相关论文: Note on approximating the Laplace transform of a G…

In real applications, the construction of prior and acceleration of sampling for posterior are usually two key points of Bayesian inversion algorithm for engineers. In this paper, q-analogy of Gaussian distribution, q-Gaussian distribution,…

We examine local Lagrangian approximations for the gravitational evolution of the density distribution function. In these approximations, the final density at a Lagrangian point q at a time t is taken to be a function only of t and of the…

We study worst-case optimal approximation of positive linear functionals in reproducing kernel Hilbert spaces induced by increasingly flat Gaussian kernels. This provides a new perspective and some generalisations to the problem of…

A new approach to $L_2$-consistent estimation of a general density functional using $k$-nearest neighbor distances is proposed, where the functional under consideration is in the form of the expectation of some function $f$ of the densities…

Various computational challenges arise when applying Bayesian inference approaches to complex hierarchical models. Sampling-based inference methods, such as Markov Chain Monte Carlo strategies, are renowned for providing accurate results…

The Jeffreys divergence is a renown symmetrization of the oriented Kullback-Leibler divergence broadly used in information sciences. Since the Jeffreys divergence between Gaussian mixture models is not available in closed-form, various…

A new method for approximating fractional derivatives of the Gaussian function and Dawson's integral are presented. Unlike previous approaches, which are dominantly based on some discretization of Riemann-Liouville integral using polynomial…

We study embedding a subset $K$ of the unit sphere to the Hamming cube $\{-1,+1\}^m$. We characterize the tradeoff between distortion and sample complexity $m$ in terms of the Gaussian width $\omega(K)$ of the set. For subspaces and several…

We study the problem of quantifying how far an empirical distribution deviates from Gaussianity under the framework of optimal transport. By exploiting the cone geometry of the relative translation invariant quadratic Wasserstein space, we…

In an indirect Gaussian sequence space model lower and upper bounds are derived for the concentration rate of the posterior distribution of the parameter of interest shrinking to the parameter value $\theta^\circ$ that generates the data.…

While it is a common knowledge that AC coefficients of Fourier-related transforms, like DCT-II of JPEG image compression, are from Laplace distribution, there was tested more general EPD (exponential power distribution) $\rho\sim…

Posterior inference for Dirichlet process mixture models is analytically intractable and typically relies on Markov chain Monte Carlo methods, which can become computationally prohibitive at moderate to large sample sizes. In this work, we…

The method of maximum entropy has proven to be a rather powerful way to solve the inverse problem consisting of determining a probability density $f_S(s)$ on $[0,\infty)$ from the knowledge of the expected value of a few generalized…

For the discretization of the integral fractional Laplacian $(-\Delta)^s$, $0 < s < 1$, based on piecewise linear functions, we present and analyze a reliable weighted residual a posteriori error estimator. In order to compensate for a lack…

This paper considers the Laplace method to derive approximate inference for the Gaussian process (GP) regression in the location and scale parameters of the Student-t probabilistic model. This allows both mean and variance of the data to…

We consider estimating the parameters of a Gaussian mixture density with a given number of components best representing a given set of weighted samples. We adopt a density interpretation of the samples by viewing them as a discrete Dirac…

The sub-optimality of Gauss--Hermite quadrature and the optimality of the trapezoidal rule are proved in the weighted Sobolev spaces of square integrable functions of order $\alpha$, where the optimality is in the sense of worst-case error.…

We construct the optimal 1 to 2 cloning transformation for the family of displaced thermal equilibrium states of a harmonic oscillator, with a fixed and known temperature. The transformation is Gaussian and it is optimal with respect to the…

Gaussian Quadrature is a well known technique for numerical integration. Recently Gaussian quadrature with respect to discrete measures corresponding to finite sums have found some new interest. In this paper we apply these ideas to…

From a suitable integral representation of the Laplace transform of a positive semi-definite quadratic form of independent real random variables with not necessarily identical densities a univariate integral representation is derived for…