Lectures on Gaussian Processes
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Cited in
(only showing first 100 items - show all)- \(\ell_1\)-symmetric vector random fields
- Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients
- On the asymptotics of supremum distribution for some iterated processes
- Leadership exponent in the pursuit problem for 1-D random particles
- Spectral asymptotics for problems with integral constraints
- Editorial introduction: special issue on Gaussian queues
- Asymptotic behavior of small deviations for Bogoliubov's Gaussian measure in the \(L^{p}\) norm, \(2 \leq p \leq \infty\)
- Spectral analysis for some multifractional Gaussian processes
- Power levy motion. I: Diffusion
- Upper tail probabilities of integrated Brownian motions
- Precise small deviations in L₂ of some Gaussian processes appearing in the regression context
- Reproducing kernels and choices of associated feature spaces, in the form of \(L^2\)-spaces
- The inviscid Burgers equation with fractional Brownian initial data: the dimension of regular Lagrangian points
- MULTIVARIATE LIMIT THEOREMS IN THE CONTEXT OF LONG‐RANGE DEPENDENCE
- Power Brownian motion
- \(L_2\)-small ball asymptotics for a family of finite-dimensional perturbations of Gaussian functions
- Beta Brownian motion
- On the upper bound for the expectation of the norm of a vector uniformly distributed on the sphere and the phenomenon of concentration of uniform measure on the sphere
- On approximation complexity in average case setting for tensor degrees of random processes
- The harmonic mean formula for random processes
- Convergence types and rates in generic Karhunen-Loève expansions with applications to sample path properties
- Accessing the power of tests based on set-indexed partial sums of multivariate regression residuals
- Heat content for Gaussian processes: small-time asymptotic analysis
- Goodness-of-fit testing for copulas: a distribution-free approach
- \(L_2\)-small ball asymptotics for some demeaned Gaussian processes
- Two-dimensional Parisian ruin problem and evaluation of Pickands type constants
- On spectral asymptotics for a family of finite-dimensional perturbations of operators of trace class
- V.N. Sudakov’s Work on Expected Suprema of Gaussian Processes
- Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation
- Universal break law for a class of models of polymer rupture
- Tail measures and regular variation
- Bounds for expected maxima of Gaussian processes and their discrete approximations
- scientific article; zbMATH DE number 51414 (Why is no real title available?)
- Extremal behavior of hitting a cone by correlated Brownian motion with drift
- Asymptotic analysis of average case approximation complexity of Hilbert space valued random elements
- Approximation of ruin probability and ruin time in discrete Brownian risk models
- On extremal behavior of Gaussian chaos
- The Cameron-Martin theorem for (\(p\)-)Slepian processes
- Anderson polymer in a fractional Brownian environment: asymptotic behavior of the partition function
- Weighted \(L^{p}\)-norms, \(p\geq 2\), for a Wiener process: exact asymptotics of small deviations
- On uniform consistency of nonparametric tests. I
- Evaluating the complexity of some families of functional data
- Persistence exponents for Gaussian random fields of fractional Brownian motion type
- On Selberg's central limit theorem for Dirichlet \(L\)-functions
- Maximal inequalities and some applications
- Discriminating Gaussian processes via quadratic form statistics
- Simultaneous ruin probability for two-dimensional Brownian risk model
- Random bit quadrature and approximation of distributions on Hilbert spaces
- Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics
- Regularity of Gaussian processes on Dirichlet spaces
- Estimating the amount of sparsity in two-point mixture models
- Small ball probabilities and large deviations for grey Brownian motion
- Gaussian stochastic volatility models: scaling regimes, large deviations, and moment explosions
- Detecting the complexity of a functional time series
- scientific article; zbMATH DE number 7370622 (Why is no real title available?)
- Shift-invariant homogeneous classes of random fields
- Energy of taut strings accompanying Wiener process
- Persistence probabilities of spherical fractional Brownian motion
- Median and mean of the supremum of \(L^2\) normalized random holomorphic fields
- Spatial self-confounding: smoothness-related estimation bias in spatial regression models
- Twenty lectures about Gaussian processes
- Behavior of solutions to the 1D focusing stochastic nonlinear Schrödinger equation with spatially correlated noise
- Optimal parameter estimation for linear SPDEs from multiple measurements
- Large deviation principle for Volterra type fractional stochastic volatility models
- Signature methods in machine learning
- Weird Brownian motion
- On the existence of paths between points in high level excursion sets of Gaussian random fields
- Large deviations for perturbed Gaussian processes and logarithmic asymptotic estimates for some exit probabilities
- Survival exponents for fractional Brownian motion with multivariate time
- Hilbert-valued self-intersection local times for planar Brownian motion
- Corrigendum to: ``Pathwise large deviations for the rough Bergomi model
- Multivariate Gaussian processes: definitions, examples and applications
- Interpolation via weighted \(\ell_{1}\) minimization
- Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions
- Large ball probabilities, Gaussian comparison and anti-concentration
- Asymptotic of the running maximum distribution of a Gaussian Bridge
- Notes on spherical bifractional Brownian motion
- Thomas Bayes' walk on manifolds
- On mm-Entropy of a Banach Space with Gaussian Measure
- Spectral design of anomalous diffusion
- Nonexistence of fractional Brownian fields indexed by cylinders
- \( L_2\)-small ball asymptotics for Gaussian random functions: a survey
- Approximation of additive random fields based on standard information: average case and probabilistic settings
- scientific article; zbMATH DE number 782652 (Why is no real title available?)
- Mixed volume of infinite-dimensional convex compact sets
- On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
- The self-normalized Donsker theorem revisited
- On the eigenproblem for Gaussian bridges
- Spectral equivalence of Gaussian random functions: operator approach
- Nonparametric estimation for additive concurrent regression models
- Power Brownian motion: an Ornstein-Uhlenbeck lookout
- New results on asymptotic independence of random elements
- Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval
- The persistence exponents of Gaussian random fields connected by the Lamperti transform
- Importance sampling for option pricing with feedforward neural networks
- The correction term in a small-ball probability factorization for random curves
- Small counts in nested Karlin's occupancy scheme generated by discrete Weibull-like distributions
- Adaptive nonparametric estimation in the functional linear model with functional output
- Taylor's law from Gaussian diffusions
- Exact \(L_2\)-small ball asymptotics for some Durbin processes
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