Related papers: Finite-dimensional approximation of Gaussian proce…
Introducing inequality constraints in Gaussian process (GP) models can lead to more realistic uncertainties in learning a great variety of real-world problems. We consider the finite-dimensional Gaussian approach from Maatouk and Bay (2017)…
Physical phenomena are observed in many fields (sciences and engineering) and are often studied by time-consuming computer codes. These codes are analyzed with statistical models, often called emulators. In many situations, the physical…
In many real-world applications we are interested in approximating costly functions that are analytically unknown, e.g. complex computer codes. An emulator provides a fast approximation of such functions relying on a limited number of…
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…
Gaussian Process (GP) regression is a flexible non-parametric approach to approximate complex models. In many cases, these models correspond to processes with bounded physical properties. Standard GP regression typically results in a proxy…
The Gaussian process (GP) model, which has been extensively applied as priors of functions, has demonstrated excellent performance. The specification of a large number of parameters affects the computational efficiency and the feasibility…
This paper presents an approach for constrained Gaussian Process (GP) regression where we assume that a set of linear transformations of the process are bounded. It is motivated by machine learning applications for high-consequence…
Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…
Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…
Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…
Gaussian processes (GPs) defined through intrinsic random fields provide a flexible framework for modeling spatial phenomena, and have been advocated in a variety of applications over the past several decades. Nevertheless, their adoption…
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…
This article discusses prior distributions for the parameters of Gaussian processes (GPs) that are widely used as surrogate models to emulate expensive computer simulations. The parameters typically involve mean parameters, a variance…
Gaussian process (GP) models are widely used to emulate propagation uncertainty in computer experiments. GP emulation sits comfortably within an analytically tractable Bayesian framework. Apart from propagating uncertainty of the input…
Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…
Gaussian processes (GPs) are versatile tools that have been successfully employed to solve nonlinear estimation problems in machine learning, but that are rarely used in signal processing. In this tutorial, we present GPs for regression as…
Gaussian processes (GPs) provide flexible distributions over functions, with inductive biases controlled by a kernel. However, in many applications Gaussian processes can struggle with even moderate input dimensionality. Learning a low…
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…
Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…
Gaussian processes (GPs) are powerful and widely used probabilistic regression models, but their effectiveness in practice is often limited by the choice of kernel function. This kernel function is typically handcrafted from a small set of…