Efficient Marginal Likelihood Computation for Gaussian Process Regression

In a Bayesian learning setting, the posterior distribution of a predictive model arises from a trade-off between its prior distribution and the conditional likelihood of observed data. Such distribution functions usually rely on additional hyperparameters which need to be tuned in order to achieve optimum predictive performance; this operation can be efficiently performed in an Empirical Bayes fashion by maximizing the posterior marginal likelihood of the observed data. Since the score function of this optimization problem is in general characterized by the presence of local optima, it is necessary to resort to global optimization strategies, which require a large number of function evaluations. Given that the evaluation is usually computationally intensive and badly scaled with respect to the dataset size, the maximum number of observations that can be treated simultaneously is quite limited. In this paper, we consider the case of hyperparameter tuning in Gaussian process regression. A straightforward implementation of the posterior log-likelihood for this model requires O(N^3) operations for every iteration of the optimization procedure, where N is the number of examples in the input dataset. We derive a novel set of identities that allow, after an initial overhead of O(N^3), the evaluation of the score function, as well as the Jacobian and Hessian matrices, in O(N) operations. We prove how the proposed identities, that follow from the eigendecomposition of the kernel matrix, yield a reduction of several orders of magnitude in the computation time for the hyperparameter optimization problem. Notably, the proposed solution provides computational advantages even with respect to state of the art approximations that rely on sparse kernel matrices.

Experimentally realizable characterizations of continuous- variable Gaussian states

Measures of entanglement, fidelity, and purity are basic yardsticks in quantum-information processing. We propose how to implement these measures using linear devices and homodyne detectors for continuous-variable Gaussian states. In particular, the test of entanglement becomes simple with some prior knowledge that is relevant to current experiments.

Nonclassicality of a photon-subtracted Gaussian field

We investigate the nonclassicality of a photon-subtracted Gaussian field, which was produced in a recent experiment, using negativity of the Wigner function and the nonexistence of well-behaved positive P function. We obtain the condition to see negativity of the Wigner function for the case including the mixed Gaussian incoming field, the threshold photodetection and the inefficient homodyne measurement. We show how similar the photon-subtracted state is to a superposition of coherent states.

Entanglement of a two-mode squeezed state in a phase-sensitive Gaussian environment

Some non-classical properties such as squeezing, sub-Poissonian photon statistics or oscillations in photon-number distributions may survive longer in a phase-sensitive environment than in a phase-insensitive environment. We examine if entanglement, which is an inter-mode non-classical feature, can also survive longer in a phase-sensitive environment. Differently from the single-mode case, we find that making the environment phase-sensitive does not aid in prolonging the inter-mode non-classical nature, i.e. entanglement.

A novel shrinkage technique based on the normal inverse Gaussian density model

This paper proposes a novel image denoising technique based on the normal inverse Gaussian (NIG) density model using an extended non-negative sparse coding (NNSC) algorithm proposed by us. This algorithm can converge to feature basis vectors, which behave in the locality and orientation in spatial and frequency domain. Here, we demonstrate that the NIG density provides a very good fitness to the non-negative sparse data. In the denoising process, by exploiting a NIG-based maximum a posteriori estimator (MAP) of an image corrupted by additive Gaussian noise, the noise can be reduced successfully. This shrinkage technique, also referred to as the NNSC shrinkage technique, is self-adaptive to the statistical properties of image data. This denoising method is evaluated by values of the normalized signal to noise rate (SNR). Experimental results show that the NNSC shrinkage approach is indeed efficient and effective in denoising. Otherwise, we also compare the effectiveness of the NNSC shrinkage method with methods of standard sparse coding shrinkage, wavelet-based shrinkage and the Wiener filter. The simulation results show that our method outperforms the three kinds of denoising approaches mentioned above.