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Related papers: Gaussian Process Regression with Local Explanation

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We propose a new method for simplification of Gaussian process (GP) models by projecting the information contained in the full encompassing model and selecting a reduced number of variables based on their predictive relevance. Our results…

Methodology · Statistics 2017-12-18 Juho Piironen , Aki Vehtari

While the analysis of airborne laser scanning (ALS) data often provides reliable estimates for certain forest stand attributes -- such as total volume or basal area -- there is still room for improvement, especially in estimating…

Applications · Statistics 2019-01-23 Petri Varvia , Timo Lähivaara , Matti Maltamo , Petteri Packalen , Aku Seppänen

Gaussian processes are a natural way of defining prior distributions over functions of one or more input variables. In a simple nonparametric regression problem, where such a function gives the mean of a Gaussian distribution for an…

Data Analysis, Statistics and Probability · Physics 2008-02-03 Radford M. Neal

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Computer Science 2014-08-12 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Statistics 2013-05-27 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Estimating causal effects in quasi-experiments with spatio-temporal panel data often requires adjusting for unmeasured confounding that varies across space and time. Gaussian Processes (GPs) offer a flexible, nonparametric modeling approach…

Methodology · Statistics 2025-07-08 Sofia L. Vega , Rachel C. Nethery

Probabilistic machine learning models are distinguished by their ability to integrate prior knowledge of noise statistics, smoothness parameters, and training data uncertainty. A common approach involves modeling data with Gaussian…

Computation · Statistics 2025-07-31 Cristian A. Galvis-Florez , Ahmad Farooq , Simo Särkkä

This work presents a novel method for extracting potential barrier distributions from experimental fusion cross sections. We utilize a simple Gaussian process regression (GPR) framework to model the observed cross sections as a function of…

Nuclear Theory · Physics 2024-06-10 Kyle Godbey

Recently nonparametric functional model with functional responses has been proposed within the functional reproducing kernel Hilbert spaces (fRKHS) framework. Motivated by its superior performance and also its limitations, we propose a…

Methodology · Statistics 2010-08-11 Heng Lian

Gaussian process regression is used throughout statistics and machine learning for prediction and uncertainty quantification. A Gaussian process is specified by its mean and covariance functions. Many covariance functions, including…

Statistics Theory · Mathematics 2025-10-28 Toni Karvonen , François Bachoc

Lost circulation remains a major and costly challenge in drilling operations, often resulting in wellbore instability, stuck pipe, and extended non-productive time. Accurate prediction of fluid loss is therefore essential for improving…

Machine Learning · Computer Science 2025-11-11 Seshu Kumar Damarla , Xiuli Zhu

Multi-model ensemble analysis integrates information from multiple climate models into a unified projection. However, existing integration approaches based on model averaging can dilute fine-scale spatial information and incur bias from…

Applications · Statistics 2023-04-12 Trevor Harris , Bo Li , Ryan Sriver

Gaussian process regression in its most simplified form assumes normal homoscedastic noise and utilizes analytically tractable mean and covariance functions of predictive posterior distribution using Gaussian conditioning. Its…

Applications · Statistics 2023-01-20 Pooja Algikar , Lamine Mili

Gaussian process (GP) regression is a popular surrogate modeling tool for computer simulations in engineering and scientific domains. However, it often struggles with high computational costs and low prediction accuracy when the simulation…

Machine Learning · Computer Science 2025-02-25 Lulu Kang , Minshen Xu

We present a Python implementation for RS-HDMR-GPR (Random Sampling High Dimensional Model Representation Gaussian Process Regression). The method builds representations of multivