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Conditional Density Estimation (CDE) models deal with estimating conditional distributions. The conditions imposed on the distribution are the inputs of the model. CDE is a challenging task as there is a fundamental trade-off between model…

Machine Learning · Statistics 2018-10-31 Vincent Dutordoir , Hugh Salimbeni , Marc Deisenroth , James Hensman

Gaussian Processes (GPs) are a generic modelling tool for supervised learning. While they have been successfully applied on large datasets, their use in safety-critical applications is hindered by the lack of good performance guarantees. To…

Machine Learning · Statistics 2019-08-27 David Reeb , Andreas Doerr , Sebastian Gerwinn , Barbara Rakitsch

Gaussian processes (GPs) are pervasive in functional data analysis, machine learning, and spatial statistics for modeling complex dependencies. Modern scientific data sets are typically heterogeneous and often contain multiple known…

Methodology · Statistics 2021-10-19 Didong Li , Andrew Jones , Sudipto Banerjee , Barbara E. Engelhardt

Conditional density estimation is complicated by multimodality, heteroscedasticity, and strong non-Gaussianity. Gaussian processes (GPs) provide a principled nonparametric framework with calibrated uncertainty, but standard GP regression is…

Machine Learning · Computer Science 2026-03-12 Vardaan Tekriwal , Mark D. Risser , Hengrui Luo , Marcus M. Noack

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

Gaussian process (GP) models form a core part of probabilistic machine learning. Considerable research effort has been made into attacking three issues with GP models: how to compute efficiently when the number of data is large; how to…

Machine Learning · Statistics 2015-06-15 James Hensman , Alexander G. de G. Matthews , Maurizio Filippone , Zoubin Ghahramani

Deep Gaussian Processes (DGP) are hierarchical generalizations of Gaussian Processes (GP) that have proven to work effectively on a multiple supervised regression tasks. They combine the well calibrated uncertainty estimates of GPs with the…

Machine Learning · Statistics 2018-01-10 Marton Havasi , José Miguel Hernández-Lobato , Juan José Murillo-Fuentes

Gaussian processes are used in many machine learning applications that rely on uncertainty quantification. Recently, computational tools for working with these models in geometric settings, such as when inputs lie on a Riemannian manifold,…

Machine Learning · Statistics 2023-10-31 Paul Rosa , Viacheslav Borovitskiy , Alexander Terenin , Judith Rousseau

We consider Bayesian inference problems with computationally intensive likelihood functions. We propose a Gaussian process (GP) based method to approximate the joint distribution of the unknown parameters and the data. In particular, we…

Computation · Statistics 2018-03-15 Hongqiao Wang , Jinglai Li

Gaussian processes (GPs) offer a principled probabilistic model over functions, but exact inference is restricted to the linear-Gaussian regime. We establish an explicit equivalence between GPs and a class of linear diffusion models,…

Gaussian process (GP) methods have been widely studied recently, especially for large-scale systems with big data and even more extreme cases when data is sparse. Key advantages of these methods consist in: 1) the ability to provide…

Methodology · Statistics 2024-09-13 Chenyi Lyu , Xingchi Liu , Lyudmila Mihaylova

This paper introduces Chance Constrained Gaussian Process-Motion Planning (CCGP-MP), a motion planning algorithm for robotic systems under motion and state estimate uncertainties. The paper's key idea is to capture the variations in the…

Robotics · Computer Science 2021-07-26 Jacob J. Johnson , Michael C. Yip

The performance of Gaussian Process (GP) regression is often hampered by the curse of dimensionality, which inflates computational cost and reduces predictive power in high-dimensional problems. Variable selection is thus crucial for…

Methodology · Statistics 2025-11-24 Minshen Xu , Shiwei Lan , Lulu Kang

Gaussian processes (GP) are attractive building blocks for many probabilistic models. Their drawbacks, however, are the rapidly increasing inference time and memory requirement alongside increasing data. The problem can be alleviated with…

Machine Learning · Statistics 2012-03-19 Jarno Vanhatalo , Aki Vehtari

In this paper we introduce a novel model for Gaussian process (GP) regression in the fully Bayesian setting. Motivated by the ideas of sparsification, localization and Bayesian additive modeling, our model is built around a recursive…

Statistics Theory · Mathematics 2022-06-06 Hengrui Luo , Giovanni Nattino , Matthew T. Pratola

Gaussian processes are ubiquitous as the primary tool for modeling spatial data. However, the Gaussian process is limited by its $\mathcal{O}(n^3)$ cost, making direct parameter fitting algorithms infeasible for the scale of modern data…

Methodology · Statistics 2025-12-25 Ashlynn Crisp , Daniel Taylor-Rodriguez , Andrew O. Finley

Neural Processes (NPs) are a family of conditional generative models that are able to model a distribution over functions, in a way that allows them to perform predictions at test time conditioned on a number of context points. A recent…

Machine Learning · Computer Science 2021-06-14 Jens Petersen , Gregor Köhler , David Zimmerer , Fabian Isensee , Paul F. Jäger , Klaus H. Maier-Hein

Gaussian process is one of the most popular non-parametric Bayesian methodologies for modeling the regression problem. It is completely determined by its mean and covariance functions. And its linear property makes it relatively…

Machine Learning · Statistics 2020-06-16 Wenqi Fang , Huiyun Li , Hui Huang , Shaobo Dang , Zhejun Huang , Zheng Wang

Gaussian process (GP) priors are non-parametric generative models with appealing modelling properties for Bayesian inference: they can model non-linear relationships through noisy observations, have closed-form expressions for training and…

Machine Learning · Statistics 2020-01-31 Gonzalo Rios

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…

Machine Learning · Statistics 2020-02-13 Shisheng Cui , Chia-Jung Chang