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Gaussian process is an indispensable tool in clustering functional data, owing to it's flexibility and inherent uncertainty quantification. However, when the functional data is observed over a large grid (say, of length $p$), Gaussian…

Computation · Statistics 2023-09-15 Anirban Chakraborty , Abhisek Chakraborty

A model involving Gaussian processes (GPs) is introduced to simultaneously handle multi-task learning, clustering, and prediction for multiple functional data. This procedure acts as a model-based clustering method for functional data as…

Machine Learning · Computer Science 2023-01-24 Arthur Leroy , Pierre Latouche , Benjamin Guedj , Servane Gey

Quantifying uncertainties in physical or engineering systems often requires a large number of simulations of the underlying computer models that are computationally intensive. Emulators or surrogate models are often used to accelerate the…

Methodology · Statistics 2021-11-11 Junda Xiong , Xin Cai , Jinglai Li

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

Mathematical models implemented on a computer have become the driving force behind the acceleration of the cycle of scientific processes. This is because computer models are typically much faster and economical to run than physical…

Computation · Statistics 2021-07-05 Vojtech Kejzlar , Mookyong Son , Shrijita Bhattacharya , Tapabrata Maiti

Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

Machine Learning · Statistics 2015-11-25 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

Gaussian process (GP) models are widely used to emulate propagation uncertainty in computer experiments. GP emulation sits comfortably within an analytically tractable Bayesian framework. Apart from propagating uncertainty of the input…

Methodology · Statistics 2015-01-30 Silvia Montagna , Surya T. Tokdar

Simulation based inference has seen increasing interest in the past few years as a promising approach to model the non linear scales of galaxy clustering. The common approach using Gaussian process is to train an emulator over the…

Cosmology and Nongalactic Astrophysics · Physics 2023-11-20 Tyann Dumerchat , Julian Bautista

The growing field of large-scale time domain astronomy requires methods for probabilistic data analysis that are computationally tractable, even with large datasets. Gaussian Processes are a popular class of models used for this purpose…

Instrumentation and Methods for Astrophysics · Physics 2017-11-15 Daniel Foreman-Mackey , Eric Agol , Sivaram Ambikasaran , Ruth Angus

Computer models are used as a way to explore complex physical systems. Stationary Gaussian process emulators, with their accompanying uncertainty quantification, are popular surrogates for computer models. However, many computer models are…

Methodology · Statistics 2024-11-25 Faezeh Yazdi , Derek Bingham , Daniel Williamson

Clustering mixtures of Gaussian distributions is a fundamental and challenging problem that is ubiquitous in various high-dimensional data processing tasks. While state-of-the-art work on learning Gaussian mixture models has focused…

Machine Learning · Computer Science 2018-03-05 Dan Kushnir , Shirin Jalali , Iraj Saniee

We propose a computationally simple framework for clustering functional data based on Gaussian-process-generated random projections. In this approach, each curve is first projected onto a large collection of independent Gaussian process…

Methodology · Statistics 2026-05-22 Sourav Chakrabarty , Anirvan Chakraborty , Shyamal K. De

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

We provide a new approach to approximate emulation of large computer experiments. By focusing expressly on desirable properties of the predictive equations, we derive a family of local sequential design schemes that dynamically define the…

Methodology · Statistics 2014-10-13 Robert B. Gramacy , Daniel W. Apley

Gaussian process (GP) models provide a powerful tool for prediction but are computationally prohibitive using large data sets. In such scenarios, one has to resort to approximate methods. We derive an approximation based on a composite…

Machine Learning · Statistics 2018-02-02 Xiuming Liu , Dave Zachariah , Edith C. H. Ngai

Gaussian process classification is a popular method with a number of appealing properties. We show how to scale the model within a variational inducing point framework, outperforming the state of the art on benchmark datasets. Importantly,…

Machine Learning · Statistics 2014-11-10 James Hensman , Alex Matthews , Zoubin Ghahramani

Kriging or Gaussian Process Regression is applied in many fields as a non-linear regression model as well as a surrogate model in the field of evolutionary computation. However, the computational and space complexity of Kriging, that is…

Machine Learning · Computer Science 2017-02-07 Bas van Stein , Hao Wang , Wojtek Kowalczyk , Michael Emmerich , Thomas Bäck

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

Computer experiments with both quantitative and qualitative (QQ) inputs are commonly used in science and engineering applications. Constructing desirable emulators for such computer experiments remains a challenging problem. In this…

Methodology · Statistics 2022-03-22 Qian Xiao , Abhyuday Mandal , C. Devon Lin , Xinwei Deng

In this paper, we consider the task of clustering a set of individual time series while modeling each cluster, that is, model-based time series clustering. The task requires a parametric model with sufficient flexibility to describe the…

Machine Learning · Computer Science 2023-02-23 Ryohei Umatani , Takashi Imai , Kaoru Kawamoto , Shutaro Kunimasa
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