Related papers: Batch simulations and uncertainty quantification i…

Latent Gaussian process (GP) models are flexible probabilistic non-parametric function models. Vecchia approximations are accurate approximations for GPs to overcome computational bottlenecks for large data, and the Laplace approximation is…

Model selection in Gaussian processes scales prohibitively with the size of the training dataset, both in time and memory. While many approximations exist, all incur inevitable approximation error. Recent work accounts for this error in the…

Predictive estimation, which comprises model calibration, model prediction, and validation, is a common objective when performing inverse uncertainty quantification (UQ) in diverse scientific applications. These techniques typically require…

The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…

This work is concerned with the use of Gaussian surrogate models for Bayesian inverse problems associated with linear partial differential equations. A particular focus is on the regime where only a small amount of training data is…

Bayesian optimization (BO) with Gaussian processes (GP) as surrogate models is widely used to optimize analytically unknown and expensive-to-evaluate functions. In this paper, we propose Prior-mean-RObust Bayesian Optimization (PROBO) that…

Many real-world applications demand accurate and fast predictions, as well as reliable uncertainty estimates. However, quantifying uncertainty on high-dimensional predictions is still a severely under-investigated problem, especially when…

This article discusses prior distributions for the parameters of Gaussian processes (GPs) that are widely used as surrogate models to emulate expensive computer simulations. The parameters typically involve mean parameters, a variance…

Approximate Bayesian Computation (ABC) is a useful class of methods for Bayesian inference when the likelihood function is computationally intractable. In practice, the basic ABC algorithm may be inefficient in the presence of discrepancy…

Bayesian optimization (BO) has established itself as a leading strategy for efficiently optimizing expensive-to-evaluate functions. Existing BO methods mostly rely on Gaussian process (GP) surrogate models and are not applicable to…

Can one parallelize complex exploration exploitation tradeoffs? As an example, consider the problem of optimal high-throughput experimental design, where we wish to sequentially design batches of experiments in order to simultaneously learn…

Mechanistic simulation models are inverted against observations in order to gain inference on modeled processes. However, with the increasing ability to collect high resolution observations, these observations represent more patterns of…

Gaussian Process (GP) emulators are widely used to approximate complex computer model behaviour across the input space. Motivated by the problem of coupling computer models, recently progress has been made in the theory of the analysis of…

We study preferential Bayesian optimization (BO) where reliable feedback is limited to pairwise comparison called duels. An important challenge in preferential BO, which uses the preferential Gaussian process (GP) model to represent…

Approximate Bayesian Computation has been successfully used in population genetics to bypass the calculation of the likelihood. These methods provide accurate estimates of the posterior distribution by comparing the observed dataset to a…

The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

Many inferential tasks involve fitting models to observed data and predicting outcomes at new covariate values, requiring interpolation or extrapolation. Conventional methods select a single best-fitting model, discarding fits that were…

By enabling constraint-aware online model adaptation, model predictive control using Gaussian process (GP) regression has exhibited impressive performance in real-world applications and received considerable attention in the learning-based…

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 $O(N^2)$…

Scalable Gaussian process (GP) inference is essential for sequential decision-making tasks, yet improving GP scalability remains a challenging problem with many open avenues of research. This paper focuses on iterative GPs, where iterative…