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Gaussian processes (GPs) are non-linear probabilistic models popular in many applications. However, na\"ive GP realizations require quadratic memory to store the covariance matrix and cubic computation to perform inference or evaluate the…

Computation · Statistics 2021-05-03 Amanda Muyskens , Benjamin Priest , Imène Goumiri , Michael Schneider

Gaussian processes (GPs) are flexible, probabilistic, nonparametric models widely used in fields such as spatial statistics and machine learning. A drawback of Gaussian processes is their computational cost, with $O(N^3)$ time and $O(N^2)$…

Computation · Statistics 2026-05-20 Filippo Rambelli , Fabio Sigrist

Gaussian processes (GPs) serve as flexible surrogates for complex surfaces, but buckle under the cubic cost of matrix decompositions with big training data sizes. Geospatial and machine learning communities suggest pseudo-inputs, or…

Methodology · Statistics 2021-02-05 D. Austin Cole , Ryan Christianson , Robert B. Gramacy

The Gaussian process (GP) is a widely used probabilistic machine learning method with implicit uncertainty characterization for stochastic function approximation, stochastic modeling, and analyzing real-world measurements of nonlinear…

Machine Learning · Statistics 2026-04-14 Mark D. Risser , Marcus M. Noack , Hengrui Luo , Ronald Pandolfi

Gaussian processes (GPs) are commonplace in spatial statistics. Although many non-stationary models have been developed, there is arguably a lack of flexibility compared to equipping each location with its own parameters. However, the…

Machine Learning · Statistics 2018-07-19 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

Gaussian process models are commonly used as emulators for computer experiments. However, developing a Gaussian process emulator can be computationally prohibitive when the number of experimental samples is even moderately large. Local…

Methodology · Statistics 2018-09-26 Chih-Li Sung , Robert B. Gramacy , Benjamin Haaland

Creating low dimensional representations of a high dimensional data set is an important component in many machine learning applications. How to cluster data using their low dimensional embedded space is still a challenging problem in…

Machine Learning · Computer Science 2023-03-27 Zahra Moslehi , Abdolreza Mirzaei , Mehran Safayani

Gaussian processes are typically used for smoothing and interpolation on small datasets. We introduce a new Bayesian nonparametric framework -- GPatt -- enabling automatic pattern extrapolation with Gaussian processes on large…

Machine Learning · Statistics 2014-01-03 Andrew Gordon Wilson , Elad Gilboa , Arye Nehorai , John P. Cunningham

Earth observation from satellite sensory data poses challenging problems, where machine learning is currently a key player. In recent years, Gaussian Process (GP) regression has excelled in biophysical parameter estimation tasks from…

Multi-fidelity modeling and calibration are data fusion tasks that ubiquitously arise in engineering design. In this paper, we introduce a novel approach based on latent-map Gaussian processes (LMGPs) that enables efficient and accurate…

Machine Learning · Statistics 2022-01-17 Nicholas Oune , Jonathan Tammer Eweis-Labolle , Ramin Bostanabad

Gaussian processes (GPs) are a good choice for function approximation as they are flexible, robust to over-fitting, and provide well-calibrated predictive uncertainty. Deep Gaussian processes (DGPs) are multi-layer generalisations of GPs,…

Machine Learning · Statistics 2017-11-15 Hugh Salimbeni , Marc Deisenroth

Environmental sensors are crucial for monitoring weather conditions and the impacts of climate change. However, it is challenging to place sensors in a way that maximises the informativeness of their measurements, particularly in remote…

This article focuses on drawing computationally-efficient predictive inference from Gaussian process (GP) regressions with a large number of features when the response is conditionally independent of the features given the projection to a…

Methodology · Statistics 2024-09-27 Samuel Gailliot , Rajarshi Guhaniyogi , Roger D. Peng

Gaussian processes (GPs) are powerful but computationally expensive machine learning models, requiring an estimate of the kernel covariance matrix for every prediction. In large and complex domains, such as graphs, sets, or images, the…

Machine Learning · Computer Science 2022-04-22 Alessandro Tibo , Thomas Dyhre Nielsen

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,…

Methodology · Statistics 2023-11-16 Kevin Li , Simon Mak

Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…

Machine Learning · Computer Science 2012-03-19 Yuan , Qi , Ahmed H. Abdel-Gawad , Thomas P. Minka

Gaussian processes are the ideal tool for modelling the Galactic ISM, combining statistical flexibility with a good match to the underlying physics. In an earlier paper we outlined how they can be employed to construct three-dimensional…

Instrumentation and Methods for Astrophysics · Physics 2018-08-15 S. E. Sale , J. Magorrian

Gaussian process regression is a popular Bayesian framework for surrogate modeling of expensive data sources. As part of a broader effort in scientific machine learning, many recent works have incorporated physical constraints or other a…

Machine Learning · Computer Science 2021-01-07 Laura Swiler , Mamikon Gulian , Ari Frankel , Cosmin Safta , John Jakeman

Particulate matter (PM) is a class of malicious environmental pollutants known to be detrimental to human health. Regulatory efforts aimed at curbing PM levels in different countries often require high resolution space-time maps that can…

Applications · Statistics 2016-04-15 Abhirup Datta , Sudipto Banerjee , Andrew O. Finley , Nicholas A. S. Hamm , Martijn Schaap

We reconsider a nonparametric density model based on Gaussian processes. By augmenting the model with latent P\'olya--Gamma random variables and a latent marked Poisson process we obtain a new likelihood which is conjugate to the model's…

Machine Learning · Statistics 2018-05-30 Christian Donner , Manfred Opper