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The interpretation of complex high-dimensional data typically requires the use of dimensionality reduction techniques to extract explanatory low-dimensional representations. However, in many real-world problems these representations may not…

Machine Learning · Statistics 2019-06-25 Kaspar Märtens , Kieran R. Campbell , Christopher Yau

Gaussian processes (GPs) are ubiquitously used in sciences and engineering as metamodels. Standard GPs, however, can only handle numerical or quantitative variables. In this paper, we introduce latent map Gaussian processes (LMGPs) that…

Machine Learning · Statistics 2021-10-13 Nicholas Oune , Ramin Bostanabad

The multi-view Gaussian process latent variable model (MV-GPLVM) aims to learn a unified representation from multi-view data but is hindered by challenges such as limited kernel expressiveness and low computational efficiency. To overcome…

Machine Learning · Statistics 2025-12-16 Zi Yang , Ying Li , Zhidi Lin , Michael Minyi Zhang , Pablo M. Olmos

In nonlinear latent variable models or dynamic models, if we consider the latent variables as confounders (common causes), the noise dependencies imply further relations between the observed variables. Such models are then closely related…

Machine Learning · Computer Science 2012-03-19 Kun Zhang , Bernhard Schoelkopf , Dominik Janzing

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

In this tutorial we explain the inference procedures developed for the sparse Gaussian process (GP) regression and Gaussian process latent variable model (GPLVM). Due to page limit the derivation given in Titsias (2009) and Titsias &…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk

Gaussian Process (GP) regression models typically assume that residuals are Gaussian and have the same variance for all observations. However, applications with input-dependent noise (heteroscedastic residuals) frequently arise in practice,…

Machine Learning · Statistics 2012-12-27 Chunyi Wang , Radford M. Neal

We introduce a Bayesian Gaussian process latent variable model that explicitly captures spatial correlations in data using a parameterized spatial kernel and leveraging structure-exploiting algebra on the model covariance matrices for…

Machine Learning · Statistics 2018-05-23 Steven Atkinson , Nicholas Zabaras

We present the Gaussian process dynamical mixture model (GPDMM) and show its utility in single-example learning of human motion data. The Gaussian process dynamical model (GPDM) is a form of the Gaussian process latent variable model…

Machine Learning · Computer Science 2025-06-18 Jesse St. Amand , Leonardo Gizzi , Martin A. Giese

We propose to learn latent graphical models when data have mixed variables and missing values. This model could be used for further data analysis, including regression, classification, ranking etc. It also could be used for imputing missing…

Methodology · Statistics 2015-11-17 Xiao Li , Jinzhu Jia , Yuan Yao

Standard GPs offer a flexible modelling tool for well-behaved processes. However, deviations from Gaussianity are expected to appear in real world datasets, with structural outliers and shocks routinely observed. In these cases GPs can fail…

Machine Learning · Statistics 2022-09-08 Yaman Kındap , Simon Godsill

Gaussian graphical models (GGM) have been widely used in many high-dimensional applications ranging from biological and financial data to recommender systems. Sparsity in GGM plays a central role both statistically and computationally.…

Machine Learning · Statistics 2014-06-12 Zhaoshi Meng , Brian Eriksson , Alfred O. Hero

Scientific and engineering problems often require the use of artificial intelligence to aid understanding and the search for promising designs. While Gaussian processes (GP) stand out as easy-to-use and interpretable learners, they have…

Machine Learning · Computer Science 2021-07-01 Liwei Wang , Suraj Yerramilli , Akshay Iyer , Daniel Apley , Ping Zhu , Wei Chen

Gaussian processes (GPs) are powerful models for human-in-the-loop experiments due to their flexibility and well-calibrated uncertainty. However, GPs modeling human responses typically ignore auxiliary information, including a priori domain…

Machine Learning · Computer Science 2025-03-07 Kaiwen Wu , Craig Sanders , Benjamin Letham , Phillip Guan

Transformation-based methods have been an attractive approach in non-parametric inference for problems such as unconditional and conditional density estimation due to their unique hierarchical structure that models the data as flexible…

Statistics Theory · Mathematics 2020-11-06 Sean Plummer , Shuang Zhou , Anirban Bhattacharya , David Dunson , Debdeep Pati

We present a non-parametric Bayesian latent variable model capable of learning dependency structures across dimensions in a multivariate setting. Our approach is based on flexible Gaussian process priors for the generative mappings and…

Machine Learning · Statistics 2018-07-16 Andrew R. Lawrence , Carl Henrik Ek , Neill D. F. Campbell

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

Characterizing the relationship between neural population activity and behavioral data is a central goal of neuroscience. While latent variable models (LVMs) are successful in describing high-dimensional time-series data, they are typically…

Machine Learning · Computer Science 2026-02-12 Rabia Gondur , Usama Bin Sikandar , Evan Schaffer , Mikio Christian Aoi , Stephen L Keeley

For a learning task, Gaussian process (GP) is interested in learning the statistical relationship between inputs and outputs, since it offers not only the prediction mean but also the associated variability. The vanilla GP however struggles…

Machine Learning · Statistics 2020-09-01 Haitao Liu , Yew-Soon Ong , Xiaomo Jiang , Xiaofang Wang

Latent variable models (LVMs) represent observed variables by parameterized functions of latent variables. Prominent examples of LVMs for unsupervised learning are probabilistic PCA or probabilistic SC which both assume a weighted linear…

Machine Learning · Computer Science 2023-12-18 Hamid Mousavi , Jakob Drefs , Florian Hirschberger , Jörg Lücke