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Hyperuniformity is the study of stationary point processes with a sub-Poisson variance in a large window. In other words, counting the points of a hyperuniform point process that fall in a given large region yields a small-variance Monte…

Methodology · Statistics 2023-05-04 Diala Hawat , Guillaume Gautier , Rémi Bardenet , Raphaël Lachièze-Rey

Recent advances in coreset methods have shown that a selection of representative datapoints can replace massive volumes of data for Bayesian inference, preserving the relevant statistical information and significantly accelerating…

Machine Learning · Statistics 2023-01-18 Dionysis Manousakas , Hippolyt Ritter , Theofanis Karaletsos

Some probabilistic aspects of the number variance statistic are investigated. Infinite systems of independent Brownian motions and symmetric alpha-stable processes are used to construct new examples of processes which exhibit both divergent…

Probability · Mathematics 2007-05-23 Ben Hambly , Liza Jones

Hyperuniform particle arrangements are characterized by a local number variance that grows more slowly than the volume of the observation window. We generalize this concept to describe particle systems in which particles carry weights:…

Statistical Mechanics · Physics 2026-03-04 Salvatore Torquato , Jaeuk Kim , Michael A. Klatt , Roberto Car , Paul J. Steinhardt

This paper studies methods for testing and estimating change-points in the covariance structure of a high-dimensional linear time series. The assumed framework allows for a large class of multivariate linear processes (including vector…

Statistics Theory · Mathematics 2020-01-14 Ansgar Steland

Let $X = \{X_{u}\}_{u \in U}$ be a real-valued Gaussian process indexed by a set $U$. It can be thought of as an undirected graphical model with every random variable $X_{u}$ serving as a vertex. We characterize this graph in terms of the…

Statistics Theory · Mathematics 2023-12-13 Kartik G. Waghmare , Victor M. Panaretos

We consider the fluctuations in the number of particles in a box of size L^d in Z^d, d>=1, in the (infinite volume) translation invariant stationary states of the facilitated exclusion process, also called the conserved lattice gas model.…

Statistical Mechanics · Physics 2024-01-31 S. Goldstein , J. L. Lebowitz , E. R. Speer

We study pointwise estimation and uncertainty quantification for a sparse variational Gaussian process method with eigenvector inducing variables. For a rescaled Brownian motion prior, we derive theoretical guarantees and limitations for…

Statistics Theory · Mathematics 2023-11-01 Luke Travis , Kolyan Ray

We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…

Probability · Mathematics 2007-05-23 Liqun Wang , Klaus Pötzelberger

We study notions of hyperuniformity for invariant locally square-integrable point processes in regular trees. We show that such point processes are never geometrically hyperuniform, and if the diffraction measure has support in the…

Probability · Mathematics 2024-09-18 Mattias Byléhn

We propose a scalable framework for inference in an inhomogeneous Poisson process modeled by a continuous sigmoidal Cox process that assumes the corresponding intensity function is given by a Gaussian process (GP) prior transformed with a…

Machine Learning · Statistics 2019-06-10 Virginia Aglietti , Edwin V. Bonilla , Theodoros Damoulas , Sally Cripps

The covariance structure of multivariate functional data can be highly complex, especially if the multivariate dimension is large, making extensions of statistical methods for standard multivariate data to the functional data setting…

Methodology · Statistics 2022-02-04 Javier Zapata , Sang-Yun Oh , Alexander Petersen

We consider an abstract determinantal point process on a general non--elementary Gromov hyperbolic metric space governed by an orthogonal projection in the case when the space is homogeneous and the point process is invariant under…

Probability · Mathematics 2025-03-26 Pierre Lazag

A method to reconstruct fields, source strengths and physical parameters based on Gaussian process regression is presented for the case where data are known to fulfill a given linear differential equation with localized sources. The…

Data Analysis, Statistics and Probability · Physics 2019-09-10 Christopher G. Albert

A powerful tool for the analysis of nonrandomized observational studies has been the potential outcomes model. Utilization of this framework allows analysts to estimate average treatment effects. This article considers the situation in…

Statistics Theory · Mathematics 2019-05-31 Debashis Ghosh , Efrén Cruz-Cortés

Incoherence in the controlled Hamiltonian is an important limitation on the precision of coherent control in quantum information processing. Incoherence can typically be modelled as a distribution of unitary processes arising from slowly…

Quantum Physics · Physics 2009-11-10 N. Boulant , S. Furuta , J. Emerson , T. F. Havel , D. G. Cory

Large-scale Gaussian process inference has long faced practical challenges due to time and space complexity that is superlinear in dataset size. While sparse variational Gaussian process models are capable of learning from large-scale data,…

Machine Learning · Statistics 2018-01-23 Ching-An Cheng , Byron Boots

Random point patterns are ubiquitous in nature, and statistical models such as point processes, i.e., algorithms that generate stochastic collections of points, are commonly used to simulate and interpret them. We propose an application of…

Quantum Physics · Physics 2020-03-04 Soran Jahangiri , Juan Miguel Arrazola , Nicolás Quesada , Nathan Killoran

Gaussian processes are arguably the most important class of spatiotemporal models within machine learning. They encode prior information about the modeled function and can be used for exact or approximate Bayesian learning. In many…

We consider a stochastic process $Y$ defined by an integral in quadratic mean of a deterministic function $f$ with respect to a Gaussian process $X$, which need not have stationary increments. For a class of Gaussian processes $X$, it is…

Probability · Mathematics 2015-06-01 Rimas Norvaiša
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