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Bayesian inference for Markov processes has become increasingly relevant in recent years. Problems of this type often have intractable likelihoods and prior knowledge about model rate parameters is often poor. Markov Chain Monte Carlo…

Gaussian processes (GPs) are Bayesian nonparametric generative models that provide interpretability of hyperparameters, admit closed-form expressions for training and inference, and are able to accurately represent uncertainty. To model…

The exponential growth of complex data demands fully automatic clustering. Gaussian mixture models (GMMs) provide uncertainty-aware grouping but often require expertise to specify hyperparameters, e.g., component count and covariance…

We present a GPU-accelerated implementation of the gravitational-wave Bayesian inference pipeline for parameter estimation and model comparison. Specifically, we implement the `acceptance-walk' sampling method, a cornerstone algorithm for…

Optical architectures have been emerging as an energy-efficient and high-throughput hardware platform to accelerate computationally intensive general matrix-matrix multiplications (GEMMs) in modern machine learning (ML) algorithms. However,…

Gaussian processes (GPs) are Bayesian non-parametric models useful in a myriad of applications. Despite their popularity, the cost of GP predictions (quadratic storage and cubic complexity with respect to the number of training points)…

Gaussian processes (GPs) provide flexible distributions over functions, with inductive biases controlled by a kernel. However, in many applications Gaussian processes can struggle with even moderate input dimensionality. Learning a low…

Machine learning (ML) involves private data and proprietary model parameters. MPC-based ML allows multiple parties to collaboratively run an ML workload without sharing their private data or model parameters using multi-party computing…

The use of Gaussian processes (GPs) is supported by efficient sampling algorithms, a rich methodological literature, and strong theoretical grounding. However, due to their prohibitive computation and storage demands, the use of exact GPs…

Kernel methods have revolutionized the fields of pattern recognition and machine learning. Their success, however, critically depends on the choice of kernel parameters. Using Gaussian process (GP) classification as a working example, this…

Many scientific computing problems can be reduced to Matrix-Matrix Multiplications (MMM), making the General Matrix Multiply (GEMM) kernels in the Basic Linear Algebra Subroutine (BLAS) of interest to the high-performance computing…

Gaussian Process Motion Planning (GPMP) is a widely used framework for generating smooth trajectories within a limited compute time--an essential requirement in many robotic applications. However, traditional GPMP approaches often struggle…

Gaussian Processes (GPs) are powerful non-parametric Bayesian regression models that allow exact posterior inference, but exhibit high computational and memory costs. In order to improve scalability of GPs, approximate posterior inference…

Non-conjugate Gaussian processes (NCGPs) define a flexible probabilistic framework to model categorical, ordinal and continuous data, and are widely used in practice. However, exact inference in NCGPs is prohibitively expensive for large…

Despite the success of deep learning in computer vision and natural language processing, Gradient Boosted Decision Tree (GBDT) is yet one of the most powerful tools for applications with tabular data such as e-commerce and FinTech. However,…

We implement two novel algorithms for sparse-matrix dense-matrix multiplication (SpMM) on the GPU. Our algorithms expect the sparse input in the popular compressed-sparse-row (CSR) format and thus do not require expensive format conversion.…

Energy consumption of memory accesses dominates the compute energy in energy-constrained robots which require a compact 3D map of the environment to achieve autonomy. Recent mapping frameworks only focused on reducing the map size while…

Sparse General Matrix Multiply (SpGEMM) is key for various High-Performance Computing (HPC) applications such as genomics and graph analytics. Using the semiring abstraction, many algorithms can be formulated as SpGEMM, allowing…

In decision-making systems, it is important to have classifiers that have calibrated uncertainties, with an optimisation objective that can be used for automated model selection and training. Gaussian processes (GPs) provide uncertainty…

Latent Gaussian process (GP) models are widely used in neuroscience to uncover hidden state evolutions from sequential observations, mainly in neural activity recordings. While latent GP models provide a principled and powerful solution in…