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Related papers: Distributed Gaussian Processes

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We consider the estimation of Dirichlet Process Mixture Models (DPMMs) in distributed environments, where data are distributed across multiple computing nodes. A key advantage of Bayesian nonparametric models such as DPMMs is that they…

Machine Learning · Statistics 2017-09-20 Ruohui Wang , Dahua Lin

This paper presents a Gaussian process (GP) model for estimating piecewise continuous regression functions. In scientific and engineering applications of regression analysis, the underlying regression functions are piecewise continuous in…

Methodology · Statistics 2021-04-15 Chiwoo Park

We make use of Kronecker structure for scaling Gaussian Process models to large-scale, heterogeneous, clinical data sets. Repeated measures, commonly performed in clinical research, facilitate computational acceleration for nonlinear…

Methodology · Statistics 2024-08-29 Owen Thomas , Leiv Rønneberg

We propose a principled algorithm for robust Bayesian filtering and smoothing in nonlinear stochastic dynamic systems when both the transition function and the measurement function are described by non-parametric Gaussian process (GP)…

Systems and Control · Computer Science 2012-08-13 Marc Peter Deisenroth , Ryan Turner , Marco F. Huber , Uwe D. Hanebeck , Carl Edward Rasmussen

This paper presents a new approach to a robust Gaussian process (GP) regression. Most existing approaches replace an outlier-prone Gaussian likelihood with a non-Gaussian likelihood induced from a heavy tail distribution, such as the…

Machine Learning · Computer Science 2020-01-15 Chiwoo Park , David J. Borth , Nicholas S. Wilson , Chad N. Hunter , Fritz J. Friedersdorf

We introduce a framework and early results for massively scalable Gaussian processes (MSGP), significantly extending the KISS-GP approach of Wilson and Nickisch (2015). The MSGP framework enables the use of Gaussian processes (GPs) on…

Machine Learning · Computer Science 2015-11-06 Andrew Gordon Wilson , Christoph Dann , Hannes Nickisch

In the realm of unsupervised learning, Bayesian nonparametric mixture models, exemplified by the Dirichlet Process Mixture Model (DPMM), provide a principled approach for adapting the complexity of the model to the data. Such models are…

Machine Learning · Computer Science 2022-04-20 Or Dinari , Raz Zamir , John W. Fisher , Oren Freifeld

In this paper we propose the first non-parametric Bayesian model using Gaussian Processes to make inference on Poisson Point Processes without resorting to gridding the domain or to introducing latent thinning points. Unlike competing…

Machine Learning · Statistics 2015-06-30 Yves-Laurent Kom Samo , Stephen Roberts

The Collective Graphical Model (CGM) models a population of independent and identically distributed individuals when only collective statistics (i.e., counts of individuals) are observed. Exact inference in CGMs is intractable, and previous…

Machine Learning · Computer Science 2014-05-21 Li-Ping Liu , Daniel Sheldon , Thomas G. Dietterich

One of the fundamental tasks of science is to find explainable relationships between observed phenomena. One approach to this task that has received attention in recent years is based on probabilistic graphical modelling with sparsity…

Machine Learning · Statistics 2014-04-16 Peter Orchard , Felix Agakov , Amos Storkey

Nonparametric regression for massive numbers of samples (n) and features (p) is an increasingly important problem. In big n settings, a common strategy is to partition the feature space, and then separately apply simple models to each…

Machine Learning · Statistics 2014-06-10 Rajarshi Guhaniyogi , David B. Dunson

Gaussian processes offer a flexible kernel method for regression. While Gaussian processes have many useful theoretical properties and have proven practically useful, they suffer from poor scaling in the number of observations. In…

Machine Learning · Statistics 2021-08-26 Nick Terry , Youngjun Choe

Deep Gaussian processes (DGP) have appealing Bayesian properties, can handle variable-sized data, and learn deep features. Their limitation is that they do not scale well with the size of the data. Existing approaches address this using a…

Machine Learning · Computer Science 2019-05-20 Issam H. Laradji , Mark Schmidt , Vladimir Pavlovic , Minyoung Kim

Gaussian Processes (GPs) are widely used tools in statistics, machine learning, robotics, computer vision, and scientific computation. However, despite their popularity, they can be difficult to apply; all but the simplest classification or…

Machine Learning · Computer Science 2016-01-06 Ulrich Schaechtle , Ben Zinberg , Alexey Radul , Kostas Stathis , Vikash K. Mansinghka

Gaussian Process (GP) emulators are widely used to approximate complex computer model behaviour across the input space. Motivated by the problem of coupling computer models, recently progress has been made in the theory of the analysis of…

Applications · Statistics 2022-04-20 Victoria Volodina , Nikki Sonenberg , Peter Challenor , Jim Q. Smith

With the significant advancement in quantum computation in the past couple of decades, the exploration of machine-learning subroutines using quantum strategies has become increasingly popular. Gaussian process regression is a widely used…

Quantum Physics · Physics 2018-03-07 Siddhartha Das , George Siopsis , Christian Weedbrook

Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…

Machine Learning · Statistics 2022-04-29 Alexander Terenin

A Gaussian process has been one of the important approaches for emulating computer simulations. However, the stationarity assumption for a Gaussian process and the intractability for large-scale dataset limit its availability in practice.…

Methodology · Statistics 2020-11-06 Chih-Li Sung , Benjamin Haaland , Youngdeok Hwang , Siyuan Lu

We introduce new Gaussian Process (GP) high-order approximations to linear operations that are frequently used in various numerical methods. Our method employs the kernel-based GP regression modeling, a non-parametric Bayesian approach to…

Computational Physics · Physics 2025-06-09 Christopher DeGrendele , Dongwook Lee

Gaussian Processes (GPs) have been widely used in machine learning to model distributions over functions, with applications including multi-modal regression, time-series prediction, and few-shot learning. GPs are particularly useful in the…