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Due to their flexibility, Gaussian processes (GPs) have been widely used in nonparametric function estimation. A prior information about the underlying function is often available. For instance, the physical system (computer model output)…

Methodology · Statistics 2017-11-21 Hassan Maatouk

Inference for GP models with non-Gaussian noises is computationally expensive when dealing with large datasets. Many recent inference methods approximate the posterior distribution with a simpler distribution defined on a small number of…

Machine Learning · Computer Science 2018-09-11 Linfeng Liu , Liping Liu

Environmental sensors are crucial for monitoring weather conditions and the impacts of climate change. However, it is challenging to place sensors in a way that maximises the informativeness of their measurements, particularly in remote…

There has been a growing interest in using non-parametric regression methods like Gaussian Process (GP) regression for system identification. GP regression does traditionally have three important downsides: (1) it is computationally…

Machine Learning · Statistics 2017-08-17 Hildo Bijl , Thomas B. Schön , Jan-Willem van Wingerden , Michel Verhaegen

Angular data are commonly encountered in settings with a directional or orientational component. Regressing an angular response on real-valued features requires intrinsically capturing the circular or spherical manifold the data lie on, or…

Gaussian processes (GPs) are ubiquitous tools for modeling and predicting continuous processes in physical and engineering sciences. This is partly due to the fact that one may employ a Gaussian process as an interpolator while facilitating…

Statistics Theory · Mathematics 2025-12-16 D. Andrew Brown , Peter Kiessler , John Nicholson

We introduce stochastic variational inference for Gaussian process models. This enables the application of Gaussian process (GP) models to data sets containing millions of data points. We show how GPs can be vari- ationally decomposed to…

Machine Learning · Computer Science 2013-09-27 James Hensman , Nicolo Fusi , Neil D. Lawrence

Gaussian processes are ubiquitous as the primary tool for modeling spatial data. However, the Gaussian process is limited by its $\mathcal{O}(n^3)$ cost, making direct parameter fitting algorithms infeasible for the scale of modern data…

Methodology · Statistics 2025-12-25 Ashlynn Crisp , Daniel Taylor-Rodriguez , Andrew O. Finley

We present a physics-informed Gaussian Process Regression (GPR) model to predict the phase angle, angular speed, and wind mechanical power from a limited number of measurements. In the traditional data-driven GPR method, the form of the…

Signal Processing · Electrical Eng. & Systems 2018-06-29 Ramakrishna Tipireddy , Alexandre Tartakovsky

In this paper, we introduce the notion of Gaussian processes indexed by probability density functions for extending the Mat\'ern family of covariance functions. We use some tools from information geometry to improve the efficiency and the…

Methodology · Statistics 2020-11-09 A. Fradi , Y. Feunteun , C. Samir , M. Baklouti , F. Bachoc , J-M. Loubes

Gaussian process (GP) regression is widely used for uncertainty quantification, yet the standard formulation assumes noise-free covariates. When inputs are measured with error, this errors-in-variables (EIV) setting can lead to…

Methodology · Statistics 2026-03-19 Hengrui Luo , Xiaoye S. Li , Yang Liu , Marcus Noack , Ji Qiang , Mark D. Risser

Functional brain networks are well described and estimated from data with Gaussian Graphical Models (GGMs), e.g. using sparse inverse covariance estimators. Comparing functional connectivity of subjects in two populations calls for…

Machine Learning · Statistics 2016-11-21 Eugene Belilovsky , Gaël Varoquaux , Matthew B. Blaschko

Objective: Gaussian Processes (GP)-based filters, which have been effectively used for various applications including electrocardiogram (ECG) filtering can be computationally demanding and the choice of their hyperparameters is typically ad…

Signal Processing · Electrical Eng. & Systems 2024-01-10 Mircea Dumitru , Qiao Li , Erick Andres Perez Alday , Ali Bahrami Rad , Gari D. Clifford , Reza Sameni

This paper presents a new fuel cycle benchmarking analysis methodology by coupling Gaussian process regression, a popular technique in Machine Learning, to dynamic time warping, a mechanism widely used in speech recognition. Together they…

Data Analysis, Statistics and Probability · Physics 2015-12-01 Anthony Michael Scopatz

In this paper, we consider detecting and estimating breaks in heterogeneous mean functions of high-dimensional functional time series which are allowed to be cross-sectionally correlated and temporally dependent. A new test statistic…

Methodology · Statistics 2023-04-17 Degui Li , Runze Li , Han Lin Shang

Gaussian processes (GPs) are non-linear probabilistic models popular in many applications. However, na\"ive GP realizations require quadratic memory to store the covariance matrix and cubic computation to perform inference or evaluate the…

Computation · Statistics 2021-05-03 Amanda Muyskens , Benjamin Priest , Imène Goumiri , Michael Schneider

This work investigates application of different machine learning based prediction methodologies to estimate the performance of silicon based textured cells. Concept of confidence bound regions is introduced and advantages of this concept…

Machine Learning · Computer Science 2021-07-16 Rahul Jaiswal , Manel Martínez-Ramón , Tito Busani

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

In this work, we propose a non-parametric probabilistic load flow (NP-PLF) technique based on the Gaussian Process (GP) learning to understand the power system behavior under uncertainty for better operational decisions. The technique can…

Systems and Control · Electrical Eng. & Systems 2020-03-19 Parikshit Pareek , Chuan Wang , Hung D. Nguyen

With the advent of artificial intelligence and machine learning, various domains of science and engineering communities have leveraged data-driven surrogates to model complex systems through fusing numerous sources of information (data)…

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