惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

C
Check Point Blog
IT之家
IT之家
V
Visual Studio Blog
The Cloudflare Blog
博客园 - 司徒正美
Jina AI
Jina AI
博客园_首页
阮一峰的网络日志
阮一峰的网络日志
美团技术团队
S
SegmentFault 最新的问题
博客园 - 聂微东
人人都是产品经理
人人都是产品经理
T
Tailwind CSS Blog
罗磊的独立博客
酷 壳 – CoolShell
酷 壳 – CoolShell
量子位
奇客Solidot–传递最新科技情报
奇客Solidot–传递最新科技情报
Hugging Face - Blog
Hugging Face - Blog
博客园 - 【当耐特】
博客园 - 三生石上(FineUI控件)
爱范儿
爱范儿
博客园 - Franky
Last Week in AI
Last Week in AI
钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Combining covariance tapering and lasso driven low rank d...
Thomas Romary</name> <arxiv:affiliation>GEOSCIENCES</arxiv · 2018-06-05 · via math.ST updates on arXiv.org

Large spatial datasets are becoming ubiquitous in environmental sciences with the explosion in the amount of data produced by sensors that monitor and measure the Earth system. Consequently, the geostatistical analysis of these data requires adequate methods. Richer datasets lead to more complex modeling but may also prevent from using classical techniques. Indeed, the kriging predictor is not straightforwarldly available as it requires the inversion of the covariance matrix of the data. The challenge of handling such datasets is therefore to extract the maximum of information they contain while ensuring the numerical tractability of the associated inference and prediction algorithms. The different approaches that have been developed in the literature to address this problem can be classified into two families, both aiming at making the inversion of the covariance matrix computationally feasible. The covariance tapering approach circumvents the problem by enforcing the sparsity of the covariance matrix, making it invertible in a reasonable computation time. The second available approach assumes a low rank representation of the covariance function. While both approaches have their drawbacks, we propose a way to combine them and benefit from their advantages. The covariance model is assumed to have the form low rank plus sparse. The choice of the basis functions sustaining the low rank component is data driven and is achieved through a selection procedure, thus alleviating the computational burden of the low rank part. This model expresses as a spatial random effects model and the estimation of the parameters is conducted through a step by step approach treating each scale separately. The resulting model can account for second order non stationarity and handle large volumes of data.