Related papers: GaussianProcesses.jl: A Nonparametric Bayes packag…
OutlierDetection.jl is an open-source ecosystem for outlier detection in Julia. It provides a range of high-performance outlier detection algorithms implemented directly in Julia. In contrast to previous packages, our ecosystem enables the…
Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…
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)…
The importance of computers is continually increasing in radiotherapy. Efficient algorithms, implementations and the ability to leverage advancements in computer science are crucial to improve cancer care even further and deliver the best…
In the last five years, the financial industry has been impacted by the emergence of digitalization and machine learning. In this article, we explore two methods that have undergone rapid development in recent years: Gaussian processes and…
We present Trixi.jl, a Julia package for adaptive high-order numerical simulations of hyperbolic partial differential equations. Utilizing Julia's strengths, Trixi.jl is extensible, easy to use, and fast. We describe the main design choices…
Structural kernels are a flexible learning paradigm that has been widely used in Natural Language Processing. However, the problem of model selection in kernel-based methods is usually overlooked. Previous approaches mostly rely on setting…
We introduce stochastic variational inference for Gaussian process models. This enables the application of Gaussian process (GP) models to data sets containing millions of data points. We show how GPs can be vari- ationally decomposed to…
Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are nonparametric probabilistic models…
Machine learning is driving development across many fields in science and engineering. A simple and efficient programming language could accelerate applications of machine learning in various fields. Currently, the programming languages…
We study the performance of nonparametric Bayes procedures for one-dimensional diffusions with periodic drift. We improve existing convergence rate results for Gaussian process (GP) priors with fixed hyper parameters. Moreover, we exhibit…
We introduce the concept of numerical Gaussian processes, which we define as Gaussian processes with covariance functions resulting from temporal discretization of time-dependent partial differential equations. Numerical Gaussian processes,…
Gaussian processes are machine learning models capable of learning unknown functions in a way that represents uncertainty, thereby facilitating construction of optimal decision-making systems. Motivated by a desire to deploy Gaussian…
Gaussian processes (GPs) are a popular class of Bayesian nonparametric models, but its training can be computationally burdensome for massive training datasets. While there has been notable work on scaling up these models for big data,…
In many real-world applications we are interested in approximating costly functions that are analytically unknown, e.g. complex computer codes. An emulator provides a fast approximation of such functions relying on a limited number of…
Computer models are widely used in science and engineering to simulate complex systems. However, these models are affected by several sources of uncertainty, which may limit their use for decision making in risk management. We present a…
Gaussian processes (GPs) are Bayesian non-parametric models popular in a variety of applications due to their accuracy and native uncertainty quantification (UQ). Tuning GP hyperparameters is critical to ensure the validity of prediction…
We reconsider a nonparametric density model based on Gaussian processes. By augmenting the model with latent P\'olya--Gamma random variables and a latent marked Poisson process we obtain a new likelihood which is conjugate to the model's…
Gaussian process (GP) models are commonly used statistical metamodels for emulating expensive computer simulators. Fitting a GP model can be numerically unstable if any pair of design points in the input space are close together. Ranjan,…
Gaussian processes offer a flexible kernel method for regression. While Gaussian processes have many useful theoretical properties and have proven practically useful, they suffer from poor scaling in the number of observations. In…