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For a learning task, Gaussian process (GP) is interested in learning the statistical relationship between inputs and outputs, since it offers not only the prediction mean but also the associated variability. The vanilla GP however struggles…

Machine Learning · Statistics 2020-09-01 Haitao Liu , Yew-Soon Ong , Xiaomo Jiang , Xiaofang Wang

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

With the advent of artificial intelligence and machine learning, various domains of science and engineering communities have leveraged data-driven surrogates to model complex systems through fusing numerous sources of information (data)…

We would like to learn latent representations that are low-dimensional and highly interpretable. A model that has these characteristics is the Gaussian Process Latent Variable Model. The benefits and negative of the GP-LVM are complementary…

Machine Learning · Statistics 2017-12-19 Erik Bodin , Iman Malik , Carl Henrik Ek , Neill D. F. Campbell

Latent dynamics discovery is challenging in extracting complex dynamics from high-dimensional noisy neural data. Many dimensionality reduction methods have been widely adopted to extract low-dimensional, smooth and time-evolving latent…

Machine Learning · Computer Science 2019-07-02 Qi She , Anqi Wu

We present a Gaussian Process - Latent Class Choice Model (GP-LCCM) to integrate a non-parametric class of probabilistic machine learning within discrete choice models (DCMs). Gaussian Processes (GPs) are kernel-based algorithms that…

Econometrics · Economics 2023-08-02 Georges Sfeir , Filipe Rodrigues , Maya Abou-Zeid

We introduce a methodology for nonlinear inverse problems using a variational Bayesian approach where the unknown quantity is a spatial field. A structured Bayesian Gaussian process latent variable model is used both to construct a…

Machine Learning · Statistics 2019-02-20 Steven Atkinson , Nicholas Zabaras

The multi-view Gaussian process latent variable model (MV-GPLVM) aims to learn a unified representation from multi-view data but is hindered by challenges such as limited kernel expressiveness and low computational efficiency. To overcome…

Machine Learning · Statistics 2025-12-16 Zi Yang , Ying Li , Zhidi Lin , Michael Minyi Zhang , Pablo M. Olmos

Characterizing the relationship between neural population activity and behavioral data is a central goal of neuroscience. While latent variable models (LVMs) are successful in describing high-dimensional time-series data, they are typically…

Machine Learning · Computer Science 2026-02-12 Rabia Gondur , Usama Bin Sikandar , Evan Schaffer , Mikio Christian Aoi , Stephen L Keeley

Multivariate time series with missing values are common in areas such as healthcare and finance, and have grown in number and complexity over the years. This raises the question whether deep learning methodologies can outperform classical…

Machine Learning · Statistics 2020-02-21 Vincent Fortuin , Dmitry Baranchuk , Gunnar Rätsch , Stephan Mandt

Unsupervised learning on imbalanced data is challenging because, when given imbalanced data, current model is often dominated by the major category and ignores the categories with small amount of data. We develop a latent variable model…

Machine Learning · Computer Science 2016-07-04 Fariba Yousefi , Zhenwen Dai , Carl Henrik Ek , Neil Lawrence

We present the Gaussian process dynamical mixture model (GPDMM) and show its utility in single-example learning of human motion data. The Gaussian process dynamical model (GPDM) is a form of the Gaussian process latent variable model…

Machine Learning · Computer Science 2025-06-18 Jesse St. Amand , Leonardo Gizzi , Martin A. Giese

The development of robust generative models for highly varied non-stationary time series data is a complex yet important problem. Traditional models for time series data prediction, such as Long Short-Term Memory (LSTM), are inefficient and…

Machine Learning · Computer Science 2024-11-18 Anton Johansson , Arunselvan Ramaswamy

High-dimensional multivariate longitudinal data, which arise when many outcome variables are measured repeatedly over time, are becoming increasingly common in social, behavioral and health sciences. We propose a latent variable model for…

Methodology · Statistics 2025-12-09 Sze Ming Lee , Yunxiao Chen , Tony Sit

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk , Carl E. Rasmussen

Gaussian processes (GPs) are ubiquitously used in sciences and engineering as metamodels. Standard GPs, however, can only handle numerical or quantitative variables. In this paper, we introduce latent map Gaussian processes (LMGPs) that…

Machine Learning · Statistics 2021-10-13 Nicholas Oune , Ramin Bostanabad

This paper presents an efficient variational inference framework for deriving a family of structured gaussian process regression network (SGPRN) models. The key idea is to incorporate auxiliary inducing variables in latent functions and…

Machine Learning · Computer Science 2021-11-19 Rui Meng , Herbie Lee , Kristofer Bouchard

Multivariate categorical data occur in many applications of machine learning. One of the main difficulties with these vectors of categorical variables is sparsity. The number of possible observations grows exponentially with vector length,…

Machine Learning · Statistics 2015-03-10 Yarin Gal , Yutian Chen , Zoubin Ghahramani

Gaussian Process Latent Variable Models (GPLVMs) have become increasingly popular for unsupervised tasks such as dimensionality reduction and missing data recovery due to their flexibility and non-linear nature. An importance-weighted…

Machine Learning · Computer Science 2026-03-10 Jian Xu , Shian Du , Junmei Yang , Qianli Ma , Delu Zeng , John Paisley

Single-cell RNA-seq datasets are growing in size and complexity, enabling the study of cellular composition changes in various biological/clinical contexts. Scalable dimensionality reduction techniques are in need to disentangle biological…