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We adopt Gaussian Processes (GPs) as latent functions for probabilistic forecasting of intermittent time series. The model is trained in a Bayesian framework that accounts for the uncertainty about the latent function. We couple the latent…

Machine Learning · Statistics 2026-01-28 Stefano Damato , Dario Azzimonti , Giorgio Corani

In this study, we address the challenge of constructing continuous three-dimensional (3D) models that accurately represent uncertain surfaces, derived from noisy and incomplete LiDAR scanning data. Building upon our prior work, which…

Robotics · Computer Science 2024-10-27 Qianqian Zou , Monika Sester

Learning of low dimensional structure in multidimensional data is a canonical problem in machine learning. One common approach is to suppose that the observed data are close to a lower-dimensional smooth manifold. There are a rich variety…

Machine Learning · Statistics 2015-06-12 Ye Wang , David B. Dunson

Inter-domain Gaussian processes (GPs) allow for high flexibility and low computational cost when performing approximate inference in GP models. They are particularly suitable for modeling data exhibiting global structure but are limited to…

Machine Learning · Statistics 2020-11-03 Tim G. J. Rudner , Dino Sejdinovic , Yarin Gal

Mapping resolution has recently been identified as a key limitation in successfully locating the drivers of atrial fibrillation. Using a simple cellular automata model of atrial fibrillation, we demonstrate a method by which re-entrant…

Tissues and Organs · Quantitative Biology 2020-01-27 Max Falkenberg McGillivray , William Cheng , Nicholas S. Peters , Kim Christensen

Approximate Bayesian computation (ABC) methods are used to approximate posterior distributions using simulation rather than likelihood calculations. We introduce Gaussian process (GP) accelerated ABC, which we show can significantly reduce…

Computation · Statistics 2014-02-25 Richard D Wilkinson

The local volatility model is a widely used for pricing and hedging financial derivatives. While its main appeal is its capability of reproducing any given surface of observed option prices---it provides a perfect fit---the essential…

Computational Finance · Quantitative Finance 2019-01-24 Martin Tegnér , Stephen Roberts

Background: Increased pericardial adipose tissue (PAT) is associated with many types of cardiovascular disease (CVD). Although cardiac magnetic resonance images (CMRI) are often acquired in patients with CVD, there are currently no tools to…

Image and Video Processing · Electrical Eng. & Systems 2022-11-10 Zhuoyu Li , Camille Petri , James Howard , Graham Cole , Marta Varela

Pulmonary vein isolation (PVI) is a common procedure for the treatment of atrial fibrillation (AF). A successful isolation produces a continuous lesion (scar) completely encircling the veins that stops activation waves from propagating to…

Computational Engineering, Finance, and Science · Computer Science 2018-11-06 Marta Nuñez-Garcia , Oscar Camara , Mark D. O'Neill , Reza Razavi , Henry Chubb , Constantine Butakoff

Generating computational anatomical models of cerebrovascular networks is vital for improving clinical practice and understanding brain oxygen transport. This is achieved by extracting graph-based representations based on pre-mapping of…

Quantitative Methods · Quantitative Biology 2019-12-23 Rafat Damseh , Patrick Delafontaine-Martel , Philippe Pouliot , Farida Cheriet , Frederic Lesage

We derive a Matern Gaussian process (GP) on the vertices of a hypergraph. This enables estimation of regression models of observed or latent values associated with the vertices, in which the correlation and uncertainty estimates are…

Machine Learning · Statistics 2021-06-04 Thomas Pinder , Kathryn Turnbull , Christopher Nemeth , David Leslie

Gaussian processes (GPs) are used to make medical and scientific decisions, including in cardiac care and monitoring of atmospheric carbon dioxide levels. Notably, the choice of GP kernel is often somewhat arbitrary. In particular,…

Recent developments in cardiovascular modelling allow us to simulate blood flow in an entire human body. Such model can also be used to create databases of virtual subjects, with sizes limited only by computational resources. In this work,…

Medical Physics · Physics 2020-07-01 Janne M. J. Huttunen , Leo Kärkkäinen , Harri Lindholm

Particle Image Velocimetry (PIV) estimates velocities through correlations of particle images within interrogation windows, leading to a spatial modulation of the velocity field. Although in principle Particle Tracking Velocimetry (PTV)…

Fluid Dynamics · Physics 2023-02-14 Iacopo Tirelli , Andrea Ianiro , Stefano Discetti

Background: Inference from fMRI data faces the challenge that the hemodynamic system that relates neural activity to the observed BOLD fMRI signal is unknown. New Method: We propose a new Bayesian model for task fMRI data with the following…

Applications · Statistics 2020-06-01 Josef Wilzén , Anders Eklund , Mattias Villani

Probabilistic graphical models have become an important unsupervised learning tool for detecting network structures for a variety of problems, including the estimation of functional neuronal connectivity from two-photon calcium imaging…

Methodology · Statistics 2023-05-24 Andersen Chang , Lili Zheng , Gautam Dasarthy , Genevera I. Allen

In many real-world applications we are interested in approximating costly functions that are analytically unknown, e.g. complex computer codes. An emulator provides a fast approximation of such functions relying on a limited number of…

Methodology · Statistics 2020-10-02 Hossein Mohammadi , Peter Challenor , Marc Goodfellow , Daniel Williamson

We present a principled study on defining Gaussian processes (GPs) with inputs on the product of directional manifolds. A circular kernel is first presented according to the von Mises distribution. Based thereon, the hypertoroidal von Mises…

Machine Learning · Computer Science 2024-06-19 Ziyu Cao , Kailai Li

We consider Bayesian inference problems with computationally intensive likelihood functions. We propose a Gaussian process (GP) based method to approximate the joint distribution of the unknown parameters and the data. In particular, we…

Computation · Statistics 2018-03-15 Hongqiao Wang , Jinglai Li

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