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In this work, we introduce a spatio-temporal kernel for Gaussian process (GP) regression-based sound field estimation. Notably, GPs have the attractive property that the sound field is a linear function of the measurements, allowing the…

Audio and Speech Processing · Electrical Eng. & Systems 2024-07-08 David Sundström , Shoichi Koyama , Andreas Jakobsson

Gaussian processes scale prohibitively with the size of the dataset. In response, many approximation methods have been developed, which inevitably introduce approximation error. This additional source of uncertainty, due to limited…

Machine Learning · Computer Science 2023-10-11 Jonathan Wenger , Geoff Pleiss , Marvin Pförtner , Philipp Hennig , John P. Cunningham

Deep Gaussian processes (DGPs) can model complex marginal densities as well as complex mappings. Non-Gaussian marginals are essential for modelling real-world data, and can be generated from the DGP by incorporating uncorrelated variables…

Machine Learning · Statistics 2019-05-15 Hugh Salimbeni , Vincent Dutordoir , James Hensman , Marc Peter Deisenroth

Weakly-modelled searches for gravitational waves are essential for ensuring that all potential sources are accounted for in detection efforts, as they make minimal assumptions regarding source morphology. While these searches primarily…

General Relativity and Quantum Cosmology · Physics 2025-10-06 Leigh Smith , Matteo Scialpi , Francesco di Clemente , Michał Bejger

Likelihood surfaces in the parameter space of gravitational wave signals can contain many secondary maxima, which can prevent search algorithms from finding the global peak and correctly mapping the distribution. Traditional schemes to…

General Relativity and Quantum Cosmology · Physics 2015-01-26 Robert H. Cole , Jonathan R. Gair

A majority of experimental disciplines face the challenge of exploring large and high-dimensional parameter spaces in search of new scientific discoveries. Materials science is no exception; the wide variety of synthesis, processing, and…

Uncertainty Quantification (UQ) is essential for the reliable application of computational models in engineering and science. Among surrogate modeling techniques, Gaussian Process Regression (GPR) is particularly valuable for its…

Computation · Statistics 2025-12-15 Jinglai Li , Hongqiao Wang

The direct detection of gravitational waves (GWs) by LIGO has strikingly confirmed general relativity (GR), but testing GR via GWs requires estimating parameterized post-Einsteinian (ppE) deviation parameters in waveform models. Traditional…

Instrumentation and Methods for Astrophysics · Physics 2026-02-03 Yong-Xin Zhang , Tian-Yang Sun , Chun-Yu Xiong , Song-Tao Liu , Yu-Xin Wang , Shang-Jie Jin , Jing-Fei Zhang , Xin Zhang

Gravitational-wave astronomy of compact binaries relies on theoretical models of the gravitational-wave signal that is emitted as binaries coalesce. These models do not only need to be accurate, they also have to be fast to evaluate in…

Instrumentation and Methods for Astrophysics · Physics 2020-03-04 Yoshinta Setyawati , Michael Pürrer , Frank Ohme

A number of pulsar timing arrays have recently reported preliminary evidence for the existence of a nanohertz frequency gravitational-wave background. These analyses rely on detailed noise analyses, which are inherently complex due to the…

High Energy Astrophysical Phenomena · Physics 2026-03-25 Valentina Di Marco , Andrew Zic , Ryan M. Shannon , Eric Thrane

In this paper, we treat the problem of evaluating the asymptotic error in a numerical integration scheme as one with inherent uncertainty. Adding to the growing field of probabilistic numerics, we show that Gaussian process regression (GPR)…

Machine Learning · Statistics 2019-05-27 Philip G. Breen , Christopher N. Foley

The analysis of gravitational wave data involves many model selection problems. The most important example is the detection problem of selecting between the data being consistent with instrument noise alone, or instrument noise and a…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Neil J. Cornish , Tyson B. Littenberg

Background estimation is important for determining the statistical significance of a gravitational-wave event. Currently, the background model is constructed numerically from the strain data using estimation techniques that insulate the…

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

A method is described for the detection and estimation of transient chirp signals that are characterized by smoothly evolving, but otherwise unmodeled, amplitude envelopes and instantaneous frequencies. Such signals are particularly…

General Relativity and Quantum Cosmology · Physics 2017-12-22 Soumya D. Mohanty

Many astronomical surveys are limited by the brightness of the sources, and gravitational-wave searches are no exception. The detectability of gravitational waves from merging binaries is affected by the mass and spin of the constituent…

General Relativity and Quantum Cosmology · Physics 2022-01-04 Colm Talbot , Eric Thrane

Sparse identification of differential equations aims to compute the analytic expressions from the observed data explicitly. However, there exist two primary challenges. Firstly, it exhibits sensitivity to the noise in the observed data,…

Numerical Analysis · Mathematics 2024-01-23 Yuhuang Meng , Yue Qiu

This work introduces the concept of parametric Gaussian processes (PGPs), which is built upon the seemingly self-contradictory idea of making Gaussian processes parametric. Parametric Gaussian processes, by construction, are designed to…

Machine Learning · Statistics 2017-05-08 Maziar Raissi

Differential Equation (DE) is a commonly used modeling method in various scientific subjects such as finance and biology. The parameters in DE models often have interesting scientific interpretations, but their values are often unknown and…

Computation · Statistics 2020-11-24 Ying Zhou , Hongqiao Wang

This review provides a conceptual and technical survey of methods for parameter estimation of gravitational wave signals in ground-based interferometers such as LIGO and Virgo. We introduce the framework of Bayesian inference and provide an…

General Relativity and Quantum Cosmology · Physics 2024-07-01 Javier Roulet , Tejaswi Venumadhav