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Gaussian processes (GPs) are versatile tools that have been successfully employed to solve nonlinear estimation problems in machine learning, but that are rarely used in signal processing. In this tutorial, we present GPs for regression as…

We undertake Bayesian learning of the high-dimensional functional relationship between a system parameter vector and an observable, that is in general tensor-valued. The ultimate aim is Bayesian inverse prediction of the system parameters,…

Methodology · Statistics 2018-04-17 Kangrui Wang , Dalia Chakrabarty

Complex-valued signals are used in the modeling of many systems in engineering and science, hence being of fundamental interest. Often, random complex-valued signals are considered to be proper. A proper complex random variable or process…

Machine Learning · Computer Science 2015-02-19 Rafael Boloix-Tortosa , F. Javier Payán-Somet , Eva Arias-de-Reyna , Juan José Murillo-Fuentes

A common theoretical approach to understanding neural networks is to take an infinite-width limit, at which point the outputs become Gaussian process (GP) distributed. This is known as a neural network Gaussian process (NNGP). However, the…

Machine Learning · Statistics 2025-06-26 Ben Anson , Edward Milsom , Laurence Aitchison

The Dynamical Gaussian Process Latent Variable Models provide an elegant non-parametric framework for learning the low dimensional representations of the high-dimensional time-series. Real world observational studies, however, are often…

Machine Learning · Computer Science 2019-09-26 Thanh Le , Vasant Honavar

In this paper we propose the first non-parametric Bayesian model using Gaussian Processes to make inference on Poisson Point Processes without resorting to gridding the domain or to introducing latent thinning points. Unlike competing…

Machine Learning · Statistics 2015-06-30 Yves-Laurent Kom Samo , Stephen Roberts

Capturing the temporal evolution of Gaussian properties such as position, rotation, and scale is a challenging task due to the vast number of time-varying parameters and the limited photometric data available, which generally results in…

Computer Vision and Pattern Recognition · Computer Science 2025-03-25 Bingbing Hu , Yanyan Li , Rui Xie , Bo Xu , Haoye Dong , Junfeng Yao , Gim Hee Lee

Variational inference is a powerful tool for approximate inference, and it has been recently applied for representation learning with deep generative models. We develop the variational Gaussian process (VGP), a Bayesian nonparametric…

Machine Learning · Statistics 2016-04-19 Dustin Tran , Rajesh Ranganath , David M. Blei

In this paper we introduce a novel framework for making exact nonparametric Bayesian inference on latent functions, that is particularly suitable for Big Data tasks. Firstly, we introduce a class of stochastic processes we refer to as…

Machine Learning · Statistics 2016-08-22 Yves-Laurent Kom Samo , Stephen Roberts

Gaussian Processes (GPs) provide a general and analytically tractable way of modeling complex time-varying, nonparametric functions. The Automatic Bayesian Covariance Discovery (ABCD) system constructs natural-language description of…

Machine Learning · Computer Science 2016-02-15 Yunseong Hwang , Anh Tong , Jaesik Choi

Latent dynamics discovery is challenging in extracting complex dynamics from high-dimensional noisy neural data. Many dimensionality reduction methods have been widely adopted to extract low-dimensional, smooth and time-evolving latent…

Machine Learning · Computer Science 2019-07-02 Qi She , Anqi Wu

We derive a Matern Gaussian process (GP) on the vertices of a hypergraph. This enables estimation of regression models of observed or latent values associated with the vertices, in which the correlation and uncertainty estimates are…

Machine Learning · Statistics 2021-06-04 Thomas Pinder , Kathryn Turnbull , Christopher Nemeth , David Leslie

Gaussian processes are Bayesian non-parametric models used in many areas. In this work, we propose a Non-stationary Heteroscedastic Gaussian process model which can be learned with gradient-based techniques. We demonstrate the…

Machine Learning · Computer Science 2022-12-26 Zeel B Patel , Nipun Batra , Kevin Murphy

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…

Machine Learning · Computer Science 2025-03-04 Sarem Seitz

We introduce a variational Bayesian neural network where the parameters are governed via a probability distribution on random matrices. Specifically, we employ a matrix variate Gaussian \cite{gupta1999matrix} parameter posterior…

Machine Learning · Statistics 2016-06-24 Christos Louizos , Max Welling

We present a practical way of introducing convolutional structure into Gaussian processes, making them more suited to high-dimensional inputs like images. The main contribution of our work is the construction of an inter-domain inducing…

Machine Learning · Statistics 2017-09-07 Mark van der Wilk , Carl Edward Rasmussen , James Hensman

Graph-based models require aggregating information in the graph from neighbourhoods of different sizes. In particular, when the data exhibit varying levels of smoothness on the graph, a multi-scale approach is required to capture the…

Machine Learning · Computer Science 2022-02-22 Felix L. Opolka , Yin-Cong Zhi , Pietro Liò , Xiaowen Dong

Graph Networks (GNs) enable the fusion of prior knowledge and relational reasoning with flexible function approximations. In this work, a general GN-based model is proposed which takes full advantage of the relational modeling capabilities…

Computational Engineering, Finance, and Science · Computer Science 2021-07-01 Charilaos Mylonas , Imad Abdallah , Eleni Chatzi

Modeling animatable human avatars from videos is a long-standing and challenging problem. While conventional methods require per-instance optimization, recent feed-forward methods have been proposed to generate 3D Gaussians with a learnable…

Computer Vision and Pattern Recognition · Computer Science 2025-07-28 Yifan Liu , Shengjun Zhang , Chensheng Dai , Yang Chen , Hao Liu , Chen Li , Yueqi Duan

We propose an active learning method for discovering low-dimensional structure in high-dimensional Gaussian process (GP) tasks. Such problems are increasingly frequent and important, but have hitherto presented severe practical…

Machine Learning · Statistics 2013-10-28 Roman Garnett , Michael A. Osborne , Philipp Hennig