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Non-parametric two-sample tests based on energy distance or maximum mean discrepancy are widely used statistical tests for comparing multivariate data from two populations. While these tests enjoy desirable statistical properties, their…

Computation · Statistics 2024-06-11 Elias Chaibub Neto

Gaussian processes (GPs) are non-parametric Bayesian models that are widely used for diverse prediction tasks. Previous work in adding strong privacy protection to GPs via differential privacy (DP) has been limited to protecting only the…

Machine Learning · Computer Science 2021-11-12 Antti Honkela , Laila Melkas

Gaussian Probability Path based Generative Models (GPPGMs) generate data by reversing a stochastic process that progressively corrupts samples with Gaussian noise. Despite state-of-the-art results in 3D molecular generation, their…

Machine Learning · Computer Science 2026-02-23 Jingxiang Qu , Wenhan Gao , Ruichen Xu , Yi Liu

In this paper we describe a parallel Gaussian elimination algorithm for matrices with entries in a finite field. Unlike previous approaches, our algorithm subdivides a very large input matrix into smaller submatrices by subdividing both…

Rings and Algebras · Mathematics 2018-06-13 Stephen Linton , Gabriele Nebe , Alice Niemeyer , Richard Parker , Jon Thackray

Variational approximations to Gaussian processes (GPs) typically use a small set of inducing points to form a low-rank approximation to the covariance matrix. In this work, we instead exploit a sparse approximation of the precision matrix.…

Machine Learning · Computer Science 2024-11-22 Luhuan Wu , Geoff Pleiss , John Cunningham

The Cholesky decomposition is a fundamental tool for solving linear systems with symmetric and positive definite matrices which are ubiquitous in linear algebra, optimization, and machine learning. Its numerical stability can be improved by…

Machine Learning · Computer Science 2025-07-29 Filip de Roos , Fabio Muratore

Compared to p-values, e-values provably guarantee safe, valid inference. If the goal is to test multiple hypotheses simultaneously, one can construct e-values for each individual test and then use the recently developed e-BH procedure to…

Methodology · Statistics 2024-12-03 Neil Dey , Ryan Martin , Jonathan P. Williams

Gaussian Boson Sampling (GBS) is a recently developed paradigm of quantum computing consisting of sending a Gaussian state through a linear interferometer and then counting the number of photons in each output mode. When the system encodes…

Gaussian processes (GPs) are flexible distributions over functions that enable high-level assumptions about unknown functions to be encoded in a parsimonious, flexible and general way. Although elegant, the application of GPs is limited by…

Machine Learning · Statistics 2017-10-06 Thang D. Bui , Josiah Yan , Richard E. Turner

Matrix multiplication (GEMM) is a core operation to numerous scientific applications. Traditional implementations of Strassen-like fast matrix multiplication (FMM) algorithms often do not perform well except for very large matrix sizes, due…

Mathematical Software · Computer Science 2016-11-04 Jianyu Huang , Leslie Rice , Devin A. Matthews , Robert A. van de Geijn

Gaussian Process (GPs) models are a rich distribution over functions with inductive biases controlled by a kernel function. Learning occurs through the optimisation of kernel hyperparameters using the marginal likelihood as the objective.…

Machine Learning · Statistics 2021-11-22 Fergus Simpson , Vidhi Lalchand , Carl Edward Rasmussen

Large scale Gaussian process (GP) regression is infeasible for larger data sets due to cubic scaling of flops and quadratic storage involved in working with covariance matrices. Remedies in recent literature focus on divide-and-conquer,…

Methodology · Statistics 2020-05-28 Adam M. Edwards , Robert B. Gramacy

Approximate Bayesian computation (ABC) can be used for model fitting when the likelihood function is intractable but simulating from the model is feasible. However, even a single evaluation of a complex model may take several hours,…

Machine Learning · Statistics 2018-02-19 Marko Järvenpää , Michael Gutmann , Aki Vehtari , Pekka Marttinen

The Gaussian process (GP) is a Bayesian nonparametric paradigm that is widely adopted for uncertainty quantification (UQ) in a number of safety-critical applications, including robotics, healthcare, as well as surveillance. The consistency…

Machine Learning · Computer Science 2024-10-10 Jinwen Xu , Qin Lu , Georgios B. Giannakis

Gaussian processes (GPs) are ubiquitous tools for modeling and predicting continuous processes in physical and engineering sciences. This is partly due to the fact that one may employ a Gaussian process as an interpolator while facilitating…

Statistics Theory · Mathematics 2025-12-16 D. Andrew Brown , Peter Kiessler , John Nicholson

We propose a general framework for quantum error mitigation that combines and generalizes two techniques: probabilistic error cancellation (PEC) and zero-noise extrapolation (ZNE). Similarly to PEC, the proposed method represents ideal…

Quantum Physics · Physics 2021-11-15 Andrea Mari , Nathan Shammah , William J. Zeng

Gaussian processes (GPs) are widely used for regression and optimization tasks such as Bayesian optimization (BO) due to their expressiveness and principled uncertainty estimates. However, in settings with large datasets corrupted by…

Machine Learning · Computer Science 2026-01-13 Marshal Arijona Sinaga , Julien Martinelli , Samuel Kaski

Recently it has become popular to learn sparse Gaussian graphical models (GGMs) by imposing l1 or group l1,2 penalties on the elements of the precision matrix. Thispenalized likelihood approach results in a tractable convex optimization…

Machine Learning · Statistics 2012-05-14 Benjamin Marlin , Mark Schmidt , Kevin Murphy

The Gaussian process (GP) is a popular statistical technique for stochastic function approximation and uncertainty quantification from data. GPs have been adopted into the realm of machine learning in the last two decades because of their…

Machine Learning · Statistics 2024-10-02 Marcus M. Noack , Hengrui Luo , Mark D. Risser

A Gaussian elimination algorithm is presented that reveals the numerical rank of a matrix by yielding small entries in the Schur complement. The algorithm uses the maximum volume concept to find a square nonsingular submatrix of maximum…

Numerical Analysis · Mathematics 2020-01-23 Lukas Schork , Jacek Gondzio
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