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Gaussian processes (GPs) provide a framework for Bayesian inference that can offer principled uncertainty estimates for a large range of problems. For example, if we consider regression problems with Gaussian likelihoods, a GP model enjoys…

Machine Learning · Computer Science 2022-12-21 Felix Leibfried , Vincent Dutordoir , ST John , Nicolas Durrande

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

Examples with bound information on the regression function and density abound in many real applications. We propose a novel approach for estimating such functions by incorporating the prior knowledge on the bounds. Specially, a Gaussian…

Methodology · Statistics 2018-10-30 Jize Zhang , Lizhen Lin

Variational Gaussian process (GP) approximations have become a standard tool in fast GP inference. This technique requires a user to select variational features to increase efficiency. So far the common choices in the literature are…

Machine Learning · Statistics 2021-10-26 Veit Wild , George Wynne

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 Regression (GPR) is a Bayesian method for inferring profiles based on input data. The technique is increasing in popularity in the fusion community due to its many advantages over traditional fitting techniques including…

Methodology · Statistics 2022-09-07 Jarrod Leddy , Sandeep Madireddy , Eric Howell , Scott Kruger

This paper presents a method for approximate Gaussian process (GP) regression with tensor networks (TNs). A parametric approximation of a GP uses a linear combination of basis functions, where the accuracy of the approximation depends on…

Machine Learning · Statistics 2023-11-01 Clara Menzen , Eva Memmel , Kim Batselier , Manon Kok

A gentle introduction to Gaussian processes (GPs). The three parts of the document consider GPs for regression, classification, and dimensionality reduction.

Statistics Theory · Mathematics 2015-09-01 Mark Ebden

Gaussian Process (GP) regression is a flexible non-parametric approach to approximate complex models. In many cases, these models correspond to processes with bounded physical properties. Standard GP regression typically results in a proxy…

Machine Learning · Computer Science 2020-04-10 Andrew Pensoneault , Xiu Yang , Xueyu Zhu

By enabling constraint-aware online model adaptation, model predictive control using Gaussian process (GP) regression has exhibited impressive performance in real-world applications and received considerable attention in the learning-based…

Optimization and Control · Mathematics 2024-09-17 Amon Lahr , Andrea Zanelli , Andrea Carron , Melanie N. Zeilinger

A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems. The algorithm aims to mitigate some of the hurdles faced…

Machine Learning · Statistics 2019-11-19 Leen Alawieh , Jonathan Goodman , John B. Bell

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

Gaussian process regression is a well-established Bayesian machine learning method. We propose a new approach to Gaussian process regression using quantum kernels based on parameterized quantum circuits. By employing a hardware-efficient…

Quantum Physics · Physics 2024-02-06 Frederic Rapp , Marco Roth

Gaussian processes (GPs) defined through intrinsic random fields provide a flexible framework for modeling spatial phenomena, and have been advocated in a variety of applications over the past several decades. Nevertheless, their adoption…

Numerical Analysis · Mathematics 2026-05-19 Christopher Beattie , David Higdon , Leanna House , Colby Stakun-Pickering , Jared Clark

As a non-parametric Bayesian model which produces informative predictive distribution, Gaussian process (GP) has been widely used in various fields, like regression, classification and optimization. The cubic complexity of standard GP…

Machine Learning · Statistics 2018-11-06 Haitao Liu , Jianfei Cai , Yew-Soon Ong , Yi Wang

We consider Bayesian inference problems with computationally intensive likelihood functions. We propose a Gaussian process (GP) based method to approximate the joint distribution of the unknown parameters and the data. In particular, we…

Computation · Statistics 2018-03-15 Hongqiao Wang , Jinglai Li

Probabilistic models are often used to make predictions in regions of the data space where no observations are available, but it is not always clear whether such predictions are well-informed by previously seen data. In this paper, we…

Machine Learning · Statistics 2026-02-24 Kurt Butler , Guanchao Feng , Tong Chen , Petar Djuric

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…

Several machine learning problems arising in natural language processing can be modeled as a sequence labeling problem. We provide Gaussian process models based on pseudo-likelihood approximation to perform sequence labeling. Gaussian…

Machine Learning · Computer Science 2016-09-22 P. K. Srijith , P. Balamurugan , Shirish Shevade

Model selection in Gaussian processes scales prohibitively with the size of the training dataset, both in time and memory. While many approximations exist, all incur inevitable approximation error. Recent work accounts for this error in the…

Machine Learning · Computer Science 2025-07-08 Jonathan Wenger , Kaiwen Wu , Philipp Hennig , Jacob R. Gardner , Geoff Pleiss , John P. Cunningham