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Deep heteroscedastic regression involves jointly optimizing the mean and covariance of the predicted distribution using the negative log-likelihood. However, recent works show that this may result in sub-optimal convergence due to the challenges associated ...
We consider the problem of comparing several samples of stochastic processes with respect to their second-order structure, and describing the main modes of variation in this second order structure, if present. These tasks can be seen as an Analysis of Vari ...
Is it possible to detect if the sample paths of a stochastic process almost surely admit a finite expansion with respect to some/any basis? The determination is to be made on the basis of a finite collection of discretely/noisily observed sample paths. We ...
The state-of-the-art methods for estimating high-dimensional covariance matrices all shrink the eigenvalues of the sample covariance matrix towards a data-insensitive shrinkage target. The underlying shrinkage transformation is either chosen heuristically ...
We present FITCOV an approach for accurate estimation of the covariance of two-point correlation functions that requires fewer mocks than the standard mock-based covariance. This can be achieved by dividing a set of mocks into jackknife regions and fitting ...
Quantifying irreversibility of a system using finite information constitutes a major challenge in stochastic thermodynamics. We introduce an observable that measures the time-reversal asymmetry between two states after a given time lag. Our central result ...
We present an extended validation of semi-analytical, semi-empirical covariance matrices for the two-point correlation function (2PCF) on simulated catalogs representative of luminous red galaxies (LRGs) data collected during the initial 2 months of operat ...
This thesis concerns the theory of positive-definite completions and its mutually beneficial connections to the statistics of function-valued or continuously-indexed random processes, better known as functional data analysis. In particular, it dwells upon ...
How can we discern whether the covariance operator of a stochastic pro-cess is of reduced rank, and if so, what its precise rank is? And how can we do so at a given level of confidence? This question is central to a great deal of methods for functional dat ...
In the current Dark Energy Spectroscopic Instrument (DESI) survey, emission line galaxies (ELGs) and luminous red galaxies (LRGs) are essential for mapping the dark matter distribution at < N(M)>. We measure the auto and cross correlation functions of ELGs ...
