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We introduce a new regression framework, Gaussian process regression networks (GPRN), which combines the structural properties of Bayesian neural networks with the non-parametric flexibility of Gaussian processes. This model accommodates…

Machine Learning · Statistics 2011-10-21 Andrew Gordon Wilson , David A. Knowles , Zoubin Ghahramani

In this work, we propose a novel framework for large-scale Gaussian process (GP) modeling. Contrary to the global, and local approximations proposed in the literature to address the computational bottleneck with exact GP modeling, we employ…

Machine Learning · Statistics 2023-12-19 Akhil Vakayil , Roshan Joseph

We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on…

Numerical Analysis · Mathematics 2024-05-01 Paolo Villani , Jörg Unger , Martin Weiser

When we are interested in high-dimensional system and focus on classification performance, the $\ell_{1}$-penalized logistic regression is becoming important and popular. However, the Lasso estimates could be problematic when penalties of…

Machine Learning · Statistics 2020-06-12 Huamei Huang , Yujing Gao , Huiming Zhang , Bo Li

We develop flexible methods of deriving variational inference for models with complex latent variable structure. By splitting the variables in these models into "global" parameters and "local" latent variables, we define a class of…

Computation · Statistics 2019-04-23 Linda S. L. Tan , Aishwarya Bhaskaran , David J. Nott

We study location-scale mixture priors for nonparametric statistical problems, including multivariate regression, density estimation and classification. We show that a rate-adaptive procedure can be obtained if the prior is properly…

Statistics Theory · Mathematics 2012-11-12 R. de Jonge , J. H. van Zanten

Gaussian processes are used in machine learning to learn input-output mappings from observed data. Gaussian process regression is based on imposing a Gaussian process prior on the unknown regressor function and statistically conditioning it…

Machine Learning · Statistics 2019-07-16 Simo Särkkä

In this paper, we propose a new and unified approach for nonparametric regression and conditional distribution learning. Our approach simultaneously estimates a regression function and a conditional generator using a generative learning…

Machine Learning · Statistics 2023-06-28 Shanshan Song , Tong Wang , Guohao Shen , Yuanyuan Lin , Jian Huang

We introduce a generalized additive model for location, scale, and shape (GAMLSS) next of kin aiming at distribution-free and parsimonious regression modelling for arbitrary outcomes. We replace the strict parametric distribution…

Methodology · Statistics 2023-12-21 Sandra Siegfried , Lucas Kook , Torsten Hothorn

We consider the approximation of functions by 2-layer neural networks with a small number of hidden weights based on the squared loss and small datasets. Due to the highly non-convex energy landscape, gradient-based training often suffers…

Machine Learning · Computer Science 2025-08-14 Johannes Hertrich , Sebastian Neumayer

Purely data driven approaches for machine learning present difficulties when data is scarce relative to the complexity of the model or when the model is forced to extrapolate. On the other hand, purely mechanistic approaches need to…

Machine Learning · Statistics 2020-03-16 Mauricio A. Álvarez , David Luengo , Neil D. Lawrence

Convolutional Neural Networks (CNN) possess many positive qualities when it comes to spatial raster data. Translation invariance enables CNNs to detect features regardless of their position in the scene. However, in some domains, like…

Machine Learning · Computer Science 2020-07-13 Arnas Uselis , Mantas Lukoševičius , Lukas Stasytis

Gaussian process regression networks (GPRN) are powerful Bayesian models for multi-output regression, but their inference is intractable. To address this issue, existing methods use a fully factorized structure (or a mixture of such…

Machine Learning · Computer Science 2020-05-19 Shibo Li , Wei Xing , Mike Kirby , Shandian Zhe

This paper introduces an active learning framework for manifold Gaussian Process (GP) regression, combining manifold learning with strategic data selection to improve accuracy in high-dimensional spaces. Our method jointly optimizes a…

Machine Learning · Statistics 2026-05-12 Yuanxing Cheng , Lulu Kang , Yiwei Wang , Chun Liu

Variational inference is a powerful tool for approximate inference, and it has been recently applied for representation learning with deep generative models. We develop the variational Gaussian process (VGP), a Bayesian nonparametric…

Machine Learning · Statistics 2016-04-19 Dustin Tran , Rajesh Ranganath , David M. Blei

When an agent, person, vehicle or robot is moving through an unknown environment without GNSS signals, online mapping of nonlinear terrains can be used to improve position estimates when the agent returns to a previously mapped area.…

Machine Learning · Computer Science 2025-05-22 Frida Marie Viset , Rudy Helmons , Manon Kok

With the rapid advances of data acquisition techniques, spatio-temporal data are becoming increasingly abundant in a diverse array of disciplines. Here we develop spatio-temporal regression methodology for analyzing large amounts of…

Methodology · Statistics 2021-12-01 Ting Fung Ma , Fangfang Wang , Jun Zhu , Anthony R. Ives , Katarzyna E. Lewińska

This work introduces the concept of parametric Gaussian processes (PGPs), which is built upon the seemingly self-contradictory idea of making Gaussian processes parametric. Parametric Gaussian processes, by construction, are designed to…

Machine Learning · Statistics 2017-05-08 Maziar Raissi

Efficient Reinforcement Learning usually takes advantage of demonstration or good exploration strategy. By applying posterior sampling in model-free RL under the hypothesis of GP, we propose Gaussian Process Posterior Sampling Reinforcement…

Machine Learning · Computer Science 2018-12-12 Ying Fan , Letian Chen , Yizhou Wang

A main purpose of spatial data analysis is to predict the objective variable for the unobserved locations. Although Geographically Weighted Regression (GWR) is often used for this purpose, estimation instability proves to be an issue. To…

Methodology · Statistics 2024-02-29 Toshiki Sakai , Jun Tsuchida , Hiroshi Yadohisa