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Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Methodology · Statistics 2011-06-29 Anjishnu Banerjee , David Dunson , Surya Tokdar

Gaussian Boson Sampling (GBS) have shown advantages over classical methods for performing some specific sampling tasks. To fully harness the computational power of GBS, there has been great interest in identifying their practical…

Quantum Physics · Physics 2025-02-28 Jørgen Ellegaard Andersen , Shan Shan

Gaussian stochastic process (GaSP) has been widely used as a prior over functions due to its flexibility and tractability in modeling. However, the computational cost in evaluating the likelihood is $O(n^3)$, where $n$ is the number of…

Methodology · Statistics 2025-02-13 Mengyang Gu , Yanxun Xu

Random matrices tend to be well conditioned, and we employ this well known property to advance matrix computations. We prove that our algorithms employing Gaussian random matrices are efficient, but in our tests the algorithms have…

Numerical Analysis · Mathematics 2012-10-30 Victor Y. Pan , Guoliang Qian , Ai-Long Zheng

Gaussian Process (GP) models are widely utilized as surrogate models in scientific and engineering fields. However, standard GP models are limited to continuous variables due to the difficulties in establishing correlation structures for…

Machine Learning · Statistics 2025-03-05 Mingyu Pu , Songhao Wang , Haowei Wang , Szu Hui Ng

Bayesian methods for learning Gaussian graphical models offer a principled framework for quantifying model uncertainty and incorporating prior knowledge. However, their scalability is constrained by the computational cost of jointly…

Methodology · Statistics 2025-08-28 Reza Mohammadi , Marit Schoonhoven , Lucas Vogels , S. Ilker Birbil

Grover's algorithm is a cornerstone of quantum search algorithm, offering quadratic speedup for unstructured problems. However, limited qubit counts and noise in today's noisy intermediate-scale quantum (NISQ) devices hinder large-scale…

Quantum Physics · Physics 2026-01-08 Mei Ian Sam , Tzu-Ling Kuo , Tai-Yue Li

Gaussian Processes (GPs) are widely employed in control and learning because of their principled treatment of uncertainty. However, tracking uncertainty for iterative, multi-step predictions in general leads to an analytically intractable…

The generalized eigenvalue problem (GEP) serves as a cornerstone in a wide range of applications in numerical linear algebra and scientific computing. However, traditional approaches that aim to maximize the classical Rayleigh quotient…

Optimization and Control · Mathematics 2025-07-04 Xiaozhi Liu , Yong Xia

Gaussian Boson Sampling (GBS), which can be realized with a photonic quantum computing model, perform some special kind of sampling tasks. In [4], we introduced algorithms that use GBS samples to approximate Gaussian expectation problems.…

Quantum Physics · Physics 2025-02-28 Jørgen Ellegaard Andersen , Shan Shan

Gaussian process ($GP$) regression is a widely used non-parametric modeling tool, but its cubic complexity in the training size limits its use on massive data sets. A practical remedy is to predict using only the nearest neighbours of each…

Machine Learning · Statistics 2026-04-09 Robert Allison , Tomasz Maciazek , Anthony Stephenson

This paper proposes embedded Gaussian Process Barrier States (GP-BaS), a methodology to safely control unmodeled dynamics of nonlinear system using Bayesian learning. Gaussian Processes (GPs) are used to model the dynamics of the…

Systems and Control · Electrical Eng. & Systems 2022-12-02 Hassan Almubarak , Manan Gandhi , Yuichiro Aoyama , Nader Sadegh , Evangelos A. Theodorou

Let $\orig{A}$ be any matrix and let $A$ be a slight random perturbation of $\orig{A}$. We prove that it is unlikely that $A$ has large condition number. Using this result, we prove it is unlikely that $A$ has large growth factor under…

Numerical Analysis · Mathematics 2025-10-20 Arvind Sankar , Daniel A. Spielman , Shang-Hua Teng

We present a new computational scheme, GRIP (Geometric Random Inner Products), for testing the quality of random number generators. The GRIP formalism utilizes geometric probability techniques to calculate the average scalar products of…

Computational Physics · Physics 2009-11-07 Shu-Ju Tu , Ephraim Fischbach

The stochastic partial differential equation approach to Gaussian processes (GPs) represents Mat\'ern GP priors in terms of $n$ finite element basis functions and Gaussian coefficients with sparse precision matrix. Such representations…

Computation · Statistics 2022-04-11 Daniel Sanz-Alonso , Ruiyi Yang

Gaussian graphical models are widely used to infer dependence structures. Bayesian methods are appealing to quantify uncertainty associated with structural learning, i.e., the plausibility of conditional independence statements given the…

Methodology · Statistics 2025-11-05 Deborah Sulem , Jack Jewson , David Rossell

Learning uncertain dynamics models using Gaussian process~(GP) regression has been demonstrated to enable high-performance and safety-aware control strategies for challenging real-world applications. Yet, for computational tractability,…

Optimization and Control · Mathematics 2024-09-17 Manish Prajapat , Amon Lahr , Johannes Köhler , Andreas Krause , Melanie N. Zeilinger

The computational efficiency of approximate Bayesian computation (ABC) has been improved by using surrogate models such as Gaussian processes (GP). In one such promising framework the discrepancy between the simulated and observed data is…

Machine Learning · Statistics 2020-08-07 Marko Järvenpää , Aki Vehtari , Pekka Marttinen

Generative Bayesian Filtering (GBF) provides a powerful and flexible framework for performing posterior inference in complex nonlinear and non-Gaussian state-space models. Our approach extends Generative Bayesian Computation (GBC) to…

Methodology · Statistics 2025-11-07 Edoardo Marcelli , Sean O'Hagan , Veronika Rockova

Generalised Mersenne Numbers (GMNs) were defined by Solinas in 1999 and feature in the NIST (FIPS 186-2) and SECG standards for use in elliptic curve cryptography. Their form is such that modular reduction is extremely efficient, thus…

Number Theory · Mathematics 2012-04-24 Robert Granger , Andrew Moss