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Hidden Markov Model (HMM) combined with Gaussian Process (GP) emission can be effectively used to estimate the hidden state with a sequence of complex input-output relational observations. Especially when the spectral mixture (SM) kernel is…

Machine Learning · Computer Science 2020-01-08 Yohan Jung , Jinkyoo Park

Gaussian processes offer a flexible kernel method for regression. While Gaussian processes have many useful theoretical properties and have proven practically useful, they suffer from poor scaling in the number of observations. In…

Machine Learning · Statistics 2021-08-26 Nick Terry , Youngjun Choe

Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…

Machine Learning · Statistics 2025-11-26 Jonas Latz , Aretha L. Teckentrup , Simon Urbainczyk

The Gaussian Process with a deep kernel is an extension of the classic GP regression model and this extended model usually constructs a new kernel function by deploying deep learning techniques like long short-term memory networks. A…

Computational Finance · Quantitative Finance 2021-05-27 Yong Shi , Wei Dai , Wen Long , Bo Li

We consider scattered data approximation on product regions of equal and different dimensionality. On each of these regions, we assume quasi-uniform but unstructured data sites and construct optimal sparse grids for scattered data…

Numerical Analysis · Mathematics 2026-04-24 Michael Griebel , Helmut Harbrecht , Michael Multerer

Gaussian process regression is a widely-applied method for function approximation and uncertainty quantification. The technique has gained popularity recently in the machine learning community due to its robustness and interpretability. The…

Machine Learning · Statistics 2022-10-12 Marcus M. Noack , James A. Sethian

The Gaussian process state-space model (GPSSM) has garnered considerable attention over the past decade. However, the standard GP with a preliminary kernel, such as the squared exponential kernel or Mat\'{e}rn kernel, that is commonly used…

Machine Learning · Computer Science 2023-04-07 Zhid Lin , Feng Yin , Juan Maroñas

Bayesian optimization relies on iteratively constructing and optimizing an acquisition function. The latter turns out to be a challenging, non-convex optimization problem itself. Despite the relative importance of this step, most algorithms…

Optimization and Control · Mathematics 2026-04-22 Yilin Xie , Shiqiang Zhang , Joel A. Paulson , Calvin Tsay

To date, a large number of experiments are performed to develop a biochemical process. The generated data is used only once, to take decisions for development. Could we exploit data of already developed processes to make predictions for a…

Quantitative Methods · Quantitative Biology 2021-08-04 Clemens Hutter , Moritz von Stosch , Mariano Nicolas Cruz Bournazou , Alessandro Butté

Involutive MCMC is a unifying mathematical construction for MCMC kernels that generalizes many classic and state-of-the-art MCMC algorithms, from reversible jump MCMC to kernels based on deep neural networks. But as with MCMC samplers more…

Computation · Statistics 2020-07-22 Marco Cusumano-Towner , Alexander K. Lew , Vikash K. Mansinghka

Inference in popular nonparametric Bayesian models typically relies on sampling or other approximations. This paper presents a general methodology for constructing novel tractable nonparametric Bayesian methods by applying the kernel trick…

Machine Learning · Statistics 2011-08-15 Ferenc Huszár , Simon Lacoste-Julien

We introduce scalable deep kernels, which combine the structural properties of deep learning architectures with the non-parametric flexibility of kernel methods. Specifically, we transform the inputs of a spectral mixture base kernel with a…

Machine Learning · Computer Science 2015-11-09 Andrew Gordon Wilson , Zhiting Hu , Ruslan Salakhutdinov , Eric P. Xing

We implemented a geometry optimizer based on Gaussian process regression (GPR) to find minimum structures on potential energy surfaces. We tested both a two times differentiable form of the Mat\'{e}rn kernel and the squared exponential…

Chemical Physics · Physics 2020-09-15 Alexander Denzel , Johannes Kästner

Training Gaussian process-based models typically involves an $ O(N^3)$ computational bottleneck due to inverting the covariance matrix. Popular methods for overcoming this matrix inversion problem cannot adequately model all types of latent…

Machine Learning · Statistics 2020-03-04 Michael Minyi Zhang , Sinead A. Williamson

Functional covariates arise in many scientific and engineering applications when model inputs take the form of time-dependent or spatially distributed profiles, such as varying boundary conditions or changing material behaviours. In…

Statistics Theory · Mathematics 2026-03-10 Razak Christophe Sabi Gninkou , Andrés F. López-Lopera , Franck Massa , Rodolphe Le Riche

We present a geometric formulation of the Multiple Kernel Learning (MKL) problem. To do so, we reinterpret the problem of learning kernel weights as searching for a kernel that maximizes the minimum (kernel) distance between two convex…

Machine Learning · Computer Science 2014-03-18 John Moeller , Parasaran Raman , Avishek Saha , Suresh Venkatasubramanian

Representation learning is an important step in the machine learning pipeline. Given the current biological sequencing data volume, learning an explicit representation is prohibitive due to the dimensionality of the resulting feature…

Machine Learning · Computer Science 2023-04-04 Sarwan Ali , Usama Sardar , Murray Patterson , Imdad Ullah Khan

Gaussian Process (GPs) models are a rich distribution over functions with inductive biases controlled by a kernel function. Learning occurs through the optimisation of kernel hyperparameters using the marginal likelihood as the objective.…

Machine Learning · Statistics 2021-11-22 Fergus Simpson , Vidhi Lalchand , Carl Edward Rasmussen

Bayesian model updating based on Gaussian Process (GP) models has received attention in recent years, which incorporates kernel-based GPs to provide enhanced fidelity response predictions. Although most kernel functions provide high fitting…

Kernels are powerful and versatile tools in machine learning and statistics. Although the notion of universal kernels and characteristic kernels has been studied, kernel selection still greatly influences the empirical performance. While…

Machine Learning · Statistics 2019-02-28 Chun-Liang Li , Wei-Cheng Chang , Youssef Mroueh , Yiming Yang , Barnabás Póczos
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