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Gaussian process model for vector-valued function has been shown to be useful for multi-output prediction. The existing method for this model is to re-formulate the matrix-variate Gaussian distribution as a multivariate normal distribution.…

Machine Learning · Statistics 2020-05-05 Zexun Chen , Bo Wang , Alexander N. Gorban

This paper investigates the application of machine learning regression algorithms Kernel Ridge Regression (KRR), Huber Regressor (HR), and Gaussian Process Regression (GPR) for predicting sound power levels of gensets, offering significant…

Applied Physics · Physics 2025-05-27 Saurabh Pargal , Abhijit A. Sane

To obtain a probabilistic model for a dependent variable based on some set of explanatory variables, a distributional approach is often adopted where the parameters of the distribution are linked to regressors. In many classical models this…

Methodology · Statistics 2020-01-14 Lisa Schlosser , Torsten Hothorn , Reto Stauffer , Achim Zeileis

The Cram\'er-Rao bound (CRB), a well-known lower bound on the performance of any unbiased parameter estimator, has been used to study a wide variety of problems. However, to obtain the CRB, requires an analytical expression for the…

Machine Learning · Computer Science 2022-10-11 Hai Victor Habi , Hagit Messer , Yoram Bresler

In this paper, tight upper and lower bounds are derived on the weighted sum of minimum mean-squared errors for additive Gaussian noise channels. The bounds are obtained by constraining the input distribution to be close to a Gaussian…

Information Theory · Computer Science 2020-01-23 Michael Fauß , Abdelhak M. Zoubir , Alex Dytso , H. Vincent Poor , K. G. Nagananda

Bayesian optimization (BO) based on Gaussian process regression (GPR) is applied to different CFD (computational fluid dynamics) problems which can be of practical relevance. The problems are i) shape optimization in a lid-driven cavity to…

Fluid Dynamics · Physics 2021-11-15 Y. Morita , S. Rezaeiravesh , N. Tabatabaei , R. Vinuesa , K. Fukagata , P. Schlatter

This research employs Gaussian Process Regression (GPR) with an ensemble kernel, integrating Exponential Squared, Revised Mat\'ern, and Rational Quadratic kernels to analyze pharmaceutical sales data. Bayesian optimization was used to…

Machine Learning · Computer Science 2024-05-01 Shahin Mirshekari , Mohammadreza Moradi , Hossein Jafari , Mehdi Jafari , Mohammad Ensaf

Uncertainty Quantification (UQ) is essential for the reliable application of computational models in engineering and science. Among surrogate modeling techniques, Gaussian Process Regression (GPR) is particularly valuable for its…

Computation · Statistics 2025-12-15 Jinglai Li , Hongqiao Wang

This report studies diffusion posterior sampling (DPS) for single-image super-resolution (SISR) under a known degradation model. We implement a likelihood-guided sampling procedure that combines an unconditional diffusion prior with…

Computer Vision and Pattern Recognition · Computer Science 2025-12-29 Abu Hanif Muhammad Syarubany

Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…

Machine Learning · Statistics 2025-11-26 Jonas Latz , Aretha L. Teckentrup , Simon Urbainczyk

We study the problem of downlink channel estimation in multi-user massive multiple input multiple output (MIMO) systems. To this end, we consider a Bayesian compressive sensing approach in which the clustered sparse structure of the channel…

Information Theory · Computer Science 2021-06-08 Mohammed Rashid , Mort Naraghi-Pour

High accuracy complex computer models, or simulators, require large resources in time and memory to produce realistic results. Statistical emulators are computationally cheap approximations of such simulators. They can be built to replace…

Computation · Statistics 2016-08-25 Xiaoyu Liu , Serge Guillas

Data-driven models are subject to model errors due to limited and noisy training data. Key to the application of such models in safety-critical domains is the quantification of their model error. Gaussian processes provide such a measure…

Machine Learning · Computer Science 2024-09-23 Armin Lederer , Jonas Umlauft , Sandra Hirche

This paper investigates continuous representations of steering vectors over frequency and microphone/source positions for augmented listening (e.g., spatial filtering and binaural rendering), enabling user-parameterized control of the…

Audio and Speech Processing · Electrical Eng. & Systems 2026-04-17 Diego Di Carlo , Shoichi Koyama , Nugraha Aditya Arie , Fontaine Mathieu , Bando Yoshiaki , Yoshii Kazuyoshi

The prohibitive cost of performing Uncertainty Quantification (UQ) tasks with a very large number of input parameters can be addressed, if the response exhibits some special structure that can be discovered and exploited. Several physical…

Computational Physics · Physics 2016-02-16 Ilias Bilionis , Rohit Tripathy , Marcial Gonzalez

Gaussian process regression is widely used because of its ability to provide well-calibrated uncertainty estimates and handle small or sparse datasets. However, it struggles with high-dimensional data. One possible way to scale this…

Machine Learning · Statistics 2024-02-02 Bernardo Fichera , Viacheslav Borovitskiy , Andreas Krause , Aude Billard

The use of Gaussian processes (GPs) is supported by efficient sampling algorithms, a rich methodological literature, and strong theoretical grounding. However, due to their prohibitive computation and storage demands, the use of exact GPs…

Statistics Theory · Mathematics 2022-07-27 Kelly R. Moran , Matthew W. Wheeler

Inference for GP models with non-Gaussian noises is computationally expensive when dealing with large datasets. Many recent inference methods approximate the posterior distribution with a simpler distribution defined on a small number of…

Machine Learning · Computer Science 2018-09-11 Linfeng Liu , Liping Liu

We propose a Bayesian expectation-maximization (EM) algorithm for reconstructing Markov-tree sparse signals via belief propagation. The measurements follow an underdetermined linear model where the regression-coefficient vector is the sum…

Machine Learning · Statistics 2013-08-27 Zhao Song , Aleksandar Dogandzic

In fiber-optic distributed sensing, vibration signals are mostly assumed to follow Gaussian distribution for the simplicity of signal processing. However, in real applications, vibration signals often behave as non-Gaussian processes, which…

Signal Processing · Electrical Eng. & Systems 2019-01-18 Qian He , Rong Liu , Chengdan Tan , Lijun Tang , Xiongjun Shang
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