Given a Gaussian Markov random field, we consider the problem of selecting a subset of variables to observe which minimizes the total expected squared prediction error of the unobserved variables. We first show that finding an exact solution is NP-hard even for a restricted class of Gaussian Markov random fields, calle…
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48 results for “Gaussian fields”
The study proves the finiteness of moments for Gaussian field zeros and critical points.
problem Finiteness of moments for Gaussian field zeros and critical points.
method Definition and study of multijets, construction of p-multijet bundles.
result Linear statistics of Gaussian field zeros have finite p-th moments for p ≥ 1.
Characterizes nodal volumes of Gaussian fields on manifolds, extending previous work.
problem Understanding the law and regularity of nodal volumes for Gaussian fields on manifolds.
method Gaussian measures, Morse theory, Malliavin-Sobolev spaces, ray absolute continuity.
result Extension and generalization of previous work on stationary fields to arbitrary dimensions.
Study on Gaussian random fields' singularities on manifolds.
problem Understanding singularities of Gaussian random fields on manifolds.
method Computed expected values of singularities under various conditions.
result Explicit formulae for singularities under different constraints.
New model improves field learning with improved equivariance.
problem Learning equivariant stochastic fields.
method Equivariant Gaussian processes and Steerable Conditional Neural Processes.
result SteerCNPs significantly improve performance in transfer learning tasks.
New methods reduce computational cost for Gaussian Markov Random Fields with sparse constraints.
problem Inference and simulation of GMRFs are computationally prohibitive with many constraints.
method Proposes a basis transformation into blocks of constrained and non-constrained subspaces.
result Significantly outperforms existing alternatives in computational cost.
The paper introduces novel Gaussian process models for vector-valued signals on manifolds.
problem Modeling vector-valued signals on non-Euclidean domains, especially for applications like wind speeds.
method Intrinsically defined Gaussian vector fields on manifolds, accounting for manifold geometry.
result Gaussian vector fields provide more refined inductive biases than extrinsic fields.
Paper calculates KL divergence for isotropic Gaussian-Markov fields.
problem Measuring divergence between isotropic Gaussian-Markov fields.
method Derives closed-form KL divergence expressions.
result Develops new similarity measures in image processing.
Random Gaussian fields on 4D Riemannian manifolds with conformal invariance.
problem Characterizing and analyzing Gaussian fields on 4D Riemannian manifolds.
method Constructing and analyzing co-biharmonic Gaussian fields with covariance kernels defined by the Paneitz operator.
result Rigorous derivation of quantum Liouville measure for .
New test detects sparse alternatives in Gaussian random fields.
problem Detecting sparse alternatives in Gaussian random fields.
method Ad-hoc Kac Rice formula for second maximum distribution, exact spacing test.
result Exact -spacing test for high power in detecting sparse alternatives.
The paper proves that Gaussian field critical points have finite moments.
problem Proving the finiteness of moments for Gaussian field critical points.
method General approach not specific to critical points, using Taylor polynomial non-degeneracy.
result The finiteness of moments of the number of critical points of Gaussian fields.
The paper models asset pricing in a partially observed market using mean field game theory and exponential quadratic Gaussian framework.
problem Asset pricing in a market with partial observation and heterogeneous agents.
method Mean field game theory, exponential quadratic Gaussian framework, Kalman-Bucy filtering theory.
result Characterization of equilibrium risk premium through mean field BSDE and construction of unobservable risk premium process.
The paper examines asymptotic lines of plane fields in 3D space.
problem Qualitative properties of asymptotic lines in plane fields.
method Analysis of null directions and Gaussian curvature.
result Asymptotic lines coincide with classical ones in completely integrable fields.
Vector-valued Gaussian Processes on Riemannian Manifolds via Gauge Independent Projected Kernelsstat.ML
Gaussian processes adapted for Riemannian manifolds using gauge-independent kernels.
problem Deploying Gaussian processes on non-Euclidean domains like Riemannian manifolds.
method Developed techniques to generalize Gaussian processes to vector fields on Riemannian manifolds using gauge-independent kernels.
result Enabled training of vector-valued Gaussian processes on Riemannian manifolds using standard Gaussian process methods.
We present a method for scalable and fully 3D magnetic field simultaneous localisation and mapping (SLAM) using local anomalies in the magnetic field as a source of position information. These anomalies are due to the presence of ferromagnetic material in the structure of buildings and in objects such as furniture. We …
Bounds on Gaussian approximation for neural networks with novel smoothing techniques.
problem Approximating the distribution of wide random neural networks.
method Stein's method, Gaussian smoothing, Laplacian operators, Cameron-Martin space.
result First bounds on Gaussian approximation of wide random neural networks.
