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We introduce a methodology for nonlinear inverse problems using a variational Bayesian approach where the unknown quantity is a spatial field. A structured Bayesian Gaussian process latent variable model is used both to construct a…

Machine Learning · Statistics 2019-02-20 Steven Atkinson , Nicholas Zabaras

A variational inference-based framework for training a multi-output Gaussian process latent variable model, specifically tailored to the tails-up spatio-temporal stream network, is developed. Training, given a censored observational data…

Methodology · Statistics 2026-05-21 Marno Basson , Tobias M. Louw , Theresa R. Smith

In a variety of disciplines such as social sciences, psychology, medicine and economics, the recorded data are considered to be noisy measurements of latent variables connected by some causal structure. This corresponds to a family of…

Machine Learning · Computer Science 2014-08-12 Ricardo Silva , Robert B. Gramacy

In a variety of disciplines such as social sciences, psychology, medicine and economics, the recorded data are considered to be noisy measurements of latent variables connected by some causal structure. This corresponds to a family of…

Machine Learning · Computer Science 2010-03-15 Ricardo Silva , Robert B. Gramacy

We introduce Latent Gaussian Process Regression which is a latent variable extension allowing modelling of non-stationary multi-modal processes using GPs. The approach is built on extending the input space of a regression problem with a…

Machine Learning · Statistics 2017-09-19 Erik Bodin , Neill D. F. Campbell , Carl Henrik Ek

The Gaussian process latent variable model (GP-LVM) provides a flexible approach for non-linear dimensionality reduction that has been widely applied. However, the current approach for training GP-LVMs is based on maximum likelihood, where…

Machine Learning · Statistics 2014-09-09 Andreas C. Damianou , Michalis K. Titsias , Neil D. Lawrence

Substantial research on structured sparsity has contributed to analysis of many different applications. However, there have been few Bayesian procedures among this work. Here, we develop a Bayesian model for structured sparsity that uses a…

Methodology · Statistics 2014-07-09 Barbara E. Engelhardt , Ryan P. Adams

Scientific and engineering problems often require the use of artificial intelligence to aid understanding and the search for promising designs. While Gaussian processes (GP) stand out as easy-to-use and interpretable learners, they have…

Machine Learning · Computer Science 2021-07-01 Liwei Wang , Suraj Yerramilli , Akshay Iyer , Daniel Apley , Ping Zhu , Wei Chen

Computer experiments involving both qualitative and quantitative (QQ) factors have attracted increasing attention. Gaussian process (GP) models have proven effective in this context by choosing specialized covariance functions for QQ…

Methodology · Statistics 2026-02-19 Linsui Deng , C. F. Jeff Wu

Longitudinal data are important in numerous fields, such as healthcare, sociology and seismology, but real-world datasets present notable challenges for practitioners because they can be high-dimensional, contain structured missingness…

Machine Learning · Computer Science 2024-07-01 Maksim Sinelnikov , Manuel Haussmann , Harri Lähdesmäki

Quantifying spatial and/or temporal associations in multivariate geolocated data of different types is achievable via spatial random effects in a Bayesian hierarchical model, but severe computational bottlenecks arise when spatial…

Methodology · Statistics 2024-04-02 Michele Peruzzi , David B. Dunson

High dimensional time series are endemic in applications of machine learning such as robotics (sensor data), computational biology (gene expression data), vision (video sequences) and graphics (motion capture data). Practical nonlinear…

Machine Learning · Statistics 2011-07-26 Andreas C. Damianou , Michalis K. Titsias , Neil D. Lawrence

In this paper, we propose a Bayesian Graphical LASSO for correlated countable data and apply it to spatial crime data. In the proposed model, we assume a Gaussian Graphical Model for the latent variables which dominate the potential risks…

Methodology · Statistics 2020-06-08 Sho Ichigozaki , Takahiro Kawashima , Hayaru Shouno

Multivariate categorical data occur in many applications of machine learning. One of the main difficulties with these vectors of categorical variables is sparsity. The number of possible observations grows exponentially with vector length,…

Machine Learning · Statistics 2015-03-10 Yarin Gal , Yutian Chen , Zoubin Ghahramani

Clinical patient records are an example of high-dimensional data that is typically collected from disparate sources and comprises of multiple likelihoods with noisy as well as missing values. In this work, we propose an unsupervised…

Machine Learning · Statistics 2021-04-21 Siddharth Ramchandran , Miika Koskinen , Harri Lähdesmäki

We put forward a new Bayesian modeling strategy for spatiotemporal count data that enables efficient posterior sampling. Most previous models for such data decompose logarithms of the response Poisson rates into fixed effects and spatial…

Methodology · Statistics 2025-07-29 Yifan Cheng , Cheng Li

This paper presents an efficient variational inference framework for deriving a family of structured gaussian process regression network (SGPRN) models. The key idea is to incorporate auxiliary inducing variables in latent functions and…

Machine Learning · Computer Science 2021-11-19 Rui Meng , Herbie Lee , Kristofer Bouchard

We propose to learn latent graphical models when data have mixed variables and missing values. This model could be used for further data analysis, including regression, classification, ranking etc. It also could be used for imputing missing…

Methodology · Statistics 2015-11-17 Xiao Li , Jinzhu Jia , Yuan Yao

This paper introduces a new sparse spatio-temporal structured Gaussian process regression framework for online and offline Bayesian inference. This is the first framework that gives a time-evolving representation of the interdependencies…

Machine Learning · Statistics 2018-08-01 Danil Kuzin , Olga Isupova , Lyudmila Mihaylova

In this paper a new Bayesian model for sparse linear regression with a spatio-temporal structure is proposed. It incorporates the structural assumptions based on a hierarchical Gaussian process prior for spike and slab coefficients. We…

Machine Learning · Statistics 2017-05-01 Danil Kuzin , Olga Isupova , Lyudmila Mihaylova
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