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This paper proposes a new algorithm for Gaussian process classification based on posterior linearisation (PL). In PL, a Gaussian approximation to the posterior density is obtained iteratively using the best possible linearisation of the…

Machine Learning · Computer Science 2019-04-19 Ángel F. García-Fernández , Filip Tronarp , Simo Särkkä

Substantial research on structured sparsity has contributed to analysis of many different applications. However, there have been few Bayesian procedures among this work. Here, we develop a Bayesian model for structured sparsity that uses a…

Methodology · Statistics 2014-07-09 Barbara E. Engelhardt , Ryan P. Adams

Gaussian processes (GPs) are ubiquitous tools for modeling and predicting continuous processes in physical and engineering sciences. This is partly due to the fact that one may employ a Gaussian process as an interpolator while facilitating…

Statistics Theory · Mathematics 2025-12-16 D. Andrew Brown , Peter Kiessler , John Nicholson

Gaussian processes (GPs) are versatile tools that have been successfully employed to solve nonlinear estimation problems in machine learning, but that are rarely used in signal processing. In this tutorial, we present GPs for regression as…

A method for large scale Gaussian process classification has been recently proposed based on expectation propagation (EP). Such a method allows Gaussian process classifiers to be trained on very large datasets that were out of the reach of…

Creating maps is an essential task in robotics and provides the basis for effective planning and navigation. In this paper, we learn a compact and continuous implicit surface map of an environment from a stream of range data with known…

Machine Learning · Computer Science 2020-02-13 Johannes A. Stork , Todor Stoyanov

It is desirable to combine the expressive power of deep learning with Gaussian Process (GP) in one expressive Bayesian learning model. Deep kernel learning showed success in adopting a deep network for feature extraction followed by a GP…

Machine Learning · Computer Science 2021-10-26 Chi-Ken Lu , Patrick Shafto

Deep Gaussian processes (DGP) have appealing Bayesian properties, can handle variable-sized data, and learn deep features. Their limitation is that they do not scale well with the size of the data. Existing approaches address this using a…

Machine Learning · Computer Science 2019-05-20 Issam H. Laradji , Mark Schmidt , Vladimir Pavlovic , Minyoung Kim

Bayesian inference is a popular method to build learning algorithms but it is hampered by the fact that its key object, the posterior probability distribution, is often uncomputable. Expectation Propagation (EP) (Minka (2001)) is a popular…

Machine Learning · Statistics 2016-12-16 Guillaume P. Dehaene

In this paper, we explore the application of Gaussian Processes (GPs) for predicting mean-reverting time series with an underlying structure, using relatively unexplored functional and augmented data structures. While many conventional…

Statistical Finance · Quantitative Finance 2024-03-05 Narayan Tondapu

We propose a flexible procedure for large-scale image search by hash functions with kernels. Our method treats binary codes and pairwise semantic similarity as latent and observed variables, respectively, in a probabilistic model based on…

Computer Vision and Pattern Recognition · Computer Science 2016-04-26 Bahadir Ozdemir , Larry S. Davis

Implicit Processes (IPs) represent a flexible framework that can be used to describe a wide variety of models, from Bayesian neural networks, neural samplers and data generators to many others. IPs also allow for approximate inference in…

Machine Learning · Statistics 2022-07-25 Simón Rodríguez Santana , Bryan Zaldivar , Daniel Hernández-Lobato

Gaussian processes (GPs) can provide a principled approach to uncertainty quantification with easy-to-interpret kernel hyperparameters, such as the lengthscale, which controls the correlation distance of function values. However, selecting…

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) regression is a flexible, nonparametric approach to regression that naturally quantifies uncertainty. In many applications, the number of responses and covariates are both large, and a goal is to select covariates that…

Methodology · Statistics 2022-10-12 Jian Cao , Joseph Guinness , Marc G. Genton , Matthias Katzfuss

Bayesian models based on Gaussian processes (GPs) offer a flexible framework to predict spatially distributed variables with uncertainty. But the use of nonstationary priors, often necessary for capturing complex spatial patterns, makes…

Machine Learning · Statistics 2025-06-02 Gabriel V Cardoso , Mike Pereira

Gaussian processes (GPs) play an essential role in biostatistics, scientific machine learning, and Bayesian optimization for their ability to provide probabilistic predictions and model uncertainty. However, GP inference struggles to scale…

Machine Learning · Computer Science 2025-10-29 Pratik Rathore , Zachary Frangella , Sachin Garg , Shaghayegh Fazliani , Michał Dereziński , Madeleine Udell

A continuing challenge for machine learning is providing methods to perform computation on data while ensuring the data remains private. In this paper we build on the provable privacy guarantees of differential privacy which has been…

Machine Learning · Computer Science 2019-09-23 Michael Thomas Smith , Mauricio A. Alvarez , Neil D. Lawrence

Large-scale Gaussian process inference has long faced practical challenges due to time and space complexity that is superlinear in dataset size. While sparse variational Gaussian process models are capable of learning from large-scale data,…

Machine Learning · Statistics 2018-01-23 Ching-An Cheng , Byron Boots

Self supervised learning (SSL) is a machine learning paradigm where models learn to understand the underlying structure of data without explicit supervision from labeled samples. The acquired representations from SSL have demonstrated…

Machine Learning · Computer Science 2025-12-11 Yunshan Duan , Sinead Williamson
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