Invariances of random fields paths, with applications in Gaussian Process Regression

We study pathwise invariances of centred random fields that can be controlled through the covariance. A result involving composition operators is obtained in second-order settings, and we show that various path properties including additivity boil down to invariances of the covariance kernel. These results are extended to a broader class of operators in the Gaussian case, via the Loève isometry. Several covariance-driven pathwise invariances are illustrated, including fields with symmetric paths, centred paths, harmonic paths, or sparse paths. The proposed approach delivers a number of promising results and perspectives in Gaussian process regression.

Data and Resources

Additional Info

Field Value
Source https://hal.science/hal-00850436
Author Ginsbourger, David, Roustant, Olivier, Durrande, Nicolas
Maintainer CCSD
Last Updated May 10, 2026, 03:42 (UTC)
Created May 10, 2026, 03:42 (UTC)
Identifier hal-00850436
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Institute of Mathematical Statistics and Actuarial Science [Bern] (IMSV) ; Universität Bern = University of Bern = Université de Berne (UNIBE)
creator Ginsbourger, David
date 2013-08-06T00:00:00
harvest_object_id 63ae3319-7c5e-4e71-ad30-1498106335b2
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2026-04-02T00:00:00
relation info:eu-repo/semantics/altIdentifier/arxiv/1308.1359
set_spec type:UNDEFINED