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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

This paper proposes a new formulation of functional Gaussian Process regression in manifolds, based on an Empirical Bayes approach, in the spatiotemporal random field context. We apply the machinery of tight Gaussian measures in separable…

Machine Learning · Statistics 2026-03-24 MD Ruiz-Medina , AE Madrid , A Torres-Signes , JM Angulo

Gaussian processes have become a popular tool for nonparametric regression because of their flexibility and uncertainty quantification. However, they often use stationary kernels, which limit the expressiveness of the model and may be…

Machine Learning · Computer Science 2025-07-17 Zachary James , Joseph Guinness

We propose a novel theoretical and methodological framework for Gaussian process regression subject to privacy constraints. The proposed method can be used when a data owner is unwilling to share a high-fidelity supervised learning model…

Machine Learning · Computer Science 2025-10-14 Rui Tuo , Haoyuan Chen , Raktim Bhattacharya

Radio observations of the neutral hydrogen signal from the Cosmic Dawn and Epoch of Reionisation have helped to provide constraints on the properties of the first stars and galaxies. Since this global 21-cm cosmological signal from the…

Cosmology and Nongalactic Astrophysics · Physics 2024-01-09 Christian J. Kirkham , Dominic J. Anstey , Eloy de Lera Acedo

Gaussian processes are probabilistic models that are commonly used as functional priors in machine learning. Due to their probabilistic nature, they can be used to capture the prior information on the statistics of noise, smoothness of the…

Computation · Statistics 2024-02-02 Ahmad Farooq , Cristian A. Galvis-Florez , Simo Särkkä

Gaussian processes offers a convenient way to perform nonparametric reconstructions of observational data assuming only a kernel which describes the covariance between neighbouring points in a data set. We approach the ambiguity in the…

Cosmology and Nongalactic Astrophysics · Physics 2021-08-17 Reginald Christian Bernardo , Jackson Levi Said

Solving nonlinear partial differential equations (PDEs) using kernel methods offers a compelling alternative to traditional numerical solvers. However, the performance of these methods strongly depends on the choice of kernel. In this work,…

Machine Learning · Statistics 2026-05-12 Fatima-Zahrae El-Boukkouri , Josselin Garnier , Olivier Roustant

Time-varying non-Euclidean random objects are playing a growing role in modern data analysis, and periodicity is a fundamental characteristic of time-varying data. However, quantifying periodicity in general non-Euclidean random objects…

Methodology · Statistics 2025-10-22 Jiazhen Xu , Andrew T. A. Wood , Tao Zou

Doubly stochastic Poisson processes, also known as the Cox processes, frequently occur in various scientific fields. In this article, motivated primarily by analyzing Cox process data in biophysics, we propose a nonparametric kernel-based…

Applications · Statistics 2011-01-07 Tingting Zhang , S. C. Kou

Gaussian process regression is widely applied in computational science and engineering for surrogate modeling owning to its kernel-based and probabilistic nature. In this work, we propose a Bayesian approach that integrates the variability…

Machine Learning · Computer Science 2025-01-03 Dongwei Ye , Weihao Yan , Christoph Brune , Mengwu Guo

We present a multivariate Gaussian process regression approach for parameter field reconstruction based on the field's measurements collected at two different scales, the coarse and fine scales. The proposed approach treats the parameter…

Methodology · Statistics 2018-04-19 David A. Barajas-Solano , Alexandre M. Tartakovsky

Constitutive model discovery refers to the task of identifying an appropriate model structure, usually from a predefined model library, while simultaneously inferring its material parameters. The data used for model discovery are measured…

Machine Learning · Computer Science 2026-01-27 David Anton , Henning Wessels , Ulrich Römer , Alexander Henkes , Jorge-Humberto Urrea-Quintero

We consider a Gaussian process formulation of the multiple kernel learning problem. The goal is to select the convex combination of kernel matrices that best explains the data and by doing so improve the generalisation on unseen data.…

Machine Learning · Statistics 2011-10-25 Cedric Archambeau , Francis Bach

This paper presents an efficient variational inference framework for deriving a family of structured gaussian process regression network (SGPRN) models. The key idea is to incorporate auxiliary inducing variables in latent functions and…

Machine Learning · Computer Science 2021-11-19 Rui Meng , Herbie Lee , Kristofer Bouchard

The method of regularization with the Gaussian reproducing kernel is popular in the machine learning literature and successful in many practical applications. In this paper we consider the periodic version of the Gaussian kernel…

Statistics Theory · Mathematics 2007-06-13 Yi Lin , Lawrence D. Brown

In this paper, we introduce the notion of Gaussian processes indexed by probability density functions for extending the Mat\'ern family of covariance functions. We use some tools from information geometry to improve the efficiency and the…

Methodology · Statistics 2020-11-09 A. Fradi , Y. Feunteun , C. Samir , M. Baklouti , F. Bachoc , J-M. Loubes

System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…

Methodology · Statistics 2022-01-27 Christos Merkatas , Simo Särkkä

Koopman Mode Decomposition (KMD) is a technique of nonlinear time-series analysis that originates from point spectrum of the Koopman operator defined for an underlying nonlinear dynamical system. We present a numerical algorithm of KMD…

Signal Processing · Electrical Eng. & Systems 2019-11-18 Akitoshi Masuda , Yoshihiko Susuki , Manel Martínez-Ramón , Andrea Mammoli , Atsushi Ishigame

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