[HTML][HTML] Likelihood approximation with hierarchical matrices for large spatial datasets
The unknown parameters (variance, smoothness, and covariance length) of a spatial
covariance function can be estimated by maximizing the joint Gaussian log-likelihood …
covariance function can be estimated by maximizing the joint Gaussian log-likelihood …
Multiresolution tensor learning for efficient and interpretable spatial analysis
Efficient and interpretable spatial analysis is crucial in many fields such as geology, sports,
and climate science. Tensor latent factor models can describe higher-order correlations for …
and climate science. Tensor latent factor models can describe higher-order correlations for …
Weakly supervised regression using manifold regularization and low-rank matrix representation
V Berikov, A Litvinenko - … Conference, MOTOR 2021, Irkutsk, Russia, July …, 2021 - Springer
We solve a weakly supervised regression problem. Under “weakly” we understand that for
some training points the labels are known, for some unknown, and for others uncertain due …
some training points the labels are known, for some unknown, and for others uncertain due …
Range-separated tensor decomposition of the discretized Dirac delta and elliptic operator inverse
BN Khoromskij - Journal of Computational Physics, 2020 - Elsevier
In this paper, we introduce the operator dependent range-separated (RS) tensor
approximation of the discretized Dirac delta function (distribution) in R d. It is constructed by …
approximation of the discretized Dirac delta function (distribution) in R d. It is constructed by …
Computing f-Divergences and Distances of High-Dimensional Probability Density Functions--Low-Rank Tensor Approximations
Very often, in the course of uncertainty quantification tasks or data analysis, one has to deal
with high-dimensional random variables (RVs). A high-dimensional RV can be described by …
with high-dimensional random variables (RVs). A high-dimensional RV can be described by …
Efficient randomized tensor-based algorithms for function approximation and low-rank kernel interactions
AK Saibaba, R Minster, ME Kilmer - Advances in Computational …, 2022 - Springer
In this paper, we introduce a method for multivariate function approximation using function
evaluations, Chebyshev polynomials, and tensor-based compression techniques via the …
evaluations, Chebyshev polynomials, and tensor-based compression techniques via the …
On a weakly supervised classification problem
V Berikov, A Litvinenko, I Pestunov… - … Conference on Analysis …, 2021 - Springer
We consider a weakly supervised classification problem. It is a classification problem where
the target variable can be unknown or uncertain for some subset of samples. This problem …
the target variable can be unknown or uncertain for some subset of samples. This problem …
Computing ‐divergences and distances of high‐dimensional probability density functions
Very often, in the course of uncertainty quantification tasks or data analysis, one has to deal
with high‐dimensional random variables. Here the interest is mainly to compute …
with high‐dimensional random variables. Here the interest is mainly to compute …
Stochastic Modelling of Elasticity Tensors
SK Shivanand, B Rosić, HG Matthies - arXiv preprint arXiv:2409.16714, 2024 - arxiv.org
We present a novel framework for the probabilistic modelling of random fourth order material
tensor fields, with a focus on tensors that are physically symmetric and positive definite …
tensor fields, with a focus on tensors that are physically symmetric and positive definite …
Dimension-free Structured Covariance Estimation
Given a sample of iid high-dimensional centered random vectors, we consider a problem of
estimation of their covariance matrix $\Sigma $ with an additional assumption that $\Sigma …
estimation of their covariance matrix $\Sigma $ with an additional assumption that $\Sigma …