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We introduce a Fourier-based fast algorithm for Gaussian process regression in low dimensions. It approximates a translationally-invariant covariance kernel by complex exponentials on an equispaced Cartesian frequency grid of $M$ nodes.…

Computation · Statistics 2023-05-19 Philip Greengard , Manas Rachh , Alex Barnett

We develop the basic building blocks of a frequency domain framework for drawing statistical inferences on the second-order structure of a stationary sequence of functional data. The key element in such a context is the spectral density…

Statistics Theory · Mathematics 2013-05-10 Victor M. Panaretos , Shahin Tavakoli

The frequency response function (FRF) is an established way to describe the outcome of experiments in posture control literature. The FRF is an empirical transfer function between an input stimulus and the induced body segment sway profile,…

Signal Processing · Electrical Eng. & Systems 2025-01-31 Vittorio Lippi

Gaussian Process Regression is a well-known machine learning technique for which several quantum algorithms have been proposed. We show here that in a wide range of scenarios these algorithms show no exponential speedup. We achieve this by…

Quantum Physics · Physics 2025-07-04 Dominic Lowe , M. S. Kim , Roberto Bondesan

The Volterra series is a powerful tool in modelling a broad range of nonlinear dynamic systems. However, due to its nonparametric nature, the number of parameters in the series increases rapidly with memory length and series order, with the…

Signal Processing · Electrical Eng. & Systems 2018-04-23 Jeremy G. Stoddard , James S. Welsh

Gaussian process regression techniques have been used in fluid mechanics for the reconstruction of flow fields from a reduction-of-dimension perspective. A main ingredient in this setting is the construction of adapted covariance functions,…

Fluid Dynamics · Physics 2026-01-13 Adrian Padilla-Segarra , Pascal Noble , Olivier Roustant , Éric Savin

Multivariable parametric models are essential for optimizing the performance of high-tech systems. The main objective of this paper is to develop an identification strategy that provides accurate parametric models for complex multivariable…

Systems and Control · Electrical Eng. & Systems 2025-03-05 M. van der Hulst , R. A. González , K. Classens , P. Tacx , N. Dirkx , J. van de Wijdeven , T. Oomen

The Gaussian Kinematic Formula (GKF) is a powerful and computationally efficient tool to perform statistical inference on random fields and became a well-established tool in the analysis of neuroimaging data. Using realistic error models,…

Methodology · Statistics 2024-04-17 Fabian JE Telschow , Samuel Davenport

Integral equations are widely used in fields such as applied modeling, medical imaging, and system identification, providing a powerful framework for solving deterministic problems. While parameter identification for differential equations…

Machine Learning · Statistics 2025-10-28 Zhihao Xu , Saisai Ding , Zhikun Zhang , Xiangjun Wang

In large-scale regression problems, random Fourier features (RFFs) have significantly enhanced the computational scalability and flexibility of Gaussian processes (GPs) by defining kernels through their spectral density, from which a finite…

Machine Learning · Computer Science 2024-06-05 Houston Warren , Rafael Oliveira , Fabio Ramos

Gaussian processes (GPs) offer a flexible, uncertainty-aware framework for modeling complex signals, but scale cubically with data, assume static targets, and are brittle to outliers, limiting their applicability in large-scale problems…

Machine Learning · Statistics 2025-09-23 Fernando Llorente , Daniel Waxman , Sanket Jantre , Nathan M. Urban , Susan E. Minkoff

Learning the inverse dynamics of robots directly from data, adopting a black-box approach, is interesting for several real-world scenarios where limited knowledge about the system is available. In this paper, we propose a black-box model…

Robotics · Computer Science 2024-09-09 Giulio Giacomuzzos , Ruggero Carli , Diego Romeres , Alberto Dalla Libera

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…

Machine Learning · Computer Science 2020-01-01 Ian A. Delbridge , David S. Bindel , Andrew Gordon Wilson

Dispersion curves characterize the frequency dependence of the phase and the group velocities of propagating elastic waves. Many analytical and numerical techniques produce dispersion curves from physics-based models. However, it is often…

Data Analysis, Statistics and Probability · Physics 2021-10-26 V. V. N. Sriram Malladi , Mohammad I. Albakri , Manu Krishnan , Serkan Gugercin , Pablo A. Tarazaga

We derive an exact Volterra series expansion for a mean field of an interacting particle system subject to a potential perturbation, expressing the Volterra expansion kernels in terms of the field's response functions, to any order.…

Statistical Mechanics · Physics 2026-01-12 Ion Santra , Matthias Krüger

Gaussian processes have become a popular tool for nonparametric regression because of their flexibility and uncertainty quantification. However, they often use stationary kernels, which limit the expressiveness of the model and may be…

Machine Learning · Computer Science 2025-07-17 Zachary James , Joseph Guinness

Choosing the most adequate kernel is crucial in many Machine Learning applications. Gaussian Process is a state-of-the-art technique for regression and classification that heavily relies on a kernel function. However, in the Gaussian…

Machine Learning · Computer Science 2019-10-15 Ibai Roman , Roberto Santana , Alexander Mendiburu , Jose A. Lozano

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

Gaussian processes provide a compact representation for modeling and estimating an unknown function, that can be updated as new measurements of the function are obtained. This paper extends this powerful framework to the case where the…

Systems and Control · Electrical Eng. & Systems 2023-11-30 Jilles van Hulst , Roy van Zuijlen , Duarte Antunes , W. P. M. H. , Heemels

Kernel methods represent one of the most powerful tools in machine learning to tackle problems expressed in terms of function values and derivatives due to their capability to represent and model complex relations. While these methods show…

Statistics Theory · Mathematics 2015-11-06 Bharath K. Sriperumbudur , Zoltan Szabo