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Gaussian processes are ubiquitous as the primary tool for modeling spatial data. However, the Gaussian process is limited by its $\mathcal{O}(n^3)$ cost, making direct parameter fitting algorithms infeasible for the scale of modern data…

Methodology · Statistics 2025-12-25 Ashlynn Crisp , Daniel Taylor-Rodriguez , Andrew O. Finley

A key challenge in spatial statistics is the analysis for massive spatially-referenced data sets. Such analyses often proceed from Gaussian process specifications that can produce rich and robust inference, but involve dense covariance…

Methodology · Statistics 2019-07-25 Shinichiro Shirota , Andrew O. Finley , Bruce D. Cook , Sudipto Banerjee

Spatial process models for analyzing geostatistical data entail computations that become prohibitive as the number of spatial locations become large. This manuscript develops a class of highly scalable Nearest Neighbor Gaussian Process…

Methodology · Statistics 2016-01-05 Abhirup Datta , Sudipto Banerjee , Andrew O. Finley , Alan E. Gelfand

This paper presents the development of a spatial block-Nearest Neighbor Gaussian process (block-NNGP) for location-referenced large spatial data. The key idea behind this approach is to divide the spatial domain into several blocks which…

Methodology · Statistics 2021-02-08 Zaida C. Quiroz , Marcos O. Prates , Dipak K. Dey , Håvard Rue

Gaussian processes (GPs) are instrumental in modeling spatial processes, offering precise interpolation and prediction capabilities across fields such as environmental science and biology. Recently, there has been growing interest in…

Methodology · Statistics 2025-09-04 Jiawen Chen , Aritra Halder , Yun Li , Sudipto Banerjee , Didong Li

Variational approximations to Gaussian processes (GPs) typically use a small set of inducing points to form a low-rank approximation to the covariance matrix. In this work, we instead exploit a sparse approximation of the precision matrix.…

Machine Learning · Computer Science 2024-11-22 Luhuan Wu , Geoff Pleiss , John Cunningham

Gathering information about forest variables is an expensive and arduous activity. As such, directly collecting the data required to produce high-resolution maps over large spatial domains is infeasible. Next generation collection…

Obtaining accurate water level predictions are essential for water resource management and implementing flood mitigation strategies. Several data-driven models can be found in the literature. However, there has been limited research with…

Applications · Statistics 2025-06-27 Victor Hugo Nagahama , James Sweeney , Niamh Cahill

Even though Nearest Neighbor Gaussian Processes (NNGP) alleviate considerably MCMC implementation of Bayesian space-time models, they do not solve the convergence problems caused by high model dimension. Frugal alternatives such as response…

Computation · Statistics 2021-09-15 Sébastien Coube-Sisqueille , Benoît Liquet

The predictions of wide Bayesian neural networks are described by a Gaussian process, known as the Neural Network Gaussian Process (NNGP). Analytic forms for NNGP kernels are known for many models, but computing the exact kernel for…

Machine Learning · Computer Science 2020-11-13 Daniel S. Park , Jaehoon Lee , Daiyi Peng , Yuan Cao , Jascha Sohl-Dickstein

Non-conjugate Gaussian processes (NCGPs) define a flexible probabilistic framework to model categorical, ordinal and continuous data, and are widely used in practice. However, exact inference in NCGPs is prohibitively expensive for large…

Machine Learning · Computer Science 2025-04-18 Lukas Tatzel , Jonathan Wenger , Frank Schneider , Philipp Hennig

This paper describes and illustrates functionality of the spNNGP R package. The package provides a suite of spatial regression models for Gaussian and non-Gaussian point-referenced outcomes that are spatially indexed. The package implements…

Computation · Statistics 2021-04-16 Andrew O. Finley , Abhirup Datta , Sudipto Banerjee

We consider Bayesian inference problems with computationally intensive likelihood functions. We propose a Gaussian process (GP) based method to approximate the joint distribution of the unknown parameters and the data. In particular, we…

Computation · Statistics 2018-03-15 Hongqiao Wang , Jinglai Li

Particulate matter (PM) is a class of malicious environmental pollutants known to be detrimental to human health. Regulatory efforts aimed at curbing PM levels in different countries often require high resolution space-time maps that can…

Applications · Statistics 2016-04-15 Abhirup Datta , Sudipto Banerjee , Andrew O. Finley , Nicholas A. S. Hamm , Martijn Schaap

Gaussian Processes (GP) is a staple in the toolkit of a spatial statistician. Well-documented computing roadblocks in the analysis of large geospatial datasets using Gaussian Processes have now been successfully mitigated via several recent…

Methodology · Statistics 2021-11-19 Abhirup Datta

Recognizing the successes of treed Gaussian process (TGP) models as an interpretable and thrifty model for nonparametric regression, we seek to extend the model to classification. Both treed models and Gaussian processes (GPs) have,…

Methodology · Statistics 2010-09-28 Tamara Broderick , Robert B. Gramacy

Neural-net-induced Gaussian process (NNGP) regression inherits both the high expressivity of deep neural networks (deep NNs) as well as the uncertainty quantification property of Gaussian processes (GPs). We generalize the current NNGP to…

Machine Learning · Computer Science 2019-03-27 Guofei Pang , Liu Yang , George Em Karniadakis

This paper presents a novel nearest neighbor search algorithm achieving TPU (Google Tensor Processing Unit) peak performance, outperforming state-of-the-art GPU algorithms with similar level of recall. The design of the proposed algorithm…

Performance · Computer Science 2022-07-01 Felix Chern , Blake Hechtman , Andy Davis , Ruiqi Guo , David Majnemer , Sanjiv Kumar

We propose a nested Gaussian process (nGP) as a locally adaptive prior for Bayesian nonparametric regression. Specified through a set of stochastic differential equations (SDEs), the nGP imposes a Gaussian process prior for the function's…

Methodology · Statistics 2012-01-24 Bin Zhu , David B. Dunson

Gaussian processes (GPs) are widely used for regression and optimization tasks such as Bayesian optimization (BO) due to their expressiveness and principled uncertainty estimates. However, in settings with large datasets corrupted by…

Machine Learning · Computer Science 2026-01-13 Marshal Arijona Sinaga , Julien Martinelli , Samuel Kaski
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