2 citations · 3 across the 7 of their papers we have counts for
3 papers · 1 filter
Optimal Estimation of Structured Covariance Operators
Omar Al-Ghattas, Jiaheng Chen, Daniel Sanz-Alonso +1
This paper establishes optimal convergence rates for estimation of structured covariance operators of Gaussian processes. We study banded operators with kernels that decay rapidly…
Hierarchical Bayesian Inverse Problems: A High-Dimensional Statistics Viewpoint
Daniel Sanz-Alonso, Nathan Waniorek
This paper analyzes hierarchical Bayesian inverse problems using techniques from high-dimensional statistics. Our analysis leverages a property of hierarchical Bayesian regularizer…
Covariance Operator Estimation: Sparsity, Lengthscale, and Ensemble Kalman Filters
Omar Al-Ghattas, Jiaheng Chen, Daniel Sanz-Alonso +1
This paper investigates covariance operator estimation via thresholding. For Gaussian random fields with approximately sparse covariance operators, we establish non-asymptotic boun…