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In this work we study a version of the general question of how well a Haar distributed orthogonal matrix can be approximated by a random gaussian matrix. Here, we consider a gaussian random matrix $Y_n$ of order $n$ and apply to it the…

Probability · Mathematics 2016-11-11 Carlos E. González-Guillén , Carlos Palazuelos , Ignacio Villanueva

This paper introduces a method to approximate Gaussian process regression by representing the problem as a stochastic differential equation and using variational inference to approximate solutions. The approximations are compared with full…

Machine Learning · Computer Science 2019-01-08 Wil O C Ward , Mauricio A Álvarez

We study multivariate normal models that are described by linear constraints on the inverse of the covariance matrix. Maximum likelihood estimation for such models leads to the problem of maximizing the determinant function over a…

Statistics Theory · Mathematics 2009-06-22 Bernd Sturmfels , Caroline Uhler

We study the pointwise maximum likelihood estimation rates for a class of Gaussian mixtures that are invariant under the action of some isometry group. This model is also known as multi-reference alignment, where random isometries of a…

Statistics Theory · Mathematics 2019-03-01 Victor-Emmanuel Brunel

Distributed estimation methods have recently been used to compute the maximum likelihood estimate of the precision matrix for large graphical Gaussian models. Our aim, in this paper, is to give a Bayesian estimate of the precision matrix…

Methodology · Statistics 2016-05-30 Qiong Li , Xin Gao , Helene Massam

We give a local parametric description of all holomorphic hypersurfaces in complex Euclidean and projective spaces with constant index of relative nullity, together with applications. This is a complex analogue to the parametrization for…

Differential Geometry · Mathematics 2008-09-08 Marcos Dajczer , Luis A. Florit

Given a family of probability measures in P(X), the space of probability measures on a Hilbert space X, our goal in this paper is to highlight one ore more curves in P(X) that summarize efficiently that family. We propose to study this…

Machine Learning · Statistics 2015-11-24 Vivien Seguy , Marco Cuturi

Let f : X --> X be a dominant rational map of a projective variety defined over a number field. An important geometric-dynamical invariant of f is its (first) dynamical degree d_f= lim SpecRadius((f^n)^*)^{1/n}. For algebraic points P of X…

Number Theory · Mathematics 2012-12-14 Shu Kawaguchi , Joseph H. Silverman

Seemingly unrelated linear regression models are introduced in which the distribution of the errors is a finite mixture of Gaussian components. Identifiability conditions are provided. The score vector and the Hessian matrix are derived.…

Methodology · Statistics 2014-03-18 Giuliano Galimberti , Elena Scardovi , Gabriele Soffritti

Under suitable conditions on the range of the Gauss map of a complete submanifold of Euclidean space with parallel mean curvature, we construct a strongly subharmonic function and derive a-priori estimates for the harmonic Gauss map. The…

Differential Geometry · Mathematics 2010-09-21 J. Jost , Y. L. Xin , Ling Yang

Consider a $q$-Weil polynomial $f$ of degree $2g$. Using an equidistribution assumption that is too strong to be true, we define and compute a product of local relative densities of matrices in $\rm{GSp}_{2g}(\mathbb{F}_\ell)$ with…

Number Theory · Mathematics 2018-11-19 Jonathan Gerhard , Cassie Williams

We review the construction of Lagrangians for higher spin fields of mixed symmetry in the framework of graded geometry. The main advantage of the graded formalism in this context is that it provides universal expressions, in the sense that…

High Energy Physics - Theory · Physics 2024-06-11 Athanasios Chatzistavrakidis , Georgios Karagiannis , Peter Schupp

Embeddings in machine learning are low-dimensional representations of complex input patterns, with the property that simple geometric operations like Euclidean distances and dot products can be used for classification and comparison tasks.…

Machine Learning · Statistics 2018-02-28 Niko Brummer , Anna Silnova , Lukas Burget , Themos Stafylakis

This paper proposes a new algorithm for Gaussian process classification based on posterior linearisation (PL). In PL, a Gaussian approximation to the posterior density is obtained iteratively using the best possible linearisation of the…

Machine Learning · Computer Science 2019-04-19 Ángel F. García-Fernández , Filip Tronarp , Simo Särkkä

We prove a formula for the multidegrees of a rational map defined by generalized monomials on a projective variety, in terms of integrals over an associated Newton region. This formula leads to an expression of the multidegrees as volumes…

Algebraic Geometry · Mathematics 2018-01-25 Paolo Aluffi

We consider the problem of jointly estimating multiple inverse covariance matrices from high-dimensional data consisting of distinct classes. An $\ell_2$-penalized maximum likelihood approach is employed. The suggested approach is flexible…

The method of preliminary group classification is rigorously defined, enhanced and related to the theory of group classification of differential equations. Typical weaknesses in papers on this method are discussed and strategies to overcome…

Mathematical Physics · Physics 2011-06-22 Elsa Dos Santos Cardoso-Bihlo , Alexander Bihlo , Roman O. Popovych

We study the problem of maximum likelihood (ML) estimation for statistical models defined by reflexive polytopes. Our focus is on the maximum likelihood degree of these models as an algebraic measure of complexity of the corresponding…

Statistics Theory · Mathematics 2024-07-24 Carlos Améndola , Janike Oldekop

In theories like SM or MSSM with a complex gauge group structure the complete set of Feynman diagrams contributed to a particular physics process can be splited to exact gauge invariant subsets. Arguments and examples given in the review…

High Energy Physics - Phenomenology · Physics 2009-11-07 E. E. Boos

The maximum likelihood threshold of a graph is the smallest number of data points that guarantees that maximum likelihood estimates exist almost surely in the Gaussian graphical model associated to the graph. We show that this graph…

Combinatorics · Mathematics 2015-09-17 Elizabeth Gross , Seth Sullivant
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