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We formulate a reduced-order strategy for efficiently forecasting complex high-dimensional dynamical systems entirely based on data streams. The first step of our method involves reconstructing the dynamics in a reduced-order subspace of…

Data Analysis, Statistics and Probability · Physics 2017-03-08 Zhong Yi Wan , Themistoklis P. Sapsis

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

Gaussian process (GP) predictors are an important component of many Bayesian approaches to machine learning. However, even a straightforward implementation of Gaussian process regression (GPR) requires O(n^2) space and O(n^3) time for a…

Machine Learning · Statistics 2012-11-06 Krzysztof Chalupka , Christopher K. I. Williams , Iain Murray

In this work, we develop Gaussian process regression (GPR) models of hyperelastic material behavior. First, we consider the direct approach of modeling the components of the Cauchy stress tensor as a function of the components of the Finger…

Machine Learning · Statistics 2019-12-24 Ari Frankel , Reese Jones , Laura Swiler

Gaussian Process Regression (GPR) is a powerful and elegant method for learning complex functions from noisy data with a wide range of applications, including in safety-critical domains. Such applications have two key features: (i) they…

Machine Learning · Computer Science 2024-12-23 Robert Reed , Luca Laurenti , Morteza Lahijanian

Gaussian Process Regression (GPR) is widely used for inferring functions from noisy data. GPR crucially relies on the choice of a kernel, which might be specified in terms of a collection of hyperparameters that must be chosen or learned.…

Numerical Analysis · Mathematics 2025-06-16 P. Michael Kielstra , Michael Lindsey

The estimation of Remaining Useful Life (RUL) plays a pivotal role in intelligent manufacturing systems and Industry 4.0 technologies. While recent advancements have improved RUL prediction, many models still face interpretability and…

Machine Learning · Computer Science 2024-11-26 Tian Niu , Zijun Xu , Heng Luo , Ziqing Zhou

Kernel based methods including Gaussian process regression (GPR) and generally kernel ridge regression (KRR) have been finding increasing use in computational chemistry, including the fitting of potential energy surfaces and density…

Machine Learning · Statistics 2023-01-27 Sergei Manzhos , Manabu Ihara

Identifying dynamical system (DS) is a vital task in science and engineering. Traditional methods require numerous calls to the DS solver, rendering likelihood-based or least-squares inference frameworks impractical. For efficient parameter…

Computation · Statistics 2024-09-19 Ying Zhou , Jinglai Li , Xiang Zhou , Hongqiao Wang

The performance of Gaussian Process (GP) regression is often hampered by the curse of dimensionality, which inflates computational cost and reduces predictive power in high-dimensional problems. Variable selection is thus crucial for…

Methodology · Statistics 2025-11-24 Minshen Xu , Shiwei Lan , Lulu Kang

Gaussian process regression (GPR) model is a popular nonparametric regression model. In GPR, features of the regression function such as varying degrees of smoothness and periodicities are modeled through combining various covarinace…

Statistics Theory · Mathematics 2023-03-07 Jaehoan Kim , Jaeyong Lee

The Gaussian process (GP) regression model is a widely employed surrogate modeling technique for computer experiments, offering precise predictions and statistical inference for the computer simulators that generate experimental data.…

Methodology · Statistics 2024-04-02 Lulu Kang , Yuanxing Cheng , Yiwei Wang , Chun Liu

Gaussian processes (GPs) provide flexible distributions over functions, with inductive biases controlled by a kernel. However, in many applications Gaussian processes can struggle with even moderate input dimensionality. Learning a low…

Machine Learning · Computer Science 2020-01-01 Ian A. Delbridge , David S. Bindel , Andrew Gordon Wilson

Folding uncertainty in theoretical models into Bayesian parameter estimation is necessary in order to make reliable inferences. A general means of achieving this is by marginalizing over model uncertainty using a prior distribution…

General Relativity and Quantum Cosmology · Physics 2016-03-04 Christopher J. Moore , Christopher P. L. Berry , Alvin J. K. Chua , Jonathan R. Gair

A common task is the determination of system parameters from spectroscopy, where one compares the experimental spectrum with calculated spectra, that depend on the desired parameters. Here we discuss an approach based on a machine learning…

Quantum Physics · Physics 2022-05-04 Farhad Taher-Ghahramani , Fulu Zheng , Alexander Eisfeld

Gaussian Process Regression (GPR) is a Bayesian method for inferring profiles based on input data. The technique is increasing in popularity in the fusion community due to its many advantages over traditional fitting techniques including…

Methodology · Statistics 2022-09-07 Jarrod Leddy , Sandeep Madireddy , Eric Howell , Scott Kruger

Learning in Gaussian Process models occurs through the adaptation of hyperparameters of the mean and the covariance function. The classical approach entails maximizing the marginal likelihood yielding fixed point estimates (an approach…

Machine Learning · Statistics 2020-04-07 Vidhi Lalchand , Carl Edward Rasmussen

Gaussian Process Regression (GPR) is an important type of supervised machine learning model with inherent uncertainty measure in its predictions. We propose a new framework, nuGPR, to address the well-known challenge of high computation…

Machine Learning · Computer Science 2025-10-15 Ziqi Zhao , Vivek Sarin

Gaussian Process (GP) regression is a flexible non-parametric approach to approximate complex models. In many cases, these models correspond to processes with bounded physical properties. Standard GP regression typically results in a proxy…

Machine Learning · Computer Science 2020-04-10 Andrew Pensoneault , Xiu Yang , Xueyu Zhu

A practical approach to evaluate performance of a Gaussian process regression models (GPR) for irregularly sampled sparse time-series is introduced. The approach entails construction of a secondary autoregressive model using the fine scale…

Methodology · Statistics 2016-11-10 Mehmet Süzen , Abed Ajraou