, as a random measure on the unit circle minus small…

Mathematical Physics · Physics 2022-09-15 Johannes Forkel , Jonathan P. Keating

Galilean conformal algebra (GCA) in two dimensions arises as contraction of two copies of the centrally extended Virasoro algebra ($t\rightarrow t, x\rightarrow\epsilon x$ with $\epsilon\rightarrow 0$). The central charges of GCA can be…

High Energy Physics - Theory · Physics 2015-05-27 M. R. Setare , V. Kamali

We study the high-frequency Fourier asymptotics of imaginary Gaussian multiplicative chaos on the unit circle, a complex-valued random distribution formally given by $\mathrm M_{\mathrm i\beta}=\exp(\mathrm i\beta X)$, where $X$ is a…

Probability · Mathematics 2026-05-13 Benjamin Bonnefont , Hermanni Rajamäki , Vincent Vargas

Gaussian process (GP) models form a core part of probabilistic machine learning. Considerable research effort has been made into attacking three issues with GP models: how to compute efficiently when the number of data is large; how to…

Machine Learning · Statistics 2015-06-15 James Hensman , Alexander G. de G. Matthews , Maurizio Filippone , Zoubin Ghahramani

We investigate the asymptotic behavior as $\varepsilon \to 0$ of singularly perturbed phase transition models of order $n \geq 2$, given by \begin{align} G_\varepsilon^{\lambda,n}[u] := \int_I \frac 1\varepsilon W(u)…

Analysis of PDEs · Mathematics 2025-10-17 Denis Brazke , Gianna Götzmann , Hans Knüpfer

An outline is given of an extended perturbative solution of Euclidean QCD which systematically accounts for a class of nonperturbative effects, while allowing renormalization by the perturbative counterterms. Proper vertices Gamma are…

High Energy Physics - Theory · Physics 2014-11-18 M. Stingl

Many low temperature disordered systems are expected to exhibit Poisson-Dirichlet (PD) statistics. In this paper, we focus on the case when the underlying disorder is a logarithmically correlated Gaussian process $\phi_N$ on the box…

Probability · Mathematics 2023-02-15 Shirshendu Ganguly , Kyeongsik Nam

The transition from arbitrary to chaotic fluctuation properties in quantum systems is studied in a random matrix model. It is assumed that the Hamiltonian can be written as the sum of an arbitrary and a chaos producing part. The Gaussian…

Condensed Matter · Physics 2009-10-28 T. Guhr

We devise a geometric description of bounded systems at criticality in any dimension $d$. This is achieved by altering the flat metric with a space dependent scale factor $\gamma(x)$, $x$ belonging to a general bounded domain $\Omega$.…

Statistical Mechanics · Physics 2020-07-09 Giacomo Gori , Andrea Trombettoni

We show that the imaginary multiplicative chaos $\exp(i\beta \Gamma)$ determines the gradient of the underlying field $\Gamma$ for all log-correlated Gaussian fields with covariance of the form $-\log |x-y| + g(x,y)$ with mild regularity…

Probability · Mathematics 2021-02-03 Juhan Aru , Janne Junnila

In this note we prove that suitable positive powers of the absolute value of the characteristic polynomial of a Haar distributed random unitary matrix converge in law, as the size of the matrix tends to infinity, to a Gaussian…

Probability · Mathematics 2018-06-06 Miika Nikula , Eero Saksman , Christian Webb

Introducing inequality constraints in Gaussian process (GP) models can lead to more realistic uncertainties in learning a great variety of real-world problems. We consider the finite-dimensional Gaussian approach from Maatouk and Bay (2017)…

Machine Learning · Statistics 2021-11-04 Andrés F. López-Lopera , François Bachoc , Nicolas Durrande , Olivier Roustant

We study the characteristic polynomials of both the Gaussian Orthogonal and Symplectic Ensembles. We show that for both ensembles, powers of the absolute value of the characteristic polynomials converge in law to Gaussian multiplicative…

Probability · Mathematics 2022-10-28 Pax Kivimae

Consider a measure $\mu_\lambda = \sum_x \xi_x \delta_x$ where the sum is over points $x$ of a Poisson point process of intensity $\lambda$ on a bounded region in $d$-space, and $\xi_x$ is a functional determined by the Poisson points near…

Probability · Mathematics 2013-02-05 Mathew D. Penrose , Andrew R. Wade

Gaussian process (GP) regression is a fundamental tool in Bayesian statistics. It is also known as kriging and is the Bayesian counterpart to the frequentist kernel ridge regression. Most of the theoretical work on GP regression has focused…

Statistics Theory · Mathematics 2023-10-27 Simon Barthelmé , Pierre-Olivier Amblard , Nicolas Tremblay , Konstantin Usevich

We define a multiparty entanglement measure, called generalized geometric measure, that can detect and quantify genuine multiparty entanglement for any number of parties. The quantum phase transitions in exactly solvable models like the…

Quantum Physics · Physics 2010-02-08 Aditi Sen De , Ujjwal Sen