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Dimensionality reduction is crucial for analyzing large-scale single-cell RNA-seq data. Gaussian Process Latent Variable Models (GPLVMs) offer an interpretable dimensionality reduction method, but current scalable models lack effectiveness…

Machine Learning · Statistics 2024-05-08 Sarah Zhao , Aditya Ravuri , Vidhi Lalchand , Neil D. Lawrence

We show how to use Stein variational gradient descent (SVGD) to carry out inference in Gaussian process (GP) models with non-Gaussian likelihoods and large data volumes. Markov chain Monte Carlo (MCMC) is extremely computationally intensive…

Machine Learning · Statistics 2022-01-20 Thomas Pinder , Christopher Nemeth , David Leslie

Methods based on partial least squares (PLS) regression, which has recently gained much attention in the analysis of high-dimensional genomic datasets, have been developed since the early 2000s for performing variable selection. Most of…

Methodology · Statistics 2021-08-31 Jérémy Magnanensi , Myriam Maumy-Bertrand , Nicolas Meyer , Frédéric Bertrand

The expressive power of a Gaussian process (GP) model comes at a cost of poor scalability in the data size. To improve its scalability, this paper presents a low-rank-cum-Markov approximation (LMA) of the GP model that is novel in…

Machine Learning · Statistics 2014-11-18 Kian Hsiang Low , Jiangbo Yu , Jie Chen , Patrick Jaillet

Gaussian process state-space models (GP-SSMs) are a very flexible family of models of nonlinear dynamical systems. They comprise a Bayesian nonparametric representation of the dynamics of the system and additional (hyper-)parameters…

Machine Learning · Statistics 2013-12-18 Roger Frigola , Fredrik Lindsten , Thomas B. Schön , Carl E. Rasmussen

In this work, we address the problem of solving a series of underdetermined linear inverse problems subject to a sparsity constraint. We generalize the spike-and-slab prior distribution to encode a priori correlation of the support of the…

Machine Learning · Statistics 2018-01-19 Michael Riis Andersen , Aki Vehtari , Ole Winther , Lars Kai Hansen

Several machine learning problems arising in natural language processing can be modeled as a sequence labeling problem. We provide Gaussian process models based on pseudo-likelihood approximation to perform sequence labeling. Gaussian…

Machine Learning · Computer Science 2016-09-22 P. K. Srijith , P. Balamurugan , Shirish Shevade

Gaussian process state-space models (GPSSMs) offer a principled framework for learning and inference in nonlinear dynamical systems with uncertainty quantification. However, existing GPSSMs are limited by the use of multiple independent…

Machine Learning · Statistics 2025-12-11 Zhidi Lin , Ying Li , Feng Yin , Juan Maroñas , Alexandre H. Thiéry

We construct flexible likelihoods for multi-output Gaussian process models that leverage neural networks as components. We make use of sparse variational inference methods to enable scalable approximate inference for the resulting class of…

Machine Learning · Statistics 2019-06-03 Martin Jankowiak , Jacob Gardner

We consider Bayesian linear regression with sparsity-inducing prior and design efficient sampling algorithms leveraging posterior contraction properties. A quasi-likelihood with Gaussian spike-and-slab (that is favorable both statistically…

Computation · Statistics 2023-07-13 Qijia Jiang

We propose an active learning method for discovering low-dimensional structure in high-dimensional Gaussian process (GP) tasks. Such problems are increasingly frequent and important, but have hitherto presented severe practical…

Machine Learning · Statistics 2013-10-28 Roman Garnett , Michael A. Osborne , Philipp Hennig

While recent low-light image enhancement (LLIE) methods have made significant advancements, they still face challenges in terms of low visual quality and weak generalization ability when applied to complex scenarios. To address these…

Computer Vision and Pattern Recognition · Computer Science 2024-08-30 Ye Yu , Fengxin Chen , Jun Yu , Zhen Kan

Gaussian process state-space model (GPSSM) is a fully probabilistic state-space model that has attracted much attention over the past decade. However, the outputs of the transition function in the existing GPSSMs are assumed to be…

Machine Learning · Computer Science 2022-12-16 Zhidi Lin , Lei Cheng , Feng Yin , Lexi Xu , Shuguang Cui

The sparse pseudo-input Gaussian process (SPGP) is a new approximation method for speeding up GP regression in the case of a large number of data points N. The approximation is controlled by the gradient optimization of a small set of M…

Machine Learning · Computer Science 2012-07-02 Edward Snelson , Zoubin Ghahramani

The Gaussian process (GP) is a powerful tool for nonparametric modeling, but its sensitivity to outliers limits its applicability to data distributions with heavy-tails. Studentt processes offer a robust alternative for heavy tail modeling,…

Machine Learning · Computer Science 2026-03-11 Jian Xu , Delu Zeng , John Paisley

Variational inference is a powerful tool for approximate inference, and it has been recently applied for representation learning with deep generative models. We develop the variational Gaussian process (VGP), a Bayesian nonparametric…

Machine Learning · Statistics 2016-04-19 Dustin Tran , Rajesh Ranganath , David M. Blei

Random feature latent variable models (RFLVMs) represent the state-of-the-art in latent variable models, capable of handling non-Gaussian likelihoods and effectively uncovering patterns in high-dimensional data. However, their heavy…

Machine Learning · Computer Science 2024-10-24 Ying Li , Zhidi Lin , Yuhao Liu , Michael Minyi Zhang , Pablo M. Olmos , Petar M. Djurić

We address the problem of continual learning in multi-task Gaussian process (GP) models for handling sequential input-output observations. Our approach extends the existing prior-posterior recursion of online Bayesian inference, i.e.\ past…

Machine Learning · Statistics 2019-11-04 Pablo Moreno-Muñoz , Antonio Artés-Rodríguez , Mauricio A. Álvarez

We consider the problem of inferring a latent function in a probabilistic model of data. When dependencies of the latent function are specified by a Gaussian process and the data likelihood is complex, efficient computation often involve…

Machine Learning · Statistics 2018-07-23 Martin Tegner , Benjamin Bloem-Reddy , Stephen Roberts

Spatially varying coefficient (SVC) models are a type of regression model for spatial data where covariate effects vary over space. If there are several covariates, a natural question is which covariates have a spatially varying effect and…

Methodology · Statistics 2021-02-12 Jakob A. Dambon , Fabio Sigrist , Reinhard Furrer