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Gaussian processes (GPs) are very widely used for modeling of unknown functions or surfaces in applications ranging from regression to classification to spatial processes. Although there is an increasingly vast literature on applications,…

Methodology · Statistics 2017-06-28 Lizhen Lin , Mu Niu , Pokman Cheung , David Dunson

Amidst the growing interest in nonparametric regression, we address a significant challenge in Gaussian processes(GP) applied to manifold-based predictors. Existing methods primarily focus on low dimensional constrained domains for heat…

Optimization and Control · Mathematics 2024-02-01 Ke Ye , Mu Niu , Pokman Cheung , Zhenwen Dai , Yuan Liu

In nonparametric regression, it is common for the inputs to fall in a restricted subset of Euclidean space. Typical kernel-based methods that do not take into account the intrinsic geometry of the domain across which observations are…

Methodology · Statistics 2021-11-04 David B Dunson , Hau-Tieng Wu , Nan Wu

This article presents a novel approach to construct Intrinsic Gaussian Processes for regression on unknown manifolds with probabilistic metrics (GPUM) in point clouds. In many real world applications, one often encounters high dimensional…

Machine Learning · Statistics 2023-01-18 Mu Niu , Zhenwen Dai , Pokman Cheung , Yizhu Wang

Gaussian processes (GPs) defined through intrinsic random fields provide a flexible framework for modeling spatial phenomena, and have been advocated in a variety of applications over the past several decades. Nevertheless, their adoption…

Numerical Analysis · Mathematics 2026-05-19 Christopher Beattie , David Higdon , Leanna House , Colby Stakun-Pickering , Jared Clark

Gaussian processes (GPs) are powerful but computationally expensive machine learning models, requiring an estimate of the kernel covariance matrix for every prediction. In large and complex domains, such as graphs, sets, or images, the…

Machine Learning · Computer Science 2022-04-22 Alessandro Tibo , Thomas Dyhre Nielsen

Gaussian processes are used in many machine learning applications that rely on uncertainty quantification. Recently, computational tools for working with these models in geometric settings, such as when inputs lie on a Riemannian manifold,…

Machine Learning · Statistics 2023-10-31 Paul Rosa , Viacheslav Borovitskiy , Alexander Terenin , Judith Rousseau

Off-the-shelf Gaussian Process (GP) covariance functions encode smoothness assumptions on the structure of the function to be modeled. To model complex and non-differentiable functions, these smoothness assumptions are often too…

Machine Learning · Statistics 2016-04-12 Roberto Calandra , Jan Peters , Carl Edward Rasmussen , Marc Peter Deisenroth

Inter-domain Gaussian processes (GPs) allow for high flexibility and low computational cost when performing approximate inference in GP models. They are particularly suitable for modeling data exhibiting global structure but are limited to…

Machine Learning · Statistics 2020-11-03 Tim G. J. Rudner , Dino Sejdinovic , Yarin Gal

Extrinsic Gaussian process regression methods, such as wrapped Gaussian process, have been developed to analyze manifold data. However, there is a lack of intrinsic Gaussian process methods for studying complex data with manifold-valued…

Machine Learning · Statistics 2025-02-11 Zhanfeng Wang , Xinyu Li , Hao Ding , Jian Qing Shi

Gaussian processes (GPs) are ubiquitous tools for modeling and predicting continuous processes in physical and engineering sciences. This is partly due to the fact that one may employ a Gaussian process as an interpolator while facilitating…

Statistics Theory · Mathematics 2025-12-16 D. Andrew Brown , Peter Kiessler , John Nicholson

Many inferential tasks involve fitting models to observed data and predicting outcomes at new covariate values, requiring interpolation or extrapolation. Conventional methods select a single best-fitting model, discarding fits that were…

Methodology · Statistics 2026-01-01 Soonhong Cho , Doeun Kim , Chad Hazlett

Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Methodology · Statistics 2011-06-29 Anjishnu Banerjee , David Dunson , Surya Tokdar

We introduce a new class of inter-domain variational Gaussian processes (GP) where data is mapped onto the unit hypersphere in order to use spherical harmonic representations. Our inference scheme is comparable to variational Fourier…

Machine Learning · Statistics 2020-07-01 Vincent Dutordoir , Nicolas Durrande , James Hensman

We introduce new Gaussian Process (GP) high-order approximations to linear operations that are frequently used in various numerical methods. Our method employs the kernel-based GP regression modeling, a non-parametric Bayesian approach to…

Computational Physics · Physics 2025-06-09 Christopher DeGrendele , Dongwook Lee

One obstacle to the use of Gaussian processes (GPs) in large-scale problems, and as a component in deep learning system, is the need for bespoke derivations and implementations for small variations in the model or inference. In order to…

Machine Learning · Statistics 2020-03-04 Mark van der Wilk , Vincent Dutordoir , ST John , Artem Artemev , Vincent Adam , James Hensman

We propose a representation of Gaussian processes (GPs) based on powers of the integral operator defined by a kernel function, we call these stochastic processes integral Gaussian processes (IGPs). Sample paths from IGPs are functions…

Machine Learning · Statistics 2019-03-08 Zilong Tan , Sayan Mukherjee

Various applications ranging from robotics to climate science require modeling signals on non-Euclidean domains, such as the sphere. Gaussian process models on manifolds have recently been proposed for such tasks, in particular when…

Machine Learning · Statistics 2024-04-02 Daniel Robert-Nicoud , Andreas Krause , Viacheslav Borovitskiy

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 popular nonparametric statistical models for learning unknown functions and quantifying the spatiotemporal uncertainty in data. Recent works have extended GPs to model scalar and vector quantities distributed…

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