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In this article, we propose and develop a novel Bayesian algorithm for optimization of functions whose first and second partial derivatives are known. The basic premise is the Gaussian process representation of the function which induces a…

Optimization and Control · Mathematics 2020-10-27 Sucharita Roy , Sourabh Bhattacharya

Due to their flexibility, Gaussian processes (GPs) have been widely used in nonparametric function estimation. A prior information about the underlying function is often available. For instance, the physical system (computer model output)…

Methodology · Statistics 2017-11-21 Hassan Maatouk

In a previous paper, a process algebra based on ACP (Algebra of Communicating Processes) was proposed in which processes involving data can be handled by means of features originating from imperative programming. In this paper, an extension…

Logic in Computer Science · Computer Science 2026-05-19 C. A. Middelburg

Gaussian process priors are a popular choice for Bayesian analysis of regression problems. However, the implementation of these models can be complex, and ensuring that the implementation is correct can be challenging. In this paper we…

Machine Learning · Computer Science 2021-10-29 John Mcleod , Fergus Simpson

Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

Machine Learning · Statistics 2015-11-25 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

Gaussian functions are commonly used in different fields, many real signals can be modeled into such form. Research aiming to obtain a precise fitting result for these functions is very meaningful. This manuscript intends to introduce a new…

Methodology · Statistics 2021-03-15 Wei Chen

The effective representation, processing, analysis, and visualization of large-scale structured data, especially those related to complex domains such as networks and graphs, are one of the key questions in modern machine learning. Graph…

Machine Learning · Computer Science 2020-12-02 Xiaowen Dong , Dorina Thanou , Laura Toni , Michael Bronstein , Pascal Frossard

Amplitude estimation algorithms are based on Grover's algorithm: alternating reflections about the input state and the desired outcome. But what if we are given the ability to perform arbitrary rotations, instead of just reflections? In…

Quantum Physics · Physics 2023-03-08 Patrick Rall , Bryce Fuller

Graph classification aims to categorise graphs based on their structure and node attributes. In this work, we propose to tackle this task using tools from graph signal processing by deriving spectral features, which we then use to design…

Machine Learning · Computer Science 2023-06-07 Felix L. Opolka , Yin-Cong Zhi , Pietro Liò , Xiaowen Dong

We present new algorithms and fast implementations to find efficient approximations for modelling stochastic processes. For many numerical computations it is essential to develop finite approximations for stochastic processes. While the…

Optimization and Control · Mathematics 2020-12-03 Kipngeno Benard Kirui , Georg Ch. Pflug , Alois Pichler

computable functions are defined by abstract finite deterministic algorithms on many-sorted algebras. We show that there exist finite universal algebraic specifications that specify uniquely (up to isomorphism) (i) all abstract computable…

Logic in Computer Science · Computer Science 2007-05-23 J. V. Tucker , J. I. Zucker

Advances in numerical optimization have supported breakthroughs in several areas of signal processing. This paper focuses on the recent enhanced variants of the proximal gradient numerical optimization algorithm, which combine quasi-Newton…

Signal Processing · Electrical Eng. & Systems 2020-01-28 Niccolò Antonello , Lorenzo Stella , Panagiotis Patrinos , Toon van Waterschoot

Recently, a novel linear model predictive control algorithm based on a physics-informed Gaussian Process has been introduced, whose realizations strictly follow a system of underlying linear ordinary differential equations with constant…

Optimization and Control · Mathematics 2025-05-01 Adrian Lepp , Jörn Tebbe , Andreas Besginow

In this paper, we propose a data based transformation for infinite-dimensional Gaussian processes and derive its limit theorem. For a classification problem, this transformation induces complete separation among the associated Gaussian…

Statistics Theory · Mathematics 2022-03-25 Juan A. Cuesta-Albertos , Subhajit Dutta

Studies of issues related to computability and computational complexity involve the use of a model of computation. Pivotal to such a model are the computational processes considered. Processes of this kind can be described using an…

Logic in Computer Science · Computer Science 2024-06-24 C. A. Middelburg

We propose an algorithm to approximate solutions of global optimization problems in Sobolev spaces that follows the spirit of Consensus-based algorithms in finite dimensions. The main ingredient are Gaussian processes. In fact, we exploit…

Optimization and Control · Mathematics 2026-03-17 Mahmoud Khatab , Claudia Totzeck

Simulating sample correlation matrices is important in many areas of statistics. Approaches such as generating Gaussian data and finding their sample correlation matrix or generating random uniform $[-1,1]$ deviates as pairwise correlations…

Statistics Theory · Mathematics 2013-12-09 Johanna Hardin , Stephan Ramon Garcia , David Golan

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…

Machine Learning · Statistics 2018-02-02 Xiuming Liu , Dave Zachariah , Edith C. H. Ngai

If several independent algorithms for a computer-calculated quantity exist, then one can expect their results (which differ because of numerical errors) to follow approximately Gaussian distribution. The mean of this distribution,…

General Mathematics · Mathematics 2017-07-03 Andrej Liptaj

This work investigates application of different machine learning based prediction methodologies to estimate the performance of silicon based textured cells. Concept of confidence bound regions is introduced and advantages of this concept…

Machine Learning · Computer Science 2021-07-16 Rahul Jaiswal , Manel Martínez-Ramón , Tito Busani