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Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…

Statistics Theory · Mathematics 2025-11-25 Sayantan Banerjee , Ismaël Castillo , Subhashis Ghosal

Gaussian process is one of the most popular non-parametric Bayesian methodologies for modeling the regression problem. It is completely determined by its mean and covariance functions. And its linear property makes it relatively…

Machine Learning · Statistics 2020-06-16 Wenqi Fang , Huiyun Li , Hui Huang , Shaobo Dang , Zhejun Huang , Zheng Wang

Explosive growth in data and availability of cheap computing resources have sparked increasing interest in Big learning, an emerging subfield that studies scalable machine learning algorithms, systems, and applications with Big Data.…

Machine Learning · Computer Science 2017-03-02 Jun Zhu , Jianfei Chen , Wenbo Hu , Bo Zhang

In Bayesian nonparametric models, Gaussian processes provide a popular prior choice for regression function estimation. Existing literature on the theoretical investigation of the resulting posterior distribution almost exclusively assume a…

Statistics Theory · Mathematics 2015-03-06 Debdeep Pati , Anirban Bhattacharya , Guang Cheng

A widely used method to create a continuous representation of a discrete data-set is regression analysis. When the regression model is not based on a mathematical description of the physics underlying the data, heuristic techniques play a…

Statistics Theory · Mathematics 2013-07-18 Giovanni Mana , Paolo Alberto Giuliano Albo , Simona Lago

Bayesian Optimization (BO) is a popular approach to optimizing expensive-to-evaluate black-box functions. Despite the success of BO, its performance may decrease exponentially as the dimensionality increases. A common framework to tackle…

Machine Learning · Computer Science 2024-12-24 Quoc-Anh Hoang Nguyen , The Hung Tran

Gaussian processes are a versatile framework for learning unknown functions in a manner that permits one to utilize prior information about their properties. Although many different Gaussian process models are readily available when the…

Challenges in multi-fidelity modeling relate to accuracy, uncertainty estimation and high-dimensionality. A novel additive structure is introduced in which the highest fidelity solution is written as a sum of the lowest fidelity solution…

Machine Learning · Computer Science 2021-04-09 Wei W. Xing , Akeel A. Shah , Peng Wang , Shandian Zhe Qian Fu , Robert. M. Kirby

We propose a novel Bayesian nonparametric method to learn translation-invariant relationships on non-Euclidean domains. The resulting graph convolutional Gaussian processes can be applied to problems in machine learning for which the input…

Machine Learning · Computer Science 2019-05-15 Ian Walker , Ben Glocker

The prohibitive cost of performing Uncertainty Quantification (UQ) tasks with a very large number of input parameters can be addressed, if the response exhibits some special structure that can be discovered and exploited. Several physical…

Computational Physics · Physics 2016-02-16 Ilias Bilionis , Rohit Tripathy , Marcial Gonzalez

Representing graphs as sets of node embeddings in certain curved Riemannian manifolds has recently gained momentum in machine learning due to their desirable geometric inductive biases, e.g., hierarchical structures benefit from hyperbolic…

Machine Learning · Computer Science 2020-06-09 Calin Cruceru , Gary Bécigneul , Octavian-Eugen Ganea

We introduce a novel edge tracing algorithm using Gaussian process regression. Our edge-based segmentation algorithm models an edge of interest using Gaussian process regression and iteratively searches the image for edge pixels in a…

Computer Vision and Pattern Recognition · Computer Science 2021-12-15 Jamie Burke , Stuart King

We propose a new Bayesian strategy for adaptation to smoothness in nonparametric models based on heavy tailed series priors. We illustrate it in a variety of settings, showing in particular that the corresponding Bayesian posterior…

Statistics Theory · Mathematics 2024-05-30 Sergios Agapiou , Ismaël Castillo

In this paper, we develop a new and effective approach to nonparametric quantile regression that accommodates ultrahigh-dimensional data arising from spatio-temporal processes. This approach proves advantageous in staving off computational…

Methodology · Statistics 2024-05-27 Soudeep Deb , Claudia Neves , Subhrajyoty Roy

Estimation of a conditional mean (linking a set of features to an outcome of interest) is a fundamental statistical task. While there is an appeal to flexible nonparametric procedures, effective estimation in many classical nonparametric…

Methodology · Statistics 2022-06-08 Tianyu Zhang , Noah Simon

State-space models have been successfully used for more than fifty years in different areas of science and engineering. We present a procedure for efficient variational Bayesian learning of nonlinear state-space models based on sparse…

Machine Learning · Computer Science 2014-11-04 Roger Frigola , Yutian Chen , Carl E. Rasmussen

Density regression provides a flexible strategy for modeling the distribution of a response variable $Y$ given predictors $\mathbf{X}=(X_1,\ldots,X_p)$ by letting that the conditional density of $Y$ given $\mathbf{X}$ as a completely…

Statistics Theory · Mathematics 2016-01-07 Weining Shen , Subhashis Ghosal

One's ability to learn a generative model of the world without supervision depends on the extent to which one can construct abstract knowledge representations that generalize across experiences. To this end, capturing an accurate…

Machine Learning · Computer Science 2021-10-28 Zahra Sheikhbahaee , Dongshu Luo , Blake VanBerlo , S. Alex Yun , Adam Safron , Jesse Hoey

Computer experiments are often performed to allow modeling of a response surface of a physical experiment that can be too costly or difficult to run except using a simulator. Running the experiment over a dense grid can be prohibitively…

Applications · Statistics 2009-05-25 Robert B. Gramacy , Herbert K. H. Lee

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