Why student distributions? Why matern’s covariance model? a symmetry-based explanation

authored by
Stephen Schön, Gael Kermarrec, Boris Kargoll, Ingo Neumann, Olga Kosheleva, Vladik Kreinovich
Abstract

In this paper, we show that empirical successes of Student distribution and of Matern’s covariance models can be indirectly explained by a natural requirement of scale invariance – that fundamental laws should not depend on the choice of physical units. Namely, while neither the Student distributions nor Matern’s covariance models are themselves scale-invariant, they are the only one which can be obtained by applying a scale-invariant combination function to scale-invariant functions.

Organisation(s)
Institute of Geodesy
Geodetic Institute
Leibniz Research Centre FZ:GEO
External Organisation(s)
University of Texas at El Paso
Type
Contribution to book/anthology
Pages
266-275
No. of pages
10
Publication date
20.12.2017
Publication status
Published
Peer reviewed
Yes
ASJC Scopus subject areas
Artificial Intelligence
Electronic version(s)
https://doi.org/10.1007/978-3-319-73150-6_21 (Access: Closed)
 

Details in the research portal "Research@Leibniz University"