Related papers: Variational zero-inflated Gaussian processes with …
We present a Gaussian Process - Latent Class Choice Model (GP-LCCM) to integrate a non-parametric class of probabilistic machine learning within discrete choice models (DCMs). Gaussian Processes (GPs) are kernel-based algorithms that…
In this paper, we revisit batch state estimation through the lens of Gaussian process (GP) regression. We consider continuous-discrete estimation problems wherein a trajectory is viewed as a one-dimensional GP, with time as the independent…
Gaussian processes (GPs) are widely used in non-parametric Bayesian modeling, and play an important role in various statistical and machine learning applications. In a variety tasks of uncertainty quantification, generating random sample…
Sparse variational Gaussian process (GP) approximations based on inducing points have become the de facto standard for scaling GPs to large datasets, owing to their theoretical elegance, computational efficiency, and ease of implementation.…
Recently there has been an increasing interest in methods that deal with multiple outputs. This has been motivated partly by frameworks like multitask learning, multisensor networks or structured output data. From a Gaussian processes…
Gaussian Processes (GPs), as a nonparametric learning method, offer flexible modeling capabilities and calibrated uncertainty quantification for function approximations. Additionally, GPs support online learning by efficiently incorporating…
Here we present the application of an advanced Sparse Gaussian Process based machine learning algorithm to the challenge of predicting the yields of inertial confinement fusion (ICF) experiments. The algorithm is used to investigate the…
Recent advances in the field of meta-learning have tackled domains consisting of large numbers of small ("few-shot") supervised learning tasks. Meta-learning algorithms must be able to rapidly adapt to any individual few-shot task, fitting…
In this paper, we introduce an efficient sparse Gaussian process (E-SGP) for the surrogate modelling of fluid mechanics. This novel Bayesian machine learning algorithm allows efficient model training using databases of different structures.…
Deep Gaussian processes (DGPs) provide a robust paradigm for Bayesian deep learning. In DGPs, a set of sparse integration locations called inducing points are selected to approximate the posterior distribution of the model. This is done to…
Mechanistic simulation models are inverted against observations in order to gain inference on modeled processes. However, with the increasing ability to collect high resolution observations, these observations represent more patterns of…
We introduce a Bayesian Gaussian process latent variable model that explicitly captures spatial correlations in data using a parameterized spatial kernel and leveraging structure-exploiting algebra on the model covariance matrices for…
We propose a compressed sensing algorithm termed variance state propagation (VSP) for block-sparse signals, i.e., sparse signals that have nonzero coefficients occurring in clusters. The VSP algorithm is developed under the Bayesian…
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…
This paper addresses the problem of identifying a lower dimensional space where observed data can be sparsely represented. This under-complete dictionary learning task can be formulated as a blind separation problem of sparse sources…
Sequencing-based technologies provide an abundance of high-dimensional biological datasets with skewed and zero-inflated measurements. Classification of such data with linear discriminant analysis leads to poor performance due to the…
Sparse variational approximations allow for principled and scalable inference in Gaussian Process (GP) models. In settings where several GPs are part of the generative model, theses GPs are a posteriori coupled. For many applications such…
Gaussian processes (GPs) produce good probabilistic models of functions, but most GP kernels require $O((n+m)n^2)$ time, where $n$ is the number of data points and $m$ the number of predictive locations. We present a new kernel that allows…
Sparse variational Gaussian process (SVGP) methods are a common choice for non-conjugate Gaussian process inference because of their computational benefits. In this paper, we improve their computational efficiency by using a dual…
Transformer models have achieved profound success in prediction tasks in a wide range of applications in natural language processing, speech recognition and computer vision. Extending Transformer's success to safety-critical domains…