Related papers: Multi-fidelity modeling with different input domai…

Missing values are common in many real-life datasets. However, most of the current machine learning methods can not handle missing values. This means that they should be imputed beforehand. Gaussian Processes (GPs) are non-parametric models…

Some scenarios require the computation of a predictive distribution of a new value evaluated on an objective function conditioned on previous observations. We are interested on using a model that makes valid assumptions on the objective…

A key challenge with controlling complex dynamical systems is to accurately model them. However, this requirement is very hard to satisfy in practice. Data-driven approaches such as Gaussian processes (GPs) have proved quite effective by…

Gaussian process (GP) models that combine both categorical and continuous input variables have found use in analysis of longitudinal data and computer experiments. However, standard inference for these models has the typical cubic scaling,…

Multi-fidelity (MF) modeling is a powerful statistical approach that can intelligently blend data from varied fidelity sources. This approach finds a compelling application in predicting melt pool geometry for laser-directed energy…

Gaussian Processes (GPs) offer an attractive method for regression over small, structured and correlated datasets. However, their deployment is hindered by computational costs and limited guidelines on how to apply GPs beyond simple…

The use of Gaussian processes (GPs) is supported by efficient sampling algorithms, a rich methodological literature, and strong theoretical grounding. However, due to their prohibitive computation and storage demands, the use of exact GPs…

Gaussian processes (GPs) defined through intrinsic random fields provide a flexible framework for modeling spatial phenomena, and have been advocated in a variety of applications over the past several decades. Nevertheless, their adoption…

Gaussian process (GP) emulators have become essential tools for approximating complex simulators, significantly reducing computational demands in optimization, sensitivity analysis, and model calibration. While traditional GP emulators…

Science and engineering fields use computer simulation extensively. These simulations are often run at multiple levels of sophistication to balance accuracy and efficiency. Multi-fidelity surrogate modeling reduces the computational cost by…

Despite the widespread utilization of Gaussian process models for versatile nonparametric modeling, they exhibit limitations in effectively capturing abrupt changes in function smoothness and accommodating relationships with heteroscedastic…

Multitask Gaussian processes (MTGP) are the Gaussian process (GP) framework's solution for multioutput regression problems in which the $T$ elements of the regressors cannot be considered conditionally independent given the observations.…

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…

In this paper, we propose \texttt{FGPR}: a Federated Gaussian process ($\mathcal{GP}$) regression framework that uses an averaging strategy for model aggregation and stochastic gradient descent for local client computations. Notably, the…

In this work, we use Deep Gaussian Processes (DGPs) as statistical surrogates for stochastic processes with complex distributions. Conventional inferential methods for DGP models can suffer from high computational complexity as they require…

Gaussian processes provide a compact representation for modeling and estimating an unknown function, that can be updated as new measurements of the function are obtained. This paper extends this powerful framework to the case where the…

Gaussian processes (GPs) offer a flexible, uncertainty-aware framework for modeling complex signals, but scale cubically with data, assume static targets, and are brittle to outliers, limiting their applicability in large-scale problems…

Gaussian Processes (GPs) have been widely used in machine learning to model distributions over functions, with applications including multi-modal regression, time-series prediction, and few-shot learning. GPs are particularly useful in the…

Gaussian processes (GPs) can provide a principled approach to uncertainty quantification with easy-to-interpret kernel hyperparameters, such as the lengthscale, which controls the correlation distance of function values. However, selecting…

Federated learning aims to learn a global model that performs well on client devices with limited cross-client communication. Personalized federated learning (PFL) further extends this setup to handle data heterogeneity between clients by…