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Temporal data such as time series can be viewed as discretized measurements of the underlying function. To build a generative model for such data we have to model the stochastic process that governs it. We propose a solution by defining the…

Machine Learning · Computer Science 2023-05-22 Marin Biloš , Kashif Rasul , Anderson Schneider , Yuriy Nevmyvaka , Stephan Günnemann

Bayesian approaches have become increasingly popular in causal inference problems due to their conceptual simplicity, excellent performance and in-built uncertainty quantification ('posterior credible sets'). We investigate Bayesian…

Machine Learning · Statistics 2019-09-27 Kolyan Ray , Botond Szabo

The computational cost for inference and prediction of statistical models based on Gaussian processes with Mat\'ern covariance functions scales cubicly with the number of observations, limiting their applicability to large data sets. The…

Statistics Theory · Mathematics 2025-03-04 David Bolin , Vaibhav Mehandiratta , Alexandre B. Simas

We propose a recurrent neural network for a "model-free" simulation of a dynamical system with unknown parameters without prior knowledge. The deep learning model aims to jointly learn the nonlinear time marching operator and the effects of…

Machine Learning · Computer Science 2021-03-01 Kyongmin Yeo , Dylan E. C. Grullon , Fan-Keng Sun , Duane S. Boning , Jayant R. Kalagnanam

Gaussian processes (GPs) and Gaussian random fields (GRFs) are essential for modelling spatially varying stochastic phenomena. Yet, the efficient generation of corresponding realisations on high-resolution grids remains challenging,…

Computation · Statistics 2024-12-12 Robert Kutri , Robert Scheichl

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

This work extends causal inference with stochastic confounders. We propose a new approach to variational estimation for causal inference based on a representer theorem with a random input space. We estimate causal effects involving latent…

Machine Learning · Statistics 2021-01-26 Thanh Vinh Vo , Pengfei Wei , Wicher Bergsma , Tze-Yun Leong

We investigate the merits of replication, and provide methods for optimal design (including replicates), with the goal of obtaining globally accurate emulation of noisy computer simulation experiments. We first show that replication can be…

Methodology · Statistics 2019-01-28 Mickael Binois , Jiangeng Huang , Robert B Gramacy , Mike Ludkovski

In a task where many similar inverse problems must be solved, evaluating costly simulations is impractical. Therefore, replacing the model $y$ with a surrogate model $y_s$ that can be evaluated quickly leads to a significant speedup. The…

Numerical Analysis · Mathematics 2024-05-15 Phillip Semler , Martin Weiser

We introduce a probabilistic generative model for disentangling spatio-temporal disease trajectories from series of high-dimensional brain images. The model is based on spatio-temporal matrix factorization, where inference on the sources is…

Machine Learning · Statistics 2019-10-11 Clement Abi Nader , Nicholas Ayache , Philippe Robert , Marco Lorenzi

Gaussian process regression is a popular Bayesian framework for surrogate modeling of expensive data sources. As part of a broader effort in scientific machine learning, many recent works have incorporated physical constraints or other a…

Machine Learning · Computer Science 2021-01-07 Laura Swiler , Mamikon Gulian , Ari Frankel , Cosmin Safta , John Jakeman

This paper proposes a new approach to duration modelling for statistical parametric speech synthesis in which a recurrent statistical model is trained to output a phone transition probability at each timestep (acoustic frame). Unlike…

Computation and Language · Computer Science 2020-07-28 Srikanth Ronanki , Oliver Watts , Simon King , Gustav Eje Henter

Choosing the most adequate kernel is crucial in many Machine Learning applications. Gaussian Process is a state-of-the-art technique for regression and classification that heavily relies on a kernel function. However, in the Gaussian…

Machine Learning · Computer Science 2019-10-15 Ibai Roman , Roberto Santana , Alexander Mendiburu , Jose A. Lozano

We study the problem of estimating the mutation rate between two sequences from noisy sequencing reads. Existing alignment-free methods typically assume direct access to the full sequences. We extend these methods to the sequencing…

Information Theory · Computer Science 2026-01-13 Shiv Pratap Singh Rathore , Navin Kashyap

Time-resolved single-cell omics data offers high-throughput, genome-wide measurements of cellular states, which are instrumental to reverse-engineer the processes underpinning cell fate. Such technologies are inherently destructive,…

Machine Learning · Computer Science 2026-02-04 Stephen Zhang , Suryanarayana Maddu , Xiaojie Qiu , Victor Chardès

Engineers widely use Gaussian process regression framework to construct surrogate models aimed to replace computationally expensive physical models while exploring design space. Thanks to Gaussian process properties we can use both samples…

Machine Learning · Statistics 2017-07-14 Evgeny Burnaev , Alexey Zaytsev

The rapid growth of earth observation systems calls for a scalable approach to interpolate remote-sensing observations. These methods in principle, should acquire more information about the observed field as data grows. Gaussian processes…

Machine Learning · Computer Science 2024-12-17 Weibin Chen , Azhir Mahmood , Michel Tsamados , So Takao

Inference in popular nonparametric Bayesian models typically relies on sampling or other approximations. This paper presents a general methodology for constructing novel tractable nonparametric Bayesian methods by applying the kernel trick…

Machine Learning · Statistics 2011-08-15 Ferenc Huszár , Simon Lacoste-Julien

Biological systems commonly exhibit complex spatiotemporal patterns whose underlying generative mechanisms pose a significant analytical challenge. Traditional approaches to spatiodynamic inference rely on dimensionality reduction through…

Quantitative Methods · Quantitative Biology 2025-08-01 Jun Won Park , Kangyu Zhao , Sanket Rane

Noise in gene expression, either due to inherent stochasticity or to varying inter- and intracellular environment, can generate significant cell-to-cell variability of protein levels in clonal populations. We present a theoretical…

Other Quantitative Biology · Quantitative Biology 2010-04-08 Julia Rausenberger , Christian Fleck , Jens Timmer , Markus Kollmann