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We introduce a new regression framework, Gaussian process regression networks (GPRN), which combines the structural properties of Bayesian neural networks with the non-parametric flexibility of Gaussian processes. This model accommodates…

Machine Learning · Statistics 2011-10-21 Andrew Gordon Wilson , David A. Knowles , Zoubin Ghahramani

It is a consensus in signal processing that the Gaussian kernel and its partial derivatives enable the development of robust algorithms for feature detection. Fourier analysis and convolution theory have central role in such development. In…

Computer Vision and Pattern Recognition · Computer Science 2016-05-03 Paulo Sérgio Silva Rodrigues , Gilson Antonio Giraldi

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

Complex-valued Gaussian processes are commonly used in Bayesian frequency-domain system identification as prior models for regression. If each realization of such a process were an $H_\infty$ function with probability one, then the same…

Systems and Control · Electrical Eng. & Systems 2023-12-19 Alex Devonport , Peter Seiler , Murat Arcak

We consider the problem of inferring the interaction kernel of stochastic interacting particle systems from observations of a single particle. We adopt a semi-parametric approach and represent the interaction kernel in terms of a…

Statistics Theory · Mathematics 2025-10-31 Grigorios A. Pavliotis , Andrea Zanoni

Fourier representation (FR) is an indispensable mathematical formulation for modeling and analysis of physical phenomenon, engineering systems and signals in numerous applications. In this study, we present the generalized Fourier…

Signal Processing · Electrical Eng. & Systems 2020-08-28 Pushpendra Singh

A Gaussian process (GP)-based methodology is proposed to emulate complex dynamical computer models (or simulators). The method relies on emulating the numerical flow map of the system over an initial (short) time step, where the flow map is…

Methodology · Statistics 2024-11-26 Hossein Mohammadi , Peter Challenor , Marc Goodfellow

Since many physical laws -- from classical mechanics to electromagnetism -- are formulated as two-body interactions, the same perspective naturally extends to biological and social dynamics. Here we focus on rhythmic phenomena, where phase…

Adaptation and Self-Organizing Systems · Physics 2025-08-26 Ryosuke Yoneda , Haruma Furukawa , Daigo Fujiwara , Toshio Aoyagi

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

We introduce a class of algorithms for constructing Fourier representations of Gaussian processes in $1$ dimension that are valid over ranges of hyperparameter values. The scaling and frequencies of the Fourier basis functions are evaluated…

Computation · Statistics 2024-06-05 Philip Greengard

In this work, we introduce a spatio-temporal kernel for Gaussian process (GP) regression-based sound field estimation. Notably, GPs have the attractive property that the sound field is a linear function of the measurements, allowing the…

Audio and Speech Processing · Electrical Eng. & Systems 2024-07-08 David Sundström , Shoichi Koyama , Andreas Jakobsson

A method to reconstruct fields, source strengths and physical parameters based on Gaussian process regression is presented for the case where data are known to fulfill a given linear differential equation with localized sources. The…

Data Analysis, Statistics and Probability · Physics 2019-09-10 Christopher G. Albert

In this article, we develop comprehensive frequency domain methods for estimating and inferring the second-order structure of spatial point processes. The main element here is on utilizing the discrete Fourier transform (DFT) of the point…

Methodology · Statistics 2025-01-24 Junho Yang , Yongtao Guan

This paper proposes a new formulation of functional Gaussian Process regression in manifolds, based on an Empirical Bayes approach, in the spatiotemporal random field context. We apply the machinery of tight Gaussian measures in separable…

Machine Learning · Statistics 2026-03-24 MD Ruiz-Medina , AE Madrid , A Torres-Signes , JM Angulo

In this paper we present a novel method for efficient and effective 3D surface reconstruction in open scenes. Existing Neural Radiance Fields (NeRF) based works typically require extensive training and rendering time due to the adopted…

Computer Vision and Pattern Recognition · Computer Science 2024-12-05 Gaochao Song , Chong Cheng , Hao Wang

Probabilistic machine learning models are distinguished by their ability to integrate prior knowledge of noise statistics, smoothness parameters, and training data uncertainty. A common approach involves modeling data with Gaussian…

Computation · Statistics 2025-07-31 Cristian A. Galvis-Florez , Ahmad Farooq , Simo Särkkä

The Gaussian function (GF) is widely used to explain the behavior or statistical distribution of many natural phenomena as well as industrial processes in different disciplines of engineering and applied science. For example, the GF can be…

Signal Processing · Electrical Eng. & Systems 2020-01-08 Ibrahim Al-Nahhal , Octavia A. Dobre , Ertugrul Basar , Cecilia Moloney , Salama Ikki

Kernel based methods including Gaussian process regression (GPR) and generally kernel ridge regression (KRR) have been finding increasing use in computational chemistry, including the fitting of potential energy surfaces and density…

Machine Learning · Statistics 2023-01-27 Sergei Manzhos , Manabu Ihara

Simulating a Gaussian process requires sampling from a high-dimensional Gaussian distribution, which scales cubically with the number of sample locations. Spectral methods address this challenge by exploiting the Fourier representation,…

Machine Learning · Statistics 2026-02-27 Arsalan Jawaid , Abdullah Karatas , Jörg Seewig

A latent force model is a Gaussian process with a covariance function inspired by a differential operator. Such covariance function is obtained by performing convolution integrals between Green's functions associated to the differential…

Machine Learning · Statistics 2021-04-20 Cristian Guarnizo , Mauricio A. Álvarez