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This article introduces exact testing procedures on the mean of a Gaussian process $X$ derived from the outcomes of $\ell_1$-minimization over the space of complex valued measures. The process $X$ can be thought as the sum of two terms:…

Statistics Theory · Mathematics 2018-07-03 Jean-Marc Azaïs , Yohann De Castro , Stéphane Mourareau

Gaussian processes have become a promising tool for various safety-critical settings, since the posterior variance can be used to directly estimate the model error and quantify risk. However, state-of-the-art techniques for safety-critical…

Machine Learning · Computer Science 2022-07-22 Alexandre Capone , Armin Lederer , Sandra Hirche

Gaussian Process Regression is a popular nonparametric regression method based on Bayesian principles that provides uncertainty estimates for its predictions. However, these estimates are of a Bayesian nature, whereas for some important…

Machine Learning · Computer Science 2023-08-09 Christian Fiedler , Carsten W. Scherer , Sebastian Trimpe

In this paper, we study the problem of deriving fast and accurate classification algorithms with uncertainty quantification. Gaussian process classification provides a principled approach, but the corresponding computational burden is…

Machine Learning · Computer Science 2018-05-29 Dimitrios Milios , Raffaello Camoriano , Pietro Michiardi , Lorenzo Rosasco , Maurizio Filippone

We consider a system of $d$ non-linear stochastic fractional heat equations in spatial dimension $1$ driven by multiplicative $d$-dimensional space-time white noise. We establish a sharp Gaussian-type upper bound on the two-point…

Probability · Mathematics 2018-10-15 Robert C. Dalang , Fei Pu

We derive a high-resolution formula for the quantization problem under Orlicz norm distortion. In this setting, the optimal point density solves a variational problem which comprises a function $g:\mathbb{R}_+\to[0,\infty)$ characterizing…

Probability · Mathematics 2010-10-21 Steffen Dereich , Christian Vormoor

Approximation algorithms are widely used in many engineering problems. To obtain a data set for approximation a factorial design of experiments is often used. In such case the size of the data set can be very large. Therefore, one of the…

Methodology · Statistics 2014-07-04 Mikhail Belyaev , Evgeny Burnaev , Yermek Kapushev

In this paper, we consider the distribution of the supremum of non-stationary Gaussian processes, and present a new theoretical result on the asymptotic behaviour of this distribution. Unlike previously known facts in this field, our main…

Probability · Mathematics 2020-05-25 Valentin Konakov , Vladimir Panov , Vladimir Piterbarg

We determine analytically the quantum Cram\'er-Rao bound for the estimation of the separation between two point sources in arbitrary Gaussian states. Our analytical expression is valid for arbitrary sources brightness, and it allows to…

Quantum Physics · Physics 2023-07-27 Giacomo Sorelli , Manuel Gessner , Mattia Walschaers , Nicolas Treps

We address the question of the multiplicativity of the maximal p-norm output purities of bosonic Gaussian channels under Gaussian inputs. We focus on general Gaussian channels resulting from the reduction of unitary dynamics in larger…

Quantum Physics · Physics 2009-11-10 A. Serafini , J. Eisert , M. M. Wolf

In this paper we discuss the question how to bound supremum of a stochastic process with the index set of a product type. There is a tempting idea to approach the question by the analysis of the process on each of the marginal index spaces…

Probability · Mathematics 2016-02-01 Witold Bednorz

We consider the problem of discriminating finite-dimensional quantum processes, also called quantum supermaps, that can consist of multiple time steps. Obtaining the ultimate performance for discriminating quantum processes is of…

Quantum Physics · Physics 2022-02-22 Kenji Nakahira , Kentaro Kato

Gaussian process regression is a well-established Bayesian machine learning method. We propose a new approach to Gaussian process regression using quantum kernels based on parameterized quantum circuits. By employing a hardware-efficient…

Quantum Physics · Physics 2024-02-06 Frederic Rapp , Marco Roth

For $\{X(t), t \in G_\delta\}$ a centered Gaussian process with stationary increments and a.s. sample paths on a discrete grid $G_\delta=\{0,\delta,2\delta, ...\}$, where $\delta>0$, we investigate the stationary reflected process…

Probability · Mathematics 2022-06-30 Krzysztof Dȩbicki , Grigori Jasnovidov

Gaussian states and measurements collectively are not powerful-enough resources for quantum computing, as any Gaussian dynamics can be simulated efficiently, classically. However, it is known that any one non-Gaussian resource -- either a…

Quantum Physics · Physics 2021-12-17 Christos N. Gagatsos , Saikat Guha

Gaussian processes are ubiquitous in machine learning, statistics, and applied mathematics. They provide a flexible modelling framework for approximating functions, whilst simultaneously quantifying uncertainty. However, this is only true…

Statistics Theory · Mathematics 2021-05-19 George Wynne , François-Xavier Briol , Mark Girolami

We consider a computational problem where the goal is to approximate the maximum eigenvalue of a two-local Hamiltonian that describes Heisenberg interactions between qubits located at the vertices of a graph. Previous work has shed light on…

Quantum Physics · Physics 2020-06-11 Anurag Anshu , David Gosset , Karen Morenz

Starting from the notion of multivariate fractional Brownian Motion introduced in [F. Lavancier, A. Philippe, and D. Surgailis. Covariance function of vector self-similar processes. Statistics & Probability Letters, 2009] we define a…

Probability · Mathematics 2025-09-16 Ranieri Dugo , Giacomo Giorgio , Paolo Pigato

We investigate the upper and lower bounds on the quantization distortions for independent and identically distributed sources in the finite block-length regime. Based on the convex optimization framework of the rate-distortion theory, we…

Information Theory · Computer Science 2013-06-21 Chen Gong , Xiaodong Wang

In this note, we investigate the performance of the PCM scheme with linear quantization rule for quantizing unit-norm tight frame expansions for ${\mathbb R}^d$ without the White Noise Hypothesis. In \cite{WX}, Wang and Xu showed that for…

Numerical Analysis · Mathematics 2014-03-19 Heng Zhou , Zhiqiang Xu