Concept

Covariance

Related publications (111)

Gaussian Process Optimization in the Bandit Setting: No Regret and Experimental Design

Many applications require optimizing an unknown, noisy function that is expensive to evaluate. We formalize this task as a multiarmed bandit problem, where the payoff function is either sampled from a Gaussian process (GP) or has low RKHS norm. We resolve ...

Omnipress2010

Gaussian Process Optimization in the Bandit Setting: No Regret and Experimental Design

Andreas Krause, Matthias Seeger

Many applications require optimizing an unknown, noisy function that is expensive to evaluate. We formalize this task as a multi-armed bandit problem, where the payoff function is either sampled from a Gaussian process (GP) or has low RKHS norm. We resolve ...

2010

Second-Order Comparison of Gaussian Random Functions and the Geometry of DNA Minicircles

Victor Panaretos, John Maddocks, David Kraus

Given two samples of continuous zero-mean iid Gaussian processes on [0,1], we consider the problem of testing whether they share the same covariance structure. Our study is motivated by the problem of determining whether the mechanical properties of short ...

2010

Improving the quality of 2D solid-state NMR spectra of microcrystalline proteins by covariance analysis

Geoffrey Bodenhausen

Gaining time, resolution and sensitivity at the same time: covariance processing of two-dimensional NMR spectra of microcrystalline proteins improves spectral quality over conventional Fourier transformation despite a significant reduction of the experimen ...

Royal Society of Chemistry2010

Identiﬁcation and the information matrix: how to get just sufﬁciently rich?

Ljubisa Miskovic

In prediction error identiﬁcation, the information matrix plays a central role. Speciﬁcally, when the system is in the model set, the covariance matrix of the parameter estimates converges asymptotically, up to a scaling factor, to the inverse of the infor ...

2009

Activity Level of an Atrial Ectopic Focus Observed Through the Equivalent Dipole: a Biophysical Model

Jean-Marc Vesin, Mathieu Lemay, Cédric Duchene, Vincent Jacquemet

Quantifying the role of atrial ectopic foci in the initiation and the maintenance of atrial fibrillation (AF) is a relevant clinical problem. This study aims at assessing the relation between the activity level of an ectopic focus and the complexity of the ...

2009

Multivariate calibration of non-replicated measurements for the factored noise model

Nirav Pravinbhai Bhatt

The accuracy of a multivariate calibration (MVC) model for relating concentrations of multicomponent mixtures to their spectral measurements, depends on effective handling of errors in the measured data. For the case when error variances vary along only on ...

2009

The effect of nanometre-scale structure on interfacial energy

Francesco Stellacci, Kislon Voitchovsky

Natural surfaces are often structured with nanometre-scale domains, yet a framework providing a quantitative understanding of how nanostructure affects interfacial energy, gamma(SL), is lacking. Conventional continuum thermodynamics treats gamma(SL) solely ...

2009

Short Basis Functions for Constant-Variance Interpolation

Michaël Unser, Philippe Thévenaz, Thierry Blu

An interpolation model is a necessary ingredient of intensity-based registration methods. The properties of such a model depend entirely on its basis function, which has been traditionally characterized by features such as its order of approximation and it ...

SPIE2008

Information Consistency of Nonparametric Gaussian Process Methods

Matthias Seeger

Bayesian nonparametric models are widely and successfully used for statistical prediction. While posterior consistency properties are well studied in quite general settings, results have been proved using abstract concepts such as metric entropy, and they ...

Institute of Electrical and Electronics Engineers2008

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