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We show that a necessary and sufficient condition for the sum of iid random vectors to converge (under appropriate shifting and scaling) to a multivariate Gaussian distribution is that the truncated second moment matrix is slowly varying at…

Probability · Mathematics 2020-01-22 Michael Grabchak

We consider the level-sets of continuous Gaussian fields on $\mathbb{R}^d$ above a certain level $-\ell\in \mathbb{R}$, which defines a percolation model as $\ell$ varies. We assume that the covariance kernel satisfies certain regularity,…

Probability · Mathematics 2021-06-15 Franco Severo

Reliable spatial uncertainty evaluation of object detection models is of special interest and has been subject of recent work. In this work, we review the existing definitions for uncertainty calibration of probabilistic regression tasks.…

Machine Learning · Computer Science 2022-08-22 Fabian Küppers , Jonas Schneider , Anselm Haselhoff

Gaussian process (GP) models provide a powerful tool for prediction but are computationally prohibitive using large data sets. In such scenarios, one has to resort to approximate methods. We derive an approximation based on a composite…

Machine Learning · Statistics 2018-02-02 Xiuming Liu , Dave Zachariah , Edith C. H. Ngai

Gaussian processes (GPs) are frequently used in machine learning and statistics to construct powerful models. However, when employing GPs in practice, important considerations must be made, regarding the high computational burden,…

Computation · Statistics 2021-03-08 Karla Monterrubio-Gómez , Sara Wade

This paper derives fundamental limits on the performance of compressive classification when the source is a mixture of Gaussians. It provides an asymptotic analysis of a Bhattacharya based upper bound on the misclassification probability…

Information Theory · Computer Science 2014-01-28 Hugo Reboredo , Francesco Renna , Robert Calderbank , Miguel R. D. Rodrigues

Given a subset $A$ of $\mathbb{R}^n$, we define \begin{align*} \mathrm{conv}_k(A) := \left\{ \lambda_1 s_1 + \cdots + \lambda_k s_k : \lambda_i \in [0,1], \sum_{i=1}^k \lambda_i = 1 , s_i \in A \right\} \end{align*} to be the set of vectors…

Metric Geometry · Mathematics 2025-05-29 Samuel G. G. Johnston

In Liouville quantum gravity (or $2d$-Gaussian multiplicative chaos) one seeks to define a measure $\mu^h = e^{\gamma h(z)} dz$ where $h$ is an instance of the Gaussian free field on a planar domain $D$. Since $h$ is a distribution, not a…

Probability · Mathematics 2017-03-28 Scott Sheffield , Menglu Wang

When performing Bayesian data analysis using a general linear mixed model, the resulting posterior density is almost always analytically intractable. However, if proper conditionally conjugate priors are used, there is a simple two-block…

Statistics Theory · Mathematics 2017-11-21 Tavis Abrahamsen , James P. Hobert

We investigate different geometries and invariant measures on the space of mixed Gaussian quan- tum states. We show that when the global purity of the state is held fixed, these measures coincide and it is possible, within this constraint,…

Quantum Physics · Physics 2019-05-22 Philipp Sohr , Valentin Link , Kimmo Luoma , Walter T. Strunz

The Machian cosmological solution satisfying $\phi =O(\rho /\omega)$ for the perfect-fluid with negative pressure is discussed. When the coefficient of the equation of state $\gamma \to -1/3$, the gravitational constant approaches to…

General Relativity and Quantum Cosmology · Physics 2007-05-23 A. Miyazaki

We consider the Bayesian inverse homogenization problem of recovering the locally periodic two scale coefficient of a two scale elliptic equation, given limited noisy information on the solution. We consider both the uniform and the…

Numerical Analysis · Mathematics 2019-05-22 Viet Ha Hoang , Jia Hao Quek

Understanding and developing a correlation measure that can detect general dependencies is not only imperative to statistics and machine learning, but also crucial to general scientific discovery in the big data age. In this paper, we…

Machine Learning · Statistics 2024-06-27 Cencheng Shen , Carey E. Priebe , Joshua T. Vogelstein

The entanglement in quantum XY spin chains of arbitrary length is investigated via the geometric (measure of) entanglement. The emergence of entanglement is explained intuitively from the perspective of perturbations. The model is solved…

Quantum Physics · Physics 2011-04-06 Tzu-Chieh Wei , Smitha Vishveshwara , Paul M. Goldbart

Let $f(y|\theta), \; \theta \in \Omega$ be a parametric family, $\eta(\theta)$ a given function, and $G$ an unknown mixing distribution. It is desired to estimate $E_G (\eta(\theta))\equiv \eta_G$ based on independent observations…

Statistics Theory · Mathematics 2022-07-29 Eitan Greenshtein , Ya'acov Ritov

We study the evolution of matter density perturbations in Galileon cosmology where the late-time cosmic acceleration can be realized by a field kinetic energy. We obtain full perturbation equations at linear order in the presence of five…

Cosmology and Nongalactic Astrophysics · Physics 2011-02-23 Antonio De Felice , Ryotaro Kase , Shinji Tsujikawa

A sequence of real numbers $\{x_{n}\}_{n\in \mathbb{N}}$ is said to be $\alpha \beta$-statistically convergent of order $\gamma$ (where $0<\gamma\leq 1$) to a real number $x$ \cite{a} if for every $\delta>0,$ $$\underset{n\rightarrow…

Probability · Mathematics 2016-05-23 Pratulananda Das , Sanjoy Ghosal , Vatan Karakaya , Sumit Som

A generalized method of moments (GMM) estimator is unreliable for a large number of moment conditions, that is, it is comparable, or larger than the sample size. While classical GMM literature proposes several provisions to this problem,…

Computation · Statistics 2021-03-11 Masahiro Tanaka

The Principle of Maximum Conformality (PMC) provides scale-fixed perturbative QCD predictions which are independent of the choice of the renormalization scheme, as well as the choice of the initial renormalization scale. In this article, we…

High Energy Physics - Phenomenology · Physics 2017-08-22 Alexandre Deur , Jian-Ming Shen , Xing-Gang Wu , Stanley J. Brodsky , Guy F. de Teramond

Gaussian Process (GP) regression is a flexible non-parametric approach to approximate complex models. In many cases, these models correspond to processes with bounded physical properties. Standard GP regression typically results in a proxy…

Machine Learning · Computer Science 2020-04-10 Andrew Pensoneault , Xiu Yang , Xueyu Zhu