Gaussian elimination and numerical instability /

"UILU-ENG 77 1714."

Deposition and washout computations based on the generalized Gaussian plume model /

"September 30, 1963."

Gaussian quantum Monte Carlo methods for fermions and bosons

We introduce a new class of quantum Monte Carlo methods, based on a Gaussian quantum operator representation of fermionic states. The methods enable first-principles dynamical or equilibrium calculations in many-body Fermi systems, and, combined with the existing Gaussian representation for bosons, provide a unified method of simulating Bose-Fermi systems. As an application relevant to the Fermi sign problem, we calculate finite-temperature properties of the two dimensional Hubbard model and the dynamics in a simple model of coherent molecular dissociation.

A scalarization technique for computing the power and exponential moments of gaussian random matrices

We consider the problems of computing the power and exponential moments EXs and EetX of square Gaussian random matrices X=A+BWC for positive integer s and real t, where W is a standard normal random vector and A, B, C are appropriately dimensioned constant matrices. We solve the problems by a matrix product scalarization technique and interpret the solutions in system-theoretic terms. The results of the paper are applicable to Bayesian prediction in multivariate autoregressive time series and mean-reverting diffusion processes.

Gaussian regression and optimal finite dimensional linear models

The problem of regression under Gaussian assumptions is treated generally. The relationship between Bayesian prediction, regularization and smoothing is elucidated. The ideal regression is the posterior mean and its computation scales as O(n³), where n is the sample size. We show that the optimal m-dimensional linear model under a given prior is spanned by the first m eigenfunctions of a covariance operator, which is a trace-class operator. This is an infinite dimensional analogue of principal component analysis. The importance of Hilbert space methods to practical statistics is also discussed.

Prediction with Gaussian processes: from linear regression to linear prediction and beyond

The main aim of this paper is to provide a tutorial on regression with Gaussian processes. We start from Bayesian linear regression, and show how by a change of viewpoint one can see this method as a Gaussian process predictor based on priors over functions, rather than on priors over parameters. This leads in to a more general discussion of Gaussian processes in section 4. Section 5 deals with further issues, including hierarchical modelling and the setting of the parameters that control the Gaussian process, the covariance functions for neural network models and the use of Gaussian processes in classification problems.

Upper and lower bounds on the learning curve for Gaussian processes

In this paper we introduce and illustrate non-trivial upper and lower bounds on the learning curves for one-dimensional Gaussian Processes. The analysis is carried out emphasising the effects induced on the bounds by the smoothness of the random process described by the Modified Bessel and the Squared Exponential covariance functions. We present an explanation of the early, linearly-decreasing behavior of the learning curves and the bounds as well as a study of the asymptotic behavior of the curves. The effects of the noise level and the lengthscale on the tightness of the bounds are also discussed.

Finite-size effects and error-free communication in Gaussian channels

The efficacy of a specially constructed Gallager-type error-correcting code to communication in a Gaussian channel is examined. The construction is based on the introduction of complex matrices, used in both encoding and decoding, which comprise sub-matrices of cascading connection values. The finite-size effects are estimated for comparing the results with the bounds set by Shannon. The critical noise level achieved for certain code rates and infinitely large systems nearly saturates the bounds set by Shannon even when the connectivity used is low.

Gaussian processes and SVM: Mean field results and leave-one-out

In this chapter, we elaborate on the well-known relationship between Gaussian processes (GP) and Support Vector Machines (SVM). Secondly, we present approximate solutions for two computational problems arising in GP and SVM. The first one is the calculation of the posterior mean for GP classifiers using a `naive' mean field approach. The second one is a leave-one-out estimator for the generalization error of SVM based on a linear response method. Simulation results on a benchmark dataset show similar performances for the GP mean field algorithm and the SVM algorithm. The approximate leave-one-out estimator is found to be in very good agreement with the exact leave-one-out error.

Learning curves for Gaussian processes models: fluctuations and universality

Based on a statistical mechanics approach, we develop a method for approximately computing average case learning curves and their sample fluctuations for Gaussian process regression models. We give examples for the Wiener process and show that universal relations (that are independent of the input distribution) between error measures can be derived.

