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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

In nonlinear latent variable models or dynamic models, if we consider the latent variables as confounders (common causes), the noise dependencies imply further relations between the observed variables. Such models are then closely related…

Machine Learning · Computer Science 2012-03-19 Kun Zhang , Bernhard Schoelkopf , Dominik Janzing

This paper introduces a general Bayesian non- parametric latent feature model suitable to per- form automatic exploratory analysis of heterogeneous datasets, where the attributes describing each object can be either discrete, continuous or…

Machine Learning · Statistics 2017-07-27 Isabel Valera , Melanie F. Pradier , Zoubin Ghahramani

We introduce a new regression framework, Gaussian process regression networks (GPRN), which combines the structural properties of Bayesian neural networks with the non-parametric flexibility of Gaussian processes. This model accommodates…

Machine Learning · Statistics 2011-10-21 Andrew Gordon Wilson , David A. Knowles , Zoubin Ghahramani

Gaussian process regression (GPR) is a fundamental model used in machine learning. Owing to its accurate prediction with uncertainty and versatility in handling various data structures via kernels, GPR has been successfully used in various…

Machine Learning · Computer Science 2021-12-16 Yuya Yoshikawa , Tomoharu Iwata

Interference prediction and resource allocation are critical challenges in mission-critical applications where stringent latency and reliability constraints must be met. This paper proposes a novel Gaussian process regression (GPR)-based…

Signal Processing · Electrical Eng. & Systems 2025-10-31 Syed Luqman Shah , Nurul Huda Mahmood , Matti Latva-aho

Gaussian processes have become a popular tool for nonparametric regression because of their flexibility and uncertainty quantification. However, they often use stationary kernels, which limit the expressiveness of the model and may be…

Machine Learning · Computer Science 2025-07-17 Zachary James , Joseph Guinness

We investigate the behavior of the Generalized Likelihood Ratio Test (GLRT) (Fan, Zhang and Zhang [Ann. Statist. 29 (2001) 153-193]) for time varying coefficient models where the regressors and errors are non-stationary time series and can…

Statistics Theory · Mathematics 2014-02-05 Zhou Zhou

This paper develops asymptotic theory for estimation of parameters in regression models for binomial response time series where serial dependence is present through a latent process. Use of generalized linear model (GLM) estimating…

Statistics Theory · Mathematics 2016-06-06 W. T. M. Dunsmuir , J. Y. He

Multi-task learning leverages shared information among data sets to improve the learning performance of individual tasks. The paper applies this framework for data where each task is a phase-shifted periodic time series. In particular, we…

Machine Learning · Computer Science 2015-03-20 Yuyang Wang , Roni Khardon , Pavlos Protopapas

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

Differential item functioning (DIF) arises alongside latent population heterogeneity in many applications, and both must be accounted for when assessing measurement invariance. In many practical settings, however, the comparison groups are…

Methodology · Statistics 2026-05-08 Gabriel Wallin , Qi Huang

For robots to navigate safely and efficiently on soft, granular terrains, it is crucial to gather information about the terrain's mechanical properties, which directly affect locomotion performance. Recent research has developed robotic…

Robotics · Computer Science 2026-03-10 Shipeng Liu , Feng Xue , Yifeng Zhang , Tarunika Ponnusamy , Feifei Qian

Multi-output regression models must exploit dependencies between outputs to maximise predictive performance. The application of Gaussian processes (GPs) to this setting typically yields models that are computationally demanding and have…

Machine Learning · Statistics 2019-02-27 James Requeima , Will Tebbutt , Wessel Bruinsma , Richard E. Turner

Recommender systems are often designed based on a collaborative filtering approach, where user preferences are predicted by modelling interactions between users and items. Many common approaches to solve the collaborative filtering task are…

Machine Learning · Computer Science 2021-10-11 Yinchong Yang , Florian Buettner

Interacting particle or agent systems that display a rich variety of swarming behaviours are ubiquitous in science and engineering. A fundamental and challenging goal is to understand the link between individual interaction rules and…

Machine Learning · Statistics 2023-03-08 Jinchao Feng , Charles Kulick , Yunxiang Ren , Sui Tang

We introduce a random partition model for Bayesian nonparametric regression. The model is based on infinitely-many disjoint regions of the range of a latent covariate-dependent Gaussian process. Given a realization of the process, the…

Methodology · Statistics 2013-01-04 George Karabatsos , Stephen G. Walker

Educational assessments are valuable tools for measuring student knowledge and skills, but their validity can be compromised when test takers exhibit changes in response behavior due to factors such as time pressure. To address this issue,…

Methodology · Statistics 2025-05-06 Gabriel Wallin , Yunxiao Chen , Yi-Hsuan Lee , Xiaoou Li

Deep Gaussian processes (DGP) have appealing Bayesian properties, can handle variable-sized data, and learn deep features. Their limitation is that they do not scale well with the size of the data. Existing approaches address this using a…

Machine Learning · Computer Science 2019-05-20 Issam H. Laradji , Mark Schmidt , Vladimir Pavlovic , Minyoung Kim

Inference tasks in signal processing are often characterized by the availability of reliable statistical modeling with some missing instance-specific parameters. One conventional approach uses data to estimate these missing parameters and…

Signal Processing · Electrical Eng. & Systems 2023-04-25 Nir Shlezinger , Tirza Routtenberg
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