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Gaussian processes (GPs) offer appealing properties but are costly to train at scale. Sparse variational GP (SVGP) approximations reduce cost yet still rely on Cholesky decompositions of kernel matrices, ill-suited to low-precision,…

Machine Learning · Statistics 2026-04-02 Stefano Cortinovis , Laurence Aitchison , Stefanos Eleftheriadis , Mark van der Wilk

This paper presents a new approach to a robust Gaussian process (GP) regression. Most existing approaches replace an outlier-prone Gaussian likelihood with a non-Gaussian likelihood induced from a heavy tail distribution, such as the…

Machine Learning · Computer Science 2020-01-15 Chiwoo Park , David J. Borth , Nicholas S. Wilson , Chad N. Hunter , Fritz J. Friedersdorf

Graph convolutional neural networks~(GCNs) have recently demonstrated promising results on graph-based semi-supervised classification, but little work has been done to explore their theoretical properties. Recently, several deep neural…

Machine Learning · Computer Science 2020-02-28 Jilin Hu , Jianbing Shen , Bin Yang , Ling Shao

Gaussian processes (GPs) provide a framework for Bayesian inference that can offer principled uncertainty estimates for a large range of problems. For example, if we consider regression problems with Gaussian likelihoods, a GP model enjoys…

Machine Learning · Computer Science 2022-12-21 Felix Leibfried , Vincent Dutordoir , ST John , Nicolas Durrande

Collecting operationally realistic data to inform machine learning models can be costly. Before collecting new data, it is helpful to understand where a model is deficient. For example, object detectors trained on images of rare objects may…

Machine Learning · Statistics 2025-12-24 Anna R. Flowers , Christopher T. Franck , Robert B. Gramacy , Justin A. Krometis

Gaussian belief propagation (GBP) is a recursive computation method that is widely used in inference for computing marginal distributions efficiently. Depending on how the factorization of the underlying joint Gaussian distribution is…

Information Theory · Computer Science 2018-01-22 Jian Du , Shaodan Ma , Yik-Chung Wu , Soummya Kar , José M. F. Moura

In this paper we introduce deep Gaussian process (GP) models. Deep GPs are a deep belief network based on Gaussian process mappings. The data is modeled as the output of a multivariate GP. The inputs to that Gaussian process are then…

Machine Learning · Statistics 2013-03-26 Andreas C. Damianou , Neil D. Lawrence

We propose a nonparametric density estimator based on the Gaussian process (GP) and derive three novel closed form learning algorithms based on Fisher divergence (FD) score matching. The density estimator is formed by multiplying a base…

Machine Learning · Computer Science 2025-11-17 John Paisley , Wei Zhang , Brian Barr

Gaussian Process (GP) emulators are widely used to approximate complex computer model behaviour across the input space. Motivated by the problem of coupling computer models, recently progress has been made in the theory of the analysis of…

Applications · Statistics 2022-04-20 Victoria Volodina , Nikki Sonenberg , Peter Challenor , Jim Q. Smith

Tucker decomposition is a powerful tensor model to handle multi-aspect data. It demonstrates the low-rank property by decomposing the grid-structured data as interactions between a core tensor and a set of object representations (factors).…

Machine Learning · Computer Science 2024-03-20 Shikai Fang , Xin Yu , Zheng Wang , Shibo Li , Mike Kirby , Shandian Zhe

Gaussian Processes (GPs) are a generic modelling tool for supervised learning. While they have been successfully applied on large datasets, their use in safety-critical applications is hindered by the lack of good performance guarantees. To…

Machine Learning · Statistics 2019-08-27 David Reeb , Andreas Doerr , Sebastian Gerwinn , Barbara Rakitsch

We propose a representation of Gaussian processes (GPs) based on powers of the integral operator defined by a kernel function, we call these stochastic processes integral Gaussian processes (IGPs). Sample paths from IGPs are functions…

Machine Learning · Statistics 2019-03-08 Zilong Tan , Sayan Mukherjee

We provide guarantees for approximate Gaussian Process (GP) regression resulting from two common low-rank kernel approximations: based on random Fourier features, and based on truncating the kernel's Mercer expansion. In particular, we…

Machine Learning · Statistics 2022-02-22 Constantinos Daskalakis , Petros Dellaportas , Aristeidis Panos

We provide guarantees for approximate Gaussian Process (GP) regression resulting from two common low-rank kernel approximations: based on random Fourier features, and based on truncating the kernel's Mercer expansion. In particular, we…

Machine Learning · Statistics 2021-12-16 Constantinos Daskalakis , Petros Dellaportas , Aristeidis Panos

Deep Gaussian Processes (DGP) are hierarchical generalizations of Gaussian Processes (GP) that have proven to work effectively on a multiple supervised regression tasks. They combine the well calibrated uncertainty estimates of GPs with the…

Machine Learning · Statistics 2018-01-10 Marton Havasi , José Miguel Hernández-Lobato , Juan José Murillo-Fuentes

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

Mechanistic simulation models are inverted against observations in order to gain inference on modeled processes. However, with the increasing ability to collect high resolution observations, these observations represent more patterns of…

Computation · Statistics 2018-12-20 Thomas Wutzler

Gaussian process (GP) models are widely used to analyze spatially referenced data and to predict values at locations without observations. In contrast to many algorithmic procedures, GP models are based on a statistical framework, which…

Computation · Statistics 2020-01-01 Florian Gerber , Douglas W. Nychka

Additive-interactive regression has recently been shown to offer attractive minimax error rates over traditional nonparametric multivariate regression in a wide variety of settings, including cases where the predictor count is much larger…

Methodology · Statistics 2014-11-26 Shaan Qamar , Surya T. Tokdar

Gaussian processes (GP) for machine learning have been studied systematically over the past two decades and they are by now widely used in a number of diverse applications. However, GP kernel design and the associated hyper-parameter…

Machine Learning · Computer Science 2020-10-28 Feng Yin , Lishuo Pan , Xinwei He , Tianshi Chen , Sergios Theodoridis , Zhi-Quan , Luo