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Multivariate Gaussian processes (GPs) offer a powerful probabilistic framework to represent complex interdependent phenomena. They pose, however, significant computational challenges in high-dimensional settings, which frequently arise in…

Learning uncertain dynamics models using Gaussian process~(GP) regression has been demonstrated to enable high-performance and safety-aware control strategies for challenging real-world applications. Yet, for computational tractability,…

Optimization and Control · Mathematics 2024-09-17 Manish Prajapat , Amon Lahr , Johannes Köhler , Andreas Krause , Melanie N. Zeilinger

Estimating causal effects in quasi-experiments with spatio-temporal panel data often requires adjusting for unmeasured confounding that varies across space and time. Gaussian Processes (GPs) offer a flexible, nonparametric modeling approach…

Methodology · Statistics 2025-07-08 Sofia L. Vega , Rachel C. Nethery

The data-driven approach is emerging as a promising method for the topological design of multiscale structures with greater efficiency. However, existing data-driven methods mostly focus on a single class of microstructures without…

Computational Engineering, Finance, and Science · Computer Science 2020-09-17 Liwei Wang , Siyu Tao , Ping Zhu , Wei Chen

Gaussian Processes (GPs) are powerful non-parametric Bayesian regression models that allow exact posterior inference, but exhibit high computational and memory costs. In order to improve scalability of GPs, approximate posterior inference…

Machine Learning · Computer Science 2020-04-28 Martin Trapp , Robert Peharz , Franz Pernkopf , Carl E. Rasmussen

We present GP-4DGS, a novel framework that integrates Gaussian Processes (GPs) into 4D Gaussian Splatting (4DGS) for principled probabilistic modeling of dynamic scenes. While existing 4DGS methods focus on deterministic reconstruction,…

Computer Vision and Pattern Recognition · Computer Science 2026-04-06 Mijeong Kim , Jungtaek Kim , Bohyung Han

Off-the-shelf Gaussian Process (GP) covariance functions encode smoothness assumptions on the structure of the function to be modeled. To model complex and non-differentiable functions, these smoothness assumptions are often too…

Machine Learning · Statistics 2016-04-12 Roberto Calandra , Jan Peters , Carl Edward Rasmussen , Marc Peter Deisenroth

We introduce a scalable approach to Gaussian process inference that combines spatio-temporal filtering with natural gradient variational inference, resulting in a non-conjugate GP method for multivariate data that scales linearly with…

Machine Learning · Computer Science 2021-11-03 Oliver Hamelijnck , William J. Wilkinson , Niki A. Loppi , Arno Solin , Theodoros Damoulas

Gaussian processes (GP) provide a prior over functions and allow finding complex regularities in data. Gaussian processes are successfully used for classification/regression problems and dimensionality reduction. In this work we consider…

Machine Learning · Computer Science 2016-11-21 Pavel Izmailov , Dmitry Kropotov

Mechanistic simulation models are inverted against observations in order to gain inference on modeled processes. However, with the increasing ability to collect high resolution observations, these observations represent more patterns of…

Computation · Statistics 2018-12-20 Thomas Wutzler

Spatio-temporal data sets are rapidly growing in size. For example, environmental variables are measured with ever-higher resolution by increasing numbers of automated sensors mounted on satellites and aircraft. Using such data, which are…

Methodology · Statistics 2019-11-14 Marcin Jurek , Matthias Katzfuss

Gaussian process ($GP$) regression is a widely used non-parametric modeling tool, but its cubic complexity in the training size limits its use on massive data sets. A practical remedy is to predict using only the nearest neighbours of each…

Machine Learning · Statistics 2026-04-09 Robert Allison , Tomasz Maciazek , Anthony Stephenson

Functional covariates arise in many scientific and engineering applications when model inputs take the form of time-dependent or spatially distributed profiles, such as varying boundary conditions or changing material behaviours. In…

Statistics Theory · Mathematics 2026-03-10 Razak Christophe Sabi Gninkou , Andrés F. López-Lopera , Franck Massa , Rodolphe Le Riche

In decision-making systems, it is important to have classifiers that have calibrated uncertainties, with an optimisation objective that can be used for automated model selection and training. Gaussian processes (GPs) provide uncertainty…

Machine Learning · Statistics 2020-03-05 Vincent Dutordoir , Mark van der Wilk , Artem Artemev , James Hensman

Current remote sensing image classification problems have to deal with an unprecedented amount of heterogeneous and complex data sources. Upcoming missions will soon provide large data streams that will make land cover/use classification…

Machine Learning · Computer Science 2017-10-04 Pablo Morales-Alvarez , Adrian Perez-Suay , Rafael Molina , Gustau Camps-Valls

We propose a novel sparse spectrum approximation of Gaussian process (GP) tailored for Bayesian optimization. Whilst the current sparse spectrum methods provide desired approximations for regression problems, it is observed that this…

Machine Learning · Computer Science 2020-06-09 Ang Yang , Cheng Li , Santu Rana , Sunil Gupta , Svetha Venkatesh

Variational Gaussian process (GP) approximations have become a standard tool in fast GP inference. This technique requires a user to select variational features to increase efficiency. So far the common choices in the literature are…

Machine Learning · Statistics 2021-10-26 Veit Wild , George Wynne

Recently, there has been a growing interest in mixed-categorical metamodels based on Gaussian Process (GP) for Bayesian optimization. In this context, different approaches can be used to build the mixed-categorical GP. Many of these…

Optimization and Control · Mathematics 2024-05-14 Paul Saves , Youssef Diouane , Nathalie Bartoli , Thierry Lefebvre , Joseph Morlier

Recent advances in the field of meta-learning have tackled domains consisting of large numbers of small ("few-shot") supervised learning tasks. Meta-learning algorithms must be able to rapidly adapt to any individual few-shot task, fitting…

Machine Learning · Computer Science 2021-10-22 Vivek Myers , Nikhil Sardana

Often in machine learning, data are collected as a combination of multiple conditions, e.g., the voice recordings of multiple persons, each labeled with an ID. How could we build a model that captures the latent information related to these…

Machine Learning · Statistics 2017-05-30 Zhenwen Dai , Mauricio A. Álvarez , Neil D. Lawrence