Concept

Gaussian process

Related publications (32)

STREAMING TENSOR TRAIN APPROXIMATION

Tensor trains are a versatile tool to compress and work with high-dimensional data and functions. In this work we introduce the streaming tensor train approximation (STTA), a new class of algorithms for approximating a given tensor ' in the tensor train fo ...

Philadelphia2023

A Statistical Framework to Investigate the Optimality of Signal-Reconstruction Methods

Michaël Unser, Pakshal Narendra Bohra

We present a statistical framework to benchmark the performance of reconstruction algorithms for linear inverse problems, in particular, neural-network-based methods that require large quantities of training data. We generate synthetic signals as realizati ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2023

The elliptical Ornstein-Uhlenbeck process

Sofia Charlotta Olhede

We introduce the elliptical Ornstein-Uhlenbeck (OU) process, which is a generalisation of the well-known univariate OU process to bivariate time series. This process maps out elliptical stochastic oscillations over time in the complex plane, which are obse ...

INT PRESS BOSTON, INC2023

Estimation of Self-Exciting Point Processes from Time-Censored Data

Thomas Alois Weber, Philipp Schneider

Self-exciting point processes, widely used to model arrival phenomena in nature and society, are often difficult to identify. The estimation becomes even more challenging when arrivals are recorded only as bin counts on a finite partition of the observatio ...

2023

Functional data analysis with rough sample paths?

Victor Panaretos, Neda Mohammadi Jouzdani

Functional data are typically modeled as sample paths of smooth stochastic processes in order to mitigate the fact that they are often observed discretely and noisily, occasionally irregularly and sparsely. The smoothness assumption is imposed to allow for ...

TAYLOR & FRANCIS LTD2023

Self-Supervised Bayesian representation learning of acoustic emissions from laser powder bed Fusion process for in-situ monitoring

Christian Leinenbach, Sergey Shevchik, Rafal Wróbel, Marc Leparoux

This study presents a self-supervised Bayesian Neural Network (BNN) framework using air-borne Acoustic Emission (AE) to identify different Laser Powder Bed Fusion (LPBF) process regimes such as Lack of Fusion, conduction mode, and keyhole without ground-tr ...

London2023

Comparison of regression techniques for generating surrogate models to predict the thermodynamic behavior of biomass gasification systems

François Maréchal, Daniel Alexander Florez Orrego, Julia Granacher, Meire Ellen Gorete Ribeiro Domingos

Biomass resources can play an important role in the energy transition, being a dynamic feedstock that can be transformed either into solid, liquid or gaseous fuels. Biomass gasification is a versatile way to convert waste into energy. In this work, the mod ...

2023

The Debiased Spatial Whittle likelihood

Sofia Charlotta Olhede

We provide a computationally and statistically efficient method for estimating the parameters of a stochastic covariance model observed on a regular spatial grid in any number of dimensions. Our proposed method, which we call the Debiased Spatial Whittle l ...

WILEY2022

The Completion Of Covariance Kernels

Victor Panaretos, Kartik Waghmare

We consider the problem of positive-semidefinite continuation: extending a partially specified covariance kernel from a subdomain Omega of a rectangular domain I x I to a covariance kernel on the entire domain I x I. For a broad class of domains Omega call ...

INST MATHEMATICAL STATISTICS-IMS2022

Sharp asymptotics on the compression of two-layer neural networks

Marco Mondelli

In this paper, we study the compression of a target two-layer neural network with N nodes into a compressed network with M < N nodes. More precisely, we consider the setting in which the weights of the target network are i.i.d. sub-Gaussian, and we minimiz ...

IEEE2022

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