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In this publication, we combine two Bayesian non-parametric models: the Gaussian Process (GP) and the Dirichlet Process (DP). Our innovation in the GP model is to introduce a variation on the GP prior which enables us to model structured…

Machine Learning · Computer Science 2014-04-15 James Hensman , Magnus Rattray , Neil D. Lawrence

Functional magnetic resonance imaging (fMRI) has provided invaluable insight into our understanding of human behavior. However, large inter-individual differences in both brain anatomy and functional localization after anatomical alignment…

Applications · Statistics 2021-11-03 Guoqing Wang , Abhirup Datta , Martin A. Lindquist

We propose an active learning method for discovering low-dimensional structure in high-dimensional Gaussian process (GP) tasks. Such problems are increasingly frequent and important, but have hitherto presented severe practical…

Machine Learning · Statistics 2013-10-28 Roman Garnett , Michael A. Osborne , Philipp Hennig

In this paper, we introduce a method for segmenting time series data using tools from Bayesian nonparametrics. We consider the task of temporal segmentation of a set of time series data into representative stationary segments. We use…

Machine Learning · Computer Science 2020-01-28 Olga Mikheeva , Ieva Kazlauskaite , Hedvig Kjellström , Carl Henrik Ek

This paper proposes a statistical verification framework using Gaussian processes (GPs) for simulation-based verification of stochastic nonlinear systems with parametric uncertainties. Given a small number of stochastic simulations, the…

Systems and Control · Computer Science 2017-10-03 John F. Quindlen , Ufuk Topcu , Girish Chowdhary , Jonathan P. How

In this paper, we focus on the data-driven discovery of a general second-order particle-based model that contains many state-of-the-art models for modeling the aggregation and collective behavior of interacting agents of similar size and…

Machine Learning · Statistics 2023-11-03 Jinchao Feng , Charles Kulick , Sui Tang

Parameter estimation is a major challenge in computational modeling of biological processes. This is especially the case in image-based modeling where the inherently quantitative output of the model is measured against image data, which is…

Quantitative Methods · Quantitative Biology 2018-07-27 Diana Barac , Michael D. Multerer , Dagmar Iber

Graphical models express conditional independence relationships among variables. Although methods for vector-valued data are well established, functional data graphical models remain underdeveloped. We introduce a notion of conditional…

Methodology · Statistics 2016-01-06 Hongxiao Zhu , Nate Strawn , David B. Dunson

Longitudinal fMRI datasets hold great promise for the study of neurodegenerative diseases, but realizing their potential depends on extracting accurate fMRI-based brain measures in individuals over time. This is especially true for rare,…

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…

Statistical Finance · Quantitative Finance 2024-03-05 Narayan Tondapu

Within the past two decades, Gaussian process regression has been increasingly used for modeling dynamical systems due to some beneficial properties such as the bias variance trade-off and the strong connection to Bayesian mathematics. As…

Systems and Control · Electrical Eng. & Systems 2021-02-11 Thomas Beckers

We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…

Machine Learning · Statistics 2018-11-06 Edwin V. Bonilla , Karl Krauth , Amir Dezfouli

Blood glucose value prediction is an important task in diabetes management. While it is reported that glucose concentration is sensitive to social context such as mood, physical activity, stress, diet, alongside the influence of diabetes…

Machine Learning · Statistics 2019-09-05 Mohammad Akbari , Rumi Chunara

Despite the common usage of a canonical, data-independent, hemodynamic response function (HRF), it is known that the shape of the HRF varies across brain regions and subjects. This suggests that a data-driven estimation of this function…

Computational Engineering, Finance, and Science · Computer Science 2014-11-10 Fabian Pedregosa , Michael Eickenberg , Philippe Ciuciu , Bertrand Thirion , Alexandre Gramfort

We address the task of simultaneous feature fusion and modeling of discrete ordinal outputs. We propose a novel Gaussian process(GP) auto-encoder modeling approach. In particular, we introduce GP encoders to project multiple observed…

Machine Learning · Statistics 2016-09-07 Stefanos Eleftheriadis , Ognjen Rudovic , Marc P. Deisenroth , Maja Pantic

Surface roughness plays a critical role and has effects in, e.g. fluid dynamics or contact mechanics. For example, to evaluate fluid behavior at different roughness properties, real-world or numerical experiments are performed. Numerical…

Signal Processing · Electrical Eng. & Systems 2023-03-07 Arsalan Jawaid , Jörg Seewig

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…

Machine Learning · Statistics 2020-02-13 Shisheng Cui , Chia-Jung Chang

A recent development which is poised to disrupt current structural engineering practice is the use of data obtained from physical structures such as bridges, viaducts and buildings. These data can represent how the structure responds to…

Applications · Statistics 2019-06-26 Alastair Gregory , Din-Houn Lau , Mark Girolami , Liam Butler , Mohammed Elshafie

Gaussian process state-space models (GPSSMs) offer a principled framework for learning and inference in nonlinear dynamical systems with uncertainty quantification. However, existing GPSSMs are limited by the use of multiple independent…

Machine Learning · Statistics 2025-12-11 Zhidi Lin , Ying Li , Feng Yin , Juan Maroñas , Alexandre H. Thiéry

Bayesian optimization (BO) has established itself as a leading strategy for efficiently optimizing expensive-to-evaluate functions. Existing BO methods mostly rely on Gaussian process (GP) surrogate models and are not applicable to…

Machine Learning · Computer Science 2024-01-29 Yongsheng Mei , Mahdi Imani , Tian Lan