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We propose a probabilistic model for inferring the multivariate function from multiple areal data sets with various granularities. Here, the areal data are observed not at location points but at regions. Existing regression-based models can…

Gaussian processes (GPs) are pervasive in functional data analysis, machine learning, and spatial statistics for modeling complex dependencies. Modern scientific data sets are typically heterogeneous and often contain multiple known…

Methodology · Statistics 2021-10-19 Didong Li , Andrew Jones , Sudipto Banerjee , Barbara E. Engelhardt

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk , Carl E. Rasmussen

We propose efficient computational methods to fit multivariate Gaussian additive models, where the mean vector and the covariance matrix are allowed to vary with covariates, in an empirical Bayes framework. To guarantee the…

Computation · Statistics 2025-04-07 Vincenzo Gioia , Matteo Fasiolo , Ruggero Bellio , Simon N. Wood

The rapid growth of earth observation systems calls for a scalable approach to interpolate remote-sensing observations. These methods in principle, should acquire more information about the observed field as data grows. Gaussian processes…

Machine Learning · Computer Science 2024-12-17 Weibin Chen , Azhir Mahmood , Michel Tsamados , So Takao

Gaussian process classification is a popular method with a number of appealing properties. We show how to scale the model within a variational inducing point framework, outperforming the state of the art on benchmark datasets. Importantly,…

Machine Learning · Statistics 2014-11-10 James Hensman , Alex Matthews , Zoubin Ghahramani

Fitting a theoretical model to experimental data in a Bayesian manner using Markov chain Monte Carlo typically requires one to evaluate the model thousands (or millions) of times. When the model is a slow-to-compute physics simulation,…

Machine Learning · Statistics 2022-08-25 Steven Stetzler , Michael Grosskopf , Earl Lawrence

We present a practical way of introducing convolutional structure into Gaussian processes, making them more suited to high-dimensional inputs like images. The main contribution of our work is the construction of an inter-domain inducing…

Machine Learning · Statistics 2017-09-07 Mark van der Wilk , Carl Edward Rasmussen , James Hensman

Gaussian process regression is a popular Bayesian framework for surrogate modeling of expensive data sources. As part of a broader effort in scientific machine learning, many recent works have incorporated physical constraints or other a…

Machine Learning · Computer Science 2021-01-07 Laura Swiler , Mamikon Gulian , Ari Frankel , Cosmin Safta , John Jakeman

The last two decades have seen a major expansion in the availability, size, and precision of time-domain datasets in astronomy. Owing to their unique combination of flexibility, mathematical simplicity and comparative robustness, Gaussian…

Instrumentation and Methods for Astrophysics · Physics 2022-11-11 Suzanne Aigrain , Daniel Foreman-Mackey

We consider the problem of inference for the states and parameters of a continuous-time multitype branching process from partially observed time series data. Exact inference for this class of models, typically using sequential Monte Carlo,…

Methodology · Statistics 2025-12-01 Angus Lewis , Antonio Parrella , John Maclean , Andrew J. Black

Gaussian processes are widely used for accurate emulation of unknown surfaces in sequential design of expensive simulation experiments. Integrated mean squared error (IMSE) is an effective acquisition function for sequential designs based…

Statistics Theory · Mathematics 2026-04-23 Huanyan Zhu , Cheng Li

Gaussian process is an indispensable tool in clustering functional data, owing to it's flexibility and inherent uncertainty quantification. However, when the functional data is observed over a large grid (say, of length $p$), Gaussian…

Computation · Statistics 2023-09-15 Anirban Chakraborty , Abhisek Chakraborty

Gaussian Processes (GPs) offer an attractive method for regression over small, structured and correlated datasets. However, their deployment is hindered by computational costs and limited guidelines on how to apply GPs beyond simple…

Machine Learning · Computer Science 2023-07-18 Kenza Tazi , Jihao Andreas Lin , Ross Viljoen , Alex Gardner , ST John , Hong Ge , Richard E. Turner

Gaussian processes (GPs) are flexible non-parametric models, with a capacity that grows with the available data. However, computational constraints with standard inference procedures have limited exact GPs to problems with fewer than about…

Despite a large corpus of recent work on scaling up Gaussian processes, a stubborn trade-off between computational speed, prediction and uncertainty quantification accuracy, and customizability persists. This is because the vast majority of…

Machine Learning · Computer Science 2025-12-09 Marcus M. Noack , Mark D. Risser , Hengrui Luo , Vardaan Tekriwal , Ronald J. Pandolfi

Analyzing massive spatial datasets using Gaussian process model poses computational challenges. This is a problem prevailing heavily in applications such as environmental modeling, ecology, forestry and environmental heath. We present a…

Methodology · Statistics 2021-12-07 Suman Majumder , Yawen Guan , Brian J. Reich , Arvind K. Saibaba

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…

Estimating causal effects in quasi-experiments with spatio-temporal panel data often requires adjusting for unmeasured confounding that varies across space and time. Gaussian Processes (GPs) offer a flexible, nonparametric modeling approach…

Methodology · Statistics 2025-07-08 Sofia L. Vega , Rachel C. Nethery

This paper is concerned with the problem of how to speed up computation for Gaussian process models trained on autocorrelated data. The Gaussian process model is a powerful tool commonly used in nonlinear regression applications. Standard…

Machine Learning · Computer Science 2025-12-03 Ahmadreza Chokhachian , Matthias Katzfuss , Yu Ding