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Gaussian process (GP) regression is a powerful probabilistic modeling technique with built-in uncertainty quantification. When one has access to multiple correlated simulations (tasks), it is common to fit a multitask GP (MTGP) surrogate…

Computation · Statistics 2026-03-18 Aleksei G. Sorokin , Pieterjan Robbe , Fred J. Hickernell

Gaussian process priors are a popular choice for Bayesian analysis of regression problems. However, the implementation of these models can be complex, and ensuring that the implementation is correct can be challenging. In this paper we…

Machine Learning · Computer Science 2021-10-29 John Mcleod , Fergus Simpson

In this study, we introduce a novel analytical Gaussian Process (GP) cosmography methodology, leveraging the differentiable properties of GPs to derive key cosmological quantities analytically. Our approach combines cosmic chronometer (CC)…

Cosmology and Nongalactic Astrophysics · Physics 2024-04-19 Bikash R. Dinda

We introduce graph gamma process (GGP) linear dynamical systems to model real-valued multivariate time series. For temporal pattern discovery, the latent representation under the model is used to decompose the time series into a…

Methodology · Statistics 2020-07-28 Rahi Kalantari , Mingyuan Zhou

The detection of periodic signals in irregularly-sampled time series is a problem commonly encountered in astronomy. Traditional tools used for periodic searches, such as the periodogram, have poorly defined statistical properties under…

Instrumentation and Methods for Astrophysics · Physics 2025-01-13 A. Gúrpide , M. Middleton

Discrete time spatial time series data arise routinely in meteorological and environmental studies. Inference and prediction associated with them are mostly carried out using any of the several variants of the linear state space model that…

Methodology · Statistics 2017-08-25 Suman Guha , Sourabh Bhattacharya

Bayesian model selection, with precedents in George and McCulloch (1993) and Abramovich et al. (1998), support credibility measures that relate model uncertainty, but computation can be costly when sparse priors are approximate. We design…

Computation · Statistics 2023-03-13 Alan Lenarcic , William Valdar

Gaussian boson sampling (GBS) allows for a way to demonstrate quantum supremacy with the relatively modest experimental resources of squeezed light sources, linear optics, and photon detection. In a realistic experimental setting, numerous…

Quantum Physics · Physics 2022-03-09 Junheng Shi , Tim Byrnes

The Bayesian transformed Gaussian process (BTG) model, proposed by Kedem and Oliviera, is a fully Bayesian counterpart to the warped Gaussian process (WGP) and marginalizes out a joint prior over input warping and kernel hyperparameters.…

Machine Learning · Computer Science 2022-10-21 Xinran Zhu , Leo Huang , Cameron Ibrahim , Eric Hans Lee , David Bindel

Survivors of childhood cancer need lifelong monitoring for side effects from radiotherapy. However, longitudinal data from routine monitoring is often infrequently and irregularly sampled, and subject to inaccuracies. Due to this,…

As gene expression measurement technology is shifting from microarrays to sequencing, the statistical tools available for their analysis must be adapted since RNA-seq data are measured as counts. Recently, it has been proposed to tackle the…

Applications · Statistics 2022-11-10 Denis Agniel , Boris P Hejblum

Approximation algorithms are widely used in many engineering problems. To obtain a data set for approximation a factorial design of experiments is often used. In such case the size of the data set can be very large. Therefore, one of the…

Methodology · Statistics 2014-07-04 Mikhail Belyaev , Evgeny Burnaev , Yermek Kapushev

In this publication, we combine two Bayesian non-parametric models: the Gaussian Process (GP) and the Dirichlet Process (DP). Our innovation in the GP model is to introduce a variation on the GP prior which enables us to model structured…

Machine Learning · Computer Science 2014-04-15 James Hensman , Magnus Rattray , Neil D. Lawrence

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

High-dimensional changepoint analysis is a growing area of research and has applications in a wide range of fields. The aim is to accurately and efficiently detect changepoints in time series data when both the number of time points and…

Methodology · Statistics 2020-04-01 Thomas Grundy , Rebecca Killick , Gueorgui Mihaylov

A while ago, the ideas of evolutionary biology inspired computer scientists to develop a thriving nowadays field of evolutionary computation (EC), in general, and genetic algorithms (GA), in particular. At the same time, the directed…

Quantitative Methods · Quantitative Biology 2019-12-09 Alexander Spirov , Ekaterina Myasnikova

This article introduces exact testing procedures on the mean of a Gaussian process $X$ derived from the outcomes of $\ell_1$-minimization over the space of complex valued measures. The process $X$ can be thought as the sum of two terms:…

Statistics Theory · Mathematics 2018-07-03 Jean-Marc Azaïs , Yohann De Castro , Stéphane Mourareau

A recent novel extension of multi-output Gaussian processes handles heterogeneous outputs assuming that each output has its own likelihood function. It uses a vector-valued Gaussian process prior to jointly model all likelihoods' parameters…

Machine Learning · Statistics 2020-07-15 Juan-José Giraldo , Mauricio A. Álvarez

High-precision measurements require optimal setups and analysis tools to achieve continuous improvements. Systematic corrections need to be modeled with high accuracy and known uncertainty to reconstruct underlying physical phenomena. To…

Data Analysis, Statistics and Probability · Physics 2022-05-31 Max Lamparth , Mattis Bestehorn , Bastian Märkisch

Deep Gaussian process models typically employ discrete hierarchies, but recent advancements in differential Gaussian processes (DiffGPs) have extended these models to infinite depths. However, existing DiffGP approaches often overlook the…

Machine Learning · Computer Science 2025-12-16 Jian Xu , Zhiqi Lin , Min Chen , Junmei Yang , Delu Zeng , John Paisley