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The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where…

Machine Learning · Computer Science 2022-09-13 Paul Scharnhorst , Emilio T. Maddalena , Yuning Jiang , Colin N. Jones

Gaussian processes (GPs) are nonparametric Bayesian models that have been applied to regression and classification problems. One of the approaches to alleviate their cubic training cost is the use of local GP experts trained on subsets of…

Machine Learning · Statistics 2021-02-16 Samuel Cohen , Rendani Mbuvha , Tshilidzi Marwala , Marc Peter Deisenroth

In this paper, we consider the problem of black-box optimization using Gaussian Process (GP) bandit optimization with a small number of batches. Assuming the unknown function has a low norm in the Reproducing Kernel Hilbert Space (RKHS), we…

Machine Learning · Statistics 2022-02-23 Zihan Li , Jonathan Scarlett

We devise a new and highly accurate quantization procedure for the inner product representation, both in configuration and momentum space. Utilizing the representation $\Psi(\xi) = \sum_{i}a_i[E]\xi^i R_{\beta}(\xi)$, for an appropriate…

Quantum Physics · Physics 2007-05-23 C. J. Tymczak , G. S. Japaridze , C. R. Handy , Xiao-Qian Wang

Gaussian processes are ubiquitous in nature and engineering. A case in point is a class of neural networks in the infinite-width limit, whose priors correspond to Gaussian processes. Here we perturbatively extend this correspondence to…

Machine Learning · Statistics 2020-08-28 Sho Yaida

Gaussian random processes which variances reach theirs maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximums of theirs trajectories have been evaluated using Double Sum Method…

Probability · Mathematics 2019-01-29 E. Hashorva , S. Kobelkov , V. I. Piterbarg

We provide upper bounds of the expected Wasserstein distance between a probability measure and its empirical version, generalizing recent results for finite dimensional Euclidean spaces and bounded functional spaces. Such a generalization…

Statistics Theory · Mathematics 2020-01-29 Jing Lei

It is of fundamental importance to find algorithms obtaining optimal performance for learning of statistical models in distributed and communication limited systems. Aiming at characterizing the optimal strategies, we consider learning of…

Machine Learning · Statistics 2017-05-09 Mostafa Tavassolipour , Seyed Abolfazl Motahari , Mohammad-Taghi Manzuri Shalmani

We investigate the precision limits and optimal protocols for sensing single qubit signals in the presence of erasure noise. We study a hierarchy of precision limits achievable with metrological strategies of differing complexity, and…

Quantum Physics · Physics 2026-03-13 Michal Arieli , Alex Retzker , Tuvia Gefen

Due to their flexibility, Gaussian processes (GPs) have been widely used in nonparametric function estimation. A prior information about the underlying function is often available. For instance, the physical system (computer model output)…

Methodology · Statistics 2017-11-21 Hassan Maatouk

The present work stemmed from the study of the problem of harmonic analysis on the infinite-dimensional unitary group U(\infty). That problem consisted in the decomposition of a certain 4-parameter family of unitary representations, which…

Representation Theory · Mathematics 2016-03-10 Vadim Gorin , Grigori Olshanski

Conventional formulation of quantum sensing has been mostly developed in the context of local estimation, where the unknown parameter is roughly known. In contrast, global sensing, where the prior information is incomplete and the unknown…

Quantum Physics · Physics 2025-07-08 Chiranjib Mukhopadhyay , Matteo G. A. Paris , Abolfazl Bayat

The modelling of linear quadratic Gaussian optimal control problems on large complex networks is intractable computationally. Graphon theory provides an approach to overcome these issues by defining limit objects for infinite sequences of…

Optimization and Control · Mathematics 2024-07-02 Alex Dunyak , Peter E. Caines

We consider the behavior of spatial point processes when subjected to a class of linear transformations indexed by a variable T. It was shown in Ellis [Adv. in Appl. Probab. 18 (1986) 646-659] that, under mild assumptions, the transformed…

Probability · Mathematics 2007-05-23 Dominic Schuhmacher

Analysis of extremal behavior of stochastic processes is a key ingredient in a wide variety of applications, including probability, statistical physics, theoretical computer science, and learning theory. In this paper, we consider centered…

Probability · Mathematics 2026-01-19 Yifeng Chu , Maxim Raginsky

High-resolution sensing plays a significant role in scientific research and industrial production, but the practical implementation is constrained by the physical mechanisms of the sensors. To address the critical limitation, we propose a…

Indefinite causal orders have been shown to enable a precision of inverse square N in quantum parameter estimation, where N is the number of independent processes probed in an experiment. This surpasses the widely accepted ultimate quantum…

Quantum Physics · Physics 2025-05-07 Yu Guo , Yuehan Chen , Geng Chen , Xiao-Min Hu , Yun-Feng Huang , Chuan-Feng Li , Guang-Can Guo , Bi-Heng Liu

We address uncertainty quantification for Gaussian processes (GPs) under misspecified priors, with an eye towards Bayesian Optimization (BO). GPs are widely used in BO because they easily enable exploration based on posterior uncertainty…

Machine Learning · Statistics 2021-03-03 Willie Neiswanger , Aaditya Ramdas

Gaussian process (GP) methods have been widely studied recently, especially for large-scale systems with big data and even more extreme cases when data is sparse. Key advantages of these methods consist in: 1) the ability to provide…

Methodology · Statistics 2024-09-13 Chenyi Lyu , Xingchi Liu , Lyudmila Mihaylova

In this paper we consider the problem of finding stable maxima of expensive (to evaluate) functions. We are motivated by the optimisation of physical and industrial processes where, for some input ranges, small and unavoidable variations in…

Machine Learning · Statistics 2019-02-22 Alistair Shilton , Sunil Gupta , Santu Rana , Svetha Venkatesh , Majid Abdolshah , Dang Nguyen