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On the existence of paths between points in high level excursion sets of Gaussian random fields
Gaussian process excursion set large deviations exceedence probabilities connected component optimal path
2012/4/17
The structure of Gaussian random fields over high levels is a well researched and well understood area, particularly if the field is smooth. However, the question as to whether or not two or more poin...
Accuracy of empirical projections of high-dimensional Gaussian matrices
high-dimensional Gaussian matrices Probability
2011/9/22
Abstract: Let $epsilon\in\R^{M\times M}$ be a centered Gaussian matrix whose entries are independent with variance $\sigma^2$. The accuracy of reduced-rank projections of $X=C+epsilon$ with a determin...