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Deep Gaussian processes (DGPs) provide a Bayesian non-parametric alternative to standard parametric deep learning models. A DGP is formed by stacking multiple GPs resulting in a well-regularized composition of functions. The Bayesian…

Machine Learning · Statistics 2018-06-06 Vinayak Kumar , Vaibhav Singh , P. K. Srijith , Andreas Damianou

In this paper we introduce deep Gaussian process (GP) models. Deep GPs are a deep belief network based on Gaussian process mappings. The data is modeled as the output of a multivariate GP. The inputs to that Gaussian process are then…

Machine Learning · Statistics 2013-03-26 Andreas C. Damianou , Neil D. Lawrence

Gaussian processes (GPs) are nonparametric priors over functions. Fitting a GP implies computing a posterior distribution of functions consistent with the observed data. Similarly, deep Gaussian processes (DGPs) should allow us to compute a…

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

Due to its state-of-the-art estimation performance complemented by rigorous and non-conservative uncertainty bounds, Gaussian process regression is a popular tool for enhancing dynamical system models and coping with their inaccuracies.…

Systems and Control · Electrical Eng. & Systems 2025-02-05 Anna Scampicchio , Elena Arcari , Amon Lahr , Melanie N. Zeilinger

Gaussian processes (GPs) are Bayesian non-parametric models useful in a myriad of applications. Despite their popularity, the cost of GP predictions (quadratic storage and cubic complexity with respect to the number of training points)…

Machine Learning · Computer Science 2022-05-24 Alec M. Dunton , Benjamin W. Priest , Amanda Muyskens

Registering accurately point clouds from a cheap low-resolution sensor is a challenging task. Existing rigid registration methods failed to use the physical 3D uncertainty distribution of each point from a real sensor in the dynamic…

Computer Vision and Pattern Recognition · Computer Science 2018-08-03 Can Pu , Nanbo Li , Radim Tylecek , Robert B Fisher

When learning simulations for modeling physical phenomena in industrial designs, geometrical variabilities are of prime interest. While classical regression techniques prove effective for parameterized geometries, practical scenarios often…

Machine Learning · Computer Science 2023-10-24 Fabien Casenave , Brian Staber , Xavier Roynard

Gaussian Process (GP) emulators are widely used to approximate complex computer model behaviour across the input space. Motivated by the problem of coupling computer models, recently progress has been made in the theory of the analysis of…

Applications · Statistics 2022-04-20 Victoria Volodina , Nikki Sonenberg , Peter Challenor , Jim Q. Smith

A key challenge with controlling complex dynamical systems is to accurately model them. However, this requirement is very hard to satisfy in practice. Data-driven approaches such as Gaussian processes (GPs) have proved quite effective by…

Robotics · Computer Science 2022-03-08 Mouhyemen Khan , Akash Patel , Abhijit Chatterjee

Fitting a theoretical model to experimental data in a Bayesian manner using Markov chain Monte Carlo typically requires one to evaluate the model thousands (or millions) of times. When the model is a slow-to-compute physics simulation,…

Machine Learning · Statistics 2022-08-25 Steven Stetzler , Michael Grosskopf , Earl Lawrence

The accurate prediction of time-changing variances is an important task in the modeling of financial data. Standard econometric models are often limited as they assume rigid functional relationships for the variances. Moreover, function…

Methodology · Statistics 2014-02-14 Yue Wu , Jose Miguel Hernandez Lobato , Zoubin Ghahramani

Although Gaussian processes (GPs) with deep kernels have been successfully used for meta-learning in regression tasks, its uncertainty estimation performance can be poor. We propose a meta-learning method for calibrating deep kernel GPs for…

Machine Learning · Statistics 2023-12-14 Tomoharu Iwata , Atsutoshi Kumagai

In-vitro dissolution testing is a critical component in the quality control of manufactured drug products. The $\mathrm{f}_2$ statistic is the standard for assessing similarity between two dissolution profiles. However, the $\mathrm{f}_2$…

Methodology · Statistics 2024-12-11 Fiona Murphy , Marina Navas Bachiller , Deirdre M. D'Arcy , Alessio Benavoli

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

Some scenarios require the computation of a predictive distribution of a new value evaluated on an objective function conditioned on previous observations. We are interested on using a model that makes valid assumptions on the objective…

Machine Learning · Computer Science 2021-01-21 Lucia Asencio-Martín , Eduardo C. Garrido-Merchán

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

Gaussian process regression is a powerful method for predicting states based on given data. It has been successfully applied for probabilistic predictions of structural systems to quantify, for example, the crack growth in mechanical…

Machine Learning · Statistics 2022-06-20 Simon Pfingstl , Markus Zimmermann

Research on Poisson regression analysis for dependent data has been developed rapidly in the last decade. One of difficult problems in a multivariate case is how to construct a cross-correlation structure and at the meantime make sure that…

Methodology · Statistics 2017-10-05 A'yunin Sofro , Jian Qing Shi , Chunzheng Cao

Understanding sub-cellular protein localisation is an essential component to analyse context specific protein function. Recent advances in quantitative mass-spectrometry (MS) have led to high resolution mapping of thousands of proteins to…

Applications · Statistics 2019-03-12 Oliver M. Crook , Kathryn S. Lilley , Laurent Gatto , Paul D. W. Kirk