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In this paper, we present a comprehensive analysis of the posterior covariance field in Gaussian processes, with applications to the posterior covariance matrix. The analysis is based on the Gaussian prior covariance but the approach also…

Machine Learning · Statistics 2025-04-03 Difeng Cai , Edmond Chow , Yuanzhe Xi

We consider the number of edge crossings in a random graph drawing generated by projecting a random geometric graph on some compact convex set $W\subset \mathbb{R}^d$, $d\geq 3$, onto a plane. The positions of these crossings form the…

Probability · Mathematics 2025-06-06 Hanna Döring , Lianne de Jonge

Let $\eta_t$ be a Poisson point process with intensity measure $t\mu$, $t>0$, over a Borel space $\mathbb{X}$, where $\mu$ is a fixed measure. Another point process $\xi_t$ on the real line is constructed by applying a symmetric function…

Probability · Mathematics 2015-10-02 Matthias Schulte , Christoph Thaele

We introduce a novel Bayesian approach for variable selection using Gaussian process regression, which is crucial for enhancing interpretability and model regularization. Our method employs nearest neighbor Gaussian processes, serving as…

Gaussian processes can be treated as subsets of a standard Hilbert space, however, the volume size relation between the underlying index space of random processes and its convex hull is not clear. The understanding of such volume size…

Probability · Mathematics 2022-08-09 Shih-Yu Chang

We introduce probability-graphons which are probability kernels that generalize graphons to the case of weighted graphs. Probability-graphons appear as the limit objects to study sequences of large weighted graphs whose distribution of…

Discrete Mathematics · Computer Science 2025-06-12 Romain Abraham , Jean-François Delmas , Julien Weibel

We develop dependent hierarchical normalized random measures and apply them to dynamic topic modeling. The dependency arises via superposition, subsampling and point transition on the underlying Poisson processes of these measures. The…

Machine Learning · Computer Science 2012-06-22 Changyou Chen , Nan Ding , Wray Buntine

We employ stabilization methods and second order Poincar\'e inequalities to establish rates of multivariate normal convergence for a large class of vectors $(H_s^{(1)},...,H_s^{(m)})$, $s \geq 1$, of statistics of marked Poisson processes…

Probability · Mathematics 2021-03-02 Matthias Schulte , J. E. Yukich

We introduce the notion of a Young generating function for a probability measure on integer partitions. We use this object to characterize probability distributions over integer partitions satisfying a law of large numbers and those that…

Probability · Mathematics 2025-09-12 Gabriel Raposo

We investigate the geometrical structure of probabilistic generative dimensionality reduction models using the tools of Riemannian geometry. We explicitly define a distribution over the natural metric given by the models. We provide the…

Machine Learning · Statistics 2014-12-01 Alessandra Tosi , Søren Hauberg , Alfredo Vellido , Neil D. Lawrence

Gaussian states, operations, and measurements are central building blocks for continuous-variable quantum information processing which paves the way for abundant applications, especially including network-based quantum computation and…

Quantum Physics · Physics 2021-07-06 Mengzhen Zhang

We derive a Gaussian Central Limit Theorem for the sample quantiles based on locally dependent random variables with explicit convergence rate. Our approach is based on converting the problem to a sum of indicator random variables, applying…

Probability · Mathematics 2025-03-05 Partha S. Dey , Grigory Terlov

Shape constrained regression analysis has applications in dose-response modeling, environmental risk assessment, disease screening and many other areas. Incorporating the shape constraints can improve estimation efficiency and avoid…

Methodology · Statistics 2013-06-19 Lizhen Lin , David B. Dunson

Graphical models are commonly used to represent conditional dependence relationships between variables. There are multiple methods available for exploring them from high-dimensional data, but almost all of them rely on the assumption that…

Machine Learning · Statistics 2020-04-22 Tianxi Li , Cheng Qian , Elizaveta Levina , Ji Zhu

We uncover geometric aspects that underlie the sum of two independent stochastic variables when both are governed by q-Gaussian probability distributions. The pertinent discussion is given in terms of random vectors uniformly distributed on…

Statistical Mechanics · Physics 2009-11-13 C. Vignat , A. Plastino

We develop a notion of projections between sets of probability measures using the geometric properties of the 2-Wasserstein space. It is designed for general multivariate probability measures, is computationally efficient to implement, and…

Machine Learning · Statistics 2022-08-04 Florian Gunsilius , Meng Hsuan Hsieh , Myung Jin Lee

Gaussian Process (GP) regression is a flexible non-parametric approach to approximate complex models. In many cases, these models correspond to processes with bounded physical properties. Standard GP regression typically results in a proxy…

Machine Learning · Computer Science 2020-04-10 Andrew Pensoneault , Xiu Yang , Xueyu Zhu

We have random number of independent diffusion processes with absorption on boundaries in some region at initial time $t=0$. The initial numbers and positions of processes in region is defined by Poisson random measure. It is required to…

Probability · Mathematics 2016-09-07 Aniello Fedullo , Vitalii A. Gasanenko

What singles out quantum mechanics as the fundamental theory of Nature? Here we study local measurements in generalised probabilistic theories (GPTs) and investigate how observational limitations affect the production of correlations. We…

Quantum Physics · Physics 2013-01-29 Matthias Kleinmann , Tobias J. Osborne , Volkher B. Scholz , Albert H. Werner

We reconsider a nonparametric density model based on Gaussian processes. By augmenting the model with latent P\'olya--Gamma random variables and a latent marked Poisson process we obtain a new likelihood which is conjugate to the model's…

Machine Learning · Statistics 2018-05-30 Christian Donner , Manfred Opper