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Multi-fidelity modelling enables accurate inference of quantities of interest by synergistically combining realizations of low-cost/low-fidelity models with a small set of high-fidelity observations. This is particularly effective when the low- and high-fidelity models exhibit strong correlations, and can lead to significant computational gains over approaches that solely rely on high-fidelity models. However, in many cases of practical interest, low-fidelity models can only be well correlated to their high-fidelity counterparts for a specific range of input parameters, and potentially return wrong trends and erroneous predictions if probed outside of their validity regime. Here we put forth a probabilistic framework based on Gaussian process regression and nonlinear autoregressive schemes that is capable of learning complex nonlinear and space-dependent cross-correlations between models of variable fidelity, and can effectively safeguard against low-fidelity models that provide wrong trends. This introduces a new class of multi-fidelity information fusion algorithms that provide a fundamental extension to the existing linear autoregressive methodologies, while still maintaining the same algorithmic complexity and overall computational cost. The performance of the proposed methods is tested in several benchmark problems involving both synthetic and real multi-fidelity datasets from computational fluid dynamics simulations.

Continuously indexed Gaussian fields (GFs) are the most important ingredient in spatial statistical modelling and geostatistics. The specification through the covariance function gives an intuitive interpretation of the field properties. On the computational side, GFs are hampered with the big n problem, since the cost of factorizing dense matrices is cubic in the dimension. Although computational power today is at an all time high, this fact seems still to be a computational bottleneck in many applications. Along with GFs, there is the class of Gaussian Markov random fields (GMRFs) which are discretely indexed. The Markov property makes the precision matrix involved sparse, which enables the use of numerical algorithms for sparse matrices, that for fields in only use the square root of the time required by general algorithms. The specification of a GMRF is through its full conditional distributions but its marginal properties are not transparent in such a parameterization. We show that, using an approximate stochastic weak solution to (linear) stochastic partial differential equations, we can, for some GFs in the Matérn class, provide an explicit link, for any triangulation of , between GFs and GMRFs, formulated as a basis function representation. The consequence is that we can take the best from the two worlds and do the modelling by using GFs but do the computations by using GMRFs. Perhaps more importantly, our approach generalizes to other covariance functions generated by SPDEs, including oscillating and non-stationary GFs, as well as GFs on manifolds. We illustrate our approach by analysing global temperature data with a non-stationary model defined on a sphere.

Alternative cosmological models have been proposed to alleviate the tensions reported in the concordance cosmological model, or to explain the current accelerated phase of the universe. One way to distinguish between General Relativity and modified gravity models is using current astronomical data to measure the growth index [Formula omitted], a parameter related to the growth of matter perturbations, which behaves differently in different metric theories. We propose a model independent methodology for determining [Formula omitted], where our analyses combine diverse cosmological data sets, namely [Formula omitted], [Formula omitted], and [Formula omitted], and use Gaussian Processes, a non-parametric approach suitable to reconstruct functions. This methodology is a new consistency test for [Formula omitted] constant. Our results show that, for the redshift interval [Formula omitted], [Formula omitted] is consistent with the constant value [Formula omitted], expected in General Relativity theory, within [Formula omitted] confidence level (CL). Moreover, we find [Formula omitted] = 0.311 [Formula omitted] and [Formula omitted] for the reconstructions using the [Formula omitted] and [Formula omitted] data sets, respectively, values that also agree at a 2 [Formula omitted] CL with [Formula omitted]. Our methodology and analyses can be considered as an alternative approach in light of the current discussion in the literature that suggests a possible evidence for the growth index evolution.

In the present paper, we study the small ball probabilities in [L.sub.2]-norm for a family of finite-dimensional perturbations of Gaussian functions. We define three types of perturbations: noncritical, partially critical and critical; and derive small ball asymptotics for the perturbated process in terms of the small ball asymptotics for the original process. The natural examples of such perturbations appear in statistics in the study of empirical processes with estimated parameters (the so-called Durbin's processes). We show that the Durbin's processes are critical perturbations of the Brownian bridge. Under some additional assumptions, general results can be simplified. As an example, we find the exact [L.sub.2]-small ball asymptotics for critical perturbations of the Green processes (the processes whose covariance function is the Green function of the ordinary differential operator). Bibliography: 37 titles.

