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A Gaussian Process (GP) is a prominent mathematical framework for stochastic function approximation in science and engineering applications. This success is largely attributed to the GP's analytical tractability, robustness, non-parametric…

Machine Learning · Statistics 2022-05-19 Marcus M. Noack , Harinarayan Krishnan , Mark D. Risser , Kristofer G. Reyes

We consider Bayesian inference problems with computationally intensive likelihood functions. We propose a Gaussian process (GP) based method to approximate the joint distribution of the unknown parameters and the data. In particular, we…

Computation · Statistics 2018-03-15 Hongqiao Wang , Jinglai Li

Gaussian Process (GP) regression is a flexible non-parametric approach to approximate complex models. In many cases, these models correspond to processes with bounded physical properties. Standard GP regression typically results in a proxy…

Machine Learning · Computer Science 2020-04-10 Andrew Pensoneault , Xiu Yang , Xueyu Zhu

Deep Gaussian processes have recently been proposed as natural objects to fit, similarly to deep neural networks, possibly complex features present in modern data samples, such as compositional structures. Adopting a Bayesian nonparametric…

Statistics Theory · Mathematics 2025-02-04 Ismaël Castillo , Thibault Randrianarisoa

Gaussian processes (GPs) are flexible non-parametric models, with a capacity that grows with the available data. However, computational constraints with standard inference procedures have limited exact GPs to problems with fewer than about…

Gaussian processes (GPs) are nonparametric Bayesian models that have been applied to regression and classification problems. One of the approaches to alleviate their cubic training cost is the use of local GP experts trained on subsets of…

Machine Learning · Statistics 2021-02-16 Samuel Cohen , Rendani Mbuvha , Tshilidzi Marwala , Marc Peter Deisenroth

Gaussian process (GP) models have received increasing attention in recent years due to their superb prediction accuracy and modeling flexibility. To address the computational burdens of GP models for large-scale datasets, distributed…

Machine Learning · Statistics 2026-02-11 Haoyuan Chen , Rui Tuo

Deep neural networks (DNN) and Gaussian processes (GP) are two powerful models with several theoretical connections relating them, but the relationship between their training methods is not well understood. In this paper, we show that…

Machine Learning · Statistics 2020-07-21 Mohammad Emtiyaz Khan , Alexander Immer , Ehsan Abedi , Maciej Korzepa

Gaussian processes (GPs) enable principled computation of model uncertainty, making them attractive for safety-critical applications. Such scenarios demand that GP decisions are not only accurate, but also robust to perturbations. In this…

Machine Learning · Computer Science 2021-04-08 Andrea Patane , Arno Blaas , Luca Laurenti , Luca Cardelli , Stephen Roberts , Marta Kwiatkowska

Standard Gaussian Process (GP) regression, a powerful machine learning tool, is computationally expensive when it is applied to large datasets, and potentially inaccurate when data points are sparsely distributed in a high-dimensional…

Machine Learning · Computer Science 2016-03-08 Z. Zhang , K. Duraisamy , N. A. Gumerov

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…

Computation · Statistics 2024-08-02 Haoyuan Chen , Rui Tuo

Gaussian Processes (GPs) are Bayesian models that provide uncertainty estimates associated to the predictions made. They are also very flexible due to their non-parametric nature. Nevertheless, GPs suffer from poor scalability as the number…

Machine Learning · Computer Science 2021-07-16 Bahram Jafrasteh , Carlos Villacampa-Calvo , Daniel Hernández-Lobato

Gaussian processes (GPs) play an essential role in biostatistics, scientific machine learning, and Bayesian optimization for their ability to provide probabilistic predictions and model uncertainty. However, GP inference struggles to scale…

Machine Learning · Computer Science 2025-10-29 Pratik Rathore , Zachary Frangella , Sachin Garg , Shaghayegh Fazliani , Michał Dereziński , Madeleine Udell

Gaussian process (GP) models form a core part of probabilistic machine learning. Considerable research effort has been made into attacking three issues with GP models: how to compute efficiently when the number of data is large; how to…

Machine Learning · Statistics 2015-06-15 James Hensman , Alexander G. de G. Matthews , Maurizio Filippone , Zoubin Ghahramani

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 2010-02-23 Yuan Qi , Ahmed H. Abdel-Gawad , Thomas P. Minka

Sparse variational Gaussian process (GP) approximations based on inducing points have become the de facto standard for scaling GPs to large datasets, owing to their theoretical elegance, computational efficiency, and ease of implementation.…

Machine Learning · Statistics 2025-02-14 Thang D. Bui , Matthew Ashman , Richard E. Turner

Deep Gaussian Processes (DGPs) are hierarchical generalizations of Gaussian Processes that combine well calibrated uncertainty estimates with the high flexibility of multilayer models. One of the biggest challenges with these models is that…

Machine Learning · Statistics 2018-11-13 Marton Havasi , José Miguel Hernández-Lobato , Juan José Murillo-Fuentes

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…

Machine Learning · Statistics 2021-07-20 Ayush Jain , P. K. Srijith , Mohammad Emtiyaz Khan

Gaussian process (GP) emulators have become essential tools for approximating complex simulators, significantly reducing computational demands in optimization, sensitivity analysis, and model calibration. While traditional GP emulators…

Computation · Statistics 2026-03-26 Deyu Ming , Daniel Williamson

Deep Gaussian Processes learn probabilistic data representations for supervised learning by cascading multiple Gaussian Processes. While this model family promises flexible predictive distributions, exact inference is not tractable.…

Machine Learning · Statistics 2020-10-23 Jakob Lindinger , David Reeb , Christoph Lippert , Barbara Rakitsch