搜索结果: 1-14 共查到“数学 Gaussian Processes”相关记录14条 . 查询时间(0.096 秒)
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：A Sparse Expansion of (Deep) Gaussian Processes
深层 高斯过程 稀疏展开
2023/4/18
Conventional inferential methods for (deep) Gaussian Processes models can suffer from high computational complexity as they require large-scale operations with kernel matrices for training and inferen...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Functional-Input Gaussian Processes
泛函 输入 高斯过程
2023/4/25
Surrogate modeling based on Gaussian processes (GPs) has received increasing attention in the analysis of complex problems in science and engineering. Despite extensive studies on GP modeling, the dev...
On large deviations in testing simple hypotheses for locally stationary Gaussian processes
Hypothesis testing Likelihood ratio Large deviations Locally stationary Gaussian processes Hoeffding bound Stein’s lemma Chernoff bound
2015/8/25
We derive a large deviation result for the log-likelihood ratio for testing simple hypotheses in locally stationary Gaussian processes. This result allows us to find explicitly the rates of exponentia...
Scaling Multidimensional Inference for Structured Gaussian Processes
Gaussian Processes Backfitting Projection Pursuit-Reression Kronecker matrices
2012/11/22
Exact Gaussian Process (GP) regression has O(N^3) runtime for data size N, making it intractable for large N. Many algorithms for improving GP scaling approximate the covariance with lower rank matric...
We propose a multiresolution Gaussian process to capture long-range, non-Markovian dependencies while allowing for abrupt changes. The multiresolution GP hierarchically couples a collection of smooth ...
Tail Asymptotic of Sum and Product of Random Variables with Applications in the Theory of Extremes of Conditionally Gaussian Processes
tail asymptotic Laplace method self-similar processes Gaussian processes locally stationary processes
2011/9/15
Abstract: We consider two independent random variables with the given tail asymptotic (e.g. power or exponential). We find tail asymptotic for their sum and product. This is done by some cumbersome bu...
Expectiles for subordinated Gaussian processes with applications
expectiles robustness local shift sensitivity subordinated Gaussian process fractional Brownian motion
2011/8/24
Abstract: In this paper, we introduce a new class of estimators of the Hurst exponent of the fractional Brownian motion (fBm) process. These estimators are based on sample expectiles of discrete varia...
On Small deviations of Gaussian processes using majorizing measures
small deviations Gaussian processes entropy numbers
2011/2/21
We give two examples of periodic Gaussian processes, having en-tropy numbers of exactly same order but radically different small deviations.Our construction is based on classical Knopp’s result yieldi...
Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function
suprema of Gaussian processes omega results random multiplicative function
2011/1/17
We prove new lower bounds for the upper tail probabilities of suprema of Gaussian processes. Unlike many existing bounds, our results are not asymptotic,but supply strong information when one is only ...
On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations
Gaussian processes Fokker-Planck-Kolmogorov equations
2010/11/18
This paper establishes Fokker-Planck-Kolmogorov type equations for time-changed Gaussian processes. Examples include those equations for a time-changed fractional Brownian motion with time-dependent ...
Small deviations for a family of smooth Gaussian processes
Small deviations family of smooth Gaussian processes
2010/12/14
We study the small deviation probabilities of a family of very smooth self-similar Gaussian processes. The canonical process from the family has the same scaling properties as standard Brownian motion...
A class of Gaussian processes with fractional spectral measures
Gaussian processe fractional spectral measures
2010/11/26
We study a family of stationary increment Gaussian processes, indexed by time. These processes are determined by certain measures (generalized spectral measures), and our focus here is on the case w...
Degenerate self-similar measures, spectral asymptotics and small deviations of Gaussian processes
Degenerate self-similar measures spectral asymptotics small deviations of Gaussian processes
2010/12/1
The problem of small ball behavior for the norms of Gaussian processes is intensively studied
in recent years. The simplest and most explored case is that of L2-norm. Let us consider a
Gaussian proc...
The Limiting Behavior of Large Increments of Stationary Gaussian Processes
Gaussian processes stationary large incremengs regularly vary function
2012/10/10
Let ≥ be a real-valued separable Gaussian process with mean zero, { ( ), Xt t 0} {0} 0 X = , and with stationary.In this paper, we obtain some ideal results on the limiting behavior of large incremen...