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Gaussian processes (GPs) provide flexible distributions over functions, with inductive biases controlled by a kernel. However, in many applications Gaussian processes can struggle with even moderate input dimensionality. Learning a low…

Machine Learning · Computer Science 2020-01-01 Ian A. Delbridge , David S. Bindel , Andrew Gordon Wilson

We propose a nonparametric procedure to achieve fast inference in generative graphical models when the number of latent states is very large. The approach is based on iterative latent variable preselection, where we alternate between…

Machine Learning · Statistics 2021-10-06 Jacquelyn A. Shelton , Jan Gasthaus , Zhenwen Dai , Joerg Luecke , Arthur Gretton

Deep Gaussian processes (DGP) have appealing Bayesian properties, can handle variable-sized data, and learn deep features. Their limitation is that they do not scale well with the size of the data. Existing approaches address this using a…

Machine Learning · Computer Science 2019-05-20 Issam H. Laradji , Mark Schmidt , Vladimir Pavlovic , Minyoung Kim

Multi-Output Gaussian Processes (MOGPs) provide a principled probabilistic framework for modelling correlated outputs but face scalability bottlenecks when applied to datasets with high-dimensional output spaces. To maintain tractability,…

Machine Learning · Computer Science 2026-05-29 Xiaoyu Jiang , Xinxing Shi , Sokratia Georgaka , Magnus Rattray , Mauricio A Álvarez

The expressive power of a Gaussian process (GP) model comes at a cost of poor scalability in the data size. To improve its scalability, this paper presents a low-rank-cum-Markov approximation (LMA) of the GP model that is novel in…

Machine Learning · Statistics 2014-11-18 Kian Hsiang Low , Jiangbo Yu , Jie Chen , Patrick Jaillet

In sensing applications, sensors cannot always measure the latent quantity of interest at the required resolution, sometimes they can only acquire a blurred version of it due the sensor's transfer function. To recover latent signals when…

Machine Learning · Statistics 2017-07-20 Felipe Tobar , Gonzalo Rios , Tomás Valdivia , Pablo Guerrero

Meta-learning is a powerful approach that exploits historical data to quickly solve new tasks from the same distribution. In the low-data regime, methods based on the closed-form posterior of Gaussian processes (GP) together with Bayesian…

Incorporation of external information into high-dimensional modeling for gene expression data has been shown, both theoretically and empirically, to substantially enhance performance. Such external information, sometimes referred to as…

Methodology · Statistics 2026-04-17 Fuzhi Xu , Weijuan Liang , Shuangge Ma , Qingzhao Zhang

Decoders built on Gaussian processes (GPs) are enticing due to the marginalisation over the non-linear function space. Such models (also known as GP-LVMs) are often expensive and notoriously difficult to train in practice, but can be scaled…

Machine Learning · Statistics 2022-11-28 Pablo Moreno-Muñoz , Cilie W Feldager , Søren Hauberg

Vision-Language Models (VLMs) learn joint representations by mapping images and text into a shared latent space. However, recent research highlights that deterministic embeddings from standard VLMs often struggle to capture the…

Computer Vision and Pattern Recognition · Computer Science 2025-07-08 Aishwarya Venkataramanan , Paul Bodesheim , Joachim Denzler

Projection predictive inference is a decision theoretic Bayesian approach that decouples model estimation from decision making. Given a reference model previously built including all variables present in the data, projection predictive…

Methodology · Statistics 2020-10-15 Alejandro Catalina , Paul-Christian Bürkner , Aki Vehtari

In this paper, we study the problem of learning multi-dimensional Gaussian Mixture Models (GMMs), with a specific focus on model order selection and efficient mixing distribution estimation. We first establish an information-theoretic lower…

Machine Learning · Statistics 2026-03-23 Xinyu Liu , Hai Zhang

The Gaussian Process with a deep kernel is an extension of the classic GP regression model and this extended model usually constructs a new kernel function by deploying deep learning techniques like long short-term memory networks. A…

Computational Finance · Quantitative Finance 2021-05-27 Yong Shi , Wei Dai , Wen Long , Bo Li

Gaussian processes (GPs) are powerful non-parametric function estimators. However, their applications are largely limited by the expensive computational cost of the inference procedures. Existing stochastic or distributed synchronous…

Machine Learning · Statistics 2017-06-14 Hao Peng , Shandian Zhe , Yuan Qi

High dimensional time series are endemic in applications of machine learning such as robotics (sensor data), computational biology (gene expression data), vision (video sequences) and graphics (motion capture data). Practical nonlinear…

Machine Learning · Statistics 2011-07-26 Andreas C. Damianou , Michalis K. Titsias , Neil D. Lawrence

Often in machine learning, data are collected as a combination of multiple conditions, e.g., the voice recordings of multiple persons, each labeled with an ID. How could we build a model that captures the latent information related to these…

Machine Learning · Statistics 2017-05-30 Zhenwen Dai , Mauricio A. Álvarez , Neil D. Lawrence

Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…

Machine Learning · Computer Science 2010-02-23 Yuan Qi , Ahmed H. Abdel-Gawad , Thomas P. Minka

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

It has become increasingly common to collect high-dimensional binary response data; for example, with the emergence of new sampling techniques in ecology. In smaller dimensions, multivariate probit (MVP) models are routinely used for…

Methodology · Statistics 2022-10-26 Antik Chakraborty , Rihui Ou , David B. Dunson

The data-driven approach is emerging as a promising method for the topological design of multiscale structures with greater efficiency. However, existing data-driven methods mostly focus on a single class of microstructures without…

Computational Engineering, Finance, and Science · Computer Science 2020-09-17 Liwei Wang , Siyu Tao , Ping Zhu , Wei Chen
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