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Variational autoencoder (VAE) is a very successful generative model whose key element is the so called amortized inference network, which can perform test time inference using a single feed forward pass. Unfortunately, this comes at the…

Machine Learning · Computer Science 2021-02-08 Minyoung Kim , Vladimir Pavlovic

Gaussian Processes (\textbf{GPs}) are flexible non-parametric models with strong probabilistic interpretation. While being a standard choice for performing inference on time series, GPs have few techniques to work in a streaming setting.…

Machine Learning · Statistics 2021-07-22 Théo Galy-Fajou , Manfred Opper

Large, multi-dimensional spatio-temporal datasets are omnipresent in modern science and engineering. An effective framework for handling such data are Gaussian process deep generative models (GP-DGMs), which employ GP priors over the latent…

Machine Learning · Statistics 2020-10-26 Matthew Ashman , Jonathan So , Will Tebbutt , Vincent Fortuin , Michael Pearce , Richard E. Turner

Sparse variational Gaussian processes (GPs) construct tractable posterior approximations to GP models. At the core of these methods is the assumption that the true posterior distribution over training function values ${\bf f}$ and inducing…

Machine Learning · Computer Science 2025-06-27 Michalis K. Titsias

We consider the optimal approximate posterior over the top-layer weights in a Bayesian neural network for regression, and show that it exhibits strong dependencies on the lower-layer weights. We adapt this result to develop a correlated…

Machine Learning · Statistics 2021-06-23 Sebastian W. Ober , Laurence Aitchison

Sparse variational Gaussian process (GP) approximations based on inducing points have become the de facto standard for scaling GPs to large datasets, owing to their theoretical elegance, computational efficiency, and ease of implementation.…

Machine Learning · Statistics 2025-02-14 Thang D. Bui , Matthew Ashman , Richard E. Turner

We develop a scalable deep non-parametric generative model by augmenting deep Gaussian processes with a recognition model. Inference is performed in a novel scalable variational framework where the variational posterior distributions are…

Machine Learning · Computer Science 2016-03-02 Zhenwen Dai , Andreas Damianou , Javier González , Neil Lawrence

We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on…

Numerical Analysis · Mathematics 2024-05-01 Paolo Villani , Jörg Unger , Martin Weiser

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk , Carl E. Rasmussen

Sparse variational approximations allow for principled and scalable inference in Gaussian Process (GP) models. In settings where several GPs are part of the generative model, theses GPs are a posteriori coupled. For many applications such…

Machine Learning · Statistics 2017-11-30 Vincent Adam

We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…

Machine Learning · Statistics 2018-11-06 Edwin V. Bonilla , Karl Krauth , Amir Dezfouli

Gaussian processes (GPs) provide a powerful non-parametric framework for reasoning over functions. Despite appealing theory, its superlinear computational and memory complexities have presented a long-standing challenge. State-of-the-art…

Machine Learning · Statistics 2019-01-16 Hugh Salimbeni , Ching-An Cheng , Byron Boots , Marc Deisenroth

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

Conventional variational autoencoders fail in modeling correlations between data points due to their use of factorized priors. Amortized Gaussian process inference through GP-VAEs has led to significant improvements in this regard, but is…

Machine Learning · Statistics 2021-02-25 Metod Jazbec , Matthew Ashman , Vincent Fortuin , Michael Pearce , Stephan Mandt , Gunnar Rätsch

Learning dynamical models from data is not only fundamental but also holds great promise for advancing principle discovery, time-series prediction, and controller design. Among various approaches, Gaussian Process State-Space Models…

Machine Learning · Computer Science 2025-10-20 Tengjie Zheng , Haipeng Chen , Lin Cheng , Shengping Gong , Xu Huang

Recently, 3D Gaussian Splatting has emerged as a promising approach for modeling 3D scenes using mixtures of Gaussians. The predominant optimization method for these models relies on backpropagating gradients through a differentiable…

Computer Vision and Pattern Recognition · Computer Science 2025-09-24 Toon Van de Maele , Ozan Catal , Alexander Tschantz , Christopher L. Buckley , Tim Verbelen

Machine Learning models in real-world applications must continuously learn new tasks to adapt to shifts in the data-generating distribution. Yet, for Continual Learning (CL), models often struggle to balance learning new tasks (plasticity)…

Machine Learning · Computer Science 2025-10-24 Luckeciano C. Melo , Alessandro Abate , Yarin Gal

The posterior variance of Gaussian processes is a valuable measure of the learning error which is exploited in various applications such as safe reinforcement learning and control design. However, suitable analysis of the posterior variance…

Machine Learning · Computer Science 2019-06-05 Armin Lederer , Jonas Umlauft , Sandra Hirche

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

Several machine learning problems arising in natural language processing can be modeled as a sequence labeling problem. We provide Gaussian process models based on pseudo-likelihood approximation to perform sequence labeling. Gaussian…

Machine Learning · Computer Science 2016-09-22 P. K. Srijith , P. Balamurugan , Shirish Shevade