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Differential equations (DEs) are commonly used to describe dynamic systems evolving in one (ordinary differential equations or ODEs) or in more than one dimensions (partial differential equations or PDEs). In real data applications the…

Methodology · Statistics 2013-11-25 Gianluca Frasso , Jonathan Jaeger , Philippe Lambert

Parameter inference of dynamical systems is a challenging task faced by many researchers and practitioners across various fields. In many applications, it is common that only limited variables are observable. In this paper, we propose a…

Methodology · Statistics 2020-01-01 Yu Chen , Jin Cheng , Arvind Gupta , Huaxiong Huang , Shixin Xu

Many scientific problems focus on observed patterns of change or on how to design a system to achieve particular dynamics. Those problems often require fitting differential equation models to target trajectories. Fitting such models can be…

Quantitative Methods · Quantitative Biology 2023-12-27 Steven A. Frank

A Gaussian Process GP based ground segmentation method is proposed in this paper which is fully developed in a probabilistic framework. The proposed method tends to obtain a continuous realistic model of the ground. The LiDAR…

Robotics · Computer Science 2021-11-23 Pouria Mehrabi , Hamid D. Taghirad

Gradient flow in the 2-Wasserstein space is widely used to optimize functionals over probability distributions and is typically implemented using an interacting particle system with $n$ particles. Analyzing these algorithms requires showing…

Machine Learning · Computer Science 2026-03-27 Chandan Tankala , Dheeraj M. Nagaraj , Anant Raj

The stochastic partial differential equation approach to Gaussian processes (GPs) represents Mat\'ern GP priors in terms of $n$ finite element basis functions and Gaussian coefficients with sparse precision matrix. Such representations…

Computation · Statistics 2022-04-11 Daniel Sanz-Alonso , Ruiyi Yang

The rigorous linking of exact stochastic models to mean-field approximations is studied. Starting from the differential equation point of view the stochastic model is identified by its Kolmogorov equations, which is a system of linear ODEs…

Dynamical Systems · Mathematics 2011-09-19 András Bátkai , Istvan Z. Kiss , Eszter Sikolya , Péter L. Simon

We introduce a scalable approach to Gaussian process inference that combines spatio-temporal filtering with natural gradient variational inference, resulting in a non-conjugate GP method for multivariate data that scales linearly with…

Machine Learning · Computer Science 2021-11-03 Oliver Hamelijnck , William J. Wilkinson , Niki A. Loppi , Arno Solin , Theodoros Damoulas

Statistical regression models whose mean functions are represented by ordinary differential equations (ODEs) can be used to describe phenomenons dynamical in nature, which are abundant in areas such as biology, climatology and genetics. The…

Methodology · Statistics 2017-05-15 Kyoungjae Lee , Jaeyong Lee , Sarat C. Dass

Deep Gaussian Processes (DGPs) are multi-layer, flexible extensions of Gaussian processes but their training remains challenging. Sparse approximations simplify the training but often require optimization over a large number of inducing…

Machine Learning · Statistics 2021-07-20 Ayush Jain , P. K. Srijith , Mohammad Emtiyaz Khan

Gaussian processes (GPs) provide a powerful framework for extrapolation, interpolation, and noise removal in regression and classification. This paper considers constraining GPs to arbitrarily-shaped domains with boundary conditions. We…

Machine Learning · Statistics 2019-04-11 Arno Solin , Manon Kok

Implicit models, which allow for the generation of samples but not for point-wise evaluation of probabilities, are omnipresent in real-world problems tackled by machine learning and a hot topic of current research. Some examples include…

Machine Learning · Statistics 2018-04-27 Yingzhen Li , Richard E. Turner

Ordinary differential equation (ODE) models are widely used to describe chemical or biological processes. This article considers the estimation and assessment of such models on the basis of time-course data. Due to experimental limitations,…

Molecular Networks · Quantitative Biology 2023-02-14 Samuel W. K. Wong , Shihao Yang , S. C. Kou

Variational inference is a powerful tool for approximate inference, and it has been recently applied for representation learning with deep generative models. We develop the variational Gaussian process (VGP), a Bayesian nonparametric…

Machine Learning · Statistics 2016-04-19 Dustin Tran , Rajesh Ranganath , David M. Blei

Computing the loss gradient via backpropagation consumes considerable energy during deep learning (DL) model training. In this paper, we propose a novel approach to efficiently compute DL models' gradients to mitigate the substantial energy…

Computer Vision and Pattern Recognition · Computer Science 2024-06-12 Challapalli Phanindra Revanth , Sumohana S. Channappayya , C Krishna Mohan

Score-based generative models have emerged as a powerful approach for sampling high-dimensional probability distributions. Despite their effectiveness, their theoretical underpinnings remain relatively underdeveloped. In this work, we study…

Machine Learning · Computer Science 2025-04-22 Daniel Zhengyu Huang , Jiaoyang Huang , Zhengjiang Lin

One critical challenge in deploying highly performant machine learning models in real-life applications is out of distribution (OOD) detection. Given a predictive model which is accurate on in distribution (ID) data, an OOD detection system…

Machine Learning · Computer Science 2022-05-24 Conor Igoe , Youngseog Chung , Ian Char , Jeff Schneider

Gaussian Process (GP) models provide a flexible framework for prediction and uncertainty quantification. For most covariance functions, however, exact GP prediction with $n$ points scales as $\mathcal{O}(n^3)$, making it prohibitively…

Computation · Statistics 2026-05-29 Samanyu Arora , Christopher J. Geoga

Ordinary differential equations (ODEs), via their induced flow maps, provide a powerful framework to parameterize invertible transformations for the purpose of representing complex probability distributions. While such models have achieved…

Statistics Theory · Mathematics 2023-09-06 Youssef Marzouk , Zhi Ren , Sven Wang , Jakob Zech

We consider decentralized machine learning over a network where the training data is distributed across $n$ agents, each of which can compute stochastic model updates on their local data. The agent's common goal is to find a model that…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-02-09 Anastasia Koloskova , Tao Lin , Sebastian U. Stich