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In this work, we propose a generalized product of experts (gPoE) framework for combining the predictions of multiple probabilistic models. We identify four desirable properties that are important for scalability, expressiveness and…

Machine Learning · Computer Science 2015-11-25 Yanshuai Cao , David J. Fleet

We introduce a data assimilation strategy aimed at accurately capturing key non-Gaussian structures in probability distributions using a small ensemble size. A major challenge in statistical forecasting of nonlinearly coupled multiscale…

Numerical Analysis · Mathematics 2025-04-01 Di Qi , Jian-Guo Liu

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

Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions. A key challenge, especially in high-dimensional settings, is to determine the mixture order and estimate the…

Optimization and Control · Mathematics 2025-09-30 Srećko Đurašinović , Jean-Bernard Lasserre , Victor Magron

Recent years have seen a huge development in spatial modelling and prediction methodology, driven by the increased availability of remote-sensing data and the reduced cost of distributed-processing technology. It is well known that…

Computation · Statistics 2020-02-18 Andrew Zammit-Mangion , Jonathan Rougier

Variational methods have been recently considered for scaling the training process of Gaussian process classifiers to large datasets. As an alternative, we describe here how to train these classifiers efficiently using expectation…

Machine Learning · Statistics 2015-07-17 Daniel Hernández-Lobato , José Miguel Hernández-Lobato

Gaussian processes (GPs) are commonplace in spatial statistics. Although many non-stationary models have been developed, there is arguably a lack of flexibility compared to equipping each location with its own parameters. However, the…

Machine Learning · Statistics 2018-07-19 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

Gaussian processes (GPs) are nonparametric Bayesian models that have been applied to regression and classification problems. One of the approaches to alleviate their cubic training cost is the use of local GP experts trained on subsets of…

Machine Learning · Statistics 2021-02-16 Samuel Cohen , Rendani Mbuvha , Tshilidzi Marwala , Marc Peter Deisenroth

Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…

Machine Learning · Statistics 2025-11-26 Jonas Latz , Aretha L. Teckentrup , Simon Urbainczyk

In this work, we propose an efficient implementation of mixtures of experts distributional regression models which exploits robust estimation by using stochastic first-order optimization techniques with adaptive learning rate schedulers. We…

Computation · Statistics 2026-03-23 David Rügamer , Florian Pfisterer , Bernd Bischl , Bettina Grün

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

Non-conjugate Gaussian processes (NCGPs) define a flexible probabilistic framework to model categorical, ordinal and continuous data, and are widely used in practice. However, exact inference in NCGPs is prohibitively expensive for large…

Machine Learning · Computer Science 2025-04-18 Lukas Tatzel , Jonathan Wenger , Frank Schneider , Philipp Hennig

The article develops a hybrid Variational Bayes algorithm that combines the mean-field and fixed-form Variational Bayes methods. The new estimation algorithm can be used to approximate any posterior without relying on conjugate priors. We…

Methodology · Statistics 2013-08-09 David J Nott , Minh-Ngoc Tran , Anthony Y. C. Kuk , Robert Kohn

The Steered Mixture of Experts regression framework has demonstrated strong performance in image reconstruction, compression, denoising, and super-resolution. However, its high computational cost limits practical applications. This work…

Computer Vision and Pattern Recognition · Computer Science 2025-11-19 Yi-Hsin Li , Mårten Sjöström , Sebastian Knorr , Thomas Sikora

Gaussian processes (GPs) are flexible non-parametric models, with a capacity that grows with the available data. However, computational constraints with standard inference procedures have limited exact GPs to problems with fewer than about…

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 mixtures are a powerful and widely used tool to model non-Gaussian estimation problems. They are able to describe measurement errors that follow arbitrary distributions and can represent ambiguity in assignment tasks like point set…

Robotics · Computer Science 2021-04-02 Tim Pfeifer , Sven Lange , Peter Protzel

The vast quantity of information brought by big data as well as the evolving computer hardware encourages success stories in the machine learning community. In the meanwhile, it poses challenges for the Gaussian process (GP) regression, a…

Machine Learning · Statistics 2019-04-10 Haitao Liu , Yew-Soon Ong , Xiaobo Shen , Jianfei Cai

Nonparametric Bayesian approaches based on Gaussian processes have recently become popular in the empirical learning community. They encompass many classical methods of statistics, like Radial Basis Functions or various splines, and are…

Data Analysis, Statistics and Probability · Physics 2007-05-23 J. C. Lemm

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