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We propose a method (TT-GP) for approximate inference in Gaussian Process (GP) models. We build on previous scalable GP research including stochastic variational inference based on inducing inputs, kernel interpolation, and structure…

Machine Learning · Computer Science 2018-01-18 Pavel Izmailov , Alexander Novikov , Dmitry Kropotov

Bayesian methods are particularly effective for addressing inverse problems due to their ability to manage uncertainties inherent in the inference process. However, employing these methods with costly forward models poses significant…

Computational Engineering, Finance, and Science · Computer Science 2025-10-30 G. Robalo Rei , C. P. Schmidt , J. Nitzler , M. Dinkel , W. A. Wall

Decoder-only Transformer models such as GPT have demonstrated exceptional performance in text generation, by autoregressively predicting the next token. However, the efficacy of running GPT on current hardware systems is bounded by low…

Hardware Architecture · Computer Science 2024-04-16 Yuting Wu , Ziyu Wang , Wei D. Lu

We present a GPU-accelerated numerical approach for fast kernel and differential background solutions. The model image proposed in the Bramich (2008) difference image analysis algorithm is analogous to a very simple Convolutional Neural…

Instrumentation and Methods for Astrophysics · Physics 2021-05-04 James A. Hitchcock , Markus Hundertmark , Daniel Foreman-Mackey , Etienne Bachelet , Martin Dominik , Rachel Street , Yiannis Tsapras

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…

Computational Finance · Quantitative Finance 2021-05-27 Yong Shi , Wei Dai , Wen Long , Bo Li

Variational Gaussian process (GP) approximations have become a standard tool in fast GP inference. This technique requires a user to select variational features to increase efficiency. So far the common choices in the literature are…

Machine Learning · Statistics 2021-10-26 Veit Wild , George Wynne

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk , Carl E. Rasmussen

Modelling of multivariate densities is a core component in many signal processing, pattern recognition and machine learning applications. The modelling is often done via Gaussian mixture models (GMMs), which use computationally expensive…

Mathematical Software · Computer Science 2018-05-10 Conrad Sanderson , Ryan Curtin

Neural-network (NN) inference is increasingly present on-board spacecraft to reduce downlink bandwidth and enable timely decision making. However, the power and reliability constraints of space missions limit the applicability of many…

Hardware Architecture · Computer Science 2026-03-17 Pedro Antunes , Artur Podobas

General-purpose Sparse Matrix-Matrix Multiplication (SpMM) is a fundamental kernel in scientific computing and deep learning. The emergence of new matrix computation units such as Tensor Cores (TCs) brings more opportunities for SpMM…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-01-17 Haisha Zhao , San Li , Jiaheng Wang , Chunbao Zhou , Jue Wang , Zhikuang Xin , Shunde Li , Zhiqiang Liang , Zhijie Pan , Fang Liu , Yan Zeng , Yangang Wang , Xuebin Chi

Loopy Belief Propagation (LBP) is a widely used approximate inference algorithm in probabilistic graphical models, with applications in computer vision, error correction codes, protein folding, program analysis, etc. However, LBP faces…

Software Engineering · Computer Science 2025-09-29 Haoyu Feng , Xin Zhang

Variational inference is a powerful tool for approximate inference, and it has been recently applied for representation learning with deep generative models. We develop the variational Gaussian process (VGP), a Bayesian nonparametric…

Machine Learning · Statistics 2016-04-19 Dustin Tran , Rajesh Ranganath , David M. Blei

Deep learning models are full of hyperparameters, which are set manually before the learning process can start. To find the best configuration for these hyperparameters in such a high dimensional space, with time-consuming and expensive…

Machine Learning · Computer Science 2021-07-05 Daniel T. Chang

Gaussian process (GP) regression is a non-parametric, Bayesian framework to approximate complex models. Standard GP regression can lead to an unbounded model in which some points can take infeasible values. We introduce a new GP method that…

Machine Learning · Statistics 2024-04-04 Didem Kochan , Xiu Yang

The Hilbert-space Gaussian Process (HGP) approach offers a hyperparameter-independent basis function approximation for speeding up Gaussian Process (GP) inference by projecting the GP onto M basis functions. These properties result in a…

Machine Learning · Computer Science 2024-08-06 Frida Viset , Anton Kullberg , Frederiek Wesel , Arno Solin

Branch-and-Bound (B&B) algorithms are time intensive tree-based exploration methods for solving to optimality combinatorial optimization problems. In this paper, we investigate the use of GPU computing as a major complementary way to speed…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-08-21 Melab Nouredine , Imen Chakroun , Mezmaz Mohand , Daniel Tuyttens

Data compression is a critical technology for large-scale plasma simulations. Storing complete particle information requires Terabyte-scale data storage, and analysis requires ad-hoc scalable post-processing tools. We propose a…

Computational Engineering, Finance, and Science · Computer Science 2025-04-24 Andong Hu , Luca Pennati , Ivy Peng , Stefano Markidis

Discrete optimization is a central problem in artificial intelligence. The optimization of the aggregated cost of a network of cost functions arises in a variety of problems including (W)CSP, DCOP, as well as optimization in stochastic…

Artificial Intelligence · Computer Science 2018-01-12 Ferdinando Fioretto , Enrico Pontelli , William Yeoh , Rina Dechter

We address the problem of continual learning in multi-task Gaussian process (GP) models for handling sequential input-output observations. Our approach extends the existing prior-posterior recursion of online Bayesian inference, i.e.\ past…

Machine Learning · Statistics 2019-11-04 Pablo Moreno-Muñoz , Antonio Artés-Rodríguez , Mauricio A. Álvarez

We present a Gaussian Process - Latent Class Choice Model (GP-LCCM) to integrate a non-parametric class of probabilistic machine learning within discrete choice models (DCMs). Gaussian Processes (GPs) are kernel-based algorithms that…

Econometrics · Economics 2023-08-02 Georges Sfeir , Filipe Rodrigues , Maya Abou-Zeid
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