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We present a novel Kalman filter for spatiotemporal systems called the numerical Gaussian process Kalman filter (GPKF). Numerical Gaussian processes have recently been introduced as a physics informed machine learning method for simulating…

Systems and Control · Electrical Eng. & Systems 2021-05-06 Armin Küper , Steffen Waldherr

Learning a Gaussian Mixture Model (GMM) is hard when the number of parameters is too large given the amount of available data. As a remedy, we propose restricting the GMM to a Gaussian Markov Random Field Mixture Model (GMRF-MM), as well as…

Machine Learning · Computer Science 2022-01-25 Shahaf E. Finder , Eran Treister , Oren Freifeld

This work addresses the problem of simulating Gaussian random fields that are continuously indexed over a class of metric graphs, termed graphs with Euclidean edges, being more general and flexible than linear networks. We introduce three…

Statistics Theory · Mathematics 2024-04-29 Alfredo Alegría , Xavier Emery , Tobia Filosi , Emilio Porcu

Gaussian and discrete non-Gaussian spatial datasets are common across fields like public health, ecology, geosciences, and social sciences. Bayesian spatial generalized linear mixed models (SGLMMs) are a flexible class of models for…

Methodology · Statistics 2025-01-27 Jin Hyung Lee , Ben Seiyon Lee

Modeling data with non-stationary covariance structure is important to represent heterogeneity in geophysical and other environmental spatial processes. In this work, we investigate a multistage approach to modeling non-stationary…

Methodology · Statistics 2020-02-05 Ashton Wiens , Douglas Nychka , William Kleibe

Gaussian Markov random fields (GMRFs) are extensively used in statistics to model area-based data and usually depend on several parameters in order to capture complex spatial correlations. In this context, it is important to determine the…

Computation · Statistics 2016-04-20 Mattia Molinaro , Reinhard Furrer

In the task of predicting spatio-temporal fields in environmental science using statistical methods, introducing statistical models inspired by the physics of the underlying phenomena that are numerically efficient is of growing interest.…

Methodology · Statistics 2024-07-23 Lucia Clarotto , Denis Allard , Thomas Romary , Nicolas Desassis

The Stochastic Partial Differential Equation (SPDE) approach, now commonly used in spatial statistics to construct Gaussian random fields, is revisited from a mechanistic perspective based on the movement of microscopic particles, thereby…

Methodology · Statistics 2021-11-11 Lionel Roques , Denis Allard , Samuel Soubeyrand

Markov random fields (MRFs) have been widely used as prior models in various inverse problems such as tomographic reconstruction. While MRFs provide a simple and often effective way to model the spatial dependencies in images, they suffer…

Computer Vision and Pattern Recognition · Computer Science 2016-06-17 Ruoqiao Zhang , Dong Hye Ye , Debashish Pal , Jean-Baptiste Thibault , Ken D. Sauer , Charles A. Bouman

Continuous maps representations, as opposed to traditional discrete ones such as grid maps, have been gaining traction in the research community. However, current approaches still suffer from high computation costs, making them unable to be…

Robotics · Computer Science 2024-02-09 Erik Warberg , Adam Miksits , Fernando S. Barbosa

We introduce a scalable Gaussian process (GP) framework with deep product kernels for data-driven learning of parametrized spatio-temporal fields over fixed or parameter-dependent domains. The proposed framework learns a continuous…

Machine Learning · Computer Science 2026-03-03 Srinath Dama , Prasanth B. Nair

Gaussian random field is a ubiquitous model for spatial phenomena in diverse scientific disciplines. Its approximation is often crucial for computational feasibility in simulation, inference, and uncertainty quantification. The…

Computation · Statistics 2026-01-23 Joaquin Cavieres , Sebastian Krumscheid

We introduce a framework for updating large scale geospatial processes using a model-data synthesis method based on Bayesian hierarchical modelling. Two major challenges come from updating large-scale Gaussian process and modelling…

Applications · Statistics 2018-05-01 Zhe Sha , Jonathan Rougier , Maike Schumacher , Jonathan Bamber

Cooperative online scalar field mapping is an important task for multi-robot systems. Gaussian process regression is widely used to construct a map that represents spatial information with confidence intervals. However, it is difficult to…

Robotics · Computer Science 2024-01-24 Tianyi Ding , Ronghao Zheng , Senlin Zhang , Meiqin Liu

In this paper we introduce a novel model for Gaussian process (GP) regression in the fully Bayesian setting. Motivated by the ideas of sparsification, localization and Bayesian additive modeling, our model is built around a recursive…

Statistics Theory · Mathematics 2022-06-06 Hengrui Luo , Giovanni Nattino , Matthew T. Pratola

Many real-world datasets can be represented in the form of a graph whose edge weights designate similarities between instances. A discrete Gaussian random field (GRF) model is a finite-dimensional Gaussian process (GP) whose prior…

Machine Learning · Computer Science 2012-09-18 Yifei Ma , Roman Garnett , Jeff Schneider

Global Optimization with First-principles Energy Expressions (GOFEE) is an efficient method for identifying low energy structures in computationally expensive energy landscapes such as the ones described by density functional theory (DFT),…

Chemical Physics · Physics 2023-07-06 Malthe K. Bisbo , Bjørk Hammer

Generating simulated training data needed for constructing sufficiently accurate surrogate models to be used for efficient optimization or parameter identification can incur a huge computational effort in the offline phase. We consider a…

Numerical Analysis · Mathematics 2024-04-03 Phillip Semler , Martin Weiser

Pair-wise Markov random fields (MRF) are considered for application to the development of low complexity, iterative MIMO detection. Specifically, we consider two types of MRF, namely, the fully-connected and ring-type. For the edge…

Information Theory · Computer Science 2010-11-23 Seokhyun Yoon , Jun Heo

In geostatistics, traditional spatial models often rely on the Gaussian Process (GP) to fit stationary covariances to data. It is well known that this approach becomes computationally infeasible when dealing with large data volumes,…

Computation · Statistics 2024-09-17 Antony Sikorski , Daniel McKenzie , Douglas Nychka