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Gaussian Process (GP) Variational Autoencoders (VAEs) extend standard VAEs by replacing the fully factorised Gaussian prior with a GP prior, thereby capturing richer correlations among latent variables. However, performing exact GP…

Machine Learning · Computer Science 2025-08-18 Xinxing Shi , Xiaoyu Jiang , Mauricio A. Álvarez

We propose a conjugate and calibrated Gaussian process (GP) model for multi-class classification by exploiting the geometry of the probability simplex. Our approach uses Aitchison geometry to map simplex-valued class probabilities to an…

Machine Learning · Computer Science 2026-03-18 Bernardo Williams , Harsha Vardhan Tetali , Arto Klami , Marcelo Hartmann

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

We study the expectation propagation (EP) algorithm for symbol detection in massive multiple-input multiple-output (MIMO) systems. The EP detector shows excellent performance but suffers from a high computational complexity due to the…

Information Theory · Computer Science 2024-08-23 Luca Schmid , Dominik Sulz , Laurent Schmalen

Gaussian Processes (GPs) have been widely used in machine learning to model distributions over functions, with applications including multi-modal regression, time-series prediction, and few-shot learning. GPs are particularly useful in the…

The meta learning few-shot classification is an emerging problem in machine learning that received enormous attention recently, where the goal is to learn a model that can quickly adapt to a new task with only a few labeled data. We…

Machine Learning · Computer Science 2021-12-14 Minyoung Kim , Timothy Hospedales

Deep Gaussian Processes (DGPs) are hierarchical generalizations of Gaussian Processes that combine well calibrated uncertainty estimates with the high flexibility of multilayer models. One of the biggest challenges with these models is that…

Machine Learning · Statistics 2018-11-13 Marton Havasi , José Miguel Hernández-Lobato , Juan José Murillo-Fuentes

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

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Computer Science 2014-08-12 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Statistics 2013-05-27 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

This paper introduces an innovative approach to enhance distributed cooperative learning using Gaussian process (GP) regression in multi-agent systems (MASs). The key contribution of this work is the development of an elective learning…

Machine Learning · Computer Science 2024-02-06 Zewen Yang , Xiaobing Dai , Akshat Dubey , Sandra Hirche , Georges Hattab

Non-Gaussian likelihoods are essential for modelling complex real-world observations but pose significant computational challenges in learning and inference. Even with Gaussian priors, non-Gaussian likelihoods often lead to analytically…

Machine Learning · Statistics 2024-10-29 Thang D. Bui

A common divide-and-conquer approach for Bayesian computation with big data is to partition the data, perform local inference for each piece separately, and combine the results to obtain a global posterior approximation. While being…

Rich and complex time-series data, such as those generated from engineering systems, financial markets, videos or neural recordings, are now a common feature of modern data analysis. Explaining the phenomena underlying these diverse data…

Machine Learning · Statistics 2016-08-18 Marc Peter Deisenroth , Shakir Mohamed

Expectation Propagation (EP) is a widely used message-passing algorithm that decomposes a global inference problem into multiple local ones. It approximates marginal distributions (beliefs) using intermediate functions (messages). While…

Information Theory · Computer Science 2026-01-30 Zilu Zhao , Fangqing Xiao , Dirk Slock

We introduce new Gaussian Process (GP) high-order approximations to linear operations that are frequently used in various numerical methods. Our method employs the kernel-based GP regression modeling, a non-parametric Bayesian approach to…

Computational Physics · Physics 2025-06-09 Christopher DeGrendele , Dongwook Lee

Supervised deep-embedding methods project inputs of a domain to a representational space in which same-class instances lie near one another and different-class instances lie far apart. We propose a probabilistic method that treats…

Machine Learning · Statistics 2019-09-27 Tyler R. Scott , Karl Ridgeway , Michael C. Mozer

Gaussian processes (GPs) provide a nonparametric representation of functions. However, classical GP inference suffers from high computational cost and it is difficult to design nonstationary GP priors in practice. In this paper, we propose…

Machine Learning · Computer Science 2013-03-15 Yuan Qi , Bo Dai , Yao Zhu

While Gaussian probability densities are omnipresent in applied mathematics, Gaussian cumulative probabilities are hard to calculate in any but the univariate case. We study the utility of Expectation Propagation (EP) as an approximate…

Machine Learning · Statistics 2013-12-02 John P. Cunningham , Philipp Hennig , Simon Lacoste-Julien

Gaussian Processes (GPs) are powerful non-parametric Bayesian regression models that allow exact posterior inference, but exhibit high computational and memory costs. In order to improve scalability of GPs, approximate posterior inference…

Machine Learning · Computer Science 2020-04-28 Martin Trapp , Robert Peharz , Franz Pernkopf , Carl E. Rasmussen