English
Related papers

Related papers: Nested Kriging predictions for datasets with large…

200 papers

Variational methods have been recently considered for scaling the training process of Gaussian process classifiers to large datasets. As an alternative, we describe here how to train these classifiers efficiently using expectation…

Machine Learning · Statistics 2015-07-17 Daniel Hernández-Lobato , José Miguel Hernández-Lobato

Recent years have seen a huge development in spatial modelling and prediction methodology, driven by the increased availability of remote-sensing data and the reduced cost of distributed-processing technology. It is well known that…

Computation · Statistics 2020-02-18 Andrew Zammit-Mangion , Jonathan Rougier

Inference in Gaussian process (GP) models is computationally challenging for large data, and often difficult to approximate with a small number of inducing points. We explore an alternative approximation that employs stochastic inference…

Machine Learning · Statistics 2019-05-28 Jiaxin Shi , Mohammad Emtiyaz Khan , Jun Zhu

We present an information-theoretic framework for sequential adaptive compressed sensing, Info-Greedy Sensing, where measurements are chosen to maximize the extracted information conditioned on the previous measurements. We show that the…

Information Theory · Computer Science 2023-07-19 Gabor Braun , Sebastian Pokutta , Yao Xie

We propose a non-parametric extrapolation method based on constrained Gaussian processes for configuration interaction methods. Our method has many advantages: (i) applicability to small data sets such as results of {\it ab initio} methods,…

Nuclear Theory · Physics 2020-08-06 Sota Yoshida

Geospatial observational datasets are often limited to point measurements, making temporal prediction and spatial interpolation essential for constructing continuous fields. This study evaluates two deep learning strategies for addressing…

Machine Learning · Computer Science 2025-12-01 Anna Pazola , Mohammad Shamsudduha , Richard G. Taylor , Allan Tucker

Distributional regression aims to estimate the full conditional distribution of a target variable, given covariates. Popular methods include linear and tree-ensemble based quantile regression. We propose a neural network-based…

Methodology · Statistics 2024-07-08 Xinwei Shen , Nicolai Meinshausen

The statistical matching problem is a data integration problem with structured missing data. The general form involves the analysis of multiple datasets that only have a strict subset of variables jointly observed across all datasets. The…

Methodology · Statistics 2019-04-01 Daniel Ahfock , Saumyadipta Pyne , Geoffrey J. McLachlan

This paper addresses the aggregated monitoring problem for large-scale network systems with a few dedicated sensors. Full state estimation of such systems is often infeasible due to unobservability and/or computational infeasibility.…

Optimization and Control · Mathematics 2022-05-30 Muhammad Umar B. Niazi , Xiaodong Cheng , Carlos Canudas-de-Wit , Jacquelien M. A. Scherpen

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

Nested Sampling is a method for computing the Bayesian evidence, also called the marginal likelihood, which is the integral of the likelihood with respect to the prior. More generally, it is a numerical probabilistic quadrature rule. The…

Computation · Statistics 2023-10-09 Jonas Latz , Doris Schneider , Philipp Wacker

Accurate precipitation estimates at individual locations are crucial for weather forecasting and spatial analysis. This study presents a paradigm shift by leveraging Deep Neural Networks (DNNs) to surpass traditional methods like Kriging…

Gaussian Process (GPs) models are a rich distribution over functions with inductive biases controlled by a kernel function. Learning occurs through the optimisation of kernel hyperparameters using the marginal likelihood as the objective.…

Machine Learning · Statistics 2021-11-22 Fergus Simpson , Vidhi Lalchand , Carl Edward Rasmussen

Nested sampling is an iterative integration procedure that shrinks the prior volume towards higher likelihoods by removing a "live" point at a time. A replacement point is drawn uniformly from the prior above an ever-increasing likelihood…

Computation · Statistics 2014-12-03 Johannes Buchner

Computing an ensemble of random fields using conditional simulation is an ideal method for retrieving accurate estimates of a field conditioned on available data and for quantifying the uncertainty of these realizations. Methods for…

Methodology · Statistics 2021-11-11 Maggie D. Bailey , Soutir Bandyopadhyay , Douglas W. Nychka

We consider inference problems for a class of continuous state collective hidden Markov models, where the data is recorded in aggregate (collective) form generated by a large population of individuals following the same dynamics. We propose…

Machine Learning · Statistics 2021-07-27 Rahul Singh , Yongxin Chen

A system of nested dichotomies is a method of decomposing a multi-class problem into a collection of binary problems. Such a system recursively applies binary splits to divide the set of classes into two subsets, and trains a binary…

Machine Learning · Computer Science 2018-09-12 Tim Leathart , Eibe Frank , Bernhard Pfahringer , Geoffrey Holmes

We introduce a new interpretation of sparse variational approximations for Gaussian processes using inducing points, which can lead to more scalable algorithms than previous methods. It is based on decomposing a Gaussian process as a sum of…

Machine Learning · Statistics 2024-02-27 Jiaxin Shi , Michalis K. Titsias , Andriy Mnih

This paper studies statistical aggregation procedures in the regression setting. A motivating factor is the existence of many different methods of estimation, leading to possibly competing estimators. We consider here three different types…

Statistics Theory · Mathematics 2009-09-29 Florentina Bunea , Alexandre B. Tsybakov , Marten H. Wegkamp

Well performance index (WPI), which is an indicator on how much producing potential a well has, is proposed for Cana Field using the available information from the completion database. I used ordinary kriging and co-kriging to create…

Applications · Statistics 2022-03-24 Rong Lu