The BNL and FNAL measurements of the anomalous magnetic moment of the muon disagree with the Standard Model (SM) prediction by more than [Formula omitted]. The hadronic vacuum polarization (HVP) contributions are the dominant source of uncertainty in the SM prediction. There are, however, tensions between different estimates of the HVP contributions, including data-driven estimates based on measurements of the R-ratio. To investigate that tension, we modeled the unknown R-ratio as a function of CM energy with a treed Gaussian process (TGP). This is a principled and general method grounded in data-science that allows complete uncertainty quantification and automatically balances over- and under-fitting to noisy data. Our tool yields exploratory results are similar to previous ones and we find no indication that the R-ratio was previously mismodeled. Whilst we advance some aspects of modeling the R-ratio and develop new tools for doing so, a competitive estimate of the HVP contributions requires domain-specific expertise and a carefully curated database of measurements (github,

Gaussian process model for vector-valued function has been shown to be useful for multi-output prediction. The existing method for this model is to reformulate the matrix-variate Gaussian distribution as a multivariate normal distribution. Although it is effective in many cases, reformulation is not always workable and is difficult to apply to other distributions because not all matrix-variate distributions can be transformed to respective multivariate distributions, such as the case for matrix-variate Student- t distribution. In this paper, we propose a unified framework which is used not only to introduce a novel multivariate Student- t process regression model (MV-TPR) for multi-output prediction, but also to reformulate the multivariate Gaussian process regression (MV-GPR) that overcomes some limitations of the existing methods. Both MV-GPR and MV-TPR have closed-form expressions for the marginal likelihoods and predictive distributions under this unified framework and thus can adopt the same optimization approaches as used in the conventional GPR. The usefulness of the proposed methods is illustrated through several simulated and real-data examples. In particular, we verify empirically that MV-TPR has superiority for the datasets considered, including air quality prediction and bike rent prediction. At last, the proposed methods are shown to produce profitable investment strategies in the stock markets.

Marketing researchers are increasingly taking advantage of the instrumental variable (IV)-free Gaussian copula approach. They use this method to identify and correct endogeneity when estimating regression models with non-experimental data. The Gaussian copula approach’s original presentation and performance demonstration via a series of simulation studies focused primarily on regression models without intercept. However, marketing and other disciplines’ researchers mainly use regression models with intercept. This research expands our knowledge of the Gaussian copula approach to regression models with intercept and to multilevel models. The results of our simulation studies reveal a fundamental bias and concerns about statistical power at smaller sample sizes and when the approach’s primary assumptions are not fully met. This key finding opposes the method’s potential advantages and raises concerns about its appropriate use in prior studies. As a remedy, we derive boundary conditions and guidelines that contribute to the Gaussian copula approach’s proper use. Thereby, this research contributes to ensuring the validity of results and conclusions of empirical research applying the Gaussian copula approach.

In the early 1990s, Mehrotra and Nichani developed a filtering-based corner detection method, which, though conceptually intriguing, suffered from limited reliability, leading to minimal references in the literature. Despite its underappreciation, the core concept of this method, rooted in the half-edge concept and directional truncated first derivative of Gaussian, holds significant promise. This article presents a comprehensive assessment of the enhanced corner detection algorithm, combining both qualitative and quantitative evaluations. We thoroughly explore the strengths, limitations, and overall effectiveness of our approach by incorporating visual examples and conducting evaluations. Through experiments conducted on both synthetic and real images, we demonstrate the efficiency and reliability of the proposed algorithm. Collectively, our experimental assessments substantiate that our modifications have transformed the method into one that outperforms established benchmark techniques. Due to its ease of implementation, our improved corner detection process has the potential to become a valuable reference for the computer vision community when dealing with corner detection algorithms. This article thus highlights the quantitative achievements of our refined corner detection algorithm, building upon the groundwork laid by Mehrotra and Nichani, and offers valuable insights for the computer vision community seeking robust corner detection solutions.

We introduce a data-driven forecasting method for high-dimensional chaotic systems using long short-term memory (LSTM) recurrent neural networks. The proposed LSTM neural networks perform inference of high-dimensional dynamical systems in their reduced order space and are shown to be an effective set of nonlinear approximators of their attractor. We demonstrate the forecasting performance of the LSTM and compare it with Gaussian processes (GPs) in time series obtained from the Lorenz 96 system, the Kuramoto–Sivashinsky equation and a prototype climate model. The LSTM networks outperform the GPs in short-term forecasting accuracy in all applications considered. A hybrid architecture, extending the LSTM with a mean stochastic model (MSM–LSTM), is proposed to ensure convergence to the invariant measure. This novel hybrid method is fully data-driven and extends the forecasting capabilities of LSTM networks.