Perceiving edge blur: Gaussian-derivative filtering and a rectifying nonlinearity

We studied the visual mechanisms that encode edge blur in images. Our previous work suggested that the visual system spatially differentiates the luminance profile twice to create the `signature' of the edge, and then evaluates the spatial scale of this signature profile by applying Gaussian derivative templates of different sizes. The scale of the best-fitting template indicates the blur of the edge. In blur-matching experiments, a staircase procedure was used to adjust the blur of a comparison edge (40% contrast, 0.3 s duration) until it appeared to match the blur of test edges at different contrasts (5% - 40%) and blurs (6 - 32 min of arc). Results showed that lower-contrast edges looked progressively sharper. We also added a linear luminance gradient to blurred test edges. When the added gradient was of opposite polarity to the edge gradient, it made the edge look progressively sharper. Both effects can be explained quantitatively by the action of a half-wave rectifying nonlinearity that sits between the first and second (linear) differentiating stages. This rectifier was introduced to account for a range of other effects on perceived blur (Barbieri-Hesse and Georgeson, 2002 Perception 31 Supplement, 54), but it readily predicts the influence of the negative ramp. The effect of contrast arises because the rectifier has a threshold: it not only suppresses negative values but also small positive values. At low contrasts, more of the gradient profile falls below threshold and its effective spatial scale shrinks in size, leading to perceived sharpening.

The primal sketch revisited: locating and representing edges in human vision via Gaussian-derivative filtering

Marr's work offered guidelines on how to investigate vision (the theory - algorithm - implementation distinction), as well as specific proposals on how vision is done. Many of the latter have inevitably been superseded, but the approach was inspirational and remains so. Marr saw the computational study of vision as tightly linked to psychophysics and neurophysiology, but the last twenty years have seen some weakening of that integration. Because feature detection is a key stage in early human vision, we have returned to basic questions about representation of edges at coarse and fine scales. We describe an explicit model in the spirit of the primal sketch, but tightly constrained by psychophysical data. Results from two tasks (location-marking and blur-matching) point strongly to the central role played by second-derivative operators, as proposed by Marr and Hildreth. Edge location and blur are evaluated by finding the location and scale of the Gaussian-derivative `template' that best matches the second-derivative profile (`signature') of the edge. The system is scale-invariant, and accurately predicts blur-matching data for a wide variety of 1-D and 2-D images. By finding the best-fitting scale, it implements a form of local scale selection and circumvents the knotty problem of integrating filter outputs across scales. [Supported by BBSRC and the Wellcome Trust]

Studies on the generalisation of Gaussian processes and Bayesian neural networks

The assessment of the reliability of systems which learn from data is a key issue to investigate thoroughly before the actual application of information processing techniques to real-world problems. Over the recent years Gaussian processes and Bayesian neural networks have come to the fore and in this thesis their generalisation capabilities are analysed from theoretical and empirical perspectives. Upper and lower bounds on the learning curve of Gaussian processes are investigated in order to estimate the amount of data required to guarantee a certain level of generalisation performance. In this thesis we analyse the effects on the bounds and the learning curve induced by the smoothness of stochastic processes described by four different covariance functions. We also explain the early, linearly-decreasing behaviour of the curves and we investigate the asymptotic behaviour of the upper bounds. The effect of the noise and the characteristic lengthscale of the stochastic process on the tightness of the bounds are also discussed. The analysis is supported by several numerical simulations. The generalisation error of a Gaussian process is affected by the dimension of the input vector and may be decreased by input-variable reduction techniques. In conventional approaches to Gaussian process regression, the positive definite matrix estimating the distance between input points is often taken diagonal. In this thesis we show that a general distance matrix is able to estimate the effective dimensionality of the regression problem as well as to discover the linear transformation from the manifest variables to the hidden-feature space, with a significant reduction of the input dimension. Numerical simulations confirm the significant superiority of the general distance matrix with respect to the diagonal one.In the thesis we also present an empirical investigation of the generalisation errors of neural networks trained by two Bayesian algorithms, the Markov Chain Monte Carlo method and the evidence framework; the neural networks have been trained on the task of labelling segmented outdoor images.