Publications associées à Covariance function

Transportation-based functional ANOVA and PCA for covariance operators

Victor Panaretos, Yoav Zemel, Valentina Masarotto

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 ...

Inst Mathematical Statistics-Ims2024

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

Euclid : Effects of sample covariance on the number counts of galaxy clusters

Georges Meylan, Yi Wang, Richard Massey

Aims. We investigate the contribution of shot-noise and sample variance to uncertainties in the cosmological parameter constraints inferred from cluster number counts, in the context of the Euclid survey. Methods. By analysing 1000 Euclid-like light cones, ...

EDP SCIENCES S A2021

Certified And Fast Computations With Shallow Covariance Kernels

Daniel Kressner, Stefano Massei

Many techniques for data science and uncertainty quantification demand efficient tools to handle Gaussian random fields, which are defined in terms of their mean functions and covariance operators. Recently, parameterized Gaussian random fields have gained ...

AMER INST MATHEMATICAL SCIENCES-AIMS2020

High-Frequency Analysis Of Parabolic Stochastic Pdes

Carsten Hao Ye Chong

We consider the problem of estimating stochastic volatility for a class of second-order parabolic stochastic PDEs. Assuming that the solution is observed at high temporal frequency, we use limit theorems for multipower variations and related functionals to ...

INST MATHEMATICAL STATISTICS2020

A Covariance Formula For Topological Events Of Smooth Gaussian Fields

Alejandro Rivera

We derive a covariance formula for the class of 'topological events' of smooth Gaussian fields on manifolds; these are events that depend only on the topology of the level sets of the field, for example, (i) crossing events for level or excursion sets, (ii ...

INST MATHEMATICAL STATISTICS2020

Spatial covariance improves BCI performance for late ERPs components with high temporal variability

Ricardo Andres Chavarriaga Lozano, Lucian Andrei Gheorghe, Marija Uscumlic, Ruslan Aydarkhanov

Objective. Event Related Potentials (ERPs) reflecting cognitive response to external stimuli, are widely used in brain computer interfaces. ERP waveforms are characterized by a series of components of particular latency and amplitude. The classical ERP dec ...

2020

Scaling up Kernel Ridge Regression via Locality Sensitive Hashing

Mikhail Kapralov, Amir Zandieh, Navid Nouri

Random binning features, introduced in the seminal paper of Rahimi and Recht '07, are an efficient method for approximating a kernel matrix using locality sensitive hashing. Random binning features provide a very simple and efficient way to approximate the ...

ADDISON-WESLEY PUBL CO2020

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Covariance function

Transportation-based functional ANOVA and PCA for covariance operators

Multivariate geometric anisotropic Cox processes

The Completion Of Covariance Kernels

Euclid : Effects of sample covariance on the number counts of galaxy clusters

Sparsely Observed Functional Time Series: Theory and Applications

Certified And Fast Computations With Shallow Covariance Kernels

High-Frequency Analysis Of Parabolic Stochastic Pdes

A Covariance Formula For Topological Events Of Smooth Gaussian Fields

Spatial covariance improves BCI performance for late ERPs components with high temporal variability

Scaling up Kernel Ridge Regression via Locality Sensitive Hashing

Graph Chatbot

Chattez avec Graph Search

Sparsely Observed Functional Time Series: Theory and Applications

Spatial covariance improves BCI performance for late ERPs components with high temporal variability

Transportation-based functional ANOVA and PCA for covariance operators

Scaling up Kernel Ridge Regression via Locality Sensitive Hashing

The Completion Of Covariance Kernels

Euclid : Effects of sample covariance on the number counts of galaxy clusters

Certified And Fast Computations With Shallow Covariance Kernels

High-Frequency Analysis Of Parabolic Stochastic Pdes

A Covariance Formula For Topological Events Of Smooth Gaussian Fields

Multivariate geometric anisotropic Cox processes