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A common problem in neuroscience is to elucidate the collective neural representations of behaviorally important variables such as head direction, spatial location, upcoming movements, or mental spatial transformations. Often, these latent…

Machine Learning · Statistics 2020-10-22 Kristopher T. Jensen , Ta-Chu Kao , Marco Tripodi , Guillaume Hennequin

Learning mappings between functional spaces, also known as function-on-function regression, is a fundamental problem in functional data analysis with broad applications, including spatiotemporal forecasting, curve prediction, and climate…

Machine Learning · Computer Science 2026-04-07 Matthew Lowery , Zhitong Xu , Da Long , Keyan Chen , Daniel S. Johnson , Yang Bai , Varun Shankar , Shandian Zhe

This work proposes a scalable probabilistic latent variable model based on Gaussian processes (Lawrence, 2004) in the context of multiple observation spaces. We focus on an application in astrophysics where data sets typically contain both…

Astrophysics of Galaxies · Physics 2025-02-28 Vidhi Lalchand , Anna-Christina Eilers

Gaussian processes (GP) for machine learning have been studied systematically over the past two decades and they are by now widely used in a number of diverse applications. However, GP kernel design and the associated hyper-parameter…

Machine Learning · Computer Science 2020-10-28 Feng Yin , Lishuo Pan , Xinwei He , Tianshi Chen , Sergios Theodoridis , Zhi-Quan , Luo

We introduce a fast algorithm for Gaussian process regression in low dimensions, applicable to a widely-used family of non-stationary kernels. The non-stationarity of these kernels is induced by arbitrary spatially-varying vertical and…

Numerical Analysis · Mathematics 2025-03-28 P. Michael Kielstra , Michael Lindsey

In this paper we introduce GP+, an open-source library for kernel-based learning via Gaussian processes (GPs) which are powerful statistical models that are completely characterized by their parametric covariance and mean functions. GP+ is…

Machine Learning · Computer Science 2024-06-06 Amin Yousefpour , Zahra Zanjani Foumani , Mehdi Shishehbor , Carlos Mora , Ramin Bostanabad

We propose a novel adaptive kernel based regression method for complex-valued signals: the generalized complex-valued kernel least-mean-square (gCKLMS). We borrow from the new results on widely linear reproducing kernel Hilbert space…

Machine Learning · Statistics 2019-10-02 Rafael Boloix-Tortosa , Juan José Murillo-Fuentes , Sotirios A. Tsaftaris

Gaussian graphical models (GGM) have been widely used in many high-dimensional applications ranging from biological and financial data to recommender systems. Sparsity in GGM plays a central role both statistically and computationally.…

Machine Learning · Statistics 2014-06-12 Zhaoshi Meng , Brian Eriksson , Alfred O. Hero

The Gaussian process state-space model (GPSSM) has attracted extensive attention for modeling complex nonlinear dynamical systems. However, the existing GPSSM employs separate Gaussian processes (GPs) for each latent state dimension,…

Machine Learning · Computer Science 2023-09-06 Zhidi Lin , Juan Maroñas , Ying Li , Feng Yin , Sergios Theodoridis

In nonparametric regression, it is common for the inputs to fall in a restricted subset of Euclidean space. Typical kernel-based methods that do not take into account the intrinsic geometry of the domain across which observations are…

Methodology · Statistics 2021-11-04 David B Dunson , Hau-Tieng Wu , Nan Wu

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

The Gaussian Process with a deep kernel is an extension of the classic GP regression model and this extended model usually constructs a new kernel function by deploying deep learning techniques like long short-term memory networks. A…

Computational Finance · Quantitative Finance 2021-05-27 Yong Shi , Wei Dai , Wen Long , Bo Li

We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…

Machine Learning · Statistics 2018-11-06 Edwin V. Bonilla , Karl Krauth , Amir Dezfouli

The recent emergence of deep learning has led to a great deal of work on designing supervised deep semantic segmentation algorithms. As in many tasks sufficient pixel-level labels are very difficult to obtain, we propose a method which…

Computer Vision and Pattern Recognition · Computer Science 2024-04-19 Matthias Schwab , Agnes Mayr , Markus Haltmeier

Computer simulations often involve both qualitative and numerical inputs. Existing Gaussian process (GP) methods for handling this mainly assume a different response surface for each combination of levels of the qualitative factors and…

Machine Learning · Statistics 2019-01-31 Yichi Zhang , Siyu Tao , Wei Chen , Daniel W. Apley

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

Gaussian processes provide a powerful probabilistic kernel learning framework, which allows learning high quality nonparametric regression models via methods such as Gaussian process regression. Nevertheless, the learning phase of Gaussian…

Numerical Analysis · Mathematics 2021-01-06 Paz Fink Shustin , Haim Avron

This work presents an efficient framework to generate a motion plan of a robot with high degrees of freedom (e.g., a humanoid robot). High-dimensionality of the robot configuration space often leads to difficulties in utilizing the…

Robotics · Computer Science 2018-08-02 Jung-Su Ha , Hyeok-Joo Chae , Han-Lim Choi

Gaussian Process Regression (GPR) is widely used for inferring functions from noisy data. GPR crucially relies on the choice of a kernel, which might be specified in terms of a collection of hyperparameters that must be chosen or learned.…

Numerical Analysis · Mathematics 2025-06-16 P. Michael Kielstra , Michael Lindsey

A key challenge in the practical application of Gaussian processes (GPs) is selecting a proper covariance function. The moving average, or process convolutions, construction of GPs allows some additional flexibility, but still requires…

Machine Learning · Statistics 2022-10-19 Thomas M. McDonald , Magnus Ross , Michael T. Smith , Mauricio A. Álvarez