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In image reconstruction, an accurate quantification of uncertainty is of great importance for informed decision making. Here, the Bayesian approach to inverse problems can be used: the image is represented through a random function that…

We consider the reconstruction of a bandlimited function from its finite localized sample data. Truncating the classical Shannon sampling series results in an unsatisfactory convergence rate due to the slow decay of the sinc function. To…

We propose a novel theoretical and methodological framework for Gaussian process regression subject to privacy constraints. The proposed method can be used when a data owner is unwilling to share a high-fidelity supervised learning model…

Gaussian processes (GPs) provide a powerful framework for extrapolation, interpolation, and noise removal in regression and classification. This paper considers constraining GPs to arbitrarily-shaped domains with boundary conditions. We…

We present an approximate Bayesian inference approach for estimating the intensity of an inhomogeneous Poisson process, where the intensity function is modelled using a Gaussian process (GP) prior via a sigmoid link function. Augmenting the…

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…

One of the fundamental tasks of science is to find explainable relationships between observed phenomena. One approach to this task that has received attention in recent years is based on probabilistic graphical modelling with sparsity…

Gaussian processes (GPs) are a mature and widely-used component of the ML toolbox. One of their desirable qualities is automatic hyperparameter selection, which allows for training without user intervention. However, in many realistic…

This paper presents an approach for constrained Gaussian Process (GP) regression where we assume that a set of linear transformations of the process are bounded. It is motivated by machine learning applications for high-consequence…

Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error.…

We consider the problem of learning a Gaussian variational approximation to the posterior distribution for a high-dimensional parameter, where we impose sparsity in the precision matrix to reflect appropriate conditional independence…

We present techniques for effective Gaussian process (GP) modelling of multiple short time series. These problems are common when applying GP models independently to each gene in a gene expression time series data set. Such sets typically…

We study the performance of nonparametric Bayes procedures for one-dimensional diffusions with periodic drift. We improve existing convergence rate results for Gaussian process (GP) priors with fixed hyper parameters. Moreover, we exhibit…

Gaussian multiplicative noise is commonly used as a stochastic regularisation technique in training of deterministic neural networks. A recent paper reinterpreted the technique as a specific algorithm for approximate inference in Bayesian…

The computational efficiency of approximate Bayesian computation (ABC) has been improved by using surrogate models such as Gaussian processes (GP). In one such promising framework the discrepancy between the simulated and observed data is…

In recent years, surrogate models have been successfully used in likelihood-free inference to decrease the number of simulator evaluations. The current state-of-the-art performance for this task has been achieved by Bayesian Optimization…

We consider a Bayesian framework for estimating a high-dimensional sparse precision matrix, in which adaptive shrinkage and sparsity are induced by a mixture of Laplace priors. Besides discussing our formulation from the Bayesian…

Gaussian processes (GPs) are a popular class of Bayesian nonparametric models, but its training can be computationally burdensome for massive training datasets. While there has been notable work on scaling up these models for big data,…

The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…