The abstract proposes a neural network theory using quantum field theory.
problem Understanding the behavior of neural networks in the asymptotic and non-asymptotic limits.
method Mapping neural networks to Wilsonian effective field theory, using Gaussian processes and Feynman diagrams.
result Established a direct connection between overparameterization and simplicity of neural network likelihoods.
Study of cosmic microwave background polarization using spin random fields.
problem Detecting deviations from Gaussianity and anisotropies in cosmic fields.
method Explicit formula for Lipschitz-Killing curvatures of spin spherical random fields.
result Coherent with asymptotic results, providing new metric expressions.
This is a technical report which explores the estimation methodologies on hyper-parameters in Markov Random Field and Gaussian Hidden Markov Random Field. In first section, we briefly investigate a theoretical framework on Metropolis-Hastings algorithm. Next, by using MH algorithm, we simulate the data from Ising model…
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 additivity boil down to invariances of the covariance kernel. These results are extended…
Gaussian processes have been successful in both supervised and unsupervised machine learning tasks, but their computational complexity has constrained practical applications. We introduce a new approximation for large-scale Gaussian processes, the Gaussian Process Random Field (GPRF), in which local GPs are coupled via…
Estimates network structure from Gaussian Graphical Models and Gaussian Free Fields.
problem Estimating the structure of a weighted network from repeated measurements of a Gaussian Graphical Model.
method Proposes a novel estimator based on Fourier analytic properties of the Gaussian distribution.
result Demonstrates the effectiveness of the estimator with recovery guarantees and bounds on sample complexity.
Bayesian ODEs with Gaussian processes infer unknown dynamics from data.
problem Estimating unknown continuous-time system dynamics from data.
method Bayesian nonparametric model using Gaussian processes, sparse variational inference, probabilistic shooting.
result Posterior predictive uncertainty scores outperform alternative methods on multiple ODE learning tasks.
Gaussian-SVGD dynamics converge to Gaussian distributions under certain conditions.
problem Understanding the theoretical properties of SVGD, especially for Gaussian targets.
method Detailed theoretical study of Gaussian-SVGD dynamics, considering both mean-field PDE and discrete particle systems.
result Gaussian-SVGD dynamics converge linearly to the Gaussian distribution closest to the target in KL divergence.
Bayesian framework for sphere regression using Gaussian fields.
problem Nonparametric regression on the sphere with Gaussian priors.
method Isotropic Gaussian field priors, harmonic structure, exact posterior distributions, optimal spectral truncation, posterior contraction rates.
result Sharp posterior contraction rates for Gaussian priors with polynomially decaying angular power spectra.
A scalable deep GMRF model for general graphs improves predictions and uncertainty estimates.
problem Handling generally structured data on graphs efficiently.
method A new multi-layer structure of Deep GMRFs designed for general graphs, enabling efficient training and close-to-exact Bayesian inference.
result Close-to-exact Bayesian inference for latent field predictions with uncertainty estimates.
Physics-informed, boundary-constrained Gaussian process regression for the reconstruction of fluid flow fieldsphysics.flu-dyn
Paper develops physics-informed, boundary-constrained Gaussian process for fluid flow field reconstruction.
problem Reconstructing fluid flow fields from limited data.
method Physics-informed, boundary-constrained Gaussian process regression.
result Derives physics-informed kernels for simulating incompressible flows.
This work develops discrete Gaussian models for vector-valued data on triangular meshes.
problem Discrete representation of continuous vector-valued environmental data.
method Develops discrete intrinsic Gaussian processes for vector-valued data on triangular meshes using discrete differential operators.
result Models can capture harmonic flows, incorporate boundary conditions, and model non-stationary data.
Analysis of SGD for Gaussian mixture classification using dynamical mean-field theory.
problem Learning dynamics of SGD for a neural network classifying Gaussian mixture.
method Applying dynamical mean-field theory to track SGD dynamics in high dimensions.
result Reveals how SGD navigates the non-convex loss landscape.
Mapping the magnetic field using a magnetometer array with noisy input Gaussian process regressionstat.ML
Improves magnetic field mapping using an array of magnetometers with noisy input.
problem Improving magnetic field maps in indoor environments with noisy magnetometer data.
method Uses Gaussian process regression with an array of magnetometers, incorporating known array positions and relative magnetometer locations.
result The method produces higher quality magnetic field maps compared to using a single magnetometer.
The paper studies ray transforms on surfaces with negative curvature, proving injectivity and determining connections and Higgs fields.
problem Injectivity of ray transforms on surfaces with negative curvature and determination of connections and Higgs fields.
method Analysis of Gaussian thermostats on compact Riemannian surfaces with negative curvature, proving injectivity and determining connections and Higgs fields.
result Injectivity of the thermostat ray transform and determination of connections and Higgs fields.
