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Recently nonparametric functional model with functional responses has been proposed within the functional reproducing kernel Hilbert spaces (fRKHS) framework. Motivated by its superior performance and also its limitations, we propose a…

Methodology · Statistics 2010-08-11 Heng Lian

The Gaussian process (GP) regression model is a widely employed surrogate modeling technique for computer experiments, offering precise predictions and statistical inference for the computer simulators that generate experimental data.…

Methodology · Statistics 2024-04-02 Lulu Kang , Yuanxing Cheng , Yiwei Wang , Chun Liu

Many biological processes involve numerous coupled degrees of freedom, yet free-energy estimation is often restricted to one-dimensional profiles to mitigate the high computational cost of multidimensional sampling. In this work, we extend…

Statistical Mechanics · Physics 2026-02-12 Daniel Nagel , Tristan Bereau

A method to reconstruct fields, source strengths and physical parameters based on Gaussian process regression is presented for the case where data are known to fulfill a given linear differential equation with localized sources. The…

Data Analysis, Statistics and Probability · Physics 2019-09-10 Christopher G. Albert

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

Gaussian process regression in its most simplified form assumes normal homoscedastic noise and utilizes analytically tractable mean and covariance functions of predictive posterior distribution using Gaussian conditioning. Its…

Applications · Statistics 2023-01-20 Pooja Algikar , Lamine Mili

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

Expensive ultrasonic anemometers are usually required to measure wind speed accurately. The aim of this work is to overcome the loss of accuracy of a low cost hot-wire anemometer caused by the changes of air temperature, by means of a…

In this work, we investigate Gaussian process regression used to recover a function based on noisy observations. We derive upper and lower error bounds for Gaussian process regression with possibly misspecified correlation functions. The…

Statistics Theory · Mathematics 2022-07-20 Wenjia Wang , Bing-Yi Jing

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

In this work we consider Bayesian inference problems with intractable likelihood functions. We present a method to compute an approximate of the posterior with a limited number of model simulations. The method features an inverse Gaussian…

Computation · Statistics 2021-02-23 Hongqiao Wang , Ziqiao Ao , Tengchao Yu , Jinglai Li

In this paper, we study random subsampling of Gaussian process regression, one of the simplest approximation baselines, from a theoretical perspective. Although subsampling discards a large part of training data, we show provable guarantees…

Machine Learning · Statistics 2019-01-29 Kohei Hayashi , Masaaki Imaizumi , Yuichi Yoshida

Gaussian process regression is used throughout statistics and machine learning for prediction and uncertainty quantification. A Gaussian process is specified by its mean and covariance functions. Many covariance functions, including…

Statistics Theory · Mathematics 2025-10-28 Toni Karvonen , François Bachoc

Long-span bridges are subjected to a multitude of dynamic excitations during their lifespan. To account for their effects on the structural system, several load models are used during design to simulate the conditions the structure is…

Machine Learning · Computer Science 2023-08-21 Gledson Rodrigo Tondo , Igor Kavrakov , Guido Morgenthal

Gaussian process regression is a machine learning approach which has been shown its power for estimation of unknown functions. However, Gaussian processes suffer from high computational complexity, as in a basic form they scale cubically…

Machine Learning · Statistics 2018-09-10 Danil Kuzin , Le Yang , Olga Isupova , Lyudmila Mihaylova

3D Gaussian Splatting offers a strong speed-quality trade-off but struggles to reconstruct semi-transparent surfaces because most methods assume a single depth per pixel, which fails when multiple surfaces are visible. We propose TSPE-GS…

Computer Vision and Pattern Recognition · Computer Science 2025-11-14 Zhiyuan Xu , Nan Min , Yuhang Guo , Tong Wei

There is increasing interest in the problem of nonparametric regression with high-dimensional predictors. When the number of predictors $D$ is large, one encounters a daunting problem in attempting to estimate a $D$-dimensional surface…

Statistics Theory · Mathematics 2014-06-17 Yun Yang , David B. Dunson

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

We propose an efficient optimization algorithm for selecting a subset of training data to induce sparsity for Gaussian process regression. The algorithm estimates an inducing set and the hyperparameters using a single objective, either the…

Machine Learning · Computer Science 2013-11-12 Yanshuai Cao , Marcus A. Brubaker , David J. Fleet , Aaron Hertzmann

Due to the tremendous cost of seismic data acquisition, methods have been developed to reduce the amount of data acquired by designing optimal missing trace reconstruction algorithms. These technologies are designed to record as little data…

Spectral Theory · Mathematics 2024-01-01 Yijun Zhang , Mathias Louboutin , Ali Siahkoohi , Ziyi Yin , Rajiv Kumar , Felix J. Herrmann