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Nonparametric Bayesian approaches based on Gaussian processes have recently become popular in the empirical learning community. They encompass many classical methods of statistics, like Radial Basis Functions or various splines, and are…

Data Analysis, Statistics and Probability · Physics 2007-05-23 J. C. Lemm

We derive a method to reconstruct Gaussian signals from linear measurements with Gaussian noise. This new algorithm is intended for applications in astrophysics and other sciences. The starting point of our considerations is the principle…

Instrumentation and Methods for Astrophysics · Physics 2011-10-18 Niels Oppermann , Georg Robbers , Torsten A. Ensslin

Diffusion models are a class of generative models that have demonstrated remarkable success in tasks such as image generation. However, one of the bottlenecks of these models is slow sampling due to the delay before the onset of trajectory…

Machine Learning · Statistics 2025-12-25 Li Cunzhi , Louis Kang , Hideaki Shimazaki

Strong-lensing images provide a wealth of information both about the magnified source and about the dark matter distribution in the lens. Precision analyses of these images can be used to constrain the nature of dark matter. However, this…

Instrumentation and Methods for Astrophysics · Physics 2022-05-25 Konstantin Karchev , Adam Coogan , Christoph Weniger

This paper proposes a new class of real-time optimization schemes to overcome system-model mismatch of uncertain processes. This work's novelty lies in integrating derivative-free optimization schemes and multi-fidelity Gaussian processes…

Machine Learning · Computer Science 2021-11-11 Panagiotis Petsagkourakis , Benoit Chachuat , Ehecatl Antonio del Rio-Chanona

A physics-constrained Gaussian Process regression framework is developed for predicting shocked material states along the Hugoniot curve using data from a small number of shockwave simulations. The proposed Gaussian process employs a…

Computational Engineering, Finance, and Science · Computer Science 2026-01-13 George D. Pasparakis , Himanshu Sharma , Rushik Desai , Chunyu Li , Alejandro Strachan , Lori Graham-Brady , Michael D. Shields

Due to its state-of-the-art estimation performance complemented by rigorous and non-conservative uncertainty bounds, Gaussian process regression is a popular tool for enhancing dynamical system models and coping with their inaccuracies.…

Systems and Control · Electrical Eng. & Systems 2025-02-05 Anna Scampicchio , Elena Arcari , Amon Lahr , Melanie N. Zeilinger

Tomographic reconstruction, despite its revolutionary impact on a wide range of applications, suffers from its ill-posed nature in that there is no unique solution because of limited and noisy measurements. Therefore, in the absence of…

Applications · Statistics 2023-04-10 Agnimitra Dasgupta , Carlo Graziani , Zichao Wendy Di

We demonstrate how the Gaussian process regression approach can be used to efficiently reconstruct free energy surfaces from umbrella sampling simulations. By making a prior assumption of smoothness and taking account of the sampling noise…

Statistical Mechanics · Physics 2014-07-25 Thomas Stecher , Noam Bernstein , Gábor Csányi

Recently, a novel linear model predictive control algorithm based on a physics-informed Gaussian Process has been introduced, whose realizations strictly follow a system of underlying linear ordinary differential equations with constant…

Optimization and Control · Mathematics 2025-05-01 Adrian Lepp , Jörn Tebbe , Andreas Besginow

Complex-valued signals are used in the modeling of many systems in engineering and science, hence being of fundamental interest. Often, random complex-valued signals are considered to be proper. A proper complex random variable or process…

Machine Learning · Computer Science 2015-02-19 Rafael Boloix-Tortosa , F. Javier Payán-Somet , Eva Arias-de-Reyna , Juan José Murillo-Fuentes

Much focus was on the possible slowing down of cosmic acceleration under the dark energy parametrization. In the present paper, we investigate this subject using the Gaussian processes (GP), without resorting to a particular template of…

Cosmology and Nongalactic Astrophysics · Physics 2016-12-07 Ming-Jian Zhang , Jun-Qing Xia

Optimization problems with uncertain black-box constraints, modeled by warped Gaussian processes, have recently been considered in the Bayesian optimization setting. This work introduces a new class of constraints in which the same…

Optimization and Control · Mathematics 2020-06-16 Johannes Wiebe , Inês Cecílio , Jonathan Dunlop , Ruth Misener

Gaussian Process state-space models capture complex temporal dependencies in a principled manner by placing a Gaussian Process prior on the transition function. These models have a natural interpretation as discretized stochastic…

Machine Learning · Computer Science 2022-02-24 Krista Longi , Jakob Lindinger , Olaf Duennbier , Melih Kandemir , Arto Klami , Barbara Rakitsch

Optical scatterometry is a method to measure the size and shape of periodic micro- or nanostructures on surfaces. For this purpose the geometry parameters of the structures are obtained by reproducing experimental measurement results…

Computational Physics · Physics 2020-06-24 Philipp-Immanuel Schneider , Martin Hammerschmidt , Lin Zschiedrich , Sven Burger

Understanding the origin of the accelerated expansion of the Universe poses one of the greatest challenges in physics today. Lacking a compelling fundamental theory to test, observational efforts are targeted at a better characterization of…

Cosmology and Nongalactic Astrophysics · Physics 2010-12-28 Tracy Holsclaw , Ujjaini Alam , Bruno Sanso , Herbert Lee , Katrin Heitmann , Salman Habib , David Higdon

Gaussian processes are important models in the field of probabilistic numerics. We present a procedure for optimizing Mat\'ern kernel temporal Gaussian processes with respect to the kernel covariance function's hyperparameters. It is based…

Machine Learning · Computer Science 2025-08-14 Wouter M. Kouw

Gaussian processes are ubiquitous in machine learning, statistics, and applied mathematics. They provide a flexible modelling framework for approximating functions, whilst simultaneously quantifying uncertainty. However, this is only true…

Statistics Theory · Mathematics 2021-05-19 George Wynne , François-Xavier Briol , Mark Girolami

Gaussian processes (GPs) with derivatives are useful in many applications, including Bayesian optimization, implicit surface reconstruction, and terrain reconstruction. Fitting a GP to function values and derivatives at $n$ points in $d$…

Machine Learning · Computer Science 2018-10-30 David Eriksson , Kun Dong , Eric Hans Lee , David Bindel , Andrew Gordon Wilson

Gaussian process regression (GPR) is a powerful machine learning method which has recently enjoyed wider use, in particular in physical sciences. In its original formulation, GPR uses a square matrix of covariances among training data and…

Numerical Analysis · Mathematics 2023-09-08 Sergei Manzhos , Manabu Ihara