Related papers: Variational zero-inflated Gaussian processes with …

In decision-making systems, it is important to have classifiers that have calibrated uncertainties, with an optimisation objective that can be used for automated model selection and training. Gaussian processes (GPs) provide uncertainty…

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…

The use of Gaussian process models is typically limited to datasets with a few tens of thousands of observations due to their complexity and memory footprint. The two most commonly used methods to overcome this limitation are 1) the…

Multi-fidelity modeling and calibration are data fusion tasks that ubiquitously arise in engineering design. In this paper, we introduce a novel approach based on latent-map Gaussian processes (LMGPs) that enables efficient and accurate…

Ising models describe the joint probability distribution of a vector of binary feature variables. Typically, not all the variables interact with each other and one is interested in learning the presumably sparse network structure of the…

Despite significant recent advances in probabilistic meta-learning, it is common for practitioners to avoid using deep learning models due to a comparative lack of interpretability. Instead, many practitioners simply use non-meta-models…

In many areas of science and engineering, computer simulations are widely used as proxies for physical experiments, which can be infeasible or unethical. Such simulations can often be computationally expensive, and an emulator can be…

Generative adversarial networks (GANs) have received an upsurging interest since being proposed due to the high quality of the generated data. While achieving increasingly impressive results, the resource demands associated with the large…

We introduce a scalable approach to Gaussian process inference that combines spatio-temporal filtering with natural gradient variational inference, resulting in a non-conjugate GP method for multivariate data that scales linearly with…

Gaussian Processes (GP) is a staple in the toolkit of a spatial statistician. Well-documented computing roadblocks in the analysis of large geospatial datasets using Gaussian Processes have now been successfully mitigated via several recent…

Sequential learning with Gaussian processes (GPs) is challenging when access to past data is limited, for example, in continual and active learning. In such cases, errors can accumulate over time due to inaccuracies in the posterior,…

Predictions of nuclear models guide the design of nuclear facilities to ensure their safe and efficient operation. Because nuclear models often do not perfectly reproduce available experimental data, decisions based on their predictions may…

Model selection in machine learning (ML) is a crucial part of the Bayesian learning procedure. Model choice may impose strong biases on the resulting predictions, which can hinder the performance of methods such as Bayesian neural networks…

Deep Gaussian Processes learn probabilistic data representations for supervised learning by cascading multiple Gaussian Processes. While this model family promises flexible predictive distributions, exact inference is not tractable.…

Modern scientific problems are often multi-disciplinary and require integration of computer models from different disciplines, each with distinct functional complexities, programming environments, and computation times. Linked Gaussian…

We address the problem of prediction of multivariate data process using an underlying graph model. We develop a method that learns a sparse partial correlation graph in a tuning-free and computationally efficient manner. Specifically, the…

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…

We introduce a framework and early results for massively scalable Gaussian processes (MSGP), significantly extending the KISS-GP approach of Wilson and Nickisch (2015). The MSGP framework enables the use of Gaussian processes (GPs) on…

Gaussian processes (GPs) are frequently used in machine learning and statistics to construct powerful models. However, when employing GPs in practice, important considerations must be made, regarding the high computational burden,…

Heteroscedastic regression considering the varying noises among observations has many applications in the fields like machine learning and statistics. Here we focus on the heteroscedastic Gaussian process (HGP) regression which integrates…