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Related papers: Local Gaussian Regression

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We propose a few-shot learning method for spatial regression. Although Gaussian processes (GPs) have been successfully used for spatial regression, they require many observations in the target task to achieve a high predictive performance.…

Machine Learning · Statistics 2020-10-12 Tomoharu Iwata , Yusuke Tanaka

Gaussian process regression (GPR) is a non-parametric Bayesian technique for interpolating or fitting data. The main barrier to further uptake of this powerful tool rests in the computational costs associated with the matrices which arise…

Machine Learning · Statistics 2016-05-16 Christopher J. Moore , Alvin J. K. Chua , Christopher P. L. Berry , Jonathan R. Gair

Many datasets are in the form of tables of binned data. Performing regression on these data usually involves either reading off bin heights, ignoring data from neighbouring bins or interpolating between bins thus over or underestimating the…

Machine Learning · Statistics 2019-05-21 Michael Thomas Smith , Mauricio A Alvarez , Neil D Lawrence

Gaussian process regression is widely used because of its ability to provide well-calibrated uncertainty estimates and handle small or sparse datasets. However, it struggles with high-dimensional data. One possible way to scale this…

Machine Learning · Statistics 2024-02-02 Bernardo Fichera , Viacheslav Borovitskiy , Andreas Krause , Aude Billard

Direct quantile regression involves estimating a given quantile of a response variable as a function of input variables. We present a new framework for direct quantile regression where a Gaussian process model is learned, minimising the…

Methodology · Statistics 2012-07-03 Alexis Boukouvalas , Remi Barillec , Dan Cornford

Gaussian process classification is a popular method with a number of appealing properties. We show how to scale the model within a variational inducing point framework, outperforming the state of the art on benchmark datasets. Importantly,…

Machine Learning · Statistics 2014-11-10 James Hensman , Alex Matthews , Zoubin Ghahramani

It is now known that an extended Gaussian process model equipped with rescaling can adapt to different smoothness levels of a function valued parameter in many nonparametric Bayesian analyses, offering a posterior convergence rate that is…

Statistics Theory · Mathematics 2011-12-06 Surya T. Tokdar

Gaussian processes are a natural way of defining prior distributions over functions of one or more input variables. In a simple nonparametric regression problem, where such a function gives the mean of a Gaussian distribution for an…

Data Analysis, Statistics and Probability · Physics 2008-02-03 Radford M. Neal

We develop a novel framework to accelerate Gaussian process regression (GPR). In particular, we consider localization kernels at each data point to down-weigh the contributions from other data points that are far away, and we derive the GPR…

Machine Learning · Statistics 2022-10-19 Davit Gogolashvili , Bogdan Kozyrskiy , Maurizio Filippone

The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

Methodology · Statistics 2022-03-29 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan

One of the most popular methodologies for estimating the average treatment effect at the threshold in a regression discontinuity design is local linear regression (LLR), which places larger weight on units closer to the threshold. We…

Methodology · Statistics 2019-02-01 Zach Branson , Maxime Rischard , Luke Bornn , Luke Miratrix

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

Regressing a scalar response on a random function is nowadays a common situation. In the nonparametric setting, this paper paves the way for making the local linear regression based on a projection approach a prominent method for solving…

Methodology · Statistics 2019-07-19 Frédéric Ferraty , Stanislav Nagy

We introduce the localized Lasso, which is suited for learning models that are both interpretable and have a high predictive power in problems with high dimensionality $d$ and small sample size $n$. More specifically, we consider a function…

Machine Learning · Statistics 2016-10-17 Makoto Yamada , Koh Takeuchi , Tomoharu Iwata , John Shawe-Taylor , Samuel Kaski

Gaussian process-based latent variable models are flexible and theoretically grounded tools for nonlinear dimension reduction, but generalizing to non-Gaussian data likelihoods within this nonlinear framework is statistically challenging.…

Machine Learning · Statistics 2020-06-22 Gregory W. Gundersen , Michael Minyi Zhang , Barbara E. Engelhardt

It is widely known that geographically weighted regression(GWR) is essentially same as varying-coefficient model. In the former research about varying-coefficient model, scholars tend to use multidimensional-kernel-based locally weighted…

Econometrics · Economics 2018-04-13 Zihao Yuan

Deep Gaussian Processes learn probabilistic data representations for supervised learning by cascading multiple Gaussian Processes. While this model family promises flexible predictive distributions, exact inference is not tractable.…

Machine Learning · Statistics 2020-10-23 Jakob Lindinger , David Reeb , Christoph Lippert , Barbara Rakitsch

Gaussian process regression is a well-established Bayesian machine learning method. We propose a new approach to Gaussian process regression using quantum kernels based on parameterized quantum circuits. By employing a hardware-efficient…

Quantum Physics · Physics 2024-02-06 Frederic Rapp , Marco Roth

Gaussian process (GP) models provide a powerful tool for prediction but are computationally prohibitive using large data sets. In such scenarios, one has to resort to approximate methods. We derive an approximation based on a composite…

Machine Learning · Statistics 2018-02-02 Xiuming Liu , Dave Zachariah , Edith C. H. Ngai

We develop a scalable deep non-parametric generative model by augmenting deep Gaussian processes with a recognition model. Inference is performed in a novel scalable variational framework where the variational posterior distributions are…

Machine Learning · Computer Science 2016-03-02 Zhenwen Dai , Andreas Damianou , Javier González , Neil Lawrence