English
Related papers

Related papers: Hierarchical Nearest-Neighbor Gaussian Process Mod…

200 papers

Multi-task regression attempts to exploit the task similarity in order to achieve knowledge transfer across related tasks for performance improvement. The application of Gaussian process (GP) in this scenario yields the non-parametric yet…

Machine Learning · Statistics 2021-09-21 Haitao Liu , Jiaqi Ding , Xinyu Xie , Xiaomo Jiang , Yusong Zhao , Xiaofang Wang

In spite of the diverse literature on nonstationary spatial modeling and approximate Gaussian process (GP) methods, there are no general approaches for conducting fully Bayesian inference for moderately sized nonstationary spatial data sets…

Computation · Statistics 2020-07-01 Mark D. Risser , Daniel Turek

Gaussian processes (GPs) are a highly flexible, nonparametric statistical model that are commonly used to fit nonlinear relationships or account for correlation between observations. However, the computational load of fitting a Gaussian…

Computation · Statistics 2023-10-30 Matthew J Heaton , Jacob A. Johnson

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

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 2012-03-19 Yuan , Qi , Ahmed H. Abdel-Gawad , Thomas P. Minka

Gaussian process (GP) models form a core part of probabilistic machine learning. Considerable research effort has been made into attacking three issues with GP models: how to compute efficiently when the number of data is large; how to…

Machine Learning · Statistics 2015-06-15 James Hensman , Alexander G. de G. Matthews , Maurizio Filippone , Zoubin Ghahramani

Gaussian Process (GP) models are a powerful and flexible tool for non-parametric regression and classification. Computation for GP models is intensive, since computing the posterior density, $\pi$, for covariance function parameters…

Computation · Statistics 2013-05-13 Chunyi Wang , Radford M. Neal

Gaussian Process (GP) regression is a flexible modeling technique used to predict outputs and to capture uncertainty in the predictions. However, the GP regression process becomes computationally intensive when the training spatial dataset…

Computation · Statistics 2024-09-19 Juliette Mukangango , Amanda Muyskens , Benjamin W. Priest

Gaussian processes are valuable tools for non-parametric modelling, where typically an assumption of stationarity is employed. While removing this assumption can improve prediction, fitting such models is challenging. In this work,…

Computation · Statistics 2019-05-02 Karla Monterrubio-Gómez , Lassi Roininen , Sara Wade , Theo Damoulas , Mark Girolami

Geographic Information Systems (GIS) and related technologies have generated substantial interest among statisticians with regard to scalable methodologies for analyzing large spatial datasets. A variety of scalable spatial process models…

Machine Learning · Statistics 2021-09-10 Sudipto Banerjee

The sparse pseudo-input Gaussian process (SPGP) is a new approximation method for speeding up GP regression in the case of a large number of data points N. The approximation is controlled by the gradient optimization of a small set of M…

Machine Learning · Computer Science 2012-07-02 Edward Snelson , Zoubin Ghahramani

Gaussian processes (GPs) are frequently used in machine learning and statistics to construct powerful models. However, when employing GPs in practice, important considerations must be made, regarding the high computational burden,…

Computation · Statistics 2021-03-08 Karla Monterrubio-Gómez , Sara Wade

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk , Carl E. Rasmussen

Nonlinear model predictive control (NMPC) is one of the few control methods that can handle multivariable nonlinear controlsystems with constraints. Gaussian processes (GPs) present a powerful tool to identify the required plant model and…

Optimization and Control · Mathematics 2020-05-26 E. Bradford , L. Imsland , D. Zhang , E. A. del Rio-Chanona

A Gaussian Process (GP) is a prominent mathematical framework for stochastic function approximation in science and engineering applications. This success is largely attributed to the GP's analytical tractability, robustness, non-parametric…

Machine Learning · Statistics 2022-05-19 Marcus M. Noack , Harinarayan Krishnan , Mark D. Risser , Kristofer G. Reyes

As a non-parametric Bayesian model which produces informative predictive distribution, Gaussian process (GP) has been widely used in various fields, like regression, classification and optimization. The cubic complexity of standard GP…

Machine Learning · Statistics 2018-11-06 Haitao Liu , Jianfei Cai , Yew-Soon Ong , Yi Wang

A key challenge with controlling complex dynamical systems is to accurately model them. However, this requirement is very hard to satisfy in practice. Data-driven approaches such as Gaussian processes (GPs) have proved quite effective by…

Robotics · Computer Science 2022-03-08 Mouhyemen Khan , Akash Patel , Abhijit Chatterjee

Analysis of cosmic shear is an integral part of understanding structure growth across cosmic time, which in-turn provides us with information about the nature of dark energy. Conventional methods generate \emph{shear maps} from which we can…

Cosmology and Nongalactic Astrophysics · Physics 2024-10-02 Gregory Sallaberry , Benjamin W. Priest , Robert Armstrong , Michael D. Schneider , Amanda Muyskens , Trevor Steil , Keita Iwabuchi

The predictions of wide Bayesian neural networks are described by a Gaussian process, known as the Neural Network Gaussian Process (NNGP). Analytic forms for NNGP kernels are known for many models, but computing the exact kernel for…

Machine Learning · Computer Science 2020-11-13 Daniel S. Park , Jaehoon Lee , Daiyi Peng , Yuan Cao , Jascha Sohl-Dickstein

This paper is concerned with a state-space approach to deep Gaussian process (DGP) regression. We construct the DGP by hierarchically putting transformed Gaussian process (GP) priors on the length scales and magnitudes of the next level of…

Machine Learning · Statistics 2021-09-24 Zheng Zhao , Muhammad Emzir , Simo Särkkä