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This works extends the Random Embedding Bayesian Optimization approach by integrating a warping of the high dimensional subspace within the covariance kernel. The proposed warping, that relies on elementary geometric considerations, allows…

Optimization and Control · Mathematics 2015-03-19 Mickaël Binois , David Ginsbourger , Olivier Roustant

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

Several strategies have been developed recently to ensure valid inference after model selection; some of these are easy to compute, while others fare better in terms of inferential power. In this paper, we consider a selective inference…

Methodology · Statistics 2022-07-13 Snigdha Panigrahi , Jonathan Taylor

Gaussian processes (GPs) are crucial in machine learning for quantifying uncertainty in predictions. However, their associated covariance matrices, defined by kernel functions, are typically dense and large-scale, posing significant…

Machine Learning · Computer Science 2025-04-02 Theresa Wagner , Tianshi Xu , Franziska Nestler , Yuanzhe Xi , Martin Stoll

Gaussian process (GP) regression is a popular surrogate modeling tool for computer simulations in engineering and scientific domains. However, it often struggles with high computational costs and low prediction accuracy when the simulation…

Machine Learning · Computer Science 2025-02-25 Lulu Kang , Minshen Xu

The computational cost for inference and prediction of statistical models based on Gaussian processes with Mat\'ern covariance functions scales cubicly with the number of observations, limiting their applicability to large data sets. The…

Statistics Theory · Mathematics 2025-03-04 David Bolin , Vaibhav Mehandiratta , Alexandre B. Simas

Gaussian processes are probabilistic models that are commonly used as functional priors in machine learning. Due to their probabilistic nature, they can be used to capture the prior information on the statistics of noise, smoothness of the…

Computation · Statistics 2024-02-02 Ahmad Farooq , Cristian A. Galvis-Florez , Simo Särkkä

We present the Deep Convolutional Gaussian Mixture Model (DCGMM), a new probabilistic approach for image modeling capable of density estimation, sampling and tractable inference. DCGMM instances exhibit a CNN-like layered structure, in…

Machine Learning · Computer Science 2022-03-22 Alexander Gepperth

Gaussian processes are arguably the most important class of spatiotemporal models within machine learning. They encode prior information about the modeled function and can be used for exact or approximate Bayesian learning. In many…

We propose a class of intrinsic Gaussian processes (in-GPs) for interpolation, regression and classification on manifolds with a primary focus on complex constrained domains or irregular shaped spaces arising as subsets or submanifolds of…

Machine Learning · Statistics 2018-01-05 Mu Niu , Pokman Cheung , Lizhen Lin , Zhenwen Dai , Neil Lawrence , David Dunson

Convolutional neural networks (CNNs) have rapidly risen in popularity for many machine learning applications, particularly in the field of image recognition. Much of the benefit generated from these networks comes from their ability to…

Quantum Physics · Physics 2019-04-10 Maxwell Henderson , Samriddhi Shakya , Shashindra Pradhan , Tristan Cook

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

Gaussian process regression (GPR) is a popular nonparametric Bayesian method that provides predictive uncertainty estimates and is widely used in safety-critical applications. While prior research has introduced various uncertainty bounds,…

Machine Learning · Computer Science 2025-12-05 Junyi Liu , Stanley Kok

In this article we investigate the effects of conformal transformations on kernel functions used in Support Vector Machines. Our focus lies in the task of text document categorization, which involves assigning each document to a particular…

Machine Learning · Computer Science 2024-06-04 Ioana Rădulescu , Alexandra Băicoianu , Adela Mihai

Variational inference, as an alternative to Markov chain Monte Carlo sampling, has played a transformative role in enabling scalable computation for complex Bayesian models. Nevertheless, existing approaches often depend on either rigid…

Methodology · Statistics 2026-05-21 Somjit Roy , Pritam Dey , Debdeep Pati , Bani K. Mallick

Recent work has focused on combining kernel methods and deep learning to exploit the best of the two approaches. Here, we introduce a new architecture of neural networks in which we replace the top dense layers of standard convolutional…

Machine Learning · Computer Science 2019-12-02 Luc Giffon , Stéphane Ayache , Thierry Artières , Hachem Kadri

Identifying dynamical system (DS) is a vital task in science and engineering. Traditional methods require numerous calls to the DS solver, rendering likelihood-based or least-squares inference frameworks impractical. For efficient parameter…

Computation · Statistics 2024-09-19 Ying Zhou , Jinglai Li , Xiang Zhou , Hongqiao Wang

Deep Gaussian processes (DGPs), a hierarchical composition of GP models, have successfully boosted the expressive power of their single-layer counterpart. However, it is impossible to perform exact inference in DGPs, which has motivated the…

Machine Learning · Computer Science 2021-05-27 Haibin Yu , Dapeng Liu , Yizhou Chen , Bryan Kian Hsiang Low , Patrick Jaillet

Gaussian process regression (GPR) has been a well-known machine learning method for various applications such as uncertainty quantifications (UQ). However, GPR is inherently a data-driven method, which requires sufficiently large dataset.…

Machine Learning · Computer Science 2023-05-03 Cheng Chang , Tieyong Zeng

Gaussian process regression (GPR) is a fundamental model used in machine learning. Owing to its accurate prediction with uncertainty and versatility in handling various data structures via kernels, GPR has been successfully used in various…

Machine Learning · Computer Science 2021-12-16 Yuya Yoshikawa , Tomoharu Iwata
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