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Gaussian Process (GP) regression is a flexible modeling technique used to predict outputs and to capture uncertainty in the predictions. However, the GP regression process becomes computationally intensive when the training spatial dataset…
In many areas of the observational and experimental sciences data is scarce. Data observation in high-energy astrophysics is disrupted by celestial occlusions and limited telescope time while data derived from laboratory experiments in…
Gaussian processes (GPs) are widely used in non-parametric Bayesian modeling, and play an important role in various statistical and machine learning applications. In a variety tasks of uncertainty quantification, generating random sample…
The recent accelerated growth in the computing power has generated popularization of experimentation with dynamic computer models in various physical and engineering applications. Despite the extensive statistical research in computer…
Continuous-time trajectory representations are a powerful tool that can be used to address several issues in many practical simultaneous localization and mapping (SLAM) scenarios, like continuously collected measurements distorted by robot…
The Gaussian process state-space model (GPSSM) has attracted extensive attention for modeling complex nonlinear dynamical systems. However, the existing GPSSM employs separate Gaussian processes (GPs) for each latent state dimension,…
Gaussian process regression (GPR) is a useful technique to predict composition--property relationships in glasses as the method inherently provides the standard deviation of the predictions. However, the technique remains restricted to…
Gaussian processes (GPs) have been extensively utilized as nonparametric models for component separation in 21 cm data analyses. This exploits the distinct spectral behavior of the cosmological and foreground signals, which are modeled…
Air pollution constitutes the highest environmental risk factor in relation to heath. In order to provide the evidence required for health impact analyses, to inform policy and to develop potential mitigation strategies comprehensive…
Gaussian processes (GPs) can provide a principled approach to uncertainty quantification with easy-to-interpret kernel hyperparameters, such as the lengthscale, which controls the correlation distance of function values. However, selecting…
We present a multi-task learning formulation for Deep Gaussian processes (DGPs), through non-linear mixtures of latent processes. The latent space is composed of private processes that capture within-task information and shared processes…
Quasi-periodicity refers to a pattern in a function where it appears periodic but has evolving amplitudes over time. This is often the case in practical settings such as the modeling of case counts of infectious disease or the carbon…
Gaussian process (GP) priors are non-parametric generative models with appealing modelling properties for Bayesian inference: they can model non-linear relationships through noisy observations, have closed-form expressions for training and…
While Gaussian processes (GPs) are the method of choice for regression tasks, they also come with practical difficulties, as inference cost scales cubic in time and quadratic in memory. In this paper, we introduce a natural and expressive…
We present the Deep Convolutional Gaussian Mixture Model (DCGMM), a new probabilistic approach for image modeling capable of density estimation, sampling and tractable inference. DCGMM instances exhibit a CNN-like layered structure, in…
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…
Gaussian processes provide a flexible framework for spatial prediction, but their computational cost limits applicability to large-scale data with large sample size $n$. Predictive processes (PPs), a popular low-rank approximation, mitigate…
Air pollution is a worldwide public health threat that can cause or exacerbate many illnesses, including respiratory disease, cardiovascular disease, and some cancers. However, epidemiological studies and public health decision-making are…
Accurate histopathologic interpretation is key for clinical decision-making; however, current deep learning models for digital pathology are often overconfident and poorly calibrated in out-of-distribution (OOD) settings, which limit trust…
Due to their flexibility, Gaussian processes (GPs) have been widely used in nonparametric function estimation. A prior information about the underlying function is often available. For instance, the physical system (computer model output)…