Related papers: Gaussian Processes indexed on the symmetric group:…
We provide a new kriging procedure of processes on graphs. Based on the construction of Gaussian random processes indexed by graphs, we extend to this framework the usual linear prediction method for spatial random fields, known as kriging.…
Kriging based on Gaussian random fields is widely used in reconstructing unknown functions. The kriging method has pointwise predictive distributions which are computationally simple. However, in many applications one would like to predict…
Kriging and Gaussian Process Regression are statistical methods that allow predicting the outcome of a random process or a random field by using a sample of correlated observations. In other words, the random process or random field is…
In the context of Gaussian Process Regression or Kriging, we propose a full-Bayesian solution to deal with hyperparameters of the covariance function. This solution can be extended to the Trans-Gaussian Kriging framework, which makes it…
Gaussian processes are a versatile framework for learning unknown functions in a manner that permits one to utilize prior information about their properties. Although many different Gaussian process models are readily available when the…
Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…
In this paper, we investigate Gaussian process modeling with input location error, where the inputs are corrupted by noise. Here, the best linear unbiased predictor for two cases is considered, according to whether there is noise at the…
Kriging or Gaussian Process Regression is applied in many fields as a non-linear regression model as well as a surrogate model in the field of evolutionary computation. However, the computational and space complexity of Kriging, that is…
Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…
Gaussian processes are arguably the most important class of spatiotemporal models within machine learning. They encode prior information about the modeled function and can be used for exact or approximate Bayesian learning. In many…
Gaussian processes are powerful, yet analytically tractable models for supervised learning. A Gaussian process is characterized by a mean function and a covariance function (kernel), which are determined by a model selection criterion. The…
In this work, we propose a new Gaussian process regression (GPR) method: physics information aided Kriging (PhIK). In the standard data-driven Kriging, the unknown function of interest is usually treated as a Gaussian process with assumed…
Gaussian processes are arguably the most important class of spatiotemporal models within machine learning. They encode prior information about the modeled function and can be used for exact or approximate Bayesian learning. In many…
We introduce the concept of numerical Gaussian processes, which we define as Gaussian processes with covariance functions resulting from temporal discretization of time-dependent partial differential equations. Numerical Gaussian processes,…
This work falls within the context of predicting the value of a real function at some input locations given a limited number of observations of this function. The Kriging interpolation technique (or Gaussian process regression) is often…
Gaussian processes (GPs) are Bayesian nonparametric generative models that provide interpretability of hyperparameters, admit closed-form expressions for training and inference, and are able to accurately represent uncertainty. To model…
McCullagh and Yang (2006) suggest a family of classification algorithms based on Cox processes. We further investigate the log Gaussian variant which has a number of appealing properties. Conditioned on the covariates, the distribution over…
The paper covers the design and analysis of experiments to discriminate between two Gaussian process models, such as those widely used in computer experiments, kriging, sensor location and machine learning. Two frameworks are considered.…
This paper presents a unified treatment of Gaussian process models that extends to data from the exponential dispersion family and to survival data. Our specific interest is in the analysis of data sets with predictors that have an a priori…
Despite rapid recent advances in quantum machine learning, the field is in many ways stuck. Existing approaches can exhibit serious limitations, and we still lack learning frameworks that are simple, interpretable, scalable, and naturally…