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We consider the problem of deriving from experimental data an approximation of an unknown function, whose derivatives also approximate the unknown function derivatives. Solving this problem is useful, for instance, in the context of…

Systems and Control · Electrical Eng. & Systems 2019-11-11 Carlo Novara , Angelo Nicolì , Giuseppe C. Calafiore

We propose an active set selection framework for Gaussian process classification for cases when the dataset is large enough to render its inference prohibitive. Our scheme consists of a two step alternating procedure of active set update…

Machine Learning · Statistics 2011-06-24 Ricardo Henao , Ole Winther

Gaussian processes are ubiquitous in machine learning, statistics, and applied mathematics. They provide a flexible modelling framework for approximating functions, whilst simultaneously quantifying uncertainty. However, this is only true…

Statistics Theory · Mathematics 2021-05-19 George Wynne , François-Xavier Briol , Mark Girolami

Gaussian process models are flexible, Bayesian non-parametric approaches to regression. Properties of multivariate Gaussians mean that they can be combined linearly in the manner of additive models and via a link function (like in…

Machine Learning · Statistics 2016-04-19 Alan D. Saul , James Hensman , Aki Vehtari , Neil D. Lawrence

We develop methods for nonparametric uniform inference in cost-sensitive binary classification, a framework that encompasses maximum score estimation, predicting utility maximizing actions, and policy learning. These problems are well known…

Econometrics · Economics 2025-12-16 Nan Liu , Yanbo Liu , Yuya Sasaki , Yuanyuan Wan

We introduce a new clustering method for the classification of functional data sets by their probabilistic law, that is, a procedure that aims to assign data sets to the same cluster if and only if the data were generated with the same…

Methodology · Statistics 2023-12-29 Antonio Galves , Fernando Najman , Marcela Svarc , Claudia D. Vargas

We propose an algorithm for Bayesian functional optimisation - that is, finding the function to optimise a process - guided by experimenter beliefs and intuitions regarding the expected characteristics (length-scale, smoothness, cyclicity…

Machine Learning · Computer Science 2020-09-09 Alistair Shilton , Sunil Gupta , Santu Rana , Svetha Venkatesh

Many developments in Mathematics involve the computation of higher order derivatives of Gaussian density functions. The analysis of univariate Gaussian random variables is a well-established field whereas the analysis of their multivariate…

Computation · Statistics 2022-03-04 José E. Chacón , Tarn Duong

Most classification models can be considered as the process of matching templates. However, when intra-class uncertainty/variability is not considered, especially for datasets containing unbalanced classes, this may lead to classification…

Computer Vision and Pattern Recognition · Computer Science 2021-04-13 He Zhu , Shan Yu

The identification of the constrained dynamics of mechanical systems is often challenging. Learning methods promise to ease an analytical analysis, but require considerable amounts of data for training. We propose to combine insights from…

Machine Learning · Computer Science 2020-09-16 A. Rene Geist , Sebastian Trimpe

Classification (supervised-learning) of multivariate functional data is considered when the elements of the random functional vector of interest are defined on different domains. In this setting, PLS classification and tree PLS-based…

Methodology · Statistics 2024-06-11 Issam-Ali Moindjie , Sophie Dabo-Niang , Cristian Preda

Bayesian model updating based on Gaussian Process (GP) models has received attention in recent years, which incorporates kernel-based GPs to provide enhanced fidelity response predictions. Although most kernel functions provide high fitting…

Recognizing the successes of treed Gaussian process (TGP) models as an interpretable and thrifty model for nonparametric regression, we seek to extend the model to classification. Both treed models and Gaussian processes (GPs) have,…

Methodology · Statistics 2010-09-28 Tamara Broderick , Robert B. Gramacy

Gaussian process regression is a powerful method for predicting states based on given data. It has been successfully applied for probabilistic predictions of structural systems to quantify, for example, the crack growth in mechanical…

Machine Learning · Statistics 2022-06-20 Simon Pfingstl , Markus Zimmermann

We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…

Machine Learning · Statistics 2018-11-19 Patrick Chao , Tahereh Mazaheri , Bo Sun , Nicholas B. Weingartner , Zohar Nussinov

Gaussian process regression is a frequently used statistical method for flexible yet fully probabilistic non-linear regression modeling. A common obstacle is its computational complexity which scales poorly with the number of observations.…

Methodology · Statistics 2026-03-10 Adam Gorm Hoffmann , Claus Thorn Ekstrøm , Andreas Kryger Jensen

We introduce a doubly stochastic marked point process model for supervised classification problems. Regardless of the number of classes or the dimension of the feature space, the model requires only 2--3 parameters for the covariance…

Methodology · Statistics 2012-07-20 Jie Yang , Klaus Miescke , Peter McCullagh

The increased demand for online prediction and the growing availability of large data sets drives the need for computationally efficient models. While exact Gaussian process regression shows various favorable theoretical properties…

Machine Learning · Computer Science 2021-08-02 Armin Lederer , Alejandro Jose Ordonez Conejo , Korbinian Maier , Wenxin Xiao , Jonas Umlauft , Sandra Hirche

The paper covers the design and analysis of experiments to discriminate between two Gaussian process models, such as those widely used in computer experiments, kriging, sensor location and machine learning. Two frameworks are considered.…

Methodology · Statistics 2022-11-22 Elham Yousefi , Luc Pronzato , Markus Hainy , Werner G. Müller , Henry P. Wynn

Multi-class classification methods based on both labeled and unlabeled functional data sets are discussed. We present a semi-supervised logistic model for classification in the context of functional data analysis. Unknown parameters in our…

Methodology · Statistics 2013-02-15 Shuichi Kawano , Sadanori Konishi
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