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Gaussian processes (GPs) are commonly used for prediction and inference for spatial data analyses. However, since estimation and prediction tasks have cubic time and quadratic memory complexity in number of locations, GPs are difficult to…

Methodology · Statistics 2024-06-05 Mohamed A. Abba , Brian J. Reich , Reetam Majumder , Brandon Feng

Gaussian processes (GPs) are a Bayesian machine learning approach widely used to construct surrogate models for the uncertainty quantification of computer simulation codes in industrial applications. It provides both a mean predictor and an…

The next generation of Department of Energy supercomputers will be capable of exascale computation. For these machines, far more computation will be possible than that which can be saved to disk. As a result, users will be unable to rely on…

Machine Learning · Computer Science 2025-07-23 Michael Grosskopf , Kellin Rumsey , Ayan Biswas , Earl Lawrence

The Gaussian process (GP) is a popular way to specify dependencies between random variables in a probabilistic model. In the Bayesian framework the covariance structure can be specified using unknown hyperparameters. Integrating over these…

Computation · Statistics 2010-11-01 Iain Murray , Ryan Prescott Adams

The aim of this article is to present a novel parallelization method for temporal Gaussian process (GP) regression problems. The method allows for solving GP regression problems in logarithmic O(log N) time, where N is the number of time…

Machine Learning · Computer Science 2021-05-18 Adrien Corenflos , Zheng Zhao , Simo Särkkä

Gaussian Processes (GPs) have been widely used in machine learning to model distributions over functions, with applications including multi-modal regression, time-series prediction, and few-shot learning. GPs are particularly useful in the…

Central to robot exploration and mapping is the task of persistent localization in environmental fields characterized by spatially correlated measurements. This paper presents a Gaussian process localization (GP-Localize) algorithm that, in…

Robotics · Computer Science 2014-04-23 Nuo Xu , Kian Hsiang Low , Jie Chen , Keng Kiat Lim , Etkin Baris Ozgul

This paper introduces a method to approximate Gaussian process regression by representing the problem as a stochastic differential equation and using variational inference to approximate solutions. The approximations are compared with full…

Machine Learning · Computer Science 2019-01-08 Wil O C Ward , Mauricio A Álvarez

For multivariate spatial Gaussian process (GP) models, customary specifications of cross-covariance functions do not exploit relational inter-variable graphs to ensure process-level conditional independence among the variables. This is…

Methodology · Statistics 2021-11-19 Debangan Dey , Abhirup Datta , Sudipto Banerjee

Some scenarios require the computation of a predictive distribution of a new value evaluated on an objective function conditioned on previous observations. We are interested on using a model that makes valid assumptions on the objective…

Machine Learning · Computer Science 2021-01-21 Lucia Asencio-Martín , Eduardo C. Garrido-Merchán

Gaussian processes (GPs) are commonplace in spatial statistics. Although many non-stationary models have been developed, there is arguably a lack of flexibility compared to equipping each location with its own parameters. However, the…

Machine Learning · Statistics 2018-07-19 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

We develop a Gaussian process ("GP") framework for modeling mortality rates and mortality improvement factors. GP regression is a nonparametric, data-driven approach for determining the spatial dependence in mortality rates and jointly…

Methodology · Statistics 2018-04-13 Mike Ludkovski , Jimmy Risk , Howard Zail

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

Many datasets are in the form of tables of binned data. Performing regression on these data usually involves either reading off bin heights, ignoring data from neighbouring bins or interpolating between bins thus over or underestimating the…

Machine Learning · Statistics 2019-05-21 Michael Thomas Smith , Mauricio A Alvarez , Neil D Lawrence

Due to their flexibility, Gaussian processes (GPs) have been widely used in nonparametric function estimation. A prior information about the underlying function is often available. For instance, the physical system (computer model output)…

Methodology · Statistics 2017-11-21 Hassan Maatouk

We present a quadrotor dynamics Gaussian Process (GP) with gradient information that achieves real-time inference via state-space partitioning and approximation, and that includes aerodynamic effects using data from mid-fidelity potential…

Robotics · Computer Science 2026-02-16 Xinhuan Sang , Adam Rozman , Sheryl Grace , Roberto Tron

Gaussian processes (GPs) furnish accurate nonlinear predictions with well-calibrated uncertainty. However, the typical GP setup has a built-in stationarity assumption, making it ill-suited for modeling data from processes with sudden…

Gaussian Process (GP) regression is a popular and sample-efficient approach for many engineering applications, where observations are expensive to acquire, and is also a central ingredient of Bayesian optimization (BO), a highly prevailing…

Machine Learning · Statistics 2025-06-06 Sébastien Da Veiga

Research on Poisson regression analysis for dependent data has been developed rapidly in the last decade. One of difficult problems in a multivariate case is how to construct a cross-correlation structure and at the meantime make sure that…

Methodology · Statistics 2017-10-05 A'yunin Sofro , Jian Qing Shi , Chunzheng Cao

We study an informative path-planning problem where the goal is to minimize the time required to learn a spatially varying entity. We use Gaussian Process (GP) regression for learning the underlying field. Our goal is to ensure that the GP…

Robotics · Computer Science 2020-03-10 Varun Suryan , Pratap Tokekar
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