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Gaussian processes (GPs) are non-parametric, flexible, models that work well in many tasks. Combining GPs with deep learning methods via deep kernel learning (DKL) is especially compelling due to the strong representational power induced by…

Machine Learning · Computer Science 2021-07-14 Idan Achituve , Aviv Navon , Yochai Yemini , Gal Chechik , Ethan Fetaya

Gaussian processes (GPs) are non-linear probabilistic models popular in many applications. However, na\"ive GP realizations require quadratic memory to store the covariance matrix and cubic computation to perform inference or evaluate the…

Computation · Statistics 2021-05-03 Amanda Muyskens , Benjamin Priest , Imène Goumiri , Michael Schneider

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

Gaussian processes are popular and flexible models for spatial, temporal, and functional data, but they are computationally infeasible for large datasets. We discuss Gaussian-process approximations that use basis functions at multiple…

Methodology · Statistics 2020-12-22 Matthias Katzfuss , Wenlong Gong

Exact Gaussian Process (GP) regression has O(N^3) runtime for data size N, making it intractable for large N. Many algorithms for improving GP scaling approximate the covariance with lower rank matrices. Other work has exploited structure…

Machine Learning · Statistics 2012-09-24 Elad Gilboa , Yunus Saatçi , John P. Cunningham

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

Scalable Gaussian process (GP) inference is essential for sequential decision-making tasks, yet improving GP scalability remains a challenging problem with many open avenues of research. This paper focuses on iterative GPs, where iterative…

Machine Learning · Computer Science 2025-11-21 Alan Yufei Dong , Jihao Andreas Lin , José Miguel Hernández-Lobato

We present a mapping algorithm to compute large-scale magnetic field maps in indoor environments with approximate Gaussian process (GP) regression. Mapping the spatial variations in the ambient magnetic field can be used for localization…

Machine Learning · Statistics 2023-11-01 Clara Menzen , Marnix Fetter , Manon Kok

Studies of hadron resonances and their properties are limited by the accuracy and consistency of measured datasets, which can originate from many different experiments. We have used Gaussian Processes (GP) to build interpolated datasets,…

Data Analysis, Statistics and Probability · Physics 2025-05-06 R. F. Ferguson , D. G. Ireland , B. McKinnon

This paper is concerned with a state-space approach to deep Gaussian process (DGP) regression. We construct the DGP by hierarchically putting transformed Gaussian process (GP) priors on the length scales and magnitudes of the next level of…

Machine Learning · Statistics 2021-09-24 Zheng Zhao , Muhammad Emzir , Simo Särkkä

Most of the existing robotic exploration schemes use occupancy grid representations and geometric targets known as frontiers. The occupancy grid representation relies on the assumption of independence between grid cells and ignores…

Robotics · Computer Science 2019-05-22 Maani Ghaffari Jadidi , Jaime Valls Miro , Gamini Dissanayake

Graph Gaussian Processes (GGPs) provide a data-efficient solution on graph structured domains. Existing approaches have focused on static structures, whereas many real graph data represent a dynamic structure, limiting the applications of…

Machine Learning · Computer Science 2021-11-04 David Blanco-Mulero , Markus Heinonen , Ville Kyrki

Gaussian Processes (\textbf{GPs}) are flexible non-parametric models with strong probabilistic interpretation. While being a standard choice for performing inference on time series, GPs have few techniques to work in a streaming setting.…

Machine Learning · Statistics 2021-07-22 Théo Galy-Fajou , Manfred Opper

It has long been known that a single-layer fully-connected neural network with an i.i.d. prior over its parameters is equivalent to a Gaussian process (GP), in the limit of infinite network width. This correspondence enables exact Bayesian…

This paper presents a new variable selection approach integrated with Gaussian process (GP) regression. We consider a sparse projection of input variables and a general stationary covariance model that depends on the Euclidean distance…

Machine Learning · Computer Science 2020-08-26 Chiwoo Park , David J. Borth , Nicholas S. Wilson , Chad N. Hunter

Gaussian processes are notorious for scaling cubically with the size of the training set, preventing application to very large regression problems. Computation-aware Gaussian processes (CAGPs) tackle this scaling issue by exploiting…

Machine Learning · Statistics 2025-03-24 Disha Hegde , Mohamed Adil , Jon Cockayne

The Gaussian process (GP) regression can be severely biased when the data are contaminated by outliers. This paper presents a new robust GP regression algorithm that iteratively trims the most extreme data points. While the new algorithm…

Machine Learning · Computer Science 2021-06-15 Zhao-Zhou Li , Lu Li , Zhengyi Shao

This article proposes an efficient numerical method for solving nonlinear partial differential equations (PDEs) based on sparse Gaussian processes (SGPs). Gaussian processes (GPs) have been extensively studied for solving PDEs by…

Numerical Analysis · Mathematics 2023-08-09 Rui Meng , Xianjin Yang

Current remote sensing image classification problems have to deal with an unprecedented amount of heterogeneous and complex data sources. Upcoming missions will soon provide large data streams that will make land cover/use classification…

Machine Learning · Computer Science 2017-10-04 Pablo Morales-Alvarez , Adrian Perez-Suay , Rafael Molina , Gustau Camps-Valls

Variational inference is a powerful tool for approximate inference, and it has been recently applied for representation learning with deep generative models. We develop the variational Gaussian process (VGP), a Bayesian nonparametric…

Machine Learning · Statistics 2016-04-19 Dustin Tran , Rajesh Ranganath , David M. Blei
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