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The convergence of a sequence of point processes with dependent points, defined by a symmetric function of iid high-dimensional random vectors, to a Poisson random measure is proved. This also implies the convergence of the joint…

Probability · Mathematics 2024-02-14 Johannes Heiny , Carolin Kleemann

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 prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…

Probability · Mathematics 2017-12-05 Bojan Basrak , Hrvoje Planinic , Philippe Soulier

We present a novel procedure where a stationary point process is regularized through the convolution with a continuous random field with stationary increments, in the sense that the dependency between distant points is weakened; and the…

Probability · Mathematics 2026-02-24 Loïc Thomassey , Raphaël Lachièze-Rey , Assaf Shapira

This paper is devoted to establish an invariance principle where the limit process is a multifractional Gaussian process with a multifractional function which takes its values in $(1/2,1)$. Some properties, such as regularity and local…

Probability · Mathematics 2009-09-29 Serge Cohen , Renaud Marty

The problem of covariance estimation for replicated surface-valued processes is examined from the functional data analysis perspective. Considerations of statistical and computational efficiency often compel the use of separability of the…

Methodology · Statistics 2021-10-25 Tomas Masak , Victor M. Panaretos

This work is concerned with the convergence of Gaussian process regression. A particular focus is on hierarchical Gaussian process regression, where hyper-parameters appearing in the mean and covariance structure of the Gaussian process…

Numerical Analysis · Mathematics 2020-07-20 Aretha L Teckentrup

Multiplicative invariance is a well-studied property of subsets of the unit interval. The theory in the complex plane is less developed. This paper introduces an analogous definition for multiplicative invariance in the complex plane…

Dynamical Systems · Mathematics 2023-08-01 Neil MacVicar

We introduce the concept of numerical Gaussian processes, which we define as Gaussian processes with covariance functions resulting from temporal discretization of time-dependent partial differential equations. Numerical Gaussian processes,…

Machine Learning · Statistics 2017-03-31 Maziar Raissi , Paris Perdikaris , George Em Karniadakis

We discuss several examples of point processes (all taken from Hough, Krishnapur, Peres, Vir\'ag (2009)) for which the autocorrelation and diffraction measures can be calculated explicitly. These include certain classes of determinantal and…

Mathematical Physics · Physics 2015-07-22 Michael Baake , Holger Kösters , Robert V. Moody

Deep Gaussian Processes learn probabilistic data representations for supervised learning by cascading multiple Gaussian Processes. While this model family promises flexible predictive distributions, exact inference is not tractable.…

Machine Learning · Statistics 2020-10-23 Jakob Lindinger , David Reeb , Christoph Lippert , Barbara Rakitsch

Given that machine learning algorithms are increasingly being deployed to aid in high stakes decision-making, uncertainty quantification methods that wrap around these black box models such as conformal prediction have received much…

Machine Learning · Statistics 2026-02-09 Kayla E. Scharfstein , Arun Kumar Kuchibhotla

Determinantal and permanental processes are point processes with a correlation function given by a determinant or a permanent. Their atoms exhibit mutual attraction of repulsion, thus these processes are very far from the uncorrelated…

Probability · Mathematics 2010-04-19 Isabelle Camilier , Laurent Decreusefond

Big data often has emergent structure that exists at multiple levels of abstraction, which are useful for characterizing complex interactions and dynamics of the observations. Here, we consider multiple levels of abstraction via a…

We extend the notion of hyperuniformity to the projective spaces $\mathbb{RP}^{d-1}$, $\mathbb{CP}^{d-1}$, $\mathbb{HP}^{d-1}$, and $\mathbb{OP}^2$. We show that hyperuniformity implies uniform distribution and present examples of…

Classical Analysis and ODEs · Mathematics 2024-03-07 Johann S. Brauchart , Peter J. Grabner

Point processes are stochastic models generating interacting points or events in time, space, etc. Among characteristics of these models, first-order intensity and conditional intensity functions are often considered. We focus on…

Statistics Theory · Mathematics 2023-05-24 Jean-François Coeurjolly , Ismaïla Ba , Achmad Choiruddin

Studies of random organization models of monodisperse spherical particles have shown that a hyperuniform state is achievable when the system goes through an absorbing phase transition to a critical state. Here we investigate to what extent…

Soft Condensed Matter · Physics 2019-02-20 Zheng Ma , Salvatore Torquato

The bulk-boundary correspondence, a topic of intensive research interest over the past decades, is one of the quintessential ideas in the physics of topological quantum matter. Nevertheless, it has not been proven in all generality and has…

Strongly Correlated Electrons · Physics 2018-03-23 Jun-Won Rhim , Jens H. Bardarson , Robert-Jan Slager

Stochastic point processes relevant to the theory of long-range aperiodic order are considered that display diffraction spectra of mixed type, with special emphasis on explicitly computable cases together with a unified approach of…

Mathematical Physics · Physics 2019-07-17 Michael Baake , Matthias Birkner , Robert V. Moody

We study linear statistics of a class of determinantal processes which interpolate between Poisson and GUE/Ginibre statistics in dimension 1 or 2. These processes are obtained by performing an independent Bernoulli percolation on the…

Probability · Mathematics 2019-07-23 Gaultier Lambert