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: Unknown)

 

Details in the research portal "Research@Leibniz University"