Related papers: GPMatch: A Bayesian Doubly Robust Approach to Caus…

A novel multi-task Gaussian process (GP) framework is proposed, by using a common mean process for sharing information across tasks. In particular, we investigate the problem of time series forecasting, with the objective to improve…

The Gaussian process (GP) model, which has been extensively applied as priors of functions, has demonstrated excellent performance. The specification of a large number of parameters affects the computational efficiency and the feasibility…

Gaussian processes (GPs) are a class of Kernel methods that have shown to be very useful in geoscience and remote sensing applications for parameter retrieval, model inversion, and emulation. They are widely used because they are simple,…

In this paper, we propose a Gaussian Process (GP) emulator for the calculation of a) tomographic weak lensing band-power spectra, and b) coefficients of summary data massively compressed with the MOPED algorithm. In the former case…

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…

Gaussian Processes (GPs) are a popular approach to predict the output of a parameterized experiment. They have many applications in the field of Computer Experiments, in particular to perform sensitivity analysis, adaptive design of…

Stochastic gradient descent (SGD) and its variants have established themselves as the go-to algorithms for large-scale machine learning problems with independent samples due to their generalization performance and intrinsic computational…

Matching is a widely used causal inference design that aims to approximate a randomized experiment using observational data by forming matched sets of treated and control units based on similarities in their covariates. Ideally, treated…

In this article, we propose the outcome-adjusted balance measure to perform model selection for the generalized propensity score (GPS), which serves as an essential component in estimation of the pairwise average treatment effects (ATEs) in…

In this paper, we investigate a class of approximate Gaussian processes (GP) obtained by taking a linear combination of compactly supported basis functions with the basis coefficients endowed with a dependent Gaussian prior distribution.…

Inter-domain Gaussian processes (GPs) allow for high flexibility and low computational cost when performing approximate inference in GP models. They are particularly suitable for modeling data exhibiting global structure but are limited to…

We introduce a new class of inter-domain variational Gaussian processes (GP) where data is mapped onto the unit hypersphere in order to use spherical harmonic representations. Our inference scheme is comparable to variational Fourier…

Standard sparse pseudo-input approximations to the Gaussian process (GP) cannot handle complex functions well. Sparse spectrum alternatives attempt to answer this but are known to over-fit. We suggest the use of variational inference for…

Covariate measurement error in nonparametric regression is a common problem in nutritional epidemiology and geostatistics, and other fields. Over the last two decades, this problem has received substantial attention in the frequentist…

This paper presents a new approach to a robust Gaussian process (GP) regression. Most existing approaches replace an outlier-prone Gaussian likelihood with a non-Gaussian likelihood induced from a heavy tail distribution, such as the…

We propose a principled algorithm for robust Bayesian filtering and smoothing in nonlinear stochastic dynamic systems when both the transition function and the measurement function are described by non-parametric Gaussian process (GP)…

Sparse variational Gaussian process (GP) approximations based on inducing points have become the de facto standard for scaling GPs to large datasets, owing to their theoretical elegance, computational efficiency, and ease of implementation.…

Precise probabilistic information about drug-target interaction (DTI) predictions is vital for understanding limitations and boosting predictive performance. Gaussian processes (GP) offer a scalable framework to integrate state-of-the-art…

We introduce a novel way to combine boosting with Gaussian process and mixed effects models. This allows for relaxing, first, the zero or linearity assumption for the prior mean function in Gaussian process and grouped random effects models…

Adaptive learning is necessary for non-stationary environments where the learning machine needs to forget past data distribution. Efficient algorithms require a compact model update to not grow in computational burden with the incoming data…