Sobolev regularity of Gaussian random fields

DOI10.1016/J.JFA.2023.110241MaRDI QIDQ6144348zbMATH OpenFDO

Authors Iain Henderson

Publication date 5 January 2024

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2209.02703

zbMATH Keywords

Gaussian processesintegral operatorsreproducing kernel Hilbert spacesSobolev spaces

Mathematics Subject Classification ID

Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Gaussian processes (60G15) Sample path properties (60G17)

Abstract: In this article, we fully characterize the measurable Gaussian processes $(U(x){)}_{xinmathcalD}$ whose sample paths lie in the Sobolev space of integer order $W^{m,p}(mathcalD),minmathbb{N}_0,1<p<+infty$, where $mathcalD$ is an arbitrary open set. The result is phrased in terms of a form of Sobolev regularity of the covariance function on the diagonal. This is then linked to the existence of suitable Mercer or otherwise nuclear decompositions of the integral operators associated to the covariance function and its cross-derivatives. In the Hilbert case $p=2$, additional links are made w.r.t. the Mercer decompositions of the said integral operators, their trace and the imbedding of the RKHS in $W^{m,2}(mathcalD)$. We provide simple examples and partially recover recent results pertaining to the Sobolev regularity of Gaussian processes.

Recommendations

• Regularity of the sample paths of a general second order random field
• Regularity of Gaussian processes on Dirichlet spaces
• On fractional regularity of distributions of functions in Gaussian random variables
• Sobolev derivatives and Itô decomposition formula for Gaussian processes using properties of their RKHSs
• Regularity of Gaussian processes

Cites work

• A first course in Sobolev spaces
• Bayesian numerical homogenization
• Besov Spaces on Domains in ℝ d
• Characterization of Certain Classes of Banach Spaces by Properties of Gaussian Measures
• Convergence types and rates in generic Karhunen-Loève expansions with applications to sample path properties
• Functional analysis, Sobolev spaces and partial differential equations
• Gaussian characterizations of certain Banach spaces
• Gaussian processes for machine learning.
• Hitchhiker's guide to the fractional Sobolev spaces
• scientific article; zbMATH DE number 5162168 (Why is no real title available?)
• scientific article; zbMATH DE number 46153 (Why is no real title available?)
• scientific article; zbMATH DE number 46732 (Why is no real title available?)
• scientific article; zbMATH DE number 3560419 (Why is no real title available?)
• scientific article; zbMATH DE number 1223843 (Why is no real title available?)
• scientific article; zbMATH DE number 1231034 (Why is no real title available?)
• scientific article; zbMATH DE number 724261 (Why is no real title available?)
• scientific article; zbMATH DE number 1181255 (Why is no real title available?)
• scientific article; zbMATH DE number 2208228 (Why is no real title available?)
• scientific article; zbMATH DE number 5055767 (Why is no real title available?)
• scientific article; zbMATH DE number 3329342 (Why is no real title available?)
• scientific article; zbMATH DE number 962825 (Why is no real title available?)
• Information rates of nonparametric Gaussian process methods
• Kernels of Trace Class Operators
• Level Sets and Extrema of Random Processes and Fields
• Lower bound in regression for functional data by representation of small ball probabilities
• Machine learning of linear differential equations using Gaussian processes
• Measure theory. Vol. I and II
• Mouvement brownien et espaces de besov
• Nonlinear dispersive equations. Local and global analysis
• Physics-informed neural networks: a deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations
• Quelques espaces fonctionnels associés à des processus gaussiens
• Random Fields and Geometry
• Regularity of Gaussian processes on Dirichlet spaces
• Regularity of the sample paths of a general second order random field
• Separability of reproducing kernel spaces
• Sequential + separable vs sequentially separable and another variation on selective separability
• Solving and learning nonlinear PDEs with Gaussian processes
• The Mathematical Theory of Finite Element Methods
• The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
• Upper and lower bounds for stochastic processes. Modern methods and classical problems
• Über die Approximationszahlen der Einbettungsoperatoren \(J(B^ r_{p,q}(\Omega)\to B^{r'}_{p',q'}(S))\).

Cited in

(4)

• Smoothness estimation for Whittle-Matérn processes on closed Riemannian manifolds
• Characterization of Besov spaces with dominating mixed smoothness by differences
• Stochastic bundles, new classes of Gaussian processes and white noise-space analysis indexed by measures
• Bayesian decomposition using Besov priors

This page was built for publication: Sobolev regularity of Gaussian random fields

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6144348)