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This paper presents an approach for constrained Gaussian Process (GP) regression where we assume that a set of linear transformations of the process are bounded. It is motivated by machine learning applications for high-consequence…

Machine Learning · Statistics 2019-09-12 Christian Agrell

This paper deals with the problem of adaptive output regulation for multivariable nonlinear systems by presenting a learning-based adaptive internal model-based design strategy. The approach builds on the recently proposed adaptive internal…

Systems and Control · Electrical Eng. & Systems 2022-10-31 Lorenzo Gentilini , Michelangelo Bin , Lorenzo Marconi

We propose a probabilistic model for inferring the multivariate function from multiple areal data sets with various granularities. Here, the areal data are observed not at location points but at regions. Existing regression-based models can…

Multi-output regression problems are commonly encountered in science and engineering. In particular, multi-output Gaussian processes have been emerged as a promising tool for modeling these complex systems since they can exploit the…

Machine Learning · Computer Science 2022-03-29 Cen-You Li , Barbara Rakitsch , Christoph Zimmer

Variable selection for Gaussian process models is often done using automatic relevance determination, which uses the inverse length-scale parameter of each input variable as a proxy for variable relevance. This implicitly determined…

Methodology · Statistics 2019-04-24 Topi Paananen , Juho Piironen , Michael Riis Andersen , Aki Vehtari

The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

Methodology · Statistics 2022-03-29 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan

Research on Poisson regression analysis for dependent data has been developed rapidly in the last decade. One of difficult problems in a multivariate case is how to construct a cross-correlation structure and at the meantime make sure that…

Methodology · Statistics 2017-10-05 A'yunin Sofro , Jian Qing Shi , Chunzheng Cao

Intensive longitudinal studies are becoming progressively more prevalent across many social science areas, especially in psychology. New technologies like smart-phones, fitness trackers, and the Internet of Things make it much easier than…

Methodology · Statistics 2019-06-17 Yunxiao Chen , Siliang Zhang

Gaussian processes (GPs) are a good choice for function approximation as they are flexible, robust to over-fitting, and provide well-calibrated predictive uncertainty. Deep Gaussian processes (DGPs) are multi-layer generalisations of GPs,…

Machine Learning · Statistics 2017-11-15 Hugh Salimbeni , Marc Deisenroth

We present a multivariate Gaussian process regression approach for parameter field reconstruction based on the field's measurements collected at two different scales, the coarse and fine scales. The proposed approach treats the parameter…

Methodology · Statistics 2018-04-19 David A. Barajas-Solano , Alexandre M. Tartakovsky

Variational autoencoders often assume isotropic Gaussian priors and mean-field posteriors, hence do not exploit structure in scenarios where we may expect similarity or consistency across latent variables. Gaussian process variational…

Machine Learning · Statistics 2020-11-17 Metod Jazbec , Michael Pearce , Vincent Fortuin

We present a novel approach for explaining Gaussian processes (GPs) that can utilize the full analytical covariance structure present in GPs. Our method is based on the popular solution concept of Shapley values extended to stochastic…

Machine Learning · Statistics 2023-05-25 Siu Lun Chau , Krikamol Muandet , Dino Sejdinovic

Large-scale Gaussian process models are becoming increasingly important and widely used in many areas, such as, computer experiments, stochastic optimization via simulation, and machine learning using Gaussian processes. The standard…

Methodology · Statistics 2018-08-02 Yongxiang Li , Qiang Zhou , Kwok Leung Tsui , Javier Cabrera

A model involving Gaussian processes (GPs) is introduced to simultaneously handle multi-task learning, clustering, and prediction for multiple functional data. This procedure acts as a model-based clustering method for functional data as…

Machine Learning · Computer Science 2023-01-24 Arthur Leroy , Pierre Latouche , Benjamin Guedj , Servane Gey

Multi-Output Gaussian Processes (MOGPs) provide a principled probabilistic framework for modelling correlated outputs but face scalability bottlenecks when applied to datasets with high-dimensional output spaces. To maintain tractability,…

Machine Learning · Computer Science 2026-05-29 Xiaoyu Jiang , Xinxing Shi , Sokratia Georgaka , Magnus Rattray , Mauricio A Álvarez

Generating high quality texts with high diversity is important for many NLG applications, but current methods mostly focus on building deterministic models to generate higher quality texts and do not provide many options for promoting…

Computation and Language · Computer Science 2022-04-05 Wanyu Du , Jianqiao Zhao , Liwei Wang , Yangfeng Ji

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk , Carl E. Rasmussen

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

This paper introduces a mathematical framework of a stochastic process model as a generalization of diffusion stochastic processes to model latent variables in categorical responses given unobserved random effects and maximum likelihood…

Statistics Theory · Mathematics 2023-06-05 Mahdi Mollakazemiha

The composition of multiple Gaussian Processes as a Deep Gaussian Process (DGP) enables a deep probabilistic nonparametric approach to flexibly tackle complex machine learning problems with sound quantification of uncertainty. Existing…

Machine Learning · Statistics 2017-03-02 Kurt Cutajar , Edwin V. Bonilla , Pietro Michiardi , Maurizio Filippone