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Gaussian Process regression is a kernel method successfully adopted in many real-life applications. Recently, there is a growing interest on extending this method to non-Euclidean input spaces, like the one considered in this paper,…

Machine Learning · Computer Science 2022-12-05 Antonio Candelieri , Andrea Ponti , Francesco Archetti

In this paper, we consider random walk in random environment on $\mathbb{Z}^{d}\,(d\geq1)$ and prove the Strassen's strong invariance principle for this model, via martingale argument and the theory of fractional coboundaries of Derriennic…

Probability · Mathematics 2010-04-20 Guangyu Yang , Yu Miao , Dihe Hu

We study pathwise invariances of centred random fields that can be controlled through the covariance. A result involving composition operators is obtained in second-order settings, and we show that various path properties including…

Statistics Theory · Mathematics 2013-08-07 David Ginsbourger , Olivier Roustant , Nicolas Durrande

Based on studies on four specific networks, we conjecture a general relation between the walk dimensions $d_{w}$ of discrete-time random walks and quantum walks with the (self-inverse) Grover coin. In each case, we find that $d_{w}$ of the…

Statistical Mechanics · Physics 2015-06-03 Stefan Boettcher , Stefan Falkner , Renato Portugal

We obtain formulae for the expected number and height distribution of critical points of smooth isotropic Gaussian random fields parameterized on Euclidean space or spheres of arbitrary dimension. The results hold in general in the sense…

Probability · Mathematics 2016-09-20 Dan Cheng , Armin Schwartzman

We study discrete time random walks in an environment of i.i.d. non-negative bounded conductances in $\mathbb{Z}^d$. We are interested in the anomaly of the heat-kernel decay. We improve recent results and techniques.

Probability · Mathematics 2018-03-22 Omar Boukhadra

Spatially homogeneous random walks in $(\mathbb{Z}_{+})^{2}$ with non-zero jump probabilities at distance at most 1, with non-zero drift in the interior of the quadrant and absorbed when reaching the axes are studied. Absorption…

Probability · Mathematics 2012-05-16 Irina Kurkova , Kilian Raschel

The random walk to be considered takes place in the d- spherical dual of the group U(n + 1), for a fixed finite dimensional irreducible representation d of U(n). The transition matrix comes from the three term recursion relation satisfied…

Representation Theory · Mathematics 2010-10-06 F. A. Grünbaum I. Pacharoni , J. Tirao

We establish general estimates for simple random walk on an arbitrary infinite random graph, assuming suitable bounds on volume and effective resistance for the graph. These are generalizations of the results in \cite[Section 1,2]{BJKS},…

Probability · Mathematics 2008-08-01 Takashi Kumagai , Jun Misumi

This paper is concerned about random walks on random environments in the lattice $\mathbb{Z}^d$. This model is analyzed through ergodicity in the form of the logarithmic Sobolev inequality. We assume that the environments are random…

Analysis of PDEs · Mathematics 2021-08-18 Anderson Melchor Hernandez

Statistical physics approaches can be used to derive accurate predictions for the performance of inference methods learning from potentially noisy data, as quantified by the learning curve defined as the average error versus number of…

Machine Learning · Statistics 2012-11-07 Matthew J. Urry , Peter Sollich

In arbitrary spatial dimension $d\ge 1$, we study a generalized model of random walks in a time-varying random environment (RWRE) defined by a stochastic flow of kernels. We consider the quenched probability distribution of the random…

Probability · Mathematics 2025-10-28 Hindy Drillick , Shalin Parekh

This paper is concerned with a non-homogeneous in space and non-local in time random walk model for anomalous subdiffusive transport of cells. Starting with a Markov model involving a structured probability density function, we derive the…

Statistical Mechanics · Physics 2013-02-21 S. Fedotov , A. O. Ivanov , A. Y. Zubarev

We consider large deviations for nearest-neighbor random walk in a uniformly elliptic i.i.d. environment on $\mathbb{Z}^d$. There exist variational formulae for the quenched and averaged rate functions $I_q$ and $I_a$, obtained by…

Probability · Mathematics 2011-03-11 Atilla Yilmaz

We consider Gaussian fields of real symmetric, complex Hermitian or quaternionic Hermitian matrices over an electrical network, and describe how the isomorphisms between these fields and random walks give rise to topological expansions…

Probability · Mathematics 2022-08-31 Titus Lupu

We obtain estimates for large and moderate deviations for the capacity of the range of a random walk on $\mathbb{Z}^d$, in dimension $d\ge 5$, both in the upward and downward directions. The results are analogous to those we obtained for…

Probability · Mathematics 2020-05-20 Amine Asselah , Bruno Schapira

We construct a new type of quantum walks on simplicial complexes as a natural extension of the well-known Szegedy walk on graphs. One can numerically observe that our proposing quantum walks possess linear spreading and localization as in…

Mathematical Physics · Physics 2015-08-05 Kaname Matsue , Osamu Ogurisu , Etsuo Segawa

We consider the thick points of random walk, i.e. points where the local time is a fraction of the maximum. In two dimensions, we answer a question of Dembo, Peres, Rosen and Zeitouni and compute the number of thick points of planar random…

Probability · Mathematics 2020-03-02 Antoine Jego

We discuss the correspondence between Gaussian process regression and Geometric Harmonics, two similar kernel-based methods that are typically used in different contexts. Research communities surrounding the two concepts often pursue…

Machine Learning · Statistics 2021-10-07 Felix Dietrich , Juan M. Bello-Rivas , Ioannis G. Kevrekidis

This paper introduces a new sparse spatio-temporal structured Gaussian process regression framework for online and offline Bayesian inference. This is the first framework that gives a time-evolving representation of the interdependencies…

Machine Learning · Statistics 2018-08-01 Danil Kuzin , Olga Isupova , Lyudmila Mihaylova
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