# hilbert_space

Smooth transforms of Gaussian noise
Delta method, error propagation, unscented transform, Taylor expansion, in finite and inifinite dimensional spaces
2014-11-25
– 2022-05-12SLAM
Simultaneous Location and Mapping
2014-11-25
– 2022-04-28Vecchia factoring of GP likelihoods
Ignore some conditioning in the dependencies and attain a sparse cholesky factor for the precision matrix
2022-04-27Basis-functions in Gaussian process regression
a.k.a Fixed Rank Kriging, basis function regression, weight space, spatial random effects
2022-02-22
– 2022-04-21Posterior Gaussian process samples by updating prior samples
Matheron’s other weird trick
2020-12-03
– 2022-04-21Generalised Ornstein-Uhlenbeck processes
AR(1)-like processes
2022-01-10
– 2022-04-17Gaussian process regression
And classification. And extensions.
2019-12-03
– 2022-04-07Detecting stationarity in stochastic processes
Change-points, trends and transients
2021-11-29
– 2022-04-01Gaussian belief propagation
Least squares at maximal elaboration
2014-11-25
– 2022-03-28Simulating Gaussian processes
2022-03-17Wiener-Khintchine representations
Spectral representations of stochastic processes
2019-05-08
– 2022-03-11Sparse coding
Wavelets, matching pursuit, overcomplete dictionaries…
2014-11-17
– 2022-03-07Learning Gaussian processes which map functions to functions
2020-12-07
– 2022-02-25System identification in continuous time
Learning in continuous ODEs, SDEs and CDEs
2016-08-01
– 2022-02-15Neural nets with basis decomposition layers
2021-03-09
– 2022-02-01Karhunen-Loève expansions
2019-09-16
– 2022-02-01Spatial processes and statistics thereof
2011-07-29
– 2022-01-28Learning on manifolds
Finding the lowest bit of a krazy straw, from the inside
2011-10-21
– 2022-01-26Feedback system identification, linear
2016-07-27
– 2022-01-21Generalised autoregressive processes
2022-01-10Time frequency analysis
Multiplying your exposure to uncertainty principles
2018-01-06
– 2021-12-21Mellin transforms
2021-01-29
– 2021-12-14Multi-output Gaussian process regression
2020-12-02
– 2021-11-26Combining kernels
2019-09-16
– 2021-11-25Gaussian Processes as stochastic differential equations
Imposing time on things
2019-09-18
– 2021-11-25t-processes
2021-11-10
– 2021-11-24Fun with determinants
Especially Jacobian determinants
2011-04-06
– 2021-10-12Multilinear algebra
Outer products, tensors, einstein summation
2021-10-08Polynomial bases
2021-01-29
– 2021-10-06Fractional differential equations
2016-03-22
– 2021-09-13Wirtinger calculus
It’s not complicated / It’s complex
2019-05-08
– 2021-09-07Vector Gaussian processses
2020-12-02
– 2021-08-16Convolutional stochastic processes
Moving averages of noise
2021-03-01
– 2021-08-16Gaussian processes
2016-08-07
– 2021-06-23Neural net kernels
2019-09-16
– 2021-05-24Transforms of random variates
2020-06-04
– 2021-05-14Deep Gaussian process regression
2021-05-13Fourier transforms
2021-01-29
– 2021-04-26Dynamical systems via Koopman operators
Composition operators, Dynamic Extended Mode decompositions…
2020-10-13
– 2021-04-09Kernel zoo
2019-09-16
– 2021-03-30Convolutional Gaussian processes
2021-03-01Stochastic processes on manifolds
2021-03-01Learning covariance functions
Learning a family of covariances at once
2019-09-16
– 2021-03-01Frames and Riesz bases
Generalisations of orthogonal bases
2017-06-12
– 2021-02-24Stability in linear dynamical systems
This Bodes well
2019-07-19
– 2021-02-16Chaos expansions
Polynomial chaos, generalized polynomial chaos, arbitrary chaos etc
2020-05-21
– 2021-02-15Integral transforms
2021-01-29
– 2021-01-30Miscellaneous nonstationary kernels
2019-09-16
– 2021-01-21Warping of stationary stochastic processes
2019-09-16
– 2021-01-21Covariance functions
Variograms, Mercer kernels, positive definite operators, spare reproducing kernels for that Hilbert space I bought on eBay real cheap
2019-09-16
– 2021-01-05Tensor decompositions
2016-08-15
– 2020-11-19Tensor regression
2020-11-19Efficient factoring of GP likelihoods
2020-10-16
– 2020-10-26Filter design, linear
Especially digital
2017-07-24
– 2020-09-18Non-Gaussian Bayesian functional regression
2019-10-10
– 2020-09-16Gaussian process quantile regression
2020-09-16Statistics of spatio-temporal processes
2020-09-11
– 2020-09-11Stochastic signal sampling
Discrete sample representation of continuous stochastic processes
2017-05-30
– 2020-06-11Functional regression
2016-01-05
– 2020-05-28Lévy stochastic differential equations
2020-05-23Restricted isometry properties
Plus incoherence, irrepresentability, and other uncertainty bounds for a sparse world, and maybe frame theory, what’s that now?
2017-06-12
– 2020-03-09Cepstral transforms and harmonic identification
2017-09-12
– 2020-02-13(Reproducing) kernel tricks
2014-08-18
– 2020-01-20Non-uniform signal sampling
Discrete sample representation of continuous signals without a grid
2019-01-08
– 2019-12-03Cherchez la martingale
Stuff about probability and orthogonality
2019-11-25
– 2019-11-30Phase retrieval
I’ve got the power. / Like the crack of the whip/ I snap attack/ Front to back
2017-01-16
– 2019-11-07Discrete time Fourier and related transforms
Also, chirplets, z-transforms, chromatic derivatives…
2019-10-17
– 2019-10-17Correlograms
Also covariances
2018-08-08
– 2019-09-22Defining dynamics via Gaussian processes
2019-09-18Representer theorems
2019-09-16(Weighted) least squares fits
2016-09-22
– 2019-05-22Wiener theorem
Now with bonus Bochner!
2019-05-08Ordinary differential equations
Thou, silent form, dost tease us out of thought / As doth eternity
2019-03-28Signal sampling
Discrete representation of continuous signals and converse
2017-05-30
– 2019-03-08Inner product spaces
The most highly developed theory of squaring things
2019-01-01
– 2019-02-11Decaying sinusoid dictionaries
2019-01-07Sparse stochastic processes identification and sampling
Discrete sample representation of sparse continuous stochastic processes
2018-11-22
– 2018-10-29Linear algebra
If the thing is twice as big, the transformed version of the thing is also twice as big. {End}
2011-04-06
– 2018-08-07Signal processing
That which you study for 4 years in order to design trippy music visualisers
2015-03-18
– 2018-01-05Integral probability metrics
2016-08-21
– 2017-10-31Quantum probability
and quantum information, noncommutative probability
2016-10-16
– 2017-09-18Uncertainty principles
2017-05-14Functional equations
Putting the funk in functions
2017-02-06
– 2017-02-19Concatenative synthesis
2015-12-13
– 2017-01-16Fast multipole methods
2016-08-18
– 2016-09-20Kernel approximation
2016-07-27Matrix norms, divergences, metrics
2016-06-03
– 2016-06-15Function approximation and interpolation
2016-06-09