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The problem of error analysis is addressed in stages beginning with the case of uncorrelated parameters and proceeding to the Bayesian problem that takes into account all possible correlations when a great deal of prior information about…

Data Analysis, Statistics and Probability · Physics 2007-05-23 K. V. Klementev

Interactions growing slower than a certain exponential of the square of a scalar field, are well behaved when evolved under the functional renormalization group linearised around the Gaussian fixed point. They satisfy properties usually…

High Energy Physics - Theory · Physics 2022-03-03 Tim R. Morris

We develop a multi-level restricted Gaussian maximum likelihood method for estimating the covariance function parameters and computing the best unbiased predictor. Our approach produces a new set of multi-level contrasts where the…

Computation · Statistics 2016-03-29 Julio E. Castrillon-Candas , Marc G. Genton , Rio Yokota

We consider a popular nonsmooth formulation of the real phase retrieval problem. We show that under standard statistical assumptions, a simple subgradient method converges linearly when initialized within a constant relative distance of an…

Optimization and Control · Mathematics 2018-01-09 Damek Davis , Dmitriy Drusvyatskiy , Courtney Paquette

Recently, a novel linear model predictive control algorithm based on a physics-informed Gaussian Process has been introduced, whose realizations strictly follow a system of underlying linear ordinary differential equations with constant…

Optimization and Control · Mathematics 2025-05-01 Adrian Lepp , Jörn Tebbe , Andreas Besginow

Longslit spectroscopy is entering an era of increased spatial and spectral resolution and increased sample size. Improved instruments reveal complex velocity structure that cannot be described with a one-dimensional rotation curve, yet…

High dimensional data analysis is known to be as a challenging problem. In this article, we give a theoretical analysis of high dimensional classification of Gaussian data which relies on a geometrical analysis of the error measure. It…

Statistics Theory · Mathematics 2008-07-10 Robin Girard

The investigation of samples with a spatial resolution in the nanometer range relies on the precise and stable positioning of the sample. Due to inherent mechanical instabilities of typical sample stages in optical microscopes, it is…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-06-07 Marcel Leutenegger , Michael Weber

We perform Monte Carlo simulations to study the two dimensional random-bond XY model on a square lattice. Two kinds of bond randomness with the coupling coefficient obeying the Gaussian or uniform distribution are discussed. It is shown…

Statistical Mechanics · Physics 2022-03-23 Yi-Bo Deng , Qiang Gu

This paper introduces a novel Bayesian approach to detect changes in the variance of a Gaussian sequence model, focusing on quantifying the uncertainty in the change point locations and providing a scalable algorithm for inference. Such a…

Methodology · Statistics 2025-03-04 Lorenzo Cappello , Oscar Hernan Madrid Padilla

The ordinary spectrum is restricted in its applications, since it is based on the second order moments (auto and cross-covariances). Alternative approaches to spectrum analysis have been investigated based on other measures of dependence.…

Methodology · Statistics 2022-12-26 Lars Arne Jordanger , Dag Tjøstheim

Many synoptic surveys are observing large parts of the sky multiple times. The resulting lightcurves provide a wonderful window to the dynamic nature of the universe. However, there are many significant challenges in analyzing these light…

Applications · Statistics 2016-02-04 Julian Faraway , Ashish Mahabal , Jiayang Sun , Xiaofeng Wang , Yi , Wang , Lingsong Zhang

For random matrices with block correlation structure we show that the fluctuations of linear eigenvalue statistics are Gaussian on all mesoscopic scales with universal variance which coincides with that of the Gaussian unitary or Gaussian…

Probability · Mathematics 2023-06-30 Torben Krüger , Yuriy Nemish

We present a new method of modelling numerical systems where there are two distinct output solution classes, for example tipping points or bifurcations. Gaussian process emulation is a useful tool in understanding these complex systems and…

Methodology · Statistics 2022-12-08 Louise Kimpton , Peter Challenor , Daniel Williamson

A number of two-dimensional(2D) critical phenomena can be described in terms of the 2D sine-Gordon model. With the bosonization, several 1D quantum systems are also transformed to the same model. However, the transition of the 2D…

Condensed Matter · Physics 2009-10-28 Kiyohide Nomura

A new method is proposed to get image features' geometric information. Using Gaussian as an input signal, a theoretical optimal solution to calculate feature's affine shape is proposed. Based on analytic result of a feature model, the…

Computer Vision and Pattern Recognition · Computer Science 2015-03-19 Xiaopeng Xu , Xiaochun Zhang

Generalized linear models (GLMs) are popular for data-analysis in almost all quantitative sciences, but the choice of likelihood family and link function is often difficult. This motivates the search for likelihoods and links that minimize…

Methodology · Statistics 2024-03-19 Maximilian Scholz , Paul-Christian Bürkner

We investigate the renormalization group flows and fixed point structure of many coupled minimal models. The models are coupled two by two by energy-energy couplings. We take the general approach where the bare couplings are all taken to be…

Statistical Mechanics · Physics 2011-07-19 M. -A. Lewis , P. Simon

This paper explores Bayesian estimation for categorical data, focusing on simple yet effective models that provide a foundation for applying more advanced methods accurately and reliably in real-world applications. We begin by revisiting…

Methodology · Statistics 2025-09-03 Jan Kalina

We present a solution of the problem of level-set percolation for multivariate Gaussians defined in terms of weighted graph Laplacians on complex networks. It is achieved using a cavity or message passing approach, which allows one to…

Disordered Systems and Neural Networks · Physics 2024-10-08 Reimer Kuehn