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We introduce a novel longitudinal mixed model for analyzing complex multidimensional functional data, addressing challenges such as high-resolution, structural complexities, and computational demands. Our approach integrates dimension…

Methodology · Statistics 2026-02-16 Arkaprava Roy , Abhra Sarkar

Many modern datasets, from areas such as neuroimaging and geostatistics, come in the form of a random sample of tensor-valued data which can be understood as noisy observations of a smooth multidimensional random function. Most of the…

Methodology · Statistics 2023-09-18 William Consagra , Arun Venkataraman , Xing Qiu

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…

Applications · Statistics 2022-04-04 Harrison Zhu , Adam Howes , Owen van Eer , Maxime Rischard , Yingzhen Li , Dino Sejdinovic , Seth Flaxman

Risk assessment of hurricane-driven storm surge relies on deterministic computer models that produce outputs over a large spatial domain. The surge models can often be run at a range of fidelity levels, with greater precision yielding more…

Methodology · Statistics 2026-03-31 Cyrus S. McCrimmon , Pulong Ma

Modeling epidemic spread is critical for informing policy decisions aimed at mitigation. Accordingly, in this work we present a new data-driven method based on Gaussian process regression (GPR) to model epidemic spread through the…

Machine Learning · Statistics 2025-06-23 Baike She , Lei Xin , Philip E. Paré , Matthew Hale

R\'enyi's information provides a theoretical foundation for tractable and data-efficient non-parametric density estimation, based on pair-wise evaluations in a reproducing kernel Hilbert space (RKHS). This paper extends this framework to…

Machine Learning · Computer Science 2022-03-09 Bo Hu , Shujian Yu , Jose C. Principe

As a regression technique in spatial statistics, the spatiotemporally varying coefficient model (STVC) is an important tool for discovering nonstationary and interpretable response-covariate associations over both space and time. However,…

Machine Learning · Statistics 2024-05-17 Mengying Lei , Aurelie Labbe , Lijun Sun

The performance of Gaussian Process (GP) regression is often hampered by the curse of dimensionality, which inflates computational cost and reduces predictive power in high-dimensional problems. Variable selection is thus crucial for…

Methodology · Statistics 2025-11-24 Minshen Xu , Shiwei Lan , Lulu Kang

Regularization has become a primary tool for developing reliable estimators of the covariance matrix in high-dimensional settings. To curb the curse of dimensionality, numerous methods assume that the population covariance (or inverse…

Methodology · Statistics 2018-02-19 Jacob Bien

We propose a general matrix-valued multiple kernel learning framework for high-dimensional nonlinear multivariate regression problems. This framework allows a broad class of mixed norm regularizers, including those that induce sparsity, to…

Machine Learning · Computer Science 2014-08-12 Vikas Sindhwani , Ha Quang Minh , Aurelie Lozano

We propose a general matrix-valued multiple kernel learning framework for high-dimensional nonlinear multivariate regression problems. This framework allows a broad class of mixed norm regularizers, including those that induce sparsity, to…

Machine Learning · Statistics 2013-03-11 Vikas Sindhwani , Minh Ha Quang , Aurelie C. Lozano

State-space models (SSMs) are a highly expressive model class for learning patterns in time series data and for system identification. Deterministic versions of SSMs (e.g. LSTMs) proved extremely successful in modeling complex time series…

Learning uncertain dynamics models using Gaussian process~(GP) regression has been demonstrated to enable high-performance and safety-aware control strategies for challenging real-world applications. Yet, for computational tractability,…

Optimization and Control · Mathematics 2024-09-17 Manish Prajapat , Amon Lahr , Johannes Köhler , Andreas Krause , Melanie N. Zeilinger

With the rapid advances of data acquisition techniques, spatio-temporal data are becoming increasingly abundant in a diverse array of disciplines. Here we develop spatio-temporal regression methodology for analyzing large amounts of…

Methodology · Statistics 2021-12-01 Ting Fung Ma , Fangfang Wang , Jun Zhu , Anthony R. Ives , Katarzyna E. Lewińska

Gaussian process regression is a popular Bayesian framework for surrogate modeling of expensive data sources. As part of a broader effort in scientific machine learning, many recent works have incorporated physical constraints or other a…

Machine Learning · Computer Science 2021-01-07 Laura Swiler , Mamikon Gulian , Ari Frankel , Cosmin Safta , John Jakeman

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

Spherical tokamaks (STs) have many desirable features that make them a suitable choice for fusion power plants. To understand their confinement properties, accurate calculation of turbulent micro-instabilities is necessary for tokamak…

In this work, we present a novel machine learning approach for pricing high-dimensional American options based on the modified Gaussian process regression (GPR). We incorporate deep kernel learning and sparse variational Gaussian processes…

Computational Finance · Quantitative Finance 2024-04-19 Jirong Zhuang , Deng Ding , Weiguo Lu , Xuan Wu , Gangnan Yuan

In regression-based analyses of group-level neuroimage data researchers typically fit a series of marginal general linear models to image outcomes at each spatially-referenced pixel. Spatial regularization of effects of interest is usually…

Methodology · Statistics 2024-09-26 Andrew S. Whiteman , Timothy D. Johnson , Jian Kang

This paper proposes a new formulation of functional Gaussian Process regression in manifolds, based on an Empirical Bayes approach, in the spatiotemporal random field context. We apply the machinery of tight Gaussian measures in separable…

Machine Learning · Statistics 2026-03-24 MD Ruiz-Medina , AE Madrid , A Torres-Signes , JM Angulo
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