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This paper presents an efficient variational inference framework for deriving a family of structured gaussian process regression network (SGPRN) models. The key idea is to incorporate auxiliary inducing variables in latent functions and…

Machine Learning · Computer Science 2021-11-19 Rui Meng , Herbie Lee , Kristofer Bouchard

Multivariate functional data arise in a wide range of applications. One fundamental task is to understand the causal relationships among these functional objects of interest, which has not yet been fully explored. In this article, we…

Methodology · Statistics 2022-10-25 Fangting Zhou , Kejun He , Kunbo Wang , Yanxun Xu , Yang Ni

In this contribution we describe an approach to evolve composite covariance functions for Gaussian processes using genetic programming. A critical aspect of Gaussian processes and similar kernel-based models such as SVM is, that the…

Neural and Evolutionary Computing · Computer Science 2013-05-23 Gabriel Kronberger , Michael Kommenda

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

We propose a practical and scalable Gaussian process model for large-scale nonlinear probabilistic regression. Our mixture-of-experts model is conceptually simple and hierarchically recombines computations for an overall approximation of a…

Machine Learning · Statistics 2014-12-10 Jun Wei Ng , Marc Peter Deisenroth

A powerful tool for the analysis of nonrandomized observational studies has been the potential outcomes model. Utilization of this framework allows analysts to estimate average treatment effects. This article considers the situation in…

Statistics Theory · Mathematics 2019-05-31 Debashis Ghosh , Efrén Cruz-Cortés

In this paper, we present a new statistical approach to the problem of incorporating experimental observations into a mathematical model described by linear partial differential equations (PDEs) to improve the prediction of the state of a…

Analysis of PDEs · Mathematics 2014-05-30 Ngoc-Cuong Nguyen , Jaime Peraire

We consider inference for misaligned multivariate functional data that represents the same underlying curve, but where the functional samples have systematic differences in shape. In this paper we introduce a new class of generally…

Applications · Statistics 2023-01-23 Niels Lundtorp Olsen , Bo Markussen , Lars Lau Rakêt

We consider the problem of detecting and quantifying the periodic component of a function given noise-corrupted observations of a limited number of input/output tuples. Our approach is based on Gaussian process regression which provides a…

Statistics Theory · Mathematics 2016-08-22 Nicolas Durrande , James Hensman , Magnus Rattray , Neil D. Lawrence

Standard GPs offer a flexible modelling tool for well-behaved processes. However, deviations from Gaussianity are expected to appear in real world datasets, with structural outliers and shocks routinely observed. In these cases GPs can fail…

Machine Learning · Statistics 2022-09-08 Yaman Kındap , Simon Godsill

Biological data objects often have both of the following features: (i) they are functions rather than single numbers or vectors, and (ii) they are correlated due to phylogenetic relationships. In this paper we give a flexible statistical…

Quantitative Methods · Quantitative Biology 2012-12-20 Nick S. Jones , John Moriarty

We introduce a random partition model for Bayesian nonparametric regression. The model is based on infinitely-many disjoint regions of the range of a latent covariate-dependent Gaussian process. Given a realization of the process, the…

Methodology · Statistics 2013-01-04 George Karabatsos , Stephen G. Walker

Graphical models are commonly used tools for modeling multivariate random variables. While there exist many convenient multivariate distributions such as Gaussian distribution for continuous data, mixed data with the presence of discrete…

Machine Learning · Statistics 2014-04-30 Jianqing Fan , Han Liu , Yang Ning , Hui Zou

The analytic inference, e.g. predictive distribution being in closed form, may be an appealing benefit for machine learning practitioners when they treat wide neural networks as Gaussian process in Bayesian setting. The realistic widths,…

Disordered Systems and Neural Networks · Physics 2023-08-01 Chi-Ken Lu

Motivated by distinct walking patterns in real-world free-living gait data, this paper proposes an innovative curve-based sampling scheme for the analysis of functional data characterized by a mixture of covariance structures. Traditional…

Methodology · Statistics 2025-04-10 Yian Yu , Bo Wang , Jian Qing Shi

Multivariate categorical data occur in many applications of machine learning. One of the main difficulties with these vectors of categorical variables is sparsity. The number of possible observations grows exponentially with vector length,…

Machine Learning · Statistics 2015-03-10 Yarin Gal , Yutian Chen , Zoubin Ghahramani

Gaussian processes (GPs) are ubiquitous tools for modeling and predicting continuous processes in physical and engineering sciences. This is partly due to the fact that one may employ a Gaussian process as an interpolator while facilitating…

Statistics Theory · Mathematics 2025-12-16 D. Andrew Brown , Peter Kiessler , John Nicholson

Gaussian Processes (GPs) provide a general and analytically tractable way of modeling complex time-varying, nonparametric functions. The Automatic Bayesian Covariance Discovery (ABCD) system constructs natural-language description of…

Machine Learning · Computer Science 2016-02-15 Yunseong Hwang , Anh Tong , Jaesik Choi

We propose generalized conditional functional principal components analysis (GC-FPCA) for the joint modeling of the fixed and random effects of non-Gaussian functional outcomes. The method scales up to very large functional data sets by…

Methodology · Statistics 2024-11-18 Yu Lu , Xinkai Zhou , Erjia Cui , Dustin Rogers , Ciprian M. Crainiceanu , Julia Wrobel , Andrew Leroux

In this paper we present a nonparametric method for extending functional regression methodology to the situation where more than one functional covariate is used to predict a functional response. Borrowing the idea from Kadri et al.…

Machine Learning · Statistics 2013-01-16 Hachem Kadri , Philippe Preux , Emmanuel Duflos , Stéphane Canu