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In geostatistical problems with massive sample size, Gaussian processes can be approximated using sparse directed acyclic graphs to achieve scalable $O(n)$ computational complexity. In these models, data at each location are typically…
Supervised statistical classification is a vital tool for satellite image processing. It is useful not only when a discrete result, such as feature extraction or surface type, is required, but also for continuum retrievals by dividing the…
Spatial fields in the Earth and environmental sciences are often available at multiple scales or resolutions. While coarse-scale data (e.g., from global circulation models) are often abundant, they lack the local detail provided by…
This Paper conducts a thorough simulation study to assess the effectiveness of various acceleration techniques designed to enhance the conjugate gradient algorithm, which is used for solving large linear systems to accelerate Bayesian…
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…
Deep Gaussian Processes (DGPs) are multi-layer, flexible extensions of Gaussian processes but their training remains challenging. Sparse approximations simplify the training but often require optimization over a large number of inducing…
A novel extrapolation method is proposed for longitudinal forecasting. A hierarchical Gaussian process model is used to combine nonlinear population change and individual memory of the past to make prediction. The prediction error is…
Latent Gaussian copula models provide a powerful means to perform multi-view data integration since these models can seamlessly express dependencies between mixed variable types (binary, continuous, zero-inflated) via latent Gaussian…
Spatial point process (SPP) models are commonly used to analyze point pattern data in many fields, including presence-only data in ecology. Existing exact Bayesian methods for fitting these models are computationally expensive because they…
Gaussian processes (GPs) are widely used in non-parametric Bayesian modeling, and play an important role in various statistical and machine learning applications. In a variety tasks of uncertainty quantification, generating random sample…
We put forward a new Bayesian modeling strategy for spatiotemporal count data that enables efficient posterior sampling. Most previous models for such data decompose logarithms of the response Poisson rates into fixed effects and spatial…
Graph condensation reduces the size of large graphs while preserving performance, addressing the scalability challenges of Graph Neural Networks caused by computational inefficiencies on large datasets. Existing methods often rely on…
Gaussian Processes face two primary challenges: constructing models for large datasets and selecting the optimal model. This master's thesis tackles these challenges in the low-dimensional case. We examine recent convergence results to…
As a non-parametric Bayesian model which produces informative predictive distribution, Gaussian process (GP) has been widely used in various fields, like regression, classification and optimization. The cubic complexity of standard GP…
Sparsity, defined as the presence of missing or zero values in a dataset, often poses a major challenge while operating on real-life datasets. Sparsity in features or target data of the training dataset can be handled using various…
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…
We propose a probabilistic model for inferring the multivariate function from multiple areal data sets with various granularities. Here, the areal data are observed not at location points but at regions. Existing regression-based models can…
Gaussian processes are distributions over functions that are versatile and mathematically convenient priors in Bayesian modelling. However, their use is often impeded for data with large numbers of observations, $N$, due to the cubic (in…
Gaussian process regression is widely used because of its ability to provide well-calibrated uncertainty estimates and handle small or sparse datasets. However, it struggles with high-dimensional data. One possible way to scale this…
We introduce a scalable Gaussian process (GP) framework with deep product kernels for data-driven learning of parametrized spatio-temporal fields over fixed or parameter-dependent domains. The proposed framework learns a continuous…