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Sparse variational approximations allow for principled and scalable inference in Gaussian Process (GP) models. In settings where several GPs are part of the generative model, theses GPs are a posteriori coupled. For many applications such…

Machine Learning · Statistics 2017-11-30 Vincent Adam

Extreme environmental events frequently exhibit spatial and temporal dependence. These data are often modeled using max stable processes (MSPs). MSPs are computationally prohibitive to fit for as few as a dozen observations, with supposed…

Methodology · Statistics 2022-05-02 Emily C. Hector , Brian J. Reich

Spatial data are often derived from multiple sources (e.g. satellites, in-situ sensors, survey samples) with different supports, but associated with the same properties of a spatial phenomenon of interest. It is common for predictors to…

Despite the abundance of methods for variable selection and accommodating spatial structure in regression models, there is little precedent for incorporating spatial dependence in covariate inclusion probabilities for regionally varying…

Methodology · Statistics 2012-09-05 Kristian Lum

We introduce a Bayesian Gaussian process latent variable model that explicitly captures spatial correlations in data using a parameterized spatial kernel and leveraging structure-exploiting algebra on the model covariance matrices for…

Machine Learning · Statistics 2018-05-23 Steven Atkinson , Nicholas Zabaras

We develop a scalable class of models for latent variable estimation using composite Gaussian processes, with a focus on derivative Gaussian processes. We jointly model multiple data sources as outputs to improve the accuracy of latent…

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

Gaussian processes (GPs) furnish accurate nonlinear predictions with well-calibrated uncertainty. However, the typical GP setup has a built-in stationarity assumption, making it ill-suited for modeling data from processes with sudden…

Multi-task/Multi-output learning seeks to exploit correlation among tasks to enhance performance over learning or solving each task independently. In this paper, we investigate this problem in the context of Gaussian Processes (GPs) and…

Machine Learning · Statistics 2018-05-10 Weitong Ruan , Eric L. Miller

Mixtures of experts probabilistically divide the input space into regions, where the assumptions of each expert, or conditional model, need only hold locally. Combined with Gaussian process (GP) experts, this results in a powerful and…

Machine Learning · Statistics 2019-05-31 Charles W. L. Gadd , Sara Wade , Alexis Boukouvalas

Satellite imagery and remote sensing provide explanatory variables at relatively high resolutions for modeling geospatial phenomena, yet regional summaries are often desirable for analysis and actionable insight. In this paper, we propose a…

Machine Learning · Statistics 2017-12-15 Sam Kriegman , Marcin Szubert , Josh C. Bongard , Christian Skalka

We develop an online probabilistic metric-semantic mapping approach for mobile robot teams relying on streaming RGB-D observations. The generated maps contain full continuous distributional information about the geometric surfaces and…

Robotics · Computer Science 2021-03-31 Ehsan Zobeidi , Alec Koppel , Nikolay Atanasov

Modelling longitudinal data is an important yet challenging task. These datasets can be high-dimensional, contain non-linear effects and time-varying covariates. Gaussian process (GP) prior-based variational autoencoders (VAEs) have emerged…

Machine Learning · Computer Science 2024-09-18 Priscilla Ong , Manuel Haußmann , Otto Lönnroth , Harri Lähdesmäki

Gaussian processes (GPs) are important probabilistic tools for inference and learning in spatio-temporal modelling problems such as those in climate science and epidemiology. However, existing GP approximations do not simultaneously support…

Machine Learning · Computer Science 2021-06-21 Will Tebbutt , Arno Solin , Richard E. Turner

This paper studies the problem of learning the correlation structure of a set of intervention functions defined on the directed acyclic graph (DAG) of a causal model. This is useful when we are interested in jointly learning the causal…

Machine Learning · Statistics 2020-09-29 Virginia Aglietti , Theodoros Damoulas , Mauricio Álvarez , Javier González

We introduce an approach to quickly and accurately approximate the cumulative distribution function of multivariate Gaussian distributions arising from spatial Gaussian processes. This approximation is trivially parallelizable and simple to…

Computation · Statistics 2020-07-31 Mauricio Nascimento , Benjamin A. Shaby

The rapid development of high-throughput technologies has enabled the generation of data from biological or disease processes that span multiple layers, like genomic, proteomic or metabolomic data, and further pertain to multiple sources,…

Machine Learning · Statistics 2022-01-25 Subhabrata Majumdar , George Michailidis

Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

Machine Learning · Statistics 2021-02-24 Simone Rossi , Markus Heinonen , Edwin V. Bonilla , Zheyang Shen , Maurizio Filippone

We apply Gaussian process (GP) regression, which provides a powerful non-parametric probabilistic method of relating inputs to outputs, to survival data consisting of time-to-event and covariate measurements. In this context, the covariates…

Statistics Theory · Mathematics 2014-09-08 James E. Barrett , Anthony C. C. Coolen

Model-based approaches bear great promise for decision making of agents interacting with the physical world. In the context of spatial environments, different types of problems such as localisation, mapping, navigation or autonomous…

Machine Learning · Statistics 2019-06-21 Atanas Mirchev , Baris Kayalibay , Maximilian Soelch , Patrick van der Smagt , Justin Bayer