English
Related papers

Related papers: Gaussian Process Regression for Generalized Freque…

200 papers

The paper introduces a non-linear version of the process convolution formalism for building covariance functions for multi-output Gaussian processes. The non-linearity is introduced via Volterra series, one series per each output. We…

Machine Learning · Statistics 2019-03-01 Mauricio A. Álvarez , Wil O. C. Ward , Cristian Guarnizo

Gaussian process latent variable models (GPLVMs) are a versatile family of unsupervised learning models commonly used for dimensionality reduction. However, common challenges in modeling data with GPLVMs include inadequate kernel…

Machine Learning · Statistics 2024-06-19 Ying Li , Zhidi Lin , Feng Yin , Michael Minyi Zhang

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

Functional time series analysis, whether based on time of frequency domain methodology, has traditionally been carried out under the assumption of complete observation of the constituent series of curves, assumed stationary. Nevertheless,…

Methodology · Statistics 2020-04-02 Tomáš Rubín , Victor M. Panaretos

Domain generalization aims to learn a generalizable model from a known source domain for various unknown target domains. It has been studied widely by domain randomization that transfers source images to different styles in spatial space…

Computer Vision and Pattern Recognition · Computer Science 2021-03-04 Jiaxing Huang , Dayan Guan , Aoran Xiao , Shijian Lu

We present a theoretically grounded Gaussian process framework that leverages neural feature maps to construct expressive kernels. We show that the learned feature map can be interpreted as an optimal low-rank approximation to a Gram matrix…

Machine Learning · Statistics 2026-05-12 Anthony Stephenson

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

Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…

Quantum Physics · Physics 2019-05-29 Zhikuan Zhao , Jack K. Fitzsimons , Joseph F. Fitzsimons

Surrogate modeling based on Gaussian processes (GPs) has received increasing attention in the analysis of complex problems in science and engineering. Despite extensive studies on GP modeling, the developments for functional inputs are…

Methodology · Statistics 2023-01-04 Chih-Li Sung , Wenjia Wang , Fioralba Cakoni , Isaac Harris , Ying Hung

In supervised learning, the output variable to be predicted is often represented as a function, such as a spectrum or probability distribution. Despite its importance, functional output regression remains relatively unexplored. In this…

Machine Learning · Statistics 2025-03-19 Minoru Kusaba , Megumi Iwayama , Ryo Yoshida

We study the application of graph random features (GRFs) - a recently introduced stochastic estimator of graph node kernels - to scalable Gaussian processes on discrete input spaces. We prove that (under mild assumptions) Bayesian inference…

Machine Learning · Computer Science 2025-09-29 Matthew Zhang , Jihao Andreas Lin , Krzysztof Choromanski , Adrian Weller , Richard E. Turner , Isaac Reid

We introduce an approach for analyzing the responses of dynamical systems to external perturbations that combines score-based generative modeling with the Generalized Fluctuation-Dissipation Theorem (GFDT). The methodology enables accurate…

Data Analysis, Statistics and Probability · Physics 2024-11-11 Ludovico Theo Giorgini , Katherine Deck , Tobias Bischoff , Andre Souza

This tutorial aims to provide an intuitive introduction to Gaussian process regression (GPR). GPR models have been widely used in machine learning applications due to their representation flexibility and inherent capability to quantify…

Machine Learning · Statistics 2024-01-30 Jie Wang

RF data-driven device fingerprinting through the use of deep learning has recently surfaced as a possible method for enabling secure device identification and authentication. Traditional approaches are commonly susceptible to the domain…

Cryptography and Security · Computer Science 2024-02-16 Benjamin Johnson , Bechir Hamdaoui

The Fourier spectrum at a fractional period is often examined when extracting features from biological sequences and time series. It reflects the inner information structure of the sequences. A fractional period is not uncommon in time…

Spectral Theory · Mathematics 2017-11-03 Jiasong Wang , Changchuan Yin

Computer experiments involving both qualitative and quantitative (QQ) factors have attracted increasing attention. Gaussian process (GP) models have proven effective in this context by choosing specialized covariance functions for QQ…

Methodology · Statistics 2026-02-19 Linsui Deng , C. F. Jeff Wu

We present and describe the GPFDA package for R. The package provides flexible functionalities for dealing with Gaussian process regression (GPR) models for functional data. Multivariate functional data, functional data with…

Computation · Statistics 2021-02-02 Evandro Konzen , Yafeng Cheng , Jian Qing Shi

Functional linear regression is one of the fundamental and well-studied methods in functional data analysis. In this work, we investigate the functional linear regression model within the context of reproducing kernel Hilbert space by…

Statistics Theory · Mathematics 2024-12-12 Naveen Gupta , S. Sivananthan , Bharath K. Sriperumbudur

Gaussian processes are rich distributions over functions, which provide a Bayesian nonparametric approach to smoothing and interpolation. We introduce simple closed form kernels that can be used with Gaussian processes to discover patterns…

Machine Learning · Statistics 2014-01-03 Andrew Gordon Wilson , Ryan Prescott Adams

The Boltzmann machine is one of the various applications using quantum annealer. We propose an application of the Boltzmann machine to the kernel matrix used in various machine-learning techniques. We focus on the fact that shift-invariant…

Quantum Physics · Physics 2023-04-21 Yasushi Hasegawa , Hiroki Oshiyama , Masayuki Ohzeki