Related papers: Gaussian Process Quadrature Moment Transform
This paper investigates the approximation of Gaussian random variables in Banach spaces, focusing on the high-probability bounds for the approximation of Gaussian random variables using finitely many observations. We derive non-asymptotic…
The mixture of Gaussian distributions, a soft version of k-means , is considered a state-of-the-art clustering algorithm. It is widely used in computer vision for selecting classes, e.g., color, texture, and shapes. In this algorithm, each…
In this paper, we propose two strategies for decreasing the error of arbitrary single-mode Gaussian transformations implemented using one-way quantum computation on a four-node linear cluster state. We show that it is possible to minimize…
Bayesian methods in machine learning, such as Gaussian processes, have great advantages com-pared to other techniques. In particular, they provide estimates of the uncertainty associated with a prediction. Extending the Bayesian approach to…
The accuracy of Bayesian inference can be negatively affected by the use of inaccurate forward models. In the case of gravitational-wave inference, accurate but computationally expensive waveform models are sometimes substituted with faster…
Simulation of surface processes is a key part of computational chemistry that offers atomic-scale insights into mechanisms of heterogeneous catalysis, diffusion dynamics, as well as quantum tunneling phenomena. The most common theoretical…
Training Gaussian process-based models typically involves an $ O(N^3)$ computational bottleneck due to inverting the covariance matrix. Popular methods for overcoming this matrix inversion problem cannot adequately model all types of latent…
In this paper, we discuss vector-valued Gaussian processes for the approximation of divergence- or rotation-free functions. We establish the theory for such Gaussian processes, then link the theory to multivariate approximation theory, and…
The variational principle of quantum mechanics is the backbone of hybrid quantum computing for a range of applications. However, as the problem size grows, quantum logic errors and the effect of barren plateaus overwhelm the quality of the…
We present a new quantum algorithm for estimating the mean of a real-valued random variable obtained as the output of a quantum computation. Our estimator achieves a nearly-optimal quadratic speedup over the number of classical i.i.d.…
We present a novel Kalman filter for spatiotemporal systems called the numerical Gaussian process Kalman filter (GPKF). Numerical Gaussian processes have recently been introduced as a physics informed machine learning method for simulating…
Forecasting in probabilistic time series is a complex endeavor that extends beyond predicting future values to also quantifying the uncertainty inherent in these predictions. Gaussian process regression stands out as a Bayesian machine…
If classical algorithms have been successful in reproducing the estimation of expectation values of observables of some quantum circuits using off-the-shelf computing resources, matching the performance of the most advanced quantum devices…
Gaussian processes are a key component of many flexible statistical and machine learning models. However, they exhibit cubic computational complexity and high memory constraints due to the need of inverting and storing a full covariance…
We address the issue of knots selection for Gaussian predictive process methodology. Predictive process approximation provides an effective solution to the cubic order computational complexity of Gaussian process models. This approximation…
Gaussian processes (GPs) are a class of Kernel methods that have shown to be very useful in geoscience and remote sensing applications for parameter retrieval, model inversion, and emulation. They are widely used because they are simple,…
The majority of Quantum Random Number Generators (QRNG) are designed as converters of a continuous quantum random variable into a discrete classical random bit value. For the resulting random bit sequence to be minimally biased, the…
Quasi-Monte Carlo (qMC) methods are a powerful alternative to classical Monte-Carlo (MC) integration. Under certain conditions, they can approximate the desired integral at a faster rate than the usual Central Limit Theorem, resulting in…
In this paper, we explore the application of Gaussian Processes (GPs) for predicting mean-reverting time series with an underlying structure, using relatively unexplored functional and augmented data structures. While many conventional…
Gaussian processes models are widely adopted for nonparameteric/semi-parametric modeling. Identifiability issues occur when the mean model contains polynomials with unknown coefficients. Though resulting prediction is unaffected, this leads…