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Bayesian field theory denotes a nonparametric Bayesian approach for learning functions from observational data. Based on the principles of Bayesian statistics, a particular Bayesian field theory is defined by combining two models: a…
We propose a Bayesian nonparametric mixture model for the reconstruction and prediction from observed time series data, of discretized stochastic dynamical systems, based on Markov Chain Monte Carlo methods (MCMC). Our results can be used…
In this paper, we introduce the notion of Gaussian processes indexed by probability density functions for extending the Mat\'ern family of covariance functions. We use some tools from information geometry to improve the efficiency and the…
Gaussian graphical models (GGMs) are well-established tools for probabilistic exploration of dependence structures using precision matrices. We develop a Bayesian method to incorporate covariate information in this GGMs setup in a nonlinear…
In this letter, we present a novel Gaussian Process Learning-based Probabilistic Optimal Power Flow (GP-POPF) for solving POPF under renewable and load uncertainties of arbitrary distribution. The proposed method relies on a non-parametric…
This article presents an approach to Bayesian semiparametric inference for Gaussian multivariate response regression. We are motivated by various small and medium dimensional problems from the physical and social sciences. The statistical…
Gaussian Process (GP) models are a powerful tool in probabilistic machine learning with a solid theoretical foundation. Thanks to current advances, modeling complex data with GPs is becoming increasingly feasible, which makes them an…
In this work, we employ the Bayesian inference framework to solve the problem of estimating the solution and particularly, its derivatives, which satisfy a known differential equation, from the given noisy and scarce observations of the…
In order to better model high-dimensional sequential data, we propose a collaborative multi-output Gaussian process dynamical system (CGPDS), which is a novel variant of GPDSs. The proposed model assumes that the output on each dimension is…
We develop Bayesian machine learning methods for mixed data sampling (MIDAS) regressions. This involves handling frequency mismatches and specifying functional relationships between many predictors and the dependent variable. We use…
This paper deals with Gibbs samplers that include high dimensional conditional Gaussian distributions. It proposes an efficient algorithm that avoids the high dimensional Gaussian sampling and relies on a random excursion along a small set…
The Gaussian process (GP) is a nonparametric prior distribution over functions indexed by time, space, or other high-dimensional index set. The GP is a flexible model yet its limitation is given by its very nature: it can only model…
This work introduces the concept of parametric Gaussian processes (PGPs), which is built upon the seemingly self-contradictory idea of making Gaussian processes parametric. Parametric Gaussian processes, by construction, are designed to…
Gaussian process (GP) models provide a powerful tool for prediction but are computationally prohibitive using large data sets. In such scenarios, one has to resort to approximate methods. We derive an approximation based on a composite…
In science and engineering, we often work with models designed for accurate prediction of variables of interest. Recognizing that these models are approximations of reality, it becomes desirable to apply multiple models to the same data and…
Denoising diffusion models have become ubiquitous for generative modeling. The core idea is to transport the data distribution to a Gaussian by using a diffusion. Approximate samples from the data distribution are then obtained by…
Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…
A computational method based on the non-linear Gaussian process (GP), known as deep Gaussian processes (deep GPs) for uncertainty quantification & propagation in modelling of flow through heterogeneous porous media is presented. The method…
The Gaussian Process Convolution Model (GPCM; Tobar et al., 2015a) is a model for signals with complex spectral structure. A significant limitation of the GPCM is that it assumes a rapidly decaying spectrum: it can only model smooth…
State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference \emph{and learning} (i.e. state estimation and system…