Related papers: GaussianProcesses.jl: A Nonparametric Bayes packag…

GomalizingFlow.jl: is a package to generate configurations for quantum field theory on the lattice using the flow based sampling algorithm in Julia programming language. This software serves two main purposes: to accelerate research of…

Gaussian processes are a versatile framework for learning unknown functions in a manner that permits one to utilize prior information about their properties. Although many different Gaussian process models are readily available when the…

Many uncertainty propagation software exist, written in different programming languages, but not all of them are able to handle functional correlation between quantities. In this paper we review one strategy to deal with uncertainty…

Parameter identification and comparison of dynamical systems is a challenging task in many fields. Bayesian approaches based on Gaussian process regression over time-series data have been successfully applied to infer the parameters of a…

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…

Gaussian process modeling is a standard tool for building emulators for computer experiments, which are usually used to study deterministic functions, for example, a solution to a given system of partial differential equations. This work…

Gaussian process fitting, or kriging, is often used to create a model from a set of data. Many available software packages do this, but we show that very different results can be obtained from different packages even when using the same…

Gaussian processes have become a promising tool for various safety-critical settings, since the posterior variance can be used to directly estimate the model error and quantify risk. However, state-of-the-art techniques for safety-critical…

Julia is a mature general-purpose programming language, with a large ecosystem of libraries and more than 12000 third-party packages, which specifically targets scientific computing. As a language, Julia is as dynamic, interactive, and…

Inference in popular nonparametric Bayesian models typically relies on sampling or other approximations. This paper presents a general methodology for constructing novel tractable nonparametric Bayesian methods by applying the kernel trick…

LongMemory.jl is a package for time series long memory modelling in Julia. The package provides functions to generate long memory, estimate model parameters, and forecast. Generating methods include fractional differencing, stochastic error…

In spite of the diverse literature on nonstationary spatial modeling and approximate Gaussian process (GP) methods, there are no general approaches for conducting fully Bayesian inference for moderately sized nonstationary spatial data sets…

Scorio.jl is a Julia package for evaluating and ranking systems from repeated responses to shared tasks. It provides a common tensor-based interface for direct score-based, pairwise, psychometric, voting, graph, and listwise methods, so the…

Bayesian field theory denotes a nonparametric Bayesian approach for learning functions from observational data. Based on the principles of Bayesian statistics, a particular Bayesian field theory is defined by combining two models: a…

We present the Gaussian process density sampler (GPDS), an exchangeable generative model for use in nonparametric Bayesian density estimation. Samples drawn from the GPDS are consistent with exact, independent samples from a distribution…

Probabilistic programming and statistical computing are vibrant areas in the development of the Julia programming language, but the underlying infrastructure dramatically predates recent developments. The goal of MeasureTheory.jl is to…

Gaussian processes (GPs) are a mature and widely-used component of the ML toolbox. One of their desirable qualities is automatic hyperparameter selection, which allows for training without user intervention. However, in many realistic…

Gaussian Process (GP) models are a powerful tool in probabilistic machine learning with a solid theoretical foundation. Thanks to current advances, modeling complex data with GPs is becoming increasingly feasible, which makes them an…

Gaussian processes (GPs) are distributions over functions, which provide a Bayesian nonparametric approach to regression and classification. In spite of their success, GPs have limited use in some applications, for example, in some cases a…

MLJ (Machine Learing in Julia) is an open source software package providing a common interface for interacting with machine learning models written in Julia and other languages. It provides tools and meta-algorithms for selecting, tuning,…