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A Gaussian Process (GP) is a prominent mathematical framework for stochastic function approximation in science and engineering applications. This success is largely attributed to the GP's analytical tractability, robustness, non-parametric…

Machine Learning · Statistics 2022-05-19 Marcus M. Noack , Harinarayan Krishnan , Mark D. Risser , Kristofer G. Reyes

In many real-world applications we are interested in approximating costly functions that are analytically unknown, e.g. complex computer codes. An emulator provides a fast approximation of such functions relying on a limited number of…

Methodology · Statistics 2020-10-02 Hossein Mohammadi , Peter Challenor , Marc Goodfellow , Daniel Williamson

Bayesian methods in machine learning, such as Gaussian processes, have great advantages com-pared to other techniques. In particular, they provide estimates of the uncertainty associated with a prediction. Extending the Bayesian approach to…

Quantum Physics · Physics 2019-05-20 Zhikuan Zhao , Alejandro Pozas-Kerstjens , Patrick Rebentrost , Peter Wittek

We present the Gaussian process density sampler (GPDS), an exchangeable generative model for use in nonparametric Bayesian density estimation. Samples drawn from the GPDS are consistent with exact, independent samples from a distribution…

Computation · Statistics 2009-12-25 Ryan Prescott Adams , Iain Murray , David J. C. MacKay

In the univariate setting, using the kernel spectral representation is an appealing approach for generating stationary covariance functions. However, performing the same task for multiple-output Gaussian processes is substantially more…

Machine Learning · Statistics 2021-03-15 Fergus Simpson , Alexis Boukouvalas , Vaclav Cadek , Elvijs Sarkans , Nicolas Durrande

This paper proposes a novel method for deep learning based on the analytical convolution of multidimensional Gaussian mixtures. In contrast to tensors, these do not suffer from the curse of dimensionality and allow for a compact…

Machine Learning · Computer Science 2022-02-21 Adam Celarek , Pedro Hermosilla , Bernhard Kerbl , Timo Ropinski , Michael Wimmer

We introduce GAUCHE, a library for GAUssian processes in CHEmistry. Gaussian processes have long been a cornerstone of probabilistic machine learning, affording particular advantages for uncertainty quantification and Bayesian optimisation.…

In decision-making systems, it is important to have classifiers that have calibrated uncertainties, with an optimisation objective that can be used for automated model selection and training. Gaussian processes (GPs) provide uncertainty…

Machine Learning · Statistics 2020-03-05 Vincent Dutordoir , Mark van der Wilk , Artem Artemev , James Hensman

Deep Gaussian process models typically employ discrete hierarchies, but recent advancements in differential Gaussian processes (DiffGPs) have extended these models to infinite depths. However, existing DiffGP approaches often overlook the…

Machine Learning · Computer Science 2025-12-16 Jian Xu , Zhiqi Lin , Min Chen , Junmei Yang , Delu Zeng , John Paisley

A method to perform unfolding with Gaussian processes (GPs) is presented. Using Bayesian regression, we define an estimator for the underlying truth distribution as the mode of the posterior. We show that in the case where the bin contents…

Data Analysis, Statistics and Probability · Physics 2018-11-07 Adam Bozson , Glen Cowan , Francesco Spanò

Gaussian Process Regression is a well-known machine learning technique for which several quantum algorithms have been proposed. We show here that in a wide range of scenarios these algorithms show no exponential speedup. We achieve this by…

Quantum Physics · Physics 2025-07-04 Dominic Lowe , M. S. Kim , Roberto Bondesan

The kernel function and its hyperparameters are the central model selection choice in a Gaussian proces (Rasmussen and Williams, 2006). Typically, the hyperparameters of the kernel are chosen by maximising the marginal likelihood, an…

Machine Learning · Statistics 2022-11-07 Vidhi Lalchand , Wessel P. Bruinsma , David R. Burt , Carl E. Rasmussen

Computing accurate estimates of the Fourier transform of analog signals from discrete data points is important in many fields of science and engineering. The conventional approach of performing the discrete Fourier transform of the data…

Machine Learning · Statistics 2017-12-08 Luca Ambrogioni , Eric Maris

For many survey-based spatial modelling problems, responses are observed as spatially aggregated over survey regions due to limited resources. Covariates, from weather models and satellite imageries, can be observed at many different…

Applications · Statistics 2022-04-04 Harrison Zhu , Adam Howes , Owen van Eer , Maxime Rischard , Yingzhen Li , Dino Sejdinovic , Seth Flaxman

Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…

Machine Learning · Statistics 2022-04-29 Alexander Terenin

Many applications in speech, robotics, finance, and biology deal with sequential data, where ordering matters and recurrent structures are common. However, this structure cannot be easily captured by standard kernel functions. To model such…

Machine Learning · Computer Science 2017-10-06 Maruan Al-Shedivat , Andrew Gordon Wilson , Yunus Saatchi , Zhiting Hu , Eric P. Xing

Gaussian process (GP) models have been used in a wide range of battery applications, in which different kernels were manually selected with considerable expertise. However, to capture complex relationships in the ever-growing amount of…

Systems and Control · Electrical Eng. & Systems 2025-05-06 Huang Zhang , Xixi Liu , Faisal Altaf , Torsten Wik

The generalization properties of Gaussian processes depend heavily on the choice of kernel, and this choice remains a dark art. We present the Neural Kernel Network (NKN), a flexible family of kernels represented by a neural network. The…

Machine Learning · Computer Science 2018-08-07 Shengyang Sun , Guodong Zhang , Chaoqi Wang , Wenyuan Zeng , Jiaman Li , Roger Grosse

Quantum computing algorithms have been shown to produce performant quantum kernels for machine-learning classification problems. Here, we examine the performance of quantum kernels for regression problems of practical interest. For an…

Quantum Physics · Physics 2024-09-30 Xuyang Guo , Jun Dai , Roman V. Krems

Identifying dynamical system (DS) is a vital task in science and engineering. Traditional methods require numerous calls to the DS solver, rendering likelihood-based or least-squares inference frameworks impractical. For efficient parameter…

Computation · Statistics 2024-09-19 Ying Zhou , Jinglai Li , Xiang Zhou , Hongqiao Wang