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Regularization plays a key role in a variety of optimization formulations of inverse problems. A recurring theme in regularization approaches is the selection of regularization parameters, and their effect on the solution and on the optimal…

最优化与控制 · 数学 2018-08-23 Aleksandr Y. Aravkin , James V. Burke , Michael P. Friedlander

Gaussian processes are a flexible Bayesian nonparametric modelling approach that has been widely applied but poses computational challenges. To address the poor scaling of exact inference methods, approximation methods based on sparse…

机器学习 · 统计学 2021-06-01 Rui Meng , Herbert Lee , Soper Braden , Priyadip Ray

Series expansions of isotropic Gaussian random fields on $\mathbb{S}^2$ with independent Gaussian coefficients and localized basis functions are constructed. Such representations with multilevel localised structure provide an alternative to…

概率论 · 数学 2022-06-27 Markus Bachmayr , Ana Djurdjevac

A lot of efforts have been devoted in the last decade to the investigation of the high-frequency behaviour of geometric functionals for the excursion sets of random spherical harmonics, i.e., Gaussian eigenfunctions for the spherical…

概率论 · 数学 2021-12-10 Domenico Marinucci

This paper presents a new approach to the estimation of the deformation of an isotropic Gaussian random field on $\mathbb{R}^2$ based on dense observations of a single realization of the deformed random field. Under this framework we…

统计理论 · 数学 2008-12-18 Ethan B. Anderes , Michael L. Stein

Simulating a Gaussian process requires sampling from a high-dimensional Gaussian distribution, which scales cubically with the number of sample locations. Spectral methods address this challenge by exploiting the Fourier representation,…

机器学习 · 统计学 2026-02-27 Arsalan Jawaid , Abdullah Karatas , Jörg Seewig

Many applications of Gaussian random fields and Gaussian random processes are limited by the computational complexity of evaluating the probability density function, which involves inverting the relevant covariance matrix. In this work, we…

宇宙学与河外天体物理 · 物理学 2018-12-26 Theodor Bjorkmo , M. C. David Marsh

We discuss isoperimetric inequalities for convex sets. These include the classical isoperimetric inequality and that of Brunn-Minkowski, Blaschke-Santalo, Busemann-Petty and their various extensions. We show that many such inequalities…

度量几何 · 数学 2016-07-05 Grigoris Paouris , Peter Pivovarov

We develop variational regularization methods which leverage sparsity-promoting priors to solve severely ill posed inverse problems defined on the 3D ball (i.e. the solid sphere). Our method solves the problem natively on the ball and thus…

信息论 · 计算机科学 2021-05-13 Matthew A. Price , Jason D. McEwen

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…

概率论 · 数学 2016-09-20 Dan Cheng , Armin Schwartzman

In this paper we provide some simple characterizations for the spherical harmonics coefficients of an isotropic random field on the sphere. The main result is a characterization of isotropic gaussian fields through independence of the…

概率论 · 数学 2007-06-13 P. Baldi , D. Marinucci

We develop a technique for the construction of random fields on algebraic structures. We deal with two general situations: random fields on homogeneous spaces of a compact group and in the spin-line bundles of the 2-sphere. In particular,…

概率论 · 数学 2015-01-29 Paolo Baldi , Maurizia Rossi

This work addresses the problem of simulating Gaussian random fields that are continuously indexed over a class of metric graphs, termed graphs with Euclidean edges, being more general and flexible than linear networks. We introduce three…

统计理论 · 数学 2024-04-29 Alfredo Alegría , Xavier Emery , Tobia Filosi , Emilio Porcu

The paper deals with multivariate Gaussian random fields defined over generalized product spaces that involve the hypertorus. The assumption of Gaussianity implies the finite dimensional distributions to be completely specified by the…

统计理论 · 数学 2022-02-23 François Bachoc , Ana Peron , Emilio Porcu

The paper addresses the question whether a random functional, a map from a set $E$ into the space of real-valued measurable functions on a probability space, has a measurable version with values in ${\mathbb R}^E$. Similarly, one may ask…

泛函分析 · 数学 2024-02-08 Michael Oberguggenberger

In this work, we investigate the inverse problem of recovering a potential coefficient in an elliptic partial differential equation from the observations at deterministic sampling points in the domain subject to random noise. We employ a…

数值分析 · 数学 2025-05-30 Bangti Jin , Qimeng Quan , Wenlong Zhang

In this work, we consider the inverse problem of reconstructing the internal structure of an object from limited x-ray projections. We use a Gaussian process prior to model the target function and estimate its (hyper)parameters from…

计算机视觉与模式识别 · 计算机科学 2019-07-04 Zenith Purisha , Carl Jidling , Niklas Wahlström , Simo Särkkä , Thomas B. Schön

We present a general analysis of the field theoretical properties which guarantee the recovery, at the renormalized level, of symmetries broken by regularization. We also discuss the anomalous case.

高能物理 - 理论 · 物理学 2010-02-03 M. Testa

Stochastic gradient descent is one of the most successful approaches for solving large-scale problems, especially in machine learning and statistics. At each iteration, it employs an unbiased estimator of the full gradient computed from one…

数值分析 · 数学 2018-12-05 Bangti Jin , Xiliang Lu

In this paper we study the asymptotic behavior of the angular bispectrum of spherical random fields. Here, the asymptotic theory is developed in the framework of fixed-radius fields, which are observed with increasing resolution as the…

概率论 · 数学 2011-02-11 Domenico Marinucci