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Composite materials exhibit strongly hierarchical and anisotropic properties governed by coupled mechanisms spanning constituents, plies, laminates, structures, and manufacturing history. This intrinsic complexity makes predictive modeling…

Computational Physics · Physics 2026-05-05 Haizhou Wen , Elham Kiyani , Gang Li , Srikanth Pilla , George Em Karniadakis , Zhen Li

For many survey-based spatial modelling problems, responses are observed as spatially aggregated over survey regions due to limited resources. Covariates, from weather models and satellite imageries, can be observed at many different…

Applications · Statistics 2022-04-04 Harrison Zhu , Adam Howes , Owen van Eer , Maxime Rischard , Yingzhen Li , Dino Sejdinovic , Seth Flaxman

This research proposes a flexible Bayesian extension of the composite Gaussian process (CGP) model of Ba and Joseph (2012) for predicting (stationary or) non-stationary $y(\mathbf{x})$. The CGP generalizes the regression plus stationary…

Methodology · Statistics 2019-06-27 Casey B. Davis , Christopher M. Hans , Thomas J. Santner

We develop Bayesian machine learning methods for mixed data sampling (MIDAS) regressions. This involves handling frequency mismatches and specifying functional relationships between many predictors and the dependent variable. We use…

Econometrics · Economics 2024-09-11 Niko Hauzenberger , Massimiliano Marcellino , Michael Pfarrhofer , Anna Stelzer

Machine learning techniques typically rely on large datasets to create accurate classifiers. However, there are situations when data is scarce and expensive to acquire. This is the case of studies that rely on state-of-the-art computational…

Machine Learning · Computer Science 2019-10-02 Francisco Sahli Costabal , Paris Perdikaris , Ellen Kuhl , Daniel E. Hurtado

Gaussian processes are popular and flexible models for spatial, temporal, and functional data, but they are computationally infeasible for large datasets. We discuss Gaussian-process approximations that use basis functions at multiple…

Methodology · Statistics 2020-12-22 Matthias Katzfuss , Wenlong Gong

This paper presents the development of a spatial block-Nearest Neighbor Gaussian process (block-NNGP) for location-referenced large spatial data. The key idea behind this approach is to divide the spatial domain into several blocks which…

Methodology · Statistics 2021-02-08 Zaida C. Quiroz , Marcos O. Prates , Dipak K. Dey , Håvard Rue

We introduce a novel Bayesian approach for variable selection using Gaussian process regression, which is crucial for enhancing interpretability and model regularization. Our method employs nearest neighbor Gaussian processes, serving as…

Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…

Machine Learning · Statistics 2025-11-26 Jonas Latz , Aretha L. Teckentrup , Simon Urbainczyk

In spatial statistics, a common method for prediction over a Gaussian random field (GRF) is maximum likelihood estimation combined with kriging. For massive data sets, kriging is computationally intensive, both in terms of CPU time and…

Methodology · Statistics 2018-09-28 Karl T. Pazdernik , Ranjan Maitra , Douglas Nychka , Stephen Sain

Variational approximations to Gaussian processes (GPs) typically use a small set of inducing points to form a low-rank approximation to the covariance matrix. In this work, we instead exploit a sparse approximation of the precision matrix.…

Machine Learning · Computer Science 2024-11-22 Luhuan Wu , Geoff Pleiss , John Cunningham

We present a novel scalable, fully distributed, and online method for simultaneous localisation and extrinsic calibration for multi-robot setups. Individual a priori unknown robot poses are probabilistically inferred as robots sense each…

Robotics · Computer Science 2024-01-29 Riku Murai , Ignacio Alzugaray , Paul H. J. Kelly , Andrew J. Davison

Non-conjugate Gaussian processes (NCGPs) define a flexible probabilistic framework to model categorical, ordinal and continuous data, and are widely used in practice. However, exact inference in NCGPs is prohibitively expensive for large…

Machine Learning · Computer Science 2025-04-18 Lukas Tatzel , Jonathan Wenger , Frank Schneider , Philipp Hennig

Approximations are commonly employed in realistic applications of scientific Bayesian inference, often due to convenience if not necessity. In the field of gravitational-wave (GW) data analysis, fast-to-evaluate but approximate waveform…

General Relativity and Quantum Cosmology · Physics 2024-04-03 Ruiting Mao , Jeong Eun Lee , Ollie Burke , Alvin J. K. Chua , Matthew C. Edwards , Renate Meyer

Gaussian processes (GPs) are a Bayesian machine learning approach widely used to construct surrogate models for the uncertainty quantification of computer simulation codes in industrial applications. It provides both a mean predictor and an…

We introduce a new scalable approximation for Gaussian processes with provable guarantees which hold simultaneously over its entire parameter space. Our approximation is obtained from an improved sample complexity analysis for sparse…

Machine Learning · Computer Science 2020-11-18 Quang Minh Hoang , Trong Nghia Hoang , Hai Pham , David P. Woodruff

Fusing abundant satellite data with sparse ground measurements constitutes a major challenge in climate modeling. To address this, we propose a strategy to augment the training dataset by introducing unlabeled satellite images paired with…

Machine Learning · Computer Science 2024-01-17 Lei Duan , Ziyang Jiang , David Carlson

A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems. The algorithm aims to mitigate some of the hurdles faced…

Machine Learning · Statistics 2019-11-19 Leen Alawieh , Jonathan Goodman , John B. Bell

We present a framework for approximate Bayesian inference when only a limited number of noisy log-likelihood evaluations can be obtained due to computational constraints, which is becoming increasingly common for applications of complex…

Methodology · Statistics 2023-09-01 Marko Järvenpää , Jukka Corander

In this paper, we investigate Gaussian process regression models where inputs are subject to measurement error. In spatial statistics, input measurement errors occur when the geographical locations of observed data are not known exactly.…

Methodology · Statistics 2015-06-30 Daniel Cervone , Natesh S. Pillai