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We present a new program implementation of the gaussian process regression adaptive density-guided approach [J. Chem. Phys. 153 (2020) 064105] in the MidasCpp program. A number of technical and methodological improvements made allowed us to…

Chemical Physics · Physics 2023-07-26 Denis G. Artiukhin , Ian H. Godtliebsen , Gunnar Schmitz , Ove Christiansen

Bayesian posterior distributions arising in modern applications, including inverse problems in partial differential equation models in tomography and subsurface flow, are often computationally intractable due to the large computational cost…

Machine Learning · Statistics 2023-02-10 Tapio Helin , Andrew Stuart , Aretha Teckentrup , Konstantinos Zygalakis

Bayesian binary regression is a prosperous area of research due to the computational challenges encountered by currently available methods either for high-dimensional settings or large datasets, or both. In the present work, we focus on the…

Computation · Statistics 2023-09-06 Augusto Fasano , Niccolò Anceschi , Beatrice Franzolini , Giovanni Rebaudo

In recent years, a Gaussian Process Regression (GPR) based framework has been developed for foreground mitigation from data collected by the LOw-Frequency ARray (LOFAR), to measure the 21-cm signal power spectrum from the Epoch of…

Reionization is one of the least understood processes in the evolution history of the Universe, mostly because of the numerous astrophysical processes occurring simultaneously about which we do not have a very clear idea so far. In this…

Cosmology and Nongalactic Astrophysics · Physics 2025-12-02 Purba Mukherjee , Antara Dey , Supratik Pal

Due to their conjugate posteriors, Gaussian process priors are attractive for estimating the drift of stochastic differential equations with continuous time observations. However, their performance strongly depends on the choice of the…

Statistics Theory · Mathematics 2020-02-04 Jan van Waaij

This paper presents a novel variational inference framework for deriving a family of Bayesian sparse Gaussian process regression (SGPR) models whose approximations are variationally optimal with respect to the full-rank GPR model enriched…

Machine Learning · Computer Science 2019-03-25 Haibin Yu , Trong Nghia Hoang , Kian Hsiang Low , Patrick Jaillet

Maneuvering target tracking is a challenging problem for sensor systems because of the unpredictability of the targets' motions. This paper proposes a novel data-driven method for learning the dynamical motion model of a target.…

Signal Processing · Electrical Eng. & Systems 2022-11-28 Mengwei Sun , Mike E. Davies , Ian K. Proudler , James R. Hopgood

Humans are exposed to complex mixtures of environmental pollutants rather than single chemicals, necessitating methods to quantify the health effects of such mixtures. Research on environmental mixtures provides insights into realistic…

Methodology · Statistics 2026-04-09 Aaron Sonabend , Jiangshan Zhang , Edgar Castro , Joel Schwartz , Brent A. Coull , Junwei Lu

Mixed linear regression (MLR) model is among the most exemplary statistical tools for modeling non-linear distributions using a mixture of linear models. When the additive noise in MLR model is Gaussian, Expectation-Maximization (EM)…

Machine Learning · Statistics 2021-05-14 Babak Barazandeh , Ali Ghafelebashi , Meisam Razaviyayn , Ram Sriharsha

We present a novel non-parametric method for inferring smooth models of the mean velocity field and velocity dispersion tensor of the Milky Way from astrometric data. Our approach is based on Stochastic Variational Gaussian Process…

Astrophysics of Galaxies · Physics 2025-07-15 Timothy Hapitas , Lawrence M. Widrow , Thavisha E. Dharmawardena , Daniel Foreman-Mackey

In response to global concerns regarding air quality and the environmental impact of greenhouse gas emissions, detecting and quantifying sources of emissions has become critical. To understand this impact and target mitigations effectively,…

Applications · Statistics 2024-10-14 Thomas Newman , Christopher Nemeth , Matthew Jones , Philip Jonathan

Satellite-based positioning system such as GPS often suffers from large amount of noise that degrades the positioning accuracy dramatically especially in real-time applications. In this work, we consider a data-mining approach to enhance…

Machine Learning · Statistics 2019-06-05 Ming Lin , Xiaomin Song , Qi Qian , Hao Li , Liang Sun , Shenghuo Zhu , Rong Jin

Gaussian Process Regression (GPR) is a powerful tool for nonparametric regression, but its application in a fully Bayesian fashion in high-dimensional settings is hindered by two primary challenges: the difficulty of variable selection and…

Methodology · Statistics 2025-11-11 Peter Knaus

We propose to use Gaussian process regression to accurately estimate the diffusion MRI signal at arbitrary locations in q-space. By estimating the signal on a grid, we can do synthetic diffusion spectrum imaging: reconstructing the ensemble…

Applications · Statistics 2020-01-03 Jens Sjölund , Anders Eklund , Evren Özarslan , Hans Knutsson

Gaussian processes are a natural way of defining prior distributions over functions of one or more input variables. In a simple nonparametric regression problem, where such a function gives the mean of a Gaussian distribution for an…

Data Analysis, Statistics and Probability · Physics 2008-02-03 Radford M. Neal

Gaussian Process Regression (GPR) is a nonparametric supervised learning method, widely valued for its ability to quantify uncertainty. Despite its advantages and broad applications, classical GPR implementations face significant…

Quantum Physics · Physics 2025-03-25 Junpeng Hu , Jinglai Li , Lei Zhang , Shi Jin

In this work, we present a novel machine learning approach for pricing high-dimensional American options based on the modified Gaussian process regression (GPR). We incorporate deep kernel learning and sparse variational Gaussian processes…

Computational Finance · Quantitative Finance 2024-04-19 Jirong Zhuang , Deng Ding , Weiguo Lu , Xuan Wu , Gangnan Yuan

Systematic effects that limit the achievable sensitivity of current low-frequency radio telescopes to the 21 cm signal are among the foremost challenges in observational 21 cm cosmology. The standard approach to retrieving the 21 cm signal…

Cosmology and Nongalactic Astrophysics · Physics 2025-12-23 S. Munshi , L. V. E. Koopmans , F. G. Mertens , A. R. Offringa , S. A. Brackenhoff , E. Ceccotti , J. K. Chege , L. Y. Gao , S. Ghosh , M. Mevius , S. Zaroubi

Current global precipitation estimates from spaceborne precipitation radars are limited by their sensitivity to light and frozen precipitation, leading to systematic underestimation of precipitation at high latitudes. Because passive…

Atmospheric and Oceanic Physics · Physics 2026-05-11 Simon Pfreundschuh , Christian D. Kummerow
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