Related papers: Compatibility of Space-Time Kernels with Full, Dyn…
Gaussian processes provide a flexible, non-parametric framework for the approximation of functions in high-dimensional spaces. The covariance kernel is the main engine of Gaussian processes, incorporating correlations that underpin the…
A kernel-based framework for spatio-temporal data analysis is introduced that applies in situations when the underlying system dynamics are governed by a dynamic equation. The key ingredient is a representer theorem that involves…
Identifying coherent spatiotemporal patterns generated by complex dynamical systems is a central problem in many science and engineering disciplines. Here, we combine ideas from the theory of operator-valued kernels with delay-embedding…
In spatial statistics, kriging models are often designed using a stationary covariance structure; this translation-invariance produces models which have numerous favorable properties. This assumption can be limiting, though, in…
Strictly proper kernel scores are well-known tool in probabilistic forecasting, while characteristic kernels have been extensively investigated in the machine learning literature. We first show that both notions coincide, so that insights…
In this work, we will give proper estimates for the discrete convolution complementary (DCC) kernels, which leads to the asymptotically compatible fractional Gr\"onwall inequality. The consequence can be applied in the analysis of the…
Several other factors, besides the intrinsic local geometry, contribute to give a meaning to a space-time model. The simplest example comes from comparing Minkowski's and Milne's model, that both have a null Riemann tensor. We add to these…
Building spatial process models that capture nonstationary behavior while delivering computationally efficient inference is challenging. Nonstationary spatially varying kernels (see, e.g., Paciorek, 2003) offer flexibility and richness, but…
General Relativity receives quantum corrections relevant at cosmological distance scales from the conformal scalar degrees of freedom required by the trace anomaly of the quantum stress tensor in curved space. In the theory including the…
The second-order, small-scale dependence structure of a stochastic process defined in the space-time domain is key to prediction (or kriging). While great efforts have been dedicated to developing models for cases in which the spatial…
We discuss how the kernel convolution approach can be used to accurately approximate the spatial covariance model on a sphere using spherical distances between points. A detailed derivation of the required formulas is provided. The proposed…
We characterize completely the Gneiting class of space-time covariance functions and give more relaxed conditions on the involved functions. We then show necessary conditions for the construction of compactly supported functions of the…
In the analysis of multivariate spatial and univariate spatio-temporal data, it is commonly recognized that asymmetric dependence may exist, which can be addressed using an asymmetric (matrix or space-time, respectively) covariance function…
Spatio-temporal covariances are important for describing the spatio-temporal variability of underlying random processes in geostatistical data. For second-order stationary processes, there exist subclasses of covariance functions that…
Recent work on background subtraction has shown developments on two major fronts. In one, there has been increasing sophistication of probabilistic models, from mixtures of Gaussians at each pixel [7], to kernel density estimates at each…
Spectral and temporal mode matching are required for the efficient interaction of photons and quantum memories. In our previous work, we proposed a new route to spectrally compress broadband photons to achieve spectral mode matching with…
Uncertainty quantification is essential for deploying machine learning models in high-stakes domains such as scientific discovery and healthcare. Conformal Prediction (CP) provides finite-sample coverage guarantees under exchangeability, an…
The classical procedures which define the relativistic notion of space-time can be implemented in the framework of Quantum Field Theory. Only relying on the conformal symmetries of field propagation, time-frequency transfer and localization…
In this paper we explore a covariance spectral modelling strategy for spatial-temporal processes which involves a spectral approach for time but a covariance approach for space.It facilitates the analysis of coherence between the temporal…
Spatio-temporal tasks often encounter incomplete data arising from missing or inaccessible sensors, making spatio-temporal kriging crucial for inferring the completely missing temporal information. However, current models struggle with…