scholarly journals Parameter inference for weak lensing using Gaussian Processes and MOPED

2020 ◽  
Vol 497 (2) ◽  
pp. 2213-2226
Author(s):  
Arrykrishna Mootoovaloo ◽  
Alan F Heavens ◽  
Andrew H Jaffe ◽  
Florent Leclercq
Keyword(s):  
Gaussian Process ◽  
Gaussian Processes ◽  
Cosmological Parameter ◽  
Weak Lensing ◽  
Summary Statistics ◽  
Parameter Inference ◽  
Leibler Divergence ◽  
Future Data ◽  
Summary Data ◽  
Fast Mechanism

ABSTRACT In this paper, we propose a Gaussian Process (GP) emulator for the calculation both of tomographic weak lensing band powers, and of coefficients of summary data massively compressed with the MOPED algorithm. In the former case cosmological parameter inference is accelerated by a factor of ∼10–30 compared with Boltzmann solver class applied to KiDS-450 weak lensing data. Much larger gains of order 103 will come with future data, and MOPED with GPs will be fast enough to permit the Limber approximation to be dropped, with acceleration in this case of ∼105. A potential advantage of GPs is that an error on the emulated function can be computed and this uncertainty incorporated into the likelihood. However, it is known that the GP error can be unreliable when applied to deterministic functions, and we find, using the Kullback–Leibler divergence between the emulator and class likelihoods, and from the uncertainties on the parameters, that agreement is better when the GP uncertainty is not used. In future, weak lensing surveys such as Euclid, and the Legacy Survey of Space and Time, will have up to ∼104 summary statistics, and inference will be correspondingly more challenging. However, since the speed of MOPED is determined not the number of summary data, but by the number of parameters, MOPED analysis scales almost perfectly, provided that a fast way to compute the theoretical MOPED coefficients is available. The GP provides such a fast mechanism.

Minimal distributions in a stochastic partial ordering and bounds for Gaussian processes

1983 ◽  
Vol 20 (03) ◽  
pp. 529-536
Author(s):  
W. J. R. Eplett
Keyword(s):  
Gaussian Process ◽  
Gaussian Processes ◽  
Partial Ordering ◽  
Boundary Crossing ◽  
Conditional Probabilities ◽  
Life Distribution ◽  
Life Distributions ◽  
Bounded Below ◽  
Crossing Probabilities

A natural requirement to impose upon the life distribution of a component is that after inspection at some randomly chosen time to check whether it is still functioning, its life distribution from the time of checking should be bounded below by some specified distribution which may be defined by external considerations. Furthermore, the life distribution should ideally be minimal in the partial ordering obtained from the conditional probabilities. We prove that these specifications provide an apparently new characterization of the DFRA class of life distributions with a corresponding result for IFRA distributions. These results may be transferred, using Slepian's lemma, to obtain bounds for the boundary crossing probabilities of a stationary Gaussian process.

scholarly journals Wavelet-based simulation of random processes from certain classes with given accuracy and reliability

2019 ◽  
Vol 25 (3) ◽  
pp. 217-225
Author(s):  
Ievgen Turchyn
Keyword(s):  
Stochastic Processes ◽  
Gaussian Process ◽  
Gaussian Processes ◽  
Random Processes

Abstract We consider stochastic processes {Y(t)} which can be represented as {Y(t)=(X(t))^{s}} , {s\in\mathbb{N}} , where {X(t)} is a stationary strictly sub-Gaussian process, and build a wavelet-based model that simulates {Y(t)} with given accuracy and reliability in {L_{p}([0,T])} . A model for simulation with given accuracy and reliability in {L_{p}([0,T])} is also built for processes {Z(t)} which can be represented as {Z(t)=X_{1}(t)X_{2}(t)} , where {X_{1}(t)} and {X_{2}(t)} are independent stationary strictly sub-Gaussian processes.

Approximation to the exit probability of a continuous Gaussian process over a U-shaped boundary of increasing curvature

1995 ◽  
Vol 32 (2) ◽  
pp. 429-442
Author(s):  
A. N. Balabushkin
Keyword(s):  
Brownian Motion ◽  
Gaussian Process ◽  
Gaussian Processes ◽  
Simple Approximation ◽  
Minimum Point ◽  
Second Derivative ◽  
Numerical Examples ◽  
Exit Probability ◽  
Continuous Gaussian Process

A simple approximation to the probability of crossing a U-shaped boundary by a Brownian motion is given. The larger the second derivative of the curve at a minimum point, the higher the accuracy of the approximation. The result is also extended to a class of continuous Gaussian processes with definite properties. Numerical examples are given.

Approximation to the exit probability of a continuous Gaussian process over a U-shaped boundary of increasing curvature

1995 ◽  
Vol 32 (02) ◽  
pp. 429-442
Author(s):  
A. N. Balabushkin
Keyword(s):  
Brownian Motion ◽  
Gaussian Process ◽  
Gaussian Processes ◽  
Simple Approximation ◽  
Minimum Point ◽  
Second Derivative ◽  
Numerical Examples ◽  
Exit Probability ◽  
Continuous Gaussian Process

A simple approximation to the probability of crossing a U-shaped boundary by a Brownian motion is given. The larger the second derivative of the curve at a minimum point, the higher the accuracy of the approximation. The result is also extended to a class of continuous Gaussian processes with definite properties. Numerical examples are given.

A Multi-Classification Method Based on Gaussian Processes

2012 ◽  
Vol 198-199 ◽  
pp. 1333-1337 ◽  
Author(s):  
San Xi Wei ◽  
Zong Hai Sun
Keyword(s):  
Machine Learning ◽  
Support Vector Machine ◽  
Gaussian Process ◽  
Gaussian Processes ◽  
Good Accuracy ◽  
Classification Problem ◽  
Decision Time ◽  
Support Vector ◽  
Regression Problem ◽  
Multi Classification

Gaussian processes (GPs) is a very promising technology that has been applied both in the regression problem and the classification problem. In recent years, models based on Gaussian process priors have attracted much attention in the machine learning. Binary (or two-class, C=2) classification using Gaussian process is a very well-developed method. In this paper, a Multi-classification (C>2) method is illustrated, which is based on Binary GPs classification. A good accuracy can be obtained through this method. Meanwhile, a comparison about decision time and accuracy between this method and Support Vector Machine (SVM) is made during the experiments.

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