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Gaussian processes (GPs) are ubiquitous tools for modeling and predicting continuous processes in physical and engineering sciences. This is partly due to the fact that one may employ a Gaussian process as an interpolator while facilitating…

Statistics Theory · Mathematics 2025-12-16 D. Andrew Brown , Peter Kiessler , John Nicholson

Several machine learning problems arising in natural language processing can be modeled as a sequence labeling problem. We provide Gaussian process models based on pseudo-likelihood approximation to perform sequence labeling. Gaussian…

Machine Learning · Computer Science 2016-09-22 P. K. Srijith , P. Balamurugan , Shirish Shevade

We present an adaptation of the standard Grassberger-Proccacia (GP) algorithm for estimating the Correlation Dimension of a time series in a non subjective manner. The validity and accuracy of this approach is tested using different types…

Chaotic Dynamics · Physics 2008-11-26 K. P. Harikrishnan , R. Misra , G. Ambika , A. K. Kembhavi

We introduce new Gaussian Process (GP) high-order approximations to linear operations that are frequently used in various numerical methods. Our method employs the kernel-based GP regression modeling, a non-parametric Bayesian approach to…

Computational Physics · Physics 2025-06-09 Christopher DeGrendele , Dongwook Lee

Fully-supervised models for source separation are trained on parallel mixture-source data and are currently state-of-the-art. However, such parallel data is often difficult to obtain, and it is cumbersome to adapt trained models to mixtures…

Audio and Speech Processing · Electrical Eng. & Systems 2022-11-30 Ge Zhu , Jordan Darefsky , Fei Jiang , Anton Selitskiy , Zhiyao Duan

The last two decades have seen a major expansion in the availability, size, and precision of time-domain datasets in astronomy. Owing to their unique combination of flexibility, mathematical simplicity and comparative robustness, Gaussian…

Instrumentation and Methods for Astrophysics · Physics 2022-11-11 Suzanne Aigrain , Daniel Foreman-Mackey

Gaussian processes (GPs) are nonparametric priors over functions. Fitting a GP implies computing a posterior distribution of functions consistent with the observed data. Similarly, deep Gaussian processes (DGPs) should allow us to compute a…

A key challenge with controlling complex dynamical systems is to accurately model them. However, this requirement is very hard to satisfy in practice. Data-driven approaches such as Gaussian processes (GPs) have proved quite effective by…

Robotics · Computer Science 2022-03-08 Mouhyemen Khan , Akash Patel , Abhijit Chatterjee

We introduce a new interpretation of sparse variational approximations for Gaussian processes using inducing points, which can lead to more scalable algorithms than previous methods. It is based on decomposing a Gaussian process as a sum of…

Machine Learning · Statistics 2024-02-27 Jiaxin Shi , Michalis K. Titsias , Andriy Mnih

We develop a fast variational approximation scheme for Gaussian process (GP) regression, where the spectrum of the covariance function is subjected to a sparse approximation. Our approach enables uncertainty in covariance function…

Computation · Statistics 2019-04-24 Linda S. L. Tan , Victor M. H. Ong , David J. Nott , Ajay Jasra

This paper proposes APSS, a novel neural speech separation model with parallel amplitude and phase spectrum estimation. Unlike most existing speech separation methods, the APSS distinguishes itself by explicitly estimating the phase…

Sound · Computer Science 2025-09-18 Fei Liu , Yang Ai , Zhen-Hua Ling

Gaussian processes (GPs) produce good probabilistic models of functions, but most GP kernels require $O((n+m)n^2)$ time, where $n$ is the number of data points and $m$ the number of predictive locations. We present a new kernel that allows…

Machine Learning · Computer Science 2023-04-03 Michael K. Cohen , Samuel Daulton , Michael A. Osborne

Recent progress in audio source separation lead by deep learning has enabled many neural network models to provide robust solutions to this fundamental estimation problem. In this study, we provide a family of efficient neural network…

Sound · Computer Science 2022-02-01 Efthymios Tzinis , Zhepei Wang , Xilin Jiang , Paris Smaragdis

Gaussian processes (GPs) provide a powerful non-parametric framework for reasoning over functions. Despite appealing theory, its superlinear computational and memory complexities have presented a long-standing challenge. State-of-the-art…

Machine Learning · Statistics 2019-01-16 Hugh Salimbeni , Ching-An Cheng , Byron Boots , Marc Deisenroth

The proliferation of capable and efficient machine learning (ML) models marks one of the strongest methodological shifts in signal processing (SP) in its nearly 100-year history. ML models support the development of SP systems that…

Signal Processing · Electrical Eng. & Systems 2026-05-01 Daniel Waxman , Fernando Llorente , Petar M. Djurić

In this work, a Gaussian process regression(GPR) model incorporated with given physical information in partial differential equations(PDEs) is developed: physics-assisted Gaussian processes(PAGP). The targets of this model can be divided…

Machine Learning · Statistics 2022-04-07 Jiahao Zhang , Shiqi Zhang , Guang Lin

Gaussian-process state-space models (GP-SSMs) provide a flexible nonparametric alternative for modeling time-series dynamics that are nonlinear or difficult to specify parametrically. While the Kalman filter is effective for linear-Gaussian…

Methodology · Statistics 2025-12-02 Genshiro Kitagawa

We consider evidence integration from potentially dependent observation processes under varying spatio-temporal sampling resolutions and noise levels. We develop a multi-resolution multi-task (MRGP) framework while allowing for both…

Machine Learning · Statistics 2019-11-06 Oliver Hamelijnck , Theodoros Damoulas , Kangrui Wang , Mark Girolami

Universal source separation targets at separating the audio sources of an arbitrary mix, removing the constraint to operate on a specific domain like speech or music. Yet, the potential of universal source separation is limited because most…

Sound · Computer Science 2023-10-03 Jordi Pons , Xiaoyu Liu , Santiago Pascual , Joan Serrà

A Gaussian process (GP)-based methodology is proposed to emulate complex dynamical computer models (or simulators). The method relies on emulating the numerical flow map of the system over an initial (short) time step, where the flow map is…

Methodology · Statistics 2024-11-26 Hossein Mohammadi , Peter Challenor , Marc Goodfellow
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