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Gaussian process (GP) methods have been widely studied recently, especially for large-scale systems with big data and even more extreme cases when data is sparse. Key advantages of these methods consist in: 1) the ability to provide…

Methodology · Statistics 2024-09-13 Chenyi Lyu , Xingchi Liu , Lyudmila Mihaylova

Gaussian processes (GPs) are instrumental in modeling spatial processes, offering precise interpolation and prediction capabilities across fields such as environmental science and biology. Recently, there has been growing interest in…

Methodology · Statistics 2025-09-04 Jiawen Chen , Aritra Halder , Yun Li , Sudipto Banerjee , Didong Li

In this work we study the non-parametric reconstruction of spatio-temporal dynamical Gaussian processes (GPs) via GP regression from sparse and noisy data. GPs have been mainly applied to spatial regression where they represent one of the…

Machine Learning · Computer Science 2020-10-06 Marco Todescato , Andrea Carron , Ruggero Carli , Gianluigi Pillonetto , Luca Schenato

Many datasets are in the form of tables of binned data. Performing regression on these data usually involves either reading off bin heights, ignoring data from neighbouring bins or interpolating between bins thus over or underestimating the…

Machine Learning · Statistics 2019-05-21 Michael Thomas Smith , Mauricio A Alvarez , Neil D Lawrence

Gaussian processes (GPs) are widely used in non-parametric Bayesian modeling, and play an important role in various statistical and machine learning applications. In a variety tasks of uncertainty quantification, generating random sample…

Computation · Statistics 2024-08-02 Haoyuan Chen , Rui Tuo

With the development of new remote sensing technology, large or even massive spatial datasets covering the globe become available. Statistical analysis of such data is challenging. This article proposes a semiparametric approach to model…

Methodology · Statistics 2019-10-24 Pulong Ma , Emily L. Kang

Many inferential tasks involve fitting models to observed data and predicting outcomes at new covariate values, requiring interpolation or extrapolation. Conventional methods select a single best-fitting model, discarding fits that were…

Methodology · Statistics 2026-01-01 Soonhong Cho , Doeun Kim , Chad Hazlett

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

Some scenarios require the computation of a predictive distribution of a new value evaluated on an objective function conditioned on previous observations. We are interested on using a model that makes valid assumptions on the objective…

Machine Learning · Computer Science 2021-01-21 Lucia Asencio-Martín , Eduardo C. Garrido-Merchán

Gaussian processes (GPs) are powerful non-parametric function estimators. However, their applications are largely limited by the expensive computational cost of the inference procedures. Existing stochastic or distributed synchronous…

Machine Learning · Statistics 2017-06-14 Hao Peng , Shandian Zhe , Yuan Qi

This paper presents an approach for constrained Gaussian Process (GP) regression where we assume that a set of linear transformations of the process are bounded. It is motivated by machine learning applications for high-consequence…

Machine Learning · Statistics 2019-09-12 Christian Agrell

Gaussian processes (GPs) are a popular model for spatially referenced data and allow descriptive statements, predictions at new locations, and simulation of new fields. Often a few parameters are sufficient to parameterize the covariance…

Machine Learning · Statistics 2021-01-01 Florian Gerber , Douglas W. Nychka

Gaussian process regression (GPR) is a non-parametric Bayesian technique for interpolating or fitting data. The main barrier to further uptake of this powerful tool rests in the computational costs associated with the matrices which arise…

Machine Learning · Statistics 2016-05-16 Christopher J. Moore , Alvin J. K. Chua , Christopher P. L. Berry , Jonathan R. Gair

Gaussian process ($GP$) regression is a widely used non-parametric modeling tool, but its cubic complexity in the training size limits its use on massive data sets. A practical remedy is to predict using only the nearest neighbours of each…

Machine Learning · Statistics 2026-04-09 Robert Allison , Tomasz Maciazek , Anthony Stephenson

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

Gaussian process regression is widely used because of its ability to provide well-calibrated uncertainty estimates and handle small or sparse datasets. However, it struggles with high-dimensional data. One possible way to scale this…

Machine Learning · Statistics 2024-02-02 Bernardo Fichera , Viacheslav Borovitskiy , Andreas Krause , Aude Billard

Gaussian processes (GPs) are powerful and widely used probabilistic regression models, but their effectiveness in practice is often limited by the choice of kernel function. This kernel function is typically handcrafted from a small set of…

Machine Learning · Computer Science 2026-02-13 Jihao Andreas Lin , Sebastian Ament , Louis C. Tiao , David Eriksson , Maximilian Balandat , Eytan Bakshy

We propose a new method for simplification of Gaussian process (GP) models by projecting the information contained in the full encompassing model and selecting a reduced number of variables based on their predictive relevance. Our results…

Methodology · Statistics 2017-12-18 Juho Piironen , Aki Vehtari

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

The combination of inducing point methods with stochastic variational inference has enabled approximate Gaussian Process (GP) inference on large datasets. Unfortunately, the resulting predictive distributions often exhibit substantially…

Machine Learning · Statistics 2020-12-29 Martin Jankowiak , Geoff Pleiss , Jacob R. Gardner