In this paper we model the loss function of high-dimensional optimization problems by a Gaussian random field, or equivalently a Gaussian process. Our aim is to study gradient descent in such loss functions or energy landscapes and compare it to results obtained from real high-dimensional optimization problems such as …
Efficiently maps indoor magnetic fields with SKI and D-SKI.
problem Computing large-scale magnetic field maps in indoor environments.
method Structured kernel interpolation (SKI) with derivatives (D-SKI) for Gaussian process regression.
result Achieves better accuracy and faster computation than state-of-the-art methods.
Study on spin random fields using chaos decomposition for cosmic microwave background modeling.
problem Modeling polarization of Cosmic Microwave Background using spin random fields.
method Explicit Wiener-Itô chaos decomposition of area measures of level sets.
result Reveals a clear difference between high frequency regime and zero spin case.
Gaussian-Dirichlet Random Fields for Inference over High Dimensional Categorical Observationsstat.ML
Generative model for high-dimensional categorical data using Gaussian-Dirichlet fields.
problem Efficiently modeling and predicting high-dimensional categorical data.
method Combines Dirichlet and Gaussian processes for spatio-temporal modeling.
result Model accurately approximates categorical data in unobserved locations.
Unified theory for deep and recurrent networks using Gaussian processes.
problem Understanding capabilities and limitations of different network architectures.
method Unified derivation of mean-field theory from statistical physics of disordered systems.
result Gaussian processes yield identical Gaussian kernels for both architectures at a single time point or layer.
Paper extends multi-task Gaussian Cox processes for heterogeneous tasks.
problem Modeling multiple heterogeneous correlated tasks jointly.
method Data augmentation and mean-field approximation for non-conjugate Bayesian inference.
result Demonstrates improved performance and inference on synthetic and real data.
Rotates MFVI for better Gaussian approximations.
problem Improving variational approximations for complex distributions.
method Rotated coordinate system, PCA-based rotation, iterative Gaussianization.
result Significantly more accurate approximations with lower computational cost.
Anomalies in the ambient magnetic field can be used as features in indoor positioning and navigation. By using Maxwell's equations, we derive and present a Bayesian non-parametric probabilistic modeling approach for interpolation and extrapolation of the magnetic field. We model the magnetic field components jointly by…
New method calculates geodesic distances in Gaussian random field manifolds.
problem Quantifying similarity between random fields in different regimes.
method Numerical method using geodesic distances in Gaussian random field manifolds.
result Estimation of geodesic distances for various initial conditions.
The paper analyzes how Gaussian kernel parameters affect posterior covariance in Gaussian processes.
problem Understanding the influence of Gaussian kernel parameters on posterior covariance in Gaussian processes.
method Geometric analysis and a posteriori error estimation techniques from adaptive finite element methods.
result The bandwidth parameter and spatial distribution of observations significantly influence posterior covariance and its matrix.
HTFM improves mode coverage and tail-statistic recovery for heavy-tailed data.
problem Tackles heavy-tailed data in various domains with rare events.
method Proposes a framework using clock-conditioned Gaussian sources and truncated logsignature features.
result Improves mode coverage, sample quality, and tail-statistic recovery over Gaussian flow matching and baselines.
Gaussian Processes improve geoscience data analysis.
problem Improving function approximation in geoscience.
method Review and development of new Gaussian Process algorithms.
result Automatic feature ranking and uncertainty intervals.
Improved flow matching using Gaussian processes for better sample quality.
problem Training continuous normalizing flows with reduced variance and flexibility.
method Extending conditional flow matching to streams modeled with Gaussian processes.
result Improved quality of generated samples with moderate computational cost.
New chaos formula simplifies variance calculation for Gaussian nodal volumes.
problem Analyzing the variance of Gaussian nodal volumes on Riemannian manifolds.
method Explicit Wiener-Itô chaos decomposition, reducing complexity from to 4 Hermite polynomials.
result New exact formula for variance and bounds, valid for arbitrary manifolds.
A new method uses SPDEs to efficiently model random fields on complex domains.
problem Efficient representation of random fields on complex domains for engineering and machine learning.
method Uses SPDEs to develop a scalable framework for statFEM and GP regression.
result Can model anisotropic, non-stationary random fields with arbitrary smoothness.
Motion in random fields - an application to stock market datacond-mat.stat-mech
A new model for stock price fluctuations is proposed, based upon an analogy with the motion of tracers in Gaussian random fields, as used in turbulent dispersion models and in studies of transport in dynamically disordered media. Analytical and numerical results for this model in a special limiting case of a single-sca…
Gaussian Interpolation Flowsstat.ML
Study on Gaussian interpolation flows for generative modeling.
problem Theoretical properties and regularizing effect of Gaussian denoising in continuous normalizing flows.
method Unified framework of Gaussian interpolation flow, Lipschitz regularity, existence and uniqueness of flow, stability analysis.
result Established theoretical properties of Gaussian interpolation flows, including Lipschitz continuity and existence of flow.