相关论文: CARPool Covariance: Fast, unbiased covariance esti…

Current and upcoming cosmological observations allow us to probe structures on smaller and smaller scales, entering highly nonlinear regimes. In order to obtain theoretical predictions in these regimes, large cosmological simulations have…

Cosmological observables rely heavily on summary statistics such as two-point correlation functions. In many practical cases (e.g. the weak-lensing cosmic shear), those correlation functions are estimated from a finite, discrete sample of…

We evaluate the covariance matrix of the matter power spectrum using perturbation theory up to dominant terms at 1-loop order and compare it to numerical simulations. We decompose the covariance matrix into the disconnected (Gaussian) part,…

The final step of most large-scale structure analyses involves the comparison of power spectra or correlation functions to theoretical models. It is clear that the theoretical models have parameter dependence, but frequently the…

Factor-based Structural Equation Modeling (SEM) relies on likelihood-based estimation assuming a nonsingular sample covariance matrix, which breaks down in small-sample settings with $p>n$. To address this, we propose a novel estimation…

Data-driven surrogate models offer quick approximations to complex numerical and experimental systems but typically lack uncertainty quantification, limiting their reliability in safety-critical applications. While Bayesian methods provide…

We propose a new copula model that can be used with replicated spatial data. Unlike the multivariate normal copula, the proposed copula is based on the assumption that a common factor exists and affects the joint dependence of all…

The existing analysis of WMAP data is based on approximations for the likelihood function, which is likely to be inaccurate on large scales. Here we present exact evaluations of the likelihood of the low multipoles by direct inversion of…

This paper presents an efficient surrogate modeling strategy for the uncertainty quantification and Bayesian calibration of a hydrological model. In particular, a process-based dynamical urban drainage simulator that predicts the discharge…

We present a hybrid sampling-surrogate approach for reducing the computational expense of uncertainty quantification in nonlinear dynamical systems. Our motivation is to enable rapid uncertainty quantification in complex mechanical systems…

Thanks to their ability to capture complex dependence structures, copulas are frequently used to glue random variables into a joint model with arbitrary marginal distributions. More recently, they have been applied to solve statistical…

Several theoretical waveform models have been developed over the years to capture the gravitational wave emission from the dynamical evolution of compact binary systems of neutron stars and black holes. As ground-based detectors improve…

When methods of moments are used for identification of power spectral densities, a model is matched to estimated second order statistics such as, e.g., covariance estimates. If the estimates are good there is an infinite family of power…

Determining the relevant spatial covariates is one of the most important problems in the analysis of point patterns. Parametric methods may lead to incorrect conclusions, especially when the model of interactions between points is wrong.…

Parallel imaging is ubiquitous in MRI, enabling diverse applications such as ultra-high-resolution functional and quantitative imaging with greater temporal resolution or reduced scan times respectively. Successful unfolding is contingent…

Upcoming and existing large-scale surveys of galaxies require accurate theoretical predictions of the dark matter clustering statistics for thousands of mock galaxy catalogs. We demonstrate that this goal can be achieve with our new…

The Mat\'ern covariance model is ubiquitous in spatial modelling, but there is no default choice for spatio-temporal modelling. In this paper, we consider the recently proposed ``diffusion-based'' extension of the spatial Mat\'ern…

One of the main objectives of stage IV galaxy surveys is to constrain gravity on cosmological scales. To this end, it is crucial to make accurate theoretical predictions in the nonlinear regime of structure formation in order to maximise…

Physics-based covariance models provide a systematic way to construct covariance models that are consistent with the underlying physical laws in Gaussian process analysis. The unknown parameters in the covariance models can be estimated…

Covariance parameter estimation of Gaussian processes is analyzed in an asymptotic framework. The spatial sampling is a randomly perturbed regular grid and its deviation from the perfect regular grid is controlled by a single scalar…