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Related papers: Recurrent Gaussian Processes

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Modeling response surfaces with abrupt jumps and discontinuities remains a major challenge across scientific and engineering domains. Although Gaussian process models excel at capturing smooth nonlinear relationships, their stationarity…

Machine Learning · Statistics 2025-12-16 Isaac Adjetey , Yiyuan She

Recurrent neural networks (RNNs) are nonlinear dynamical models commonly used in the machine learning and dynamical systems literature to represent complex dynamical or sequential relationships between variables. More recently, as deep…

Methodology · Statistics 2018-02-08 Patrick L. McDermott , Christopher K. Wikle

This paper is concerned with a state-space approach to deep Gaussian process (DGP) regression. We construct the DGP by hierarchically putting transformed Gaussian process (GP) priors on the length scales and magnitudes of the next level of…

Machine Learning · Statistics 2021-09-24 Zheng Zhao , Muhammad Emzir , Simo Särkkä

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

Off-the-shelf Gaussian Process (GP) covariance functions encode smoothness assumptions on the structure of the function to be modeled. To model complex and non-differentiable functions, these smoothness assumptions are often too…

Machine Learning · Statistics 2016-04-12 Roberto Calandra , Jan Peters , Carl Edward Rasmussen , Marc Peter Deisenroth

Neural Processes (NPs) are a family of conditional generative models that are able to model a distribution over functions, in a way that allows them to perform predictions at test time conditioned on a number of context points. A recent…

Machine Learning · Computer Science 2021-06-14 Jens Petersen , Gregor Köhler , David Zimmerer , Fabian Isensee , Paul F. Jäger , Klaus H. Maier-Hein

Gaussian processes (GPs) provide a nonparametric representation of functions. However, classical GP inference suffers from high computational cost for big data. In this paper, we propose a new Bayesian approach, EigenGP, that learns both…

Machine Learning · Computer Science 2015-07-14 Hao Peng , Yuan Qi

We develop a scalable deep non-parametric generative model by augmenting deep Gaussian processes with a recognition model. Inference is performed in a novel scalable variational framework where the variational posterior distributions are…

Machine Learning · Computer Science 2016-03-02 Zhenwen Dai , Andreas Damianou , Javier González , Neil Lawrence

Recurrent Neural Networks (RNNs) are popular models of brain function. The typical training strategy is to adjust their input-output behavior so that it matches that of the biological circuit of interest. Even though this strategy ensures…

Neurons and Cognition · Quantitative Biology 2020-11-09 Alessandro Salatiello , Martin A. Giese

Human vision involves parsing and representing objects and scenes using structured representations based on part-whole hierarchies. Computer vision and machine learning researchers have recently sought to emulate this capability using…

Computer Vision and Pattern Recognition · Computer Science 2025-12-30 Ares Fisher , Rajesh P. N. Rao

Identifying dynamical system (DS) is a vital task in science and engineering. Traditional methods require numerous calls to the DS solver, rendering likelihood-based or least-squares inference frameworks impractical. For efficient parameter…

Computation · Statistics 2024-09-19 Ying Zhou , Jinglai Li , Xiang Zhou , Hongqiao Wang

Generative Bayesian Filtering (GBF) provides a powerful and flexible framework for performing posterior inference in complex nonlinear and non-Gaussian state-space models. Our approach extends Generative Bayesian Computation (GBC) to…

Methodology · Statistics 2025-11-07 Edoardo Marcelli , Sean O'Hagan , Veronika Rockova

Probabilistic graphical models provide a powerful tool to describe complex statistical structure, with many real-world applications in science and engineering from controlling robotic arms to understanding neuronal computations. A major…

Artificial Intelligence · Computer Science 2023-05-04 Yicheng Fei , Xaq Pitkow

The Gaussian process latent variable model (GP-LVM) provides a flexible approach for non-linear dimensionality reduction that has been widely applied. However, the current approach for training GP-LVMs is based on maximum likelihood, where…

Machine Learning · Statistics 2014-09-09 Andreas C. Damianou , Michalis K. Titsias , Neil D. Lawrence

Non-conjugate Gaussian processes (NCGPs) define a flexible probabilistic framework to model categorical, ordinal and continuous data, and are widely used in practice. However, exact inference in NCGPs is prohibitively expensive for large…

Machine Learning · Computer Science 2025-04-18 Lukas Tatzel , Jonathan Wenger , Frank Schneider , Philipp Hennig

Separating relevant and irrelevant information is key to any modeling process or scientific inquiry. Theoretical physics offers a powerful tool for achieving this in the form of the renormalization group (RG). Here we demonstrate a…

Machine Learning · Computer Science 2025-05-14 Jessica N. Howard , Ro Jefferson , Anindita Maiti , Zohar Ringel

Deep Gaussian processes (DGPs) are increasingly popular as predictive models in machine learning (ML) for their non-stationary flexibility and ability to cope with abrupt regime changes in training data. Here we explore DGPs as surrogates…

Methodology · Statistics 2021-08-27 Annie Sauer , Robert B. Gramacy , David Higdon

This paper introduces an active learning framework for manifold Gaussian Process (GP) regression, combining manifold learning with strategic data selection to improve accuracy in high-dimensional spaces. Our method jointly optimizes a…

Machine Learning · Statistics 2026-05-12 Yuanxing Cheng , Lulu Kang , Yiwei Wang , Chun Liu

Gaussian processes (GPs) are a good choice for function approximation as they are flexible, robust to over-fitting, and provide well-calibrated predictive uncertainty. Deep Gaussian processes (DGPs) are multi-layer generalisations of GPs,…

Machine Learning · Statistics 2017-11-15 Hugh Salimbeni , Marc Deisenroth

Non-parametric models, such as Gaussian Processes (GP), show promising results in the analysis of complex data. Their applications in neuroscience data have recently gained traction. In this research, we introduce a novel neural decoder…

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