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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 2012-03-19 Yuan , Qi , Ahmed H. Abdel-Gawad , Thomas P. Minka

A common theoretical approach to understanding neural networks is to take an infinite-width limit, at which point the outputs become Gaussian process (GP) distributed. This is known as a neural network Gaussian process (NNGP). However, the…

Machine Learning · Statistics 2025-06-26 Ben Anson , Edward Milsom , Laurence Aitchison

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

This work introduces the concept of parametric Gaussian processes (PGPs), which is built upon the seemingly self-contradictory idea of making Gaussian processes parametric. Parametric Gaussian processes, by construction, are designed to…

Machine Learning · Statistics 2017-05-08 Maziar Raissi

Gaussian processes (GPs) provide a framework for Bayesian inference that can offer principled uncertainty estimates for a large range of problems. For example, if we consider regression problems with Gaussian likelihoods, a GP model enjoys…

Machine Learning · Computer Science 2022-12-21 Felix Leibfried , Vincent Dutordoir , ST John , Nicolas Durrande

The combination of inducing point methods with stochastic variational inference has enabled approximate Gaussian Process (GP) inference on large datasets. Unfortunately, the resulting predictive distributions often exhibit substantially…

Machine Learning · Statistics 2020-12-29 Martin Jankowiak , Geoff Pleiss , Jacob R. Gardner

Memory units have been widely used to enrich the capabilities of deep networks on capturing long-term dependencies in reasoning and prediction tasks, but little investigation exists on deep generative models (DGMs) which are good at…

Machine Learning · Computer Science 2016-05-31 Chongxuan Li , Jun Zhu , Bo Zhang

Sparse identification of differential equations aims to compute the analytic expressions from the observed data explicitly. However, there exist two primary challenges. Firstly, it exhibits sensitivity to the noise in the observed data,…

Numerical Analysis · Mathematics 2024-01-23 Yuhuang Meng , Yue Qiu

Diffusion probabilistic models (DPMs) are a class of powerful deep generative models (DGMs). Despite their success, the iterative generation process over the full timesteps is much less efficient than other DGMs such as GANs. Thus, the…

Machine Learning · Computer Science 2022-06-16 Fan Bao , Chongxuan Li , Jiacheng Sun , Jun Zhu , Bo Zhang

Recently, there has been an increasing interest in performing post-hoc uncertainty estimation about the predictions of pre-trained deep neural networks (DNNs). Given a pre-trained DNN via back-propagation, these methods enhance the original…

Machine Learning · Computer Science 2024-12-06 Luis A. Ortega , Simón Rodríguez-Santana , Daniel Hernández-Lobato

Deep kernel learning (DKL) leverages the connection between Gaussian process (GP) and neural networks (NN) to build an end-to-end, hybrid model. It combines the capability of NN to learn rich representations under massive data and the…

Machine Learning · Statistics 2020-08-20 Haitao Liu , Yew-Soon Ong , Xiaomo Jiang , Xiaofang Wang

Gaussian processes (GPs) are pervasive in functional data analysis, machine learning, and spatial statistics for modeling complex dependencies. Modern scientific data sets are typically heterogeneous and often contain multiple known…

Methodology · Statistics 2021-10-19 Didong Li , Andrew Jones , Sudipto Banerjee , Barbara E. Engelhardt

Gaussian processes are powerful models for probabilistic machine learning, but are limited in application by their $O(N^3)$ inference complexity. We propose a method for deriving parametric families of kernel functions with compact spatial…

Machine Learning · Computer Science 2020-06-09 Jarred Barber

Fitting a theoretical model to experimental data in a Bayesian manner using Markov chain Monte Carlo typically requires one to evaluate the model thousands (or millions) of times. When the model is a slow-to-compute physics simulation,…

Machine Learning · Statistics 2022-08-25 Steven Stetzler , Michael Grosskopf , Earl Lawrence

We employ Gaussian process (GP) regression to adjust for systematic errors in D3-type dispersion corrections introducing the associated, statistically improved model D3-GP. We generated a data set containing interaction energies for 1,248…

Chemical Physics · Physics 2019-12-03 Jonny Proppe , Stefan Gugler , Markus Reiher

Some scenarios require the computation of a predictive distribution of a new value evaluated on an objective function conditioned on previous observations. We are interested on using a model that makes valid assumptions on the objective…

Machine Learning · Computer Science 2021-01-21 Lucia Asencio-Martín , Eduardo C. Garrido-Merchán

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

We propose a method (TT-GP) for approximate inference in Gaussian Process (GP) models. We build on previous scalable GP research including stochastic variational inference based on inducing inputs, kernel interpolation, and structure…

Machine Learning · Computer Science 2018-01-18 Pavel Izmailov , Alexander Novikov , Dmitry Kropotov

Deep generative models (DGMs) have recently demonstrated remarkable success in capturing complex probability distributions over graphs. Although their excellent performance is attributed to powerful and scalable deep neural networks, it is,…

Machine Learning · Computer Science 2025-03-18 Milan Papež , Martin Rektoris , Václav Šmídl , Tomáš Pevný

Conditional Density Estimation (CDE) models deal with estimating conditional distributions. The conditions imposed on the distribution are the inputs of the model. CDE is a challenging task as there is a fundamental trade-off between model…

Machine Learning · Statistics 2018-10-31 Vincent Dutordoir , Hugh Salimbeni , Marc Deisenroth , James Hensman