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Estimation of the covariance structure of spatial processes is of fundamental importance in spatial statistics. In the literature, several non-parametric and semi-parametric methods have been developed to estimate the covariance structure…

Methodology · Statistics 2016-11-06 Shu Yang , Zhengyuan Zhu

Covariance parameter estimation of Gaussian processes is analyzed in an asymptotic framework. The spatial sampling is a randomly perturbed regular grid and its deviation from the perfect regular grid is controlled by a single scalar…

Statistics Theory · Mathematics 2014-12-09 François Bachoc

In this paper, we review the history, current state-of-art, and physical applications of the spectral theory of two classes of random functions. One class consists of homogeneous and isotropic random fields defined on a Euclidean space and…

Probability · Mathematics 2021-12-10 Anatoliy Malyarenko , Martin Ostoja-Starzewski

We develop criteria for hitting probabilities of anisotropic Gaussian random fields with associated canonical pseudo-metric given by a class of gauge functions. This yields lower and upper bounds in terms of general notions of capacity and…

Probability · Mathematics 2021-03-02 Adrián Hinojosa-Calleja , Marta Sanz-Solé

Random projection is often used to project higher-dimensional vectors onto a lower-dimensional space, while approximately preserving their pairwise distances. It has emerged as a powerful tool in various data processing tasks and has…

Machine Learning · Computer Science 2020-06-30 Wenye Li , Shuzhong Zhang

Gaussian Markov random fields are used in a large number of disciplines in machine vision and spatial statistics. The models take advantage of sparsity in matrices introduced through the Markov assumptions, and all operations in inference…

Computation · Statistics 2018-02-08 Andrew Zammit-Mangion , Jonathan Rougier

The structured sparsity can be leveraged in traditional far-field channels, greatly facilitating efficient sparse channel recovery by compressing the complexity of overheads to the level of the scatterer number. However, when experiencing a…

Information Theory · Computer Science 2024-06-28 Xufeng Guo , Yuanbin Chen , Ying Wang , Chau Yuen

Provided a random realization of the cosmological model, observations of our cosmic neighborhood now allow us to build simulations of the latter down to the non-linear threshold. The resulting local Universe models are thus accurate up to a…

Cosmology and Nongalactic Astrophysics · Physics 2020-06-10 Jenny G. Sorce

The iterations of many sparse estimation algorithms are comprised of a fixed linear filter cascaded with a thresholding nonlinearity, which collectively resemble a typical neural network layer. Consequently, a lengthy sequence of algorithm…

Machine Learning · Computer Science 2016-05-11 Bo Xin , Yizhou Wang , Wen Gao , David Wipf

Sparse non-Hermitian random matrices arise in the study of disordered physical systems with asymmetric local interactions, and have applications ranging from neural networks to ecosystem dynamics. The spectral characteristics of these…

Statistical Mechanics · Physics 2024-02-21 Fernando Lucas Metz , Izaak Neri , Tim Rogers

Explicit and compact expressions describing the reflection and the transmission of a Gaussian beam by anisotropic parallel plates are given. Multiple reflections inside the plate are taken into account as well as arbitrary optical axis…

High Energy Physics - Experiment · Physics 2009-11-07 Fabian Zomer

Non-Gaussianity in the cosmic microwave background and the large-scale structure of galaxies provides an increasingly powerful probe of the universe. I implement an algorithm to generate realisations of fields that possess an arbitrary…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-15 Iain A. Brown

This paper considers a multivariate spatial random field, with each component having univariate marginal distributions of the skew-Gaussian type. We assume that the field is defined spatially on the unit sphere embedded in $\mathbb{R}^3$,…

Statistics Theory · Mathematics 2017-10-05 Alfredo Alegría , Sandra Caro , Moreno Bevilacqua , Emilio Porcu , Jorge Clarke

We compute the spectral density for ensembles of of sparse symmetric random matrices using replica, managing to circumvent difficulties that have been encountered in earlier approaches along the lines first suggested in a seminal paper by…

Disordered Systems and Neural Networks · Physics 2009-11-13 Reimer Kuehn

The paper analyses a spectral approach to reconstructing a scalar field on the sphere, given only information about a masked version of the field together with precise information about the (smooth) mask. The theory is developed for a…

Numerical Analysis · Mathematics 2024-09-18 Jan Hamann , Quoc Thong Le Gia , Ian H. Sloan , Robert S. Womersley

We designed and built a novel model of a deployed space telescope which can reliably align its segments to achieve the finest possible resolution. An asymmetric design of both the segment shapes and their pupil locations were tested in…

Instrumentation and Methods for Astrophysics · Physics 2022-06-29 B. Martin Levine , Michael Kaplun , Erez N. Ribak

The statistical translation invariance of cosmological random fields is broken by a finite survey boundary, correlating the observable Fourier modes. Standard methods for generating Gaussian fields either neglect these correlations, or are…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-22 Julien Carron , Melody Wolk , Istvan Szapudi

We consider a fast approximation method for a solution of a certain stochastic non-local pseudodifferential equation. This equation defines a Mat\'ern class random field. The approximation method is based on the spectral compactness of the…

Statistics Theory · Mathematics 2014-10-09 Lassi Roininen , Sari Lasanen , Mikko Orispää , Simo Särkkä

We characterize the angular polyspectra, of arbitrary order, associated with isotropic fields defined on the sphere S^2. Our techniques rely heavily on group representation theory, and specifically on the properties of Wigner matrices and…

Probability · Mathematics 2010-04-30 Domenico Marinucci , Giovanni Peccati

The estimation of potential fields such as the gravitational or magnetic potential at the surface of a spherical planet from noisy observations taken at an altitude over an incomplete portion of the globe is a classic example of an…

Statistics Theory · Mathematics 2009-11-11 Frederik J Simons , F. A. Dahlen