相关论文: An adaptive gaussian quadrature for the Voigt func…

The Riemannian geometry of covariance matrices has been essential to several successful applications, in computer vision, biomedical signal and image processing, and radar data processing. For these applications, an important ongoing…

The aim of this article is to design a moment transformation for Student- t distributed random variables, which is able to account for the error in the numerically computed mean. We employ Student-t process quadrature, an instance of…

We study the spectral properties of a stochastic process obtained by multiplicative inversion of a non-zero-mean Gaussian process. We show that its autocorrelation and power spectrum exist for most regular processes, and we find a…

The goal of this paper is to show that a single robust estimator of the mean of a multivariate Gaussian distribution can enjoy five desirable properties. First, it is computationally tractable in the sense that it can be computed in a time…

We develop numerical algorithms for the efficient evaluation of quantities associated with generalized matrix functions [J. B. Hawkins and A. Ben-Israel, Linear and Multilinear Algebra 1(2), 1973, pp. 163-171]. Our algorithms are based on…

This paper studies network information theory problems where the external noise is Gaussian distributed. In particular, the Gaussian broadcast channel with coherent fading and the Gaussian interference channel are investigated. It is shown…

For general non-Gaussian distributions, the covariance and precision matrices do not encode the independence structure of the variables, as they do for the multivariate Gaussian. This paper builds on previous work to show that for a class…

The broadband line-by-line analysis of radiative transfer in the atmosphere is extremely demanding with regard to computational resources. As a remedy, we present here the calculation of uniform error bounds for approximating the classical…

Flexible variational distributions improve variational inference but are harder to optimize. In this work we present a control variate that is applicable for any reparameterizable distribution with known mean and covariance matrix, e.g.…

We study the problem of estimating a function of many parameters acquired by sensors that are distributed in space, e.g., the spatial gradient of a field. We restrict ourselves to a setting where the distributed sensors are probed with…

Gaussian processes (GPs) provide flexible distributions over functions, with inductive biases controlled by a kernel. However, in many applications Gaussian processes can struggle with even moderate input dimensionality. Learning a low…

The Voigt profile is important for spectroscopy, astrophysics, and many other fields of physics, but is notoriously difficult to compute. McLean et al. [J. Electron Spectrosc. & Relat. Phenom., 1994] have proposed an approximation using a…

Complex Gaussian basis sets are optimized to accurately represent continuum radial wavefunctions over the whole space. First, attention is put on the technical ability of the optimization method to get more flexible series of Gaussian…

For a variant of the algorithm in [Pit19] (arXiv:1903.10816) to compute the approximate density or distribution function of a linear mixture of independent random variables known by a finite sample, it is presented a proof of the functional…

We show that many important convex matrix functions can be represented as the partial infimal projection of the generalized matrix fractional (GMF) and a relatively simple convex function. This representation provides conditions under which…

Many developments in Mathematics involve the computation of higher order derivatives of Gaussian density functions. The analysis of univariate Gaussian random variables is a well-established field whereas the analysis of their multivariate…

We consider a prior for nonparametric Bayesian estimation which uses finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…

Motivated by the need for computationally tractable spatial methods in neuroimaging studies, we develop a distributed and integrated framework for estimation and inference of Gaussian process model parameters with ultra-high-dimensional…

Response theory has a successful history of connecting experimental observations with theoretical predictions. Of particular interest is the optical response of matter, from which spectroscopy experiments can be modelled. However, the…

We propose non-stationary spectral kernels for Gaussian process regression. We propose to model the spectral density of a non-stationary kernel function as a mixture of input-dependent Gaussian process frequency density surfaces. We solve…