Related papers: Variational Learning on Aggregate Outputs with Gau…
One obstacle to the use of Gaussian processes (GPs) in large-scale problems, and as a component in deep learning system, is the need for bespoke derivations and implementations for small variations in the model or inference. In order to…
We consider a dictionary learning problem whose objective is to design a dictionary such that the signals admits a sparse or an approximate sparse representation over the learned dictionary. Such a problem finds a variety of applications…
We introduce a Gaussian process-based model for handling of non-stationarity. The warping is achieved non-parametrically, through imposing a prior on the relative change of distance between subsequent observation inputs. The model allows…
Sparse variational Gaussian process (GP) approximations based on inducing points have become the de facto standard for scaling GPs to large datasets, owing to their theoretical elegance, computational efficiency, and ease of implementation.…
We present an iterative framework to improve the amortized approximations of posterior distributions in the context of Bayesian inverse problems, which is inspired by loop-unrolled gradient descent methods and is theoretically grounded in…
Causal discovery and inference from observational data is an essential problem in statistics posing both modeling and computational challenges. These are typically addressed by imposing strict assumptions on the joint distribution such as…
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 propose a data-efficient Gaussian process-based Bayesian approach to the semi-supervised learning problem on graphs. The proposed model shows extremely competitive performance when compared to the state-of-the-art graph neural networks…
Gaussian processes with derivative information are useful in many settings where derivative information is available, including numerous Bayesian optimization and regression tasks that arise in the natural sciences. Incorporating derivative…
This work is concerned with the convergence of Gaussian process regression. A particular focus is on hierarchical Gaussian process regression, where hyper-parameters appearing in the mean and covariance structure of the Gaussian process…
A new type of nonstationary Gaussian process model is developed for approximating computationally expensive functions. The new model is a composite of two Gaussian processes, where the first one captures the smooth global trend and the…
Inverse problems, i.e., estimating parameters of physical models from experimental data, are ubiquitous in science and engineering. The Bayesian formulation is the gold standard because it alleviates ill-posedness issues and quantifies…
For many survey-based spatial modelling problems, responses are observed as spatially aggregated over survey regions due to limited resources. Covariates, from weather models and satellite imageries, can be observed at many different…
In computational physics, machine learning has now emerged as a powerful complementary tool to explore efficiently candidate designs in engineering studies. Outputs in such supervised problems are signals defined on meshes, and a natural…
We introduce a scalable Gaussian process (GP) framework with deep product kernels for data-driven learning of parametrized spatio-temporal fields over fixed or parameter-dependent domains. The proposed framework learns a continuous…
It has been demonstrated that deep neural networks outperform traditional machine learning. However, deep networks lack generalisability, that is, they will not perform as good as in a new (testing) set drawn from a different distribution…
We introduce a simple and scalable method for training Gaussian process (GP) models that exploits cross-validation and nearest neighbor truncation. To accommodate binary and multi-class classification we leverage P\`olya-Gamma auxiliary…
Gaussian process regression networks (GPRN) are powerful Bayesian models for multi-output regression, but their inference is intractable. To address this issue, existing methods use a fully factorized structure (or a mixture of such…
This paper presents a new model called infinite mixtures of multivariate Gaussian processes, which can be used to learn vector-valued functions and applied to multitask learning. As an extension of the single multivariate Gaussian process,…
A conventional Bayesian approach to prediction uses the posterior distribution to integrate out parameters in a density for unobserved data conditional on the observed data and parameters. When the true posterior is intractable, it is…