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We consider Bayesian inference problems with computationally intensive likelihood functions. We propose a Gaussian process (GP) based method to approximate the joint distribution of the unknown parameters and the data. In particular, we…

Computation · Statistics 2018-03-15 Hongqiao Wang , Jinglai Li

Motivated by the needs of selecting important features for massive neuroimaging data, we propose a spatially varying coefficient model (SVCMs) with sparsity and piecewise smoothness imposed on the coefficient functions. A new class of…

Methodology · Statistics 2015-05-01 Ran Shi , Jian Kang

This paper deals with Gibbs samplers that include high dimensional conditional Gaussian distributions. It proposes an efficient algorithm that avoids the high dimensional Gaussian sampling and relies on a random excursion along a small set…

Computation · Statistics 2016-04-20 Olivier Féron , François Orieux , Jean-François Giovannelli

Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…

Machine Learning · Computer Science 2010-02-23 Yuan Qi , Ahmed H. Abdel-Gawad , Thomas P. Minka

A key problem in sensor networks is to decide which sensors to query when, in order to obtain the most useful information (e.g., for performing accurate prediction), subject to constraints (e.g., on power and bandwidth). In many…

Machine Learning · Computer Science 2010-05-14 Daniel Golovin , Matthew Faulkner , Andreas Krause

Gaussian graphical modeling has been widely used to explore various network structures, such as gene regulatory networks and social networks. We often use a penalized maximum likelihood approach with the $L_1$ penalty for learning a…

Methodology · Statistics 2017-06-13 Kei Hirose , Hironori Fujisawa , Jun Sese

Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to…

GNSS localization is an important part of today's autonomous systems, although it suffers from non-Gaussian errors caused by non-line-of-sight effects. Recent methods are able to mitigate these effects by including the corresponding…

Robotics · Computer Science 2020-03-20 Tim Pfeifer , Peter Protzel

In this paper, we consider the motion planning problem in Gaussian belief space for minimum sensing navigation. Despite the extensive use of sampling-based algorithms and their rigorous analysis in the deterministic setting, there has been…

Robotics · Computer Science 2023-06-02 Vrushabh Zinage , Ali Reza Pedram , Takashi Tanaka

Bayesian computational strategies for inference can be inefficient in approximating the posterior distribution in models that exhibit some form of periodicity. This is because the probability mass of the marginal posterior distribution of…

Machine Learning · Statistics 2025-12-01 Javier Lopez-Santiago , Luca Martino , Joaquin Miguez , Gonzalo Vazquez-Vilar

Sparse pseudo-point approximations for Gaussian process (GP) models provide a suite of methods that support deployment of GPs in the large data regime and enable analytic intractabilities to be sidestepped. However, the field lacks a…

Machine Learning · Statistics 2017-11-15 Thang D. Bui , Cuong V. Nguyen , Richard E. Turner

Gaussian process regression is a powerful Bayesian nonlinear regression method. Recent research has enabled the capture of many types of observations using non-Gaussian likelihoods. To deal with various tasks in spatial modeling, we benefit…

Machine Learning · Statistics 2025-08-26 Yuta Shikuri

Angular data are commonly encountered in settings with a directional or orientational component. Regressing an angular response on real-valued features requires intrinsically capturing the circular or spherical manifold the data lie on, or…

Gaussian processes (GPs) are a good choice for function approximation as they are flexible, robust to over-fitting, and provide well-calibrated predictive uncertainty. Deep Gaussian processes (DGPs) are multi-layer generalisations of GPs,…

Machine Learning · Statistics 2017-11-15 Hugh Salimbeni , Marc Deisenroth

As Deep Learning continues to yield successful applications in Computer Vision, the ability to quantify all forms of uncertainty is a paramount requirement for its safe and reliable deployment in the real-world. In this work, we leverage…

Computer Vision and Pattern Recognition · Computer Science 2020-03-26 Eduardo D C Carvalho , Ronald Clark , Andrea Nicastro , Paul H J Kelly

A problem of current interest is the estimation of spatially distributed processes at locations where measurements are missing. Linear interpolation methods rely on the Gaussian assumption, which is often unrealistic in practice, or…

Data Analysis, Statistics and Probability · Physics 2013-01-09 Milan Žukovič , Dionissios T. Hristopulos

Gaussian processes (GPs) stand as crucial tools in machine learning and signal processing, with their effectiveness hinging on kernel design and hyper-parameter optimization. This paper presents a novel GP linear multiple kernel (LMK) and a…

Machine Learning · Computer Science 2025-01-17 Richard Cornelius Suwandi , Zhidi Lin , Feng Yin , Zhiguo Wang , Sergios Theodoridis

A central question in multimodal neuroimaging analysis is to understand the association between two imaging modalities and to identify brain regions where such an association is statistically significant. In this article, we propose a…

Methodology · Statistics 2024-11-28 Moyan Li , Lexin Li , Jian Kang

Gaussian Processes (GP) have become popular machine-learning methods for kernel-based learning on datasets with complicated covariance structures. In this paper, we present a novel extension to the GP framework using a contaminated normal…

Machine Learning · Computer Science 2024-07-03 Daniel Iong , Matthew McAnear , Yuezhou Qu , Shasha Zou , Gabor Toth , Yang Chen

This paper takes a different approach for the distributed linear parameter estimation over a multi-agent network. The parameter vector is considered to be stochastic with a Gaussian distribution. The sensor measurements at each agent are…

Systems and Control · Electrical Eng. & Systems 2022-04-19 Subhro Das