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In sensing applications, sensors cannot always measure the latent quantity of interest at the required resolution, sometimes they can only acquire a blurred version of it due the sensor's transfer function. To recover latent signals when…

Machine Learning · Statistics 2017-07-20 Felipe Tobar , Gonzalo Rios , Tomás Valdivia , Pablo Guerrero

The use of Gaussian processes (GPs) is a common approach to account for correlated noise in exoplanet time series, particularly for transmission and emission spectroscopy. This analysis has typically been performed for each wavelength…

Earth and Planetary Astrophysics · Physics 2024-06-05 Mark Fortune , Neale P. Gibson , Daniel Foreman-Mackey , Thomas M. Evans-Soma , Cathal Maguire , Swaetha Ramkumar

A typical audio signal processing pipeline includes multiple disjoint analysis stages, including calculation of a time-frequency representation followed by spectrogram-based feature analysis. We show how time-frequency analysis and…

Machine Learning · Statistics 2019-04-30 William J. Wilkinson , Michael Riis Andersen , Joshua D. Reiss , Dan Stowell , Arno Solin

Gaussian processes (GPs) offer appealing properties but are costly to train at scale. Sparse variational GP (SVGP) approximations reduce cost yet still rely on Cholesky decompositions of kernel matrices, ill-suited to low-precision,…

Machine Learning · Statistics 2026-04-02 Stefano Cortinovis , Laurence Aitchison , Stefanos Eleftheriadis , Mark van der Wilk

Choosing a proper set of kernel functions is an important problem in learning Gaussian Process (GP) models since each kernel structure has different model complexity and data fitness. Recently, automatic kernel composition methods provide…

Machine Learning · Computer Science 2021-02-25 Anh Tong , Toan Tran , Hung Bui , Jaesik Choi

Despite phenomenal progress in recent years, state-of-the-art music separation systems produce source estimates with significant perceptual shortcomings, such as adding extraneous noise or removing harmonics. We propose a post-processing…

Sound · Computer Science 2022-08-29 Noah Schaffer , Boaz Cogan , Ethan Manilow , Max Morrison , Prem Seetharaman , Bryan Pardo

This paper introduces a new sparse spatio-temporal structured Gaussian process regression framework for online and offline Bayesian inference. This is the first framework that gives a time-evolving representation of the interdependencies…

Machine Learning · Statistics 2018-08-01 Danil Kuzin , Olga Isupova , Lyudmila Mihaylova

Conventional NMF methods for source separation factorize the matrix of spectral magnitudes. Spectral Phase is not included in the decomposition process of these methods. However, phase of the speech mixture is generally used in…

Sound · Computer Science 2014-11-26 Chaitanya Ahuja , Karan Nathwani , Rajesh M. Hegde

While Gaussian processes (GPs) are the method of choice for regression tasks, they also come with practical difficulties, as inference cost scales cubic in time and quadratic in memory. In this paper, we introduce a natural and expressive…

Machine Learning · Computer Science 2018-09-13 Martin Trapp , Robert Peharz , Carl E. Rasmussen , Franz Pernkopf

The Gaussian process (GP) regression model is a widely employed surrogate modeling technique for computer experiments, offering precise predictions and statistical inference for the computer simulators that generate experimental data.…

Methodology · Statistics 2024-04-02 Lulu Kang , Yuanxing Cheng , Yiwei Wang , Chun Liu

Gaussian processes (GPs) are versatile tools that have been successfully employed to solve nonlinear estimation problems in machine learning, but that are rarely used in signal processing. In this tutorial, we present GPs for regression as…

Modeling sequential data has become more and more important in practice. Some applications are autonomous driving, virtual sensors and weather forecasting. To model such systems, so called recurrent models are frequently used. In this paper…

Machine Learning · Statistics 2019-10-01 Roman Föll , Bernard Haasdonk , Markus Hanselmann , Holger Ulmer

One obstacle to the use of Gaussian processes (GPs) in large-scale problems, and as a component in deep learning system, is the need for bespoke derivations and implementations for small variations in the model or inference. In order to…

Machine Learning · Statistics 2020-03-04 Mark van der Wilk , Vincent Dutordoir , ST John , Artem Artemev , Vincent Adam , James Hensman

Recent advancements in deep generative modeling make it possible to learn prior distributions from complex data that subsequently can be used for Bayesian inference. However, we find that distributions learned by deep generative models for…

Machine Learning · Computer Science 2020-11-04 Maurice Frank , Maximilian Ilse

Gaussian processes (GPs) are flexible models that can capture complex structure in large-scale dataset due to their non-parametric nature. However, the usage of GPs in real-world application is limited due to their high computational cost…

Machine Learning · Statistics 2018-11-06 Congzheng Song , Yiming Sun

Modeling sequential data has become more and more important in practice. Some applications are autonomous driving, virtual sensors and weather forecasting. To model such systems so called recurrent models are used. In this article we…

Machine Learning · Statistics 2017-11-21 Roman Föll , Bernard Haasdonk , Markus Hanselmann , Holger Ulmer

Due to their flexibility, Gaussian processes (GPs) have been widely used in nonparametric function estimation. A prior information about the underlying function is often available. For instance, the physical system (computer model output)…

Methodology · Statistics 2017-11-21 Hassan Maatouk

For enhancing noisy signals, machine-learning based single-channel speech enhancement schemes exploit prior knowledge about typical speech spectral structures. To ensure a good generalization and to meet requirements in terms of…

Sound · Computer Science 2018-01-17 Robert Rehr , Timo Gerkmann

The application of Gaussian processes (GPs) to large data sets is limited due to heavy memory and computational requirements. A variety of methods has been proposed to enable scalability, one of which is to exploit structure in the kernel…

Machine Learning · Computer Science 2019-12-30 Jan Graßhoff , Alexandra Jankowski , Philipp Rostalski

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
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