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 ...
Given a family of nearly commuting symmetric matrices, we consider the task of computing an orthogonal matrix that nearly diagonalizes every matrix in the family. In this paper, we propose and analyze randomized joint diagonalization (RJD) for performing t ...
In the rapidly evolving landscape of machine learning research, neural networks stand out with their ever-expanding number of parameters and reliance on increasingly large datasets. The financial cost and computational resources required for the training p ...
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 ...
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 ...
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 ...
Most modern image-based 6D object pose estimation methods learn to predict 2D-3D correspondences, from which the pose can be obtained using a PnP solver. Because of the non-differentiable nature of common PnP solvers, these methods are supervised via the i ...
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 ...
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 ...
Measurements of large-scale structure (LSS), as performed on the largest 3D map of over two million extragalactic sources from the Sloan Digital Sky Survey, together with measurements of the cosmic microwave background (CMB) anisotropies, are in complete a ...
Covariance estimation is ubiquitous in functional data analysis. Yet, the case of functional observations over multidimensional domains introduces computational and statistical challenges, rendering the standard methods effectively inapplicable. To address ...
The problem of covariance estimation for replicated surface-valued processes is examined from the functional data analysis perspective. Considerations of statistical and computational efficiency often compel the use of separability of the covariance, even ...
This thesis focuses on non-parametric covariance estimation for random surfaces, i.e.~functional data on a two-dimensional domain. Non-parametric covariance estimation lies at the heart of functional data analysis, and
considerations of statistical and com ...
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 ...
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. ...
We describe a series of algorithms that efficiently implement Gaussian model-X knockoffs to control the false discovery rate on large-scale feature selection problems. Identifying the knockoff distribution requires solving a large-scale semidefinite progra ...
The jackknife method gives an internal covariance estimate for large-scale structure surveys and allows model-independent errors on cosmological parameters. Using the SDSS-III BOSS CMASS sample, we study how the jackknife size and number of resamplings imp ...
Functional time series is a temporally ordered sequence of not necessarily independent random curves. While the statistical analysis of such data has been traditionally carried out under the assumption of completely observed functional data, it may well ha ...
We test general relativity (GR) at the effective redshift (z) over tilde similar to 1.5 by estimating the statistic E-G, a probe of gravity, on cosmological scales 19 - 190 h(-1)Mpc. This is the highest redshift and largest scale estimation of E-G so far. ...
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 ...
