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Gaussian processes (GPs) are powerful and widely used probabilistic regression models, but their effectiveness in practice is often limited by the choice of kernel function. This kernel function is typically handcrafted from a small set of…

Machine Learning · Computer Science 2026-02-13 Jihao Andreas Lin , Sebastian Ament , Louis C. Tiao , David Eriksson , Maximilian Balandat , Eytan Bakshy

We formulate meta learning using information theoretic concepts; namely, mutual information and the information bottleneck. The idea is to learn a stochastic representation or encoding of the task description, given by a training set, that…

Machine Learning · Computer Science 2021-07-06 Michalis K. Titsias , Francisco J. R. Ruiz , Sotirios Nikoloutsopoulos , Alexandre Galashov

In this paper, we investigate Gaussian process regression models where inputs are subject to measurement error. In spatial statistics, input measurement errors occur when the geographical locations of observed data are not known exactly.…

Methodology · Statistics 2015-06-30 Daniel Cervone , Natesh S. Pillai

In this paper we propose the first non-parametric Bayesian model using Gaussian Processes to make inference on Poisson Point Processes without resorting to gridding the domain or to introducing latent thinning points. Unlike competing…

Machine Learning · Statistics 2015-06-30 Yves-Laurent Kom Samo , Stephen Roberts

We algorithmically construct multi-output Gaussian process priors which satisfy linear differential equations. Our approach attempts to parametrize all solutions of the equations using Gr\"obner bases. If successful, a push forward Gaussian…

Machine Learning · Statistics 2019-01-07 Markus Lange-Hegermann

To obtain more accurate model parameters and improve prediction accuracy, we proposed a regularized Kriging model that penalizes the hyperparameter theta in the Gaussian stochastic process, termed the Theta-regularized Kriging. We derived…

Computation · Statistics 2026-04-17 Xuelin Xie , Xiliang Lu

Kernel-based machine learning approaches are gaining increasing interest for exploring and modeling large dataset in recent years. Gaussian process (GP) is one example of such kernel-based approaches, which can provide very good performance…

Machine Learning · Computer Science 2019-07-09 Yuxin Zhao , Feng Yin , Fredrik Gunnarsson , Fredrik Hultkrantz

The canonical technique for nonlinear modeling of spatial/point-referenced data is known as kriging in geostatistics, and as Gaussian Process (GP) regression for surrogate modeling and statistical learning. This article reviews many…

Applications · Statistics 2022-12-16 Ryan B. Christianson , Ryan M. Pollyea , Robert B. Gramacy

Gaussian processes are Bayesian non-parametric models used in many areas. In this work, we propose a Non-stationary Heteroscedastic Gaussian process model which can be learned with gradient-based techniques. We demonstrate the…

Machine Learning · Computer Science 2022-12-26 Zeel B Patel , Nipun Batra , Kevin Murphy

Gaussian Process regression is a kernel method successfully adopted in many real-life applications. Recently, there is a growing interest on extending this method to non-Euclidean input spaces, like the one considered in this paper,…

Machine Learning · Computer Science 2022-12-05 Antonio Candelieri , Andrea Ponti , Francesco Archetti

Let $(G(X_j))_{j\geq1}$ be a multivariate subordinated Gaussian process, which exhibits long-range dependence. We study the asymptotic behaviour of the corresponding sequential empirical process under two different types of subordination.…

Probability · Mathematics 2015-08-31 Jannis Buchsteiner

Approximation of functions satisfying partial differential equations (PDEs) is paramount for simulation of physical fluid flows and other problems in physics. Recently, physics-informed machine learning approaches have proven useful as a…

Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…

Machine Learning · Computer Science 2010-02-23 Yuan Qi , Ahmed H. Abdel-Gawad , Thomas P. Minka

Gaussian process regression is a well-established Bayesian machine learning method. We propose a new approach to Gaussian process regression using quantum kernels based on parameterized quantum circuits. By employing a hardware-efficient…

Quantum Physics · Physics 2024-02-06 Frederic Rapp , Marco Roth

Within the past two decades, Gaussian process regression has been increasingly used for modeling dynamical systems due to some beneficial properties such as the bias variance trade-off and the strong connection to Bayesian mathematics. As…

Systems and Control · Electrical Eng. & Systems 2021-02-11 Thomas Beckers

Analyzing massive spatial datasets using Gaussian process model poses computational challenges. This is a problem prevailing heavily in applications such as environmental modeling, ecology, forestry and environmental heath. We present a…

Methodology · Statistics 2021-12-07 Suman Majumder , Yawen Guan , Brian J. Reich , Arvind K. Saibaba

Gaussian process priors are a popular choice for Bayesian analysis of regression problems. However, the implementation of these models can be complex, and ensuring that the implementation is correct can be challenging. In this paper we…

Machine Learning · Computer Science 2021-10-29 John Mcleod , Fergus Simpson

We consider a Gaussian process formulation of the multiple kernel learning problem. The goal is to select the convex combination of kernel matrices that best explains the data and by doing so improve the generalisation on unseen data.…

Machine Learning · Statistics 2011-10-25 Cedric Archambeau , Francis Bach

This article proposes a new kriging that has a rational form. It is shown that the generalized least squares estimate of the mean from rational kriging is much more well behaved than that from ordinary kriging. Parameter estimation and…

Methodology · Statistics 2025-04-16 V. Roshan Joseph

Gaussian process modeling is a standard tool for building emulators for computer experiments, which are usually used to study deterministic functions, for example, a solution to a given system of partial differential equations. This work…

Statistics Theory · Mathematics 2021-10-01 Wenjia Wang