Related papers: Large Linear Multi-output Gaussian Process Learnin…

Gaussian processes (GPs) are widely used as surrogate models for complicated functions in scientific and engineering applications. In many cases, prior knowledge about the function to be approximated, such as monotonicity, is available and…

We present a multi-task learning formulation for Deep Gaussian processes (DGPs), through non-linear mixtures of latent processes. The latent space is composed of private processes that capture within-task information and shared processes…

Due to the ease of modern data collection, applied statisticians often have access to a large set of covariates that they wish to relate to some observed outcome. Generalized linear models (GLMs) offer a particularly interpretable framework…

Nonstationary Gaussian processes (GPs) are essential for modeling complex, locally heterogeneous spatial data. A common modeling approach is the spatial deformation method that warps the domain to recover isotropy. However, this static…

We present a new strategy for learning the functional relation between a pair of variables, while addressing inhomogeneities in the correlation structure of the available data, by modelling the sought function as a sample function of a…

Often in machine learning, data are collected as a combination of multiple conditions, e.g., the voice recordings of multiple persons, each labeled with an ID. How could we build a model that captures the latent information related to these…

A key challenge in the practical application of Gaussian processes (GPs) is selecting a proper covariance function. The moving average, or process convolutions, construction of GPs allows some additional flexibility, but still requires…

Meta-learning is a powerful approach that exploits historical data to quickly solve new tasks from the same distribution. In the low-data regime, methods based on the closed-form posterior of Gaussian processes (GP) together with Bayesian…

Non-stationary time series with non-linear trends are frequently encountered in applications. We consider here the feasibility of accurately forecasting the signals of multiple such time series considering jointly when the number of…

Continuous-time trajectory representations are a powerful tool that can be used to address several issues in many practical simultaneous localization and mapping (SLAM) scenarios, like continuously collected measurements distorted by robot…

We construct flexible likelihoods for multi-output Gaussian process models that leverage neural networks as components. We make use of sparse variational inference methods to enable scalable approximate inference for the resulting class of…

Latent Gaussian process (GP) models are widely used in neuroscience to uncover hidden state evolutions from sequential observations, mainly in neural activity recordings. While latent GP models provide a principled and powerful solution in…

Gaussian Process (GP) models are a powerful tool in probabilistic machine learning with a solid theoretical foundation. Thanks to current advances, modeling complex data with GPs is becoming increasingly feasible, which makes them an…

Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are nonparametric probabilistic models…

Model selection in Gaussian processes scales prohibitively with the size of the training dataset, both in time and memory. While many approximations exist, all incur inevitable approximation error. Recent work accounts for this error in the…

The standard Gaussian Process (GP) only considers a single output sample per input in the training set. Datasets for subjective tasks, such as spoken language assessment, may be annotated with output labels from multiple human raters per…

Gaussian process (GP) models have received increasing attention in recent years due to their superb prediction accuracy and modeling flexibility. To address the computational burdens of GP models for large-scale datasets, distributed…

Gaussian process (GP) models provide a powerful tool for prediction but are computationally prohibitive using large data sets. In such scenarios, one has to resort to approximate methods. We derive an approximation based on a composite…

This work introduces the concept of parametric Gaussian processes (PGPs), which is built upon the seemingly self-contradictory idea of making Gaussian processes parametric. Parametric Gaussian processes, by construction, are designed to…

Unpredictable and complex aerodynamic effects pose significant challenges to achieving precise flight control, such as the downwash effect from upper vehicles to lower ones. Conventional methods often struggle to accurately model these…