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Related papers: Additive Kernels for Gaussian Process Modeling

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This paper examines experimental design procedures used to develop surrogates of computational models, exploring the interplay between experimental designs and approximation algorithms. We focus on two widely used approximation approaches,…

Numerical Analysis · Computer Science 2016-05-02 Alex A. Gorodetsky , Youssef M. Marzouk

Gaussian processes (GPs) are the most common formalism for defining probability distributions over spaces of functions. While applications of GPs are myriad, a comprehensive understanding of GP sample paths, i.e. the function spaces over…

Machine Learning · Computer Science 2026-01-06 Nathaël Da Costa , Marvin Pförtner , Lancelot Da Costa , Philipp Hennig

Gaussian processes (GP) are widely used as a metamodel for emulating time-consuming computer codes. We focus on problems involving categorical inputs, with a potentially large number L of levels (typically several tens), partitioned in G <<…

Statistics Theory · Mathematics 2018-07-25 Olivier Roustant , Esperan Padonou , Yves Deville , Aloïs Clément , Guillaume Perrin , Jean Giorla , Henry Wynn

Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…

Quantum Physics · Physics 2019-05-29 Zhikuan Zhao , Jack K. Fitzsimons , Joseph F. Fitzsimons

Gaussian Processes (GPs) are widely used tools in statistics, machine learning, robotics, computer vision, and scientific computation. However, despite their popularity, they can be difficult to apply; all but the simplest classification or…

Machine Learning · Computer Science 2016-01-06 Ulrich Schaechtle , Ben Zinberg , Alexey Radul , Kostas Stathis , Vikash K. Mansinghka

The Gaussian process (GP) regression model is a widely employed surrogate modeling technique for computer experiments, offering precise predictions and statistical inference for the computer simulators that generate experimental data.…

Methodology · Statistics 2024-04-02 Lulu Kang , Yuanxing Cheng , Yiwei Wang , Chun Liu

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

Gaussian process (GP) models have received increasing attention in recent years due to their superb prediction accuracy and modeling flexibility. To address the computational burdens of GP models for large-scale datasets, distributed…

Machine Learning · Statistics 2026-02-11 Haoyuan Chen , Rui Tuo

Gaussian processes (GPs) are widely used as distributions of random effects in linear mixed models, which are fit using the restricted likelihood or the closely-related Bayesian analysis. This article addresses two problems. First, we…

Methodology · Statistics 2018-05-04 Maitreyee Bose , James S. Hodges , Sudipto Banerjee

We investigate the capabilities and limitations of Gaussian process models by jointly exploring three complementary directions: (i) scalable and statistically efficient inference; (ii) flexible kernels; and (iii) objective functions for…

Machine Learning · Statistics 2017-03-07 Karl Krauth , Edwin V. Bonilla , Kurt Cutajar , Maurizio Filippone

We present a theoretically grounded Gaussian process framework that leverages neural feature maps to construct expressive kernels. We show that the learned feature map can be interpreted as an optimal low-rank approximation to a Gram matrix…

Machine Learning · Statistics 2026-05-12 Anthony Stephenson

Gaussian Process (GP) models are popular tools in uncertainty quantification (UQ) because they purport to furnish functional uncertainty estimates that can be used to represent model uncertainty. It is often difficult to state with…

Methodology · Statistics 2025-09-22 Carlo Graziani , Marieme Ngom

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…

The Gaussian process (GP) model, which has been extensively applied as priors of functions, has demonstrated excellent performance. The specification of a large number of parameters affects the computational efficiency and the feasibility…

Machine Learning · Statistics 2020-02-13 Shisheng Cui , Chia-Jung Chang

A key challenge in the practical application of Gaussian processes (GPs) is selecting a proper covariance function. The moving average, or process convolutions, construction of GPs allows some additional flexibility, but still requires…

Machine Learning · Statistics 2022-10-19 Thomas M. McDonald , Magnus Ross , Michael T. Smith , Mauricio A. Álvarez

Gaussian Processes (GPs) are known to provide accurate predictions and uncertainty estimates even with small amounts of labeled data by capturing similarity between data points through their kernel function. However traditional GP kernels…

Machine Learning · Computer Science 2021-11-16 Ankur Mallick , Chaitanya Dwivedi , Bhavya Kailkhura , Gauri Joshi , T. Yong-Jin Han

Despite a large corpus of recent work on scaling up Gaussian processes, a stubborn trade-off between computational speed, prediction and uncertainty quantification accuracy, and customizability persists. This is because the vast majority of…

Machine Learning · Computer Science 2025-12-09 Marcus M. Noack , Mark D. Risser , Hengrui Luo , Vardaan Tekriwal , Ronald J. Pandolfi

Gaussian Processes (GPs) are widely recognized as powerful non-parametric models for regression and classification. Traditional GP frameworks predominantly operate under the assumption that the inputs are either accurately known or subject…

Systems and Control · Electrical Eng. & Systems 2025-10-14 Muzaffar Qureshi , Tochukwu Elijah Ogri , Zachary I. Bell , Wanjiku A. Makumi , Rushikesh Kamalapurkar

Recently, there has been a growing interest for mixed-categorical meta-models based on Gaussian process (GP) surrogates. In this setting, several existing approaches use different strategies either by using continuous kernels (e.g.,…

Optimization and Control · Mathematics 2024-01-25 P. Saves , Y. Diouane , N. Bartoli , T. Lefebvre , J. Morlier

Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Methodology · Statistics 2011-06-29 Anjishnu Banerjee , David Dunson , Surya Tokdar