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20142026
most citedControlling Unpredictability with Observations in the Partially Observed Lorenz '96 Model

32 citations · 183 across the 54 of their papers we have counts for

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Showing math.STShow all

11 papers · 1 filter

math.ST2026

Non-asymptotic Analysis of Matérn Regression: The Roles of Target and Kernel Lengthscales

Daniel Sanz-Alonso

Theoretical guarantees for kernel regression are typically formulated in terms of smoothness, but practical accuracy depends critically on how the design resolution compares with t…

math.ST2026

Optimal Multiscale Learning of Linear Operators

Jiaheng Chen, Daniel Sanz-Alonso

We study the statistical and computational limits of learning bounded linear operators between Sobolev spaces from noisy input-output data. In wavelet coordinates, the problem is r…

math.ST2026

Convergence Rates for Learning Pseudo-Differential Operators

Jiaheng Chen, Daniel Sanz-Alonso

This paper establishes convergence rates for learning elliptic pseudo-differential operators, a fundamental operator class in partial differential equations and mathematical physic…

math.ST2025

On the Estimation of Gaussian Moment Tensors

Omar Al-Ghattas, Jiaheng Chen, Daniel Sanz-Alonso

This paper studies two estimators for Gaussian moment tensors: the standard sample moment estimator and a plug-in estimator based on Isserlis's theorem. We establish dimension-free…

math.ST2024

Precision and Cholesky Factor Estimation for Gaussian Processes

Jiaheng Chen, Daniel Sanz-Alonso

This paper studies the estimation of large precision matrices and Cholesky factors obtained by observing a Gaussian process at many locations. Under general assumptions on the prec…

math.ST2024★ 1 cited

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…

math.ST2024★ 1 cited

Covariance Operator Estimation via Adaptive Thresholding

Omar Al-Ghattas, Daniel Sanz-Alonso

This paper studies sparse covariance operator estimation for nonstationary processes with sharply varying marginal variance and small correlation lengthscale. We introduce a covari…

math.ST2024

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…

math.ST2023★ 2 cited

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…

math.ST2020★ 5 cited

Unlabeled Data Help in Graph-Based Semi-Supervised Learning: A Bayesian Nonparametrics Perspective

Daniel Sanz-Alonso, Ruiyi Yang

In this paper we analyze the graph-based approach to semi-supervised learning under a manifold assumption. We adopt a Bayesian perspective and demonstrate that, for a suitable choi…

math.ST2017

The Bayesian update: variational formulations and gradient flows

Nicolas Garcia Trillos, Daniel Sanz-Alonso

The Bayesian update can be viewed as a variational problem by characterizing the posterior as the minimizer of a functional. The variational viewpoint is far from new and is at the…