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In many real-world applications we are interested in approximating costly functions that are analytically unknown, e.g. complex computer codes. An emulator provides a fast approximation of such functions relying on a limited number of…

Methodology · Statistics 2020-10-02 Hossein Mohammadi , Peter Challenor , Marc Goodfellow , Daniel Williamson

This work introduces the concept of parametric Gaussian processes (PGPs), which is built upon the seemingly self-contradictory idea of making Gaussian processes parametric. Parametric Gaussian processes, by construction, are designed to…

Machine Learning · Statistics 2017-05-08 Maziar Raissi

Gaussian Process Latent Variable Model (GPLVM) is a flexible framework to handle uncertain inputs in Gaussian Processes (GPs) and incorporate GPs as components of larger graphical models. Nonetheless, the standard GPLVM variational…

A critical bottleneck for scientific progress is the costly nature of computer simulations for complex systems. Surrogate models provide an appealing solution: such models are trained on simulator evaluations, then used to emulate and…

Machine Learning · Statistics 2025-07-14 Xinming Wang , Simon Mak , John Miller , Jianguo Wu

This article is concerned with learning and stochastic control in physical systems which contain unknown input signals. These unknown signals are modeled as Gaussian processes (GP) with certain parametrized covariance structures. The…

Systems and Control · Computer Science 2018-08-15 Simo Särkkä , Mauricio A. Álvarez , Neil D. Lawrence

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…

Machine Learning · Computer Science 2023-04-03 Michael K. Cohen , Samuel Daulton , Michael A. Osborne

Gaussian process (GP) models are widely used to analyze spatially referenced data and to predict values at locations without observations. In contrast to many algorithmic procedures, GP models are based on a statistical framework, which…

Computation · Statistics 2020-01-01 Florian Gerber , Douglas W. Nychka

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

While quantum machine learning (ML) has been proposed to be one of the most promising applications of quantum computing, how to build quantum ML models that outperform classical ML remains a major open question. Here, we demonstrate a…

Quantum Physics · Physics 2023-03-10 Elham Torabian , Roman V. Krems

We propose a lower bound on the log marginal likelihood of Gaussian process regression models that can be computed without matrix factorisation of the full kernel matrix. We show that approximate maximum likelihood learning of model…

Machine Learning · Statistics 2021-02-17 Artem Artemev , David R. Burt , Mark van der Wilk

Uncertainty estimation is essential for robust decision-making in the presence of ambiguous or out-of-distribution inputs. Gaussian Processes (GPs) are classical kernel-based models that offer principled uncertainty quantification and…

Machine Learning · Statistics 2026-04-30 Albert Saiapin , Kim Batselier

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…

Machine Learning · Statistics 2020-03-05 Vincent Dutordoir , Mark van der Wilk , Artem Artemev , James Hensman

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

We propose an active learning method for discovering low-dimensional structure in high-dimensional Gaussian process (GP) tasks. Such problems are increasingly frequent and important, but have hitherto presented severe practical…

Machine Learning · Statistics 2013-10-28 Roman Garnett , Michael A. Osborne , Philipp Hennig

Missing values are common in many real-life datasets. However, most of the current machine learning methods can not handle missing values. This means that they should be imputed beforehand. Gaussian Processes (GPs) are non-parametric models…

Quantum computing has the potential to speed up some optimization methods. One can use quantum computers to solve linear systems via Quantum Linear System Algorithms (QLSAs). QLSAs can be used as a subroutine for algorithms that require…

Optimization and Control · Mathematics 2024-12-23 Zeguan Wu , Pouya Sampourmahani , Mohammadhossein Mohammadisiahroudi , Tamás Terlaky

In this work we study the non-parametric reconstruction of spatio-temporal dynamical Gaussian processes (GPs) via GP regression from sparse and noisy data. GPs have been mainly applied to spatial regression where they represent one of the…

Machine Learning · Computer Science 2020-10-06 Marco Todescato , Andrea Carron , Ruggero Carli , Gianluigi Pillonetto , Luca Schenato

Quantum machine learning (QML) aims to accelerate machine learning tasks by exploiting quantum computation. Previous work studied a QML algorithm for selecting sparse subnetworks from large shallow neural networks. Instead of directly…

Quantum Physics · Physics 2026-05-15 Natsuto Isogai , Hayata Yamasaki , Sho Sonoda , Mio Murao

The Gaussian process latent variable model (GP-LVM) is a popular approach to non-linear probabilistic dimensionality reduction. One design choice for the model is the number of latent variables. We present a spike and slab prior for the…

Machine Learning · Statistics 2015-05-12 Zhenwen Dai , James Hensman , Neil Lawrence

Continuous-time trajectory representations are a powerful tool that can be used to address several issues in many practical simultaneous localization and mapping (SLAM) scenarios, like continuously collected measurements distorted by robot…

Robotics · Computer Science 2017-05-18 Jing Dong , Byron Boots , Frank Dellaert