Related papers: Multi-Output Convolution Spectral Mixture for Gaus…
This work brings together two powerful concepts in Gaussian processes: the variational approach to sparse approximation and the spectral representation of Gaussian processes. This gives rise to an approximation that inherits the benefits of…
Gaussian Processes (GPs) are flexible, nonparametric Bayesian models widely used for regression and classification because of their ability to capture complex data patterns and quantify predictive uncertainty. However, the O(n^3)…
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…
We propose a representation of Gaussian processes (GPs) based on powers of the integral operator defined by a kernel function, we call these stochastic processes integral Gaussian processes (IGPs). Sample paths from IGPs are functions…
The Gaussian Process with a deep kernel is an extension of the classic GP regression model and this extended model usually constructs a new kernel function by deploying deep learning techniques like long short-term memory networks. A…
Gaussian process (GP) is a Bayesian model which provides several advantages for regression tasks in machine learning such as reliable quantitation of uncertainty and improved interpretability. Their adoption has been precluded by their…
We introduce a novel kernel that models input-dependent couplings across multiple latent processes. The pairwise joint kernel measures covariance along inputs and across different latent signals in a mutually-dependent fashion. A latent…
This study introduces an innovative Gaussian Process (GP) model utilizing an ensemble kernel that integrates Radial Basis Function (RBF), Rational Quadratic, and Mat\'ern kernels for product sales forecasting. By applying Bayesian…
Gaussian process (GP) modulated Cox processes are widely used to model point patterns. Existing approaches require a mapping (link function) between the unconstrained GP and the positive intensity function. This commonly yields solutions…
Multi-output Gaussian process regression has become an important tool in uncertainty quantification, for building emulators of computationally expensive simulators, and other areas such as multi-task machine learning. We present a holistic…
We introduce a new regression framework, Gaussian process regression networks (GPRN), which combines the structural properties of Bayesian neural networks with the non-parametric flexibility of Gaussian processes. This model accommodates…
Accurate learning of system dynamics is becoming increasingly crucial for advanced control and decision-making in engineering. However, real-world systems often exhibit multiple channels and highly nonlinear transition dynamics, challenging…
This paper investigates Gaussian copula mixture models (GCMM), which are an extension of Gaussian mixture models (GMM) that incorporate copula concepts. The paper presents the mathematical definition of GCMM and explores the properties of…
A network of independently trained Gaussian processes (StackedGP) is introduced to obtain predictions of quantities of interest with quantified uncertainties. The main applications of the StackedGP framework are to integrate different…
This paper addresses the challenge of reconstructing full-field structural mode shapes from sparse sensor data. While Gaussian Process Regression (GPR) offers a robust non-parametric framework for spatial interpolation and uncertainty…
Many applications in speech, robotics, finance, and biology deal with sequential data, where ordering matters and recurrent structures are common. However, this structure cannot be easily captured by standard kernel functions. To model such…
Gaussian processes (GPs) are the most common formalism for defining probability distributions over spaces of functions. While applications of GPs are myriad, a comprehensive understanding of GP sample paths, i.e. the function spaces over…
This work addresses a key limitation in current federated learning approaches, which predominantly focus on homogeneous tasks, neglecting the task diversity on local devices. We propose a principled integration of multi-task learning using…
We show that the output of a (residual) convolutional neural network (CNN) with an appropriate prior over the weights and biases is a Gaussian process (GP) in the limit of infinitely many convolutional filters, extending similar results for…
Gaussian processes are rich distributions over functions, which provide a Bayesian nonparametric approach to smoothing and interpolation. We introduce simple closed form kernels that can be used with Gaussian processes to discover patterns…