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Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…

Machine Learning · Computer Science 2010-02-23 Yuan Qi , Ahmed H. Abdel-Gawad , Thomas P. Minka

In this work we study the non-parametric reconstruction of spatio-temporal dynamical Gaussian processes (GPs) via GP regression from sparse and noisy data. GPs have been mainly applied to spatial regression where they represent one of the…

Machine Learning · Computer Science 2020-10-06 Marco Todescato , Andrea Carron , Ruggero Carli , Gianluigi Pillonetto , Luca Schenato

Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

Machine Learning · Statistics 2021-02-24 Simone Rossi , Markus Heinonen , Edwin V. Bonilla , Zheyang Shen , Maurizio Filippone

Extracting meaningful information from high-dimensional data poses a formidable modeling challenge, particularly when the data is obscured by noise or represented through different modalities. This research proposes a novel non-parametric…

Machine Learning · Computer Science 2024-08-27 Navid Ziaei , Behzad Nazari , Uri T. Eden , Alik Widge , Ali Yousefi

We introduce a Bayesian Gaussian process latent variable model that explicitly captures spatial correlations in data using a parameterized spatial kernel and leveraging structure-exploiting algebra on the model covariance matrices for…

Machine Learning · Statistics 2018-05-23 Steven Atkinson , Nicholas Zabaras

Discovery and learning of an underlying spatiotemporal hierarchy in sequential data is an important topic for machine learning. Despite this, little work has been done to explore hierarchical generative models that can flexibly adapt their…

Machine Learning · Computer Science 2022-03-29 Alexey Zakharov , Qinghai Guo , Zafeirios Fountas

Detecting dynamic patterns of task-specific responses shared across heterogeneous datasets is an essential and challenging problem in many scientific applications in medical science and neuroscience. In our motivating example of rodent…

Neurons and Cognition · Quantitative Biology 2024-07-02 Yubai Yuan , Babak Shahbaba , Norbert Fortin , Keiland Cooper , Qing Nie , Annie Qu

Through sequential construction of posteriors on observing data online, Bayes' theorem provides a natural framework for continual learning. We develop Variational Auto-Regressive Gaussian Processes (VAR-GPs), a principled posterior updating…

Machine Learning · Statistics 2021-06-15 Sanyam Kapoor , Theofanis Karaletsos , Thang D. Bui

Modeling stochastic traffic behaviors at the microscopic level, such as car-following and lane-changing, is a crucial task to understand the interactions between individual vehicles in traffic streams. Leveraging a recently developed theory…

Machine Learning · Statistics 2020-07-21 Yun Yuan , Qinzheng Wang , Xianfeng Terry Yang

Adaptive learning is necessary for non-stationary environments where the learning machine needs to forget past data distribution. Efficient algorithms require a compact model update to not grow in computational burden with the incoming data…

Machine Learning · Computer Science 2023-07-11 Vanessa Gómez-Verdejo , Emilio Parrado-Hernández , Manel Martínez-Ramón

We introduce a novel kernel that models input-dependent couplings across multiple latent processes. The pairwise joint kernel measures covariance along inputs and across different latent signals in a mutually-dependent fashion. A latent…

Machine Learning · Statistics 2017-10-04 Sami Remes , Markus Heinonen , Samuel Kaski

We consider the problem of learning a conditional Gaussian graphical model in the presence of latent variables. Building on recent advances in this field, we suggest a method that decomposes the parameters of a conditional Markov random…

Methodology · Statistics 2017-03-07 Benjamin Frot , Luke Jostins , Gil McVean

Advances in large-scale recording technologies now enable simultaneous measurements from multiple brain areas, offering new opportunities to study signal transmission across interacting components of neural circuits. However, neural…

Neurons and Cognition · Quantitative Biology 2025-10-27 Qi Xin , Robert E. Kass

Curating a desirable dataset for training has been the core of building highly capable large language models (Touvron et al., 2023; Achiam et al., 2023; Team et al.,2024). Gradient influence scores (Pruthi et al., 2020; Xia et al., 2024)…

Artificial Intelligence · Computer Science 2024-10-23 Zhiwei Deng , Tao Li , Yang Li

As a vital component in autonomous driving, accurate trajectory prediction effectively prevents traffic accidents and improves driving efficiency. To capture complex spatial-temporal dynamics and social interactions, recent studies…

Machine Learning · Computer Science 2024-04-15 Yuhao Luo , Kehua Chen , Meixin Zhu

In multivariate statistics, the question of finding direct interactions can be formulated as a problem of network inference - or network reconstruction - for which the Gaussian graphical model (GGM) provides a canonical framework.…

Methodology · Statistics 2018-06-11 Julien Chiquet , Mahendra Mariadassou , Stéphane Robin

Modeling sequential data has become more and more important in practice. Some applications are autonomous driving, virtual sensors and weather forecasting. To model such systems, so called recurrent models are frequently used. In this paper…

Machine Learning · Statistics 2019-10-01 Roman Föll , Bernard Haasdonk , Markus Hanselmann , Holger Ulmer

As we aim to control complex systems, use of a simulator in model-based reinforcement learning is becoming more common. However, it has been challenging to overcome the Reality Gap, which comes from nonlinear model bias and susceptibility…

Robotics · Computer Science 2017-05-16 Gilwoo Lee , Siddhartha S. Srinivasa , Matthew T. Mason

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,…

Machine Learning · Computer Science 2023-09-06 Zhidi Lin , Juan Maroñas , Ying Li , Feng Yin , Sergios Theodoridis

Gaussian Processes (GPs) are Bayesian models that provide uncertainty estimates associated to the predictions made. They are also very flexible due to their non-parametric nature. Nevertheless, GPs suffer from poor scalability as the number…

Machine Learning · Computer Science 2021-07-16 Bahram Jafrasteh , Carlos Villacampa-Calvo , Daniel Hernández-Lobato
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