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Bayesian optimization is a technique for optimizing black-box target functions. At the core of Bayesian optimization is a surrogate model that predicts the output of the target function at previously unseen inputs to facilitate the…

Machine Learning · Computer Science 2022-03-04 Felix Jimenez , Matthias Katzfuss

We study the Gaussian Process regression model in the context of training data with noise in both input and output. The presence of two sources of noise makes the task of learning accurate predictive models extremely challenging. However,…

Machine Learning · Statistics 2015-07-03 Cuong Tran , Vladimir Pavlovic , Robert Kopp

Standard Gaussian Process (GP) regression, a powerful machine learning tool, is computationally expensive when it is applied to large datasets, and potentially inaccurate when data points are sparsely distributed in a high-dimensional…

Machine Learning · Computer Science 2016-03-08 Z. Zhang , K. Duraisamy , N. A. Gumerov

Despite much research targeted at enabling conventional machine learning models to continually learn tasks and data distributions sequentially without forgetting the knowledge acquired, little effort has been devoted to account for more…

Machine Learning · Computer Science 2021-06-11 Sandra Servia-Rodriguez , Cecilia Mascolo , Young D. Kwon

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…

Machine Learning · Computer Science 2021-07-12 Misha Padidar , Xinran Zhu , Leo Huang , Jacob R. Gardner , David Bindel

Bayesian learning is a powerful learning framework which combines the external information of the data (background information) with the internal information (training data) in a logically consistent way in inference and prediction. By…

Machine Learning · Statistics 2026-02-11 Erdong Guo , David Draper

We study a fundamental problem in Bayesian learning, where the goal is to select a set of data sources with minimum cost while achieving a certain learning performance based on the data streams provided by the selected data sources. First,…

Machine Learning · Computer Science 2021-05-04 Lintao Ye , Aritra Mitra , Shreyas Sundaram

Gaussian Processes (GPs) can be used as flexible, non-parametric function priors. Inspired by the growing body of work on Normalizing Flows, we enlarge this class of priors through a parametric invertible transformation that can be made…

Machine Learning · Computer Science 2021-02-26 Juan Maroñas , Oliver Hamelijnck , Jeremias Knoblauch , Theodoros Damoulas

In this paper, we present a novel approach to accelerate the Bayesian inference process, focusing specifically on the nested sampling algorithms. Bayesian inference plays a crucial role in cosmological parameter estimation, providing a…

Instrumentation and Methods for Astrophysics · Physics 2024-10-17 Isidro Gómez-Vargas , J. Alberto Vázquez

Bayesian inference has theoretical attractions as a principled framework for reasoning about beliefs. However, the motivations of Bayesian inference which claim it to be the only 'rational' kind of reasoning do not apply in practice. They…

Machine Learning · Statistics 2022-11-14 Sebastian Farquhar

Deep neural networks have achieved impressive results on a wide variety of tasks. However, quantifying uncertainty in the network's output is a challenging task. Bayesian models offer a mathematical framework to reason about model…

Machine Learning · Computer Science 2019-05-28 Manikanta Srikar Yellapragada , Chandra Prakash Konkimalla

The last decade witnessed a growing interest in Bayesian learning. Yet, the technicality of the topic and the multitude of ingredients involved therein, besides the complexity of turning theory into practical implementations, limit the use…

Machine Learning · Statistics 2023-02-01 Martin Magris , Alexandros Iosifidis

Model uncertainty is pervasive in real world analysis situations and is an often-neglected issue in applied statistics. However, standard approaches to the research process do not address the inherent uncertainty in model building and,…

Methodology · Statistics 2024-03-01 Mariana Nold , Florian Meinfelder , David Kaplan

Experiments in research on memory, language, and in other areas of cognitive science are increasingly being analyzed using Bayesian methods. This has been facilitated by the development of probabilistic programming languages such as Stan,…

Methodology · Statistics 2020-03-02 Daniel J. Schad , Michael Betancourt , Shravan Vasishth

This paper presents a novel variational inference framework for deriving a family of Bayesian sparse Gaussian process regression (SGPR) models whose approximations are variationally optimal with respect to the full-rank GPR model enriched…

Machine Learning · Computer Science 2019-03-25 Haibin Yu , Trong Nghia Hoang , Kian Hsiang Low , Patrick Jaillet

As a non-parametric Bayesian model which produces informative predictive distribution, Gaussian process (GP) has been widely used in various fields, like regression, classification and optimization. The cubic complexity of standard GP…

Machine Learning · Statistics 2018-11-06 Haitao Liu , Jianfei Cai , Yew-Soon Ong , Yi Wang

Conventional variational autoencoders fail in modeling correlations between data points due to their use of factorized priors. Amortized Gaussian process inference through GP-VAEs has led to significant improvements in this regard, but is…

Machine Learning · Statistics 2021-02-25 Metod Jazbec , Matthew Ashman , Vincent Fortuin , Michael Pearce , Stephan Mandt , Gunnar Rätsch

We introduce a multiple criteria Bayesian preference learning framework incorporating behavioral cues for decision aiding. The framework integrates pairwise comparisons, response time, and attention duration to deepen insights into…

Applications · Statistics 2025-04-22 Jiaxuan Jiang , Jiapeng Liu , Miłosz Kadziński , Xiuwu Liao , Jingyu Dong

We present an adaptive approach to the construction of Gaussian process surrogates for Bayesian inference with expensive-to-evaluate forward models. Our method relies on the fully Bayesian approach to training Gaussian process models and…

Machine Learning · Statistics 2018-10-01 Timur Takhtaganov , Juliane Müller

Gaussian Processes (\textbf{GPs}) are flexible non-parametric models with strong probabilistic interpretation. While being a standard choice for performing inference on time series, GPs have few techniques to work in a streaming setting.…

Machine Learning · Statistics 2021-07-22 Théo Galy-Fajou , Manfred Opper