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A new model independent method is presented for the analysis of pulsar timing data and the estimation of the spectral properties of an isotropic gravitational wave background (GWB). We show that by rephrasing the likelihood we are able to…

Instrumentation and Methods for Astrophysics · Physics 2013-06-26 Lindley Lentati , Paul Alexander , Michael P. Hobson , Stephen Taylor , Jonathon Gair , Sreekumar T. Balan , Rutger van Haasteren

We study a class of real robust phase retrieval problems under a Gaussian assumption on the coding matrix when the received signal is sparsely corrupted by noise. The goal is to establish conditions on the sparsity under which the input…

Information Theory · Computer Science 2019-05-27 Aleksandr Aravkin , James Burke , Daiwei He

Astronomical data often suffer from noise and incompleteness. We extend the common mixtures-of-Gaussians density estimation approach to account for situations with a known sample incompleteness by simultaneous imputation from the current…

Instrumentation and Methods for Astrophysics · Physics 2020-09-17 Peter Melchior , Andy D. Goulding

Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…

Machine Learning · Statistics 2025-11-26 Jonas Latz , Aretha L. Teckentrup , Simon Urbainczyk

Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Methodology · Statistics 2011-06-29 Anjishnu Banerjee , David Dunson , Surya Tokdar

The sparse pseudo-input Gaussian process (SPGP) is a new approximation method for speeding up GP regression in the case of a large number of data points N. The approximation is controlled by the gradient optimization of a small set of M…

Machine Learning · Computer Science 2012-07-02 Edward Snelson , Zoubin Ghahramani

The Gaussian process (GP) regression model is a widely employed surrogate modeling technique for computer experiments, offering precise predictions and statistical inference for the computer simulators that generate experimental data.…

Methodology · Statistics 2024-04-02 Lulu Kang , Yuanxing Cheng , Yiwei Wang , Chun Liu

Zhang (2019) presented a general estimation approach based on the Gaussian distribution for general parametric models where the likelihood of the data is difficult to obtain or unknown, but the mean and variance-covariance matrix are known.…

Statistics Theory · Mathematics 2023-02-15 Ángel Felipe , María Jaenada , Pedro Miranda , Leandro Pardo

In this paper, we study the prediction of a circularly symmetric zero-mean stationary Gaussian process from a window of observations consisting of finitely many samples. This is a prevalent problem in a wide range of applications in…

Information Theory · Computer Science 2017-05-10 Mahdi Barzegar Khalilsarai , Saeid Haghighatshoar , Giuseppe Caire , Gerhard Wunder

In this work, a Gaussian process regression(GPR) model incorporated with given physical information in partial differential equations(PDEs) is developed: physics-assisted Gaussian processes(PAGP). The targets of this model can be divided…

Machine Learning · Statistics 2022-04-07 Jiahao Zhang , Shiqi Zhang , Guang Lin

We present a planning framework for minimising the deterministic worst-case error in sparse Gaussian process (GP) regression. We first derive a universal worst-case error bound for sparse GP regression with bounded noise using interpolation…

Robotics · Computer Science 2023-01-25 Jennifer Wakulicz , Ki Myung Brian Lee , Chanyeol Yoo , Teresa Vidal-Calleja , Robert Fitch

Although a majority of the theoretical literature in high-dimensional statistics has focused on settings which involve fully-observed data, settings with missing values and corruptions are common in practice. We consider the problems of…

Machine Learning · Statistics 2017-11-06 Yining Wang , Jialei Wang , Sivaraman Balakrishnan , Aarti Singh

Advances in hyperspectral imaging modes including electron energy loss spectroscopy (EELS) in scanning transmission electron microscopy (STEM) bring forth the challenges of exploratory and subsequently physics-based analysis of…

Computational Physics · Physics 2020-05-22 Sergei V. Kalinin , Andrew R. Lupini , Rama K. Vasudevan , Maxim Ziatdinov

Missing data are a common problem in experimental and observational physics. They can be caused by various sources, either an instrument's saturation, or a contamination from an external event, or a data loss. In particular, they can have a…

Instrumentation and Methods for Astrophysics · Physics 2016-01-20 Joel Bergé , Sandrine Pires , Quentin Baghi , Pierre Touboul , Gilles Métris

This paper addresses the challenge of reconstructing full-field structural mode shapes from sparse sensor data. While Gaussian Process Regression (GPR) offers a robust non-parametric framework for spatial interpolation and uncertainty…

Numerical Analysis · Mathematics 2026-05-25 Farid Ghahari

The sensitivity of gravitational-wave (GW) detectors is characterized by their noise curves, which determine the detector's reach and ability to measure the parameters of astrophysical sources accurately. The detector noise is typically…

Instrumentation and Methods for Astrophysics · Physics 2025-03-21 Sumit Kumar , Alexander H. Nitz , Xisco Jiménez Forteza

In this paper, we address the estimation of a time-varying spatial field of received signal strength (RSS) by relying on measurements from randomly placed and not very accurate sensors. We employ a radio propagation model where the path…

Signal Processing · Electrical Eng. & Systems 2019-03-27 Irene Santos , Juan José Murillo-Fuentes , Petar M. Djurić

This paper presents a novel approach for approximate integration over the uncertainty of noise and signal variances in Gaussian process (GP) regression. Our efficient and straightforward approach can also be applied to integration over…

Machine Learning · Statistics 2017-12-18 Ville Tolvanen , Pasi Jylänki , Aki Vehtari

In many applications, survey data are collected from different survey centers in different regions. It happens that in some circumstances, response variables are completely observed while the covariates have missing values. In this paper,…

Methodology · Statistics 2020-07-07 Zhihua Ma , Guanyu Hu , Ming-Hui Chen

The Gaussian process (GP) is a widely used probabilistic machine learning method with implicit uncertainty characterization for stochastic function approximation, stochastic modeling, and analyzing real-world measurements of nonlinear…

Machine Learning · Statistics 2026-04-14 Mark D. Risser , Marcus M. Noack , Hengrui Luo , Ronald Pandolfi