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Gaussian process (GP) regression is a Bayesian nonparametric method for regression and interpolation, offering a principled way of quantifying the uncertainties of predicted function values. For the quantified uncertainties to be…

Statistics Theory · Mathematics 2025-08-22 Masha Naslidnyk , Motonobu Kanagawa , Toni Karvonen , Maren Mahsereci

Gaussian Process Regression (GPR) is widely used in statistics and machine learning for prediction tasks requiring uncertainty measures. Its efficacy depends on the appropriate specification of the mean function, covariance kernel function,…

Machine Learning · Computer Science 2024-09-20 Shifan Zhao , Jiaying Lu , Ji Yang , Edmond Chow , Yuanzhe Xi

This paper examines experimental design procedures used to develop surrogates of computational models, exploring the interplay between experimental designs and approximation algorithms. We focus on two widely used approximation approaches,…

Numerical Analysis · Computer Science 2016-05-02 Alex A. Gorodetsky , Youssef M. Marzouk

Distributional regression aims to estimate the full conditional distribution of a target variable, given covariates. Popular methods include linear and tree-ensemble based quantile regression. We propose a neural network-based…

Methodology · Statistics 2024-07-08 Xinwei Shen , Nicolai Meinshausen

In reinforcement learning (RL), experience replay-based sampling techniques play a crucial role in promoting convergence by eliminating spurious correlations. However, widely used methods such as uniform experience replay (UER) and…

Machine Learning · Computer Science 2023-02-07 Ramnath Kumar , Dheeraj Nagaraj

Score-based models have recently been introduced as a richer framework to model distributions in high dimensions and are generally more suitable for generative tasks. In score-based models, a generative task is formulated using a parametric…

Machine Learning · Computer Science 2023-02-07 Harsh Mishra , Jurijs Nazarovs , Manmohan Dogra , Sathya N. Ravi

Gaussian processes (GPs) are powerful and widely used probabilistic regression models, but their effectiveness in practice is often limited by the choice of kernel function. This kernel function is typically handcrafted from a small set of…

Machine Learning · Computer Science 2026-02-13 Jihao Andreas Lin , Sebastian Ament , Louis C. Tiao , David Eriksson , Maximilian Balandat , Eytan Bakshy

Learning in Gaussian Process models occurs through the adaptation of hyperparameters of the mean and the covariance function. The classical approach entails maximizing the marginal likelihood yielding fixed point estimates (an approach…

Machine Learning · Statistics 2020-04-07 Vidhi Lalchand , Carl Edward Rasmussen

We introduce R package iglm, which implements a comprehensive framework for studying relationships among predictors and outcomes under interference. The implemented regression framework facilitates the study of spillover and other phenomena…

Computation · Statistics 2026-05-05 Cornelius Fritz , Michael Schweinberger

This paper considers the topic of finding prior distributions when a major component of the statistical model depends on a nonlinear function. Using results on how to construct uniform distributions in general metric spaces, we propose a…

Computation · Statistics 2014-05-09 Björn Bornkamp

Posterior probabilistic statistical inference without priors is an important but so far elusive goal. Fisher's fiducial inference, Dempster-Shafer theory of belief functions, and Bayesian inference with default priors are attempts to…

Statistics Theory · Mathematics 2013-03-26 Ryan Martin , Chuanhai Liu

Gaussian processes are a natural way of defining prior distributions over functions of one or more input variables. In a simple nonparametric regression problem, where such a function gives the mean of a Gaussian distribution for an…

Data Analysis, Statistics and Probability · Physics 2008-02-03 Radford M. Neal

Gaussian process regression is a powerful method for predicting states based on given data. It has been successfully applied for probabilistic predictions of structural systems to quantify, for example, the crack growth in mechanical…

Machine Learning · Statistics 2022-06-20 Simon Pfingstl , Markus Zimmermann

Inferring the value of a property of a large stochastic system is a difficult task when the number of samples is insufficient to reliably estimate the probability distribution. The Bayesian estimator of the property of interest requires the…

Data Analysis, Statistics and Probability · Physics 2022-01-26 Damián G. Hernández , Inés Samengo

The R package quantreg.nonpar implements nonparametric quantile regression methods to estimate and make inference on partially linear quantile models. quantreg.nonpar obtains point estimates of the conditional quantile function and its…

Computation · Statistics 2017-10-18 Michael Lipsitz , Alexandre Belloni , Victor Chernozhukov , Iván Fernández-Val

In this work we discuss a novel model prior probability for variable selection in linear regression. The idea is to determine the prior mass in an objective sense, by considering the worth of each of the possible regression models, given…

Methodology · Statistics 2015-12-29 Cristiano Villa , Jeong Eun Lee

We report a deep generative model for regression tasks in materials informatics. The model is introduced as a component of a data imputer, and predicts more than 20 diverse experimental properties of organic molecules. The imputer is…

Computational Physics · Physics 2021-03-02 Kan Hatakeyama-Sato , Kenichi Oyaizu

Bayesian computational strategies for inference can be inefficient in approximating the posterior distribution in models that exhibit some form of periodicity. This is because the probability mass of the marginal posterior distribution of…

Machine Learning · Statistics 2025-12-01 Javier Lopez-Santiago , Luca Martino , Joaquin Miguez , Gonzalo Vazquez-Vilar

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…

Methodology · Statistics 2026-01-01 Soonhong Cho , Doeun Kim , Chad Hazlett

Imputation of missing values is a strategy for handling non-responses in surveys or data loss in measurement processes, which may be more effective than ignoring them. When the variable represents a count, the literature dealing with this…

Applications · Statistics 2020-07-31 Gilma Hernández-Herrera , Albert Navarro , David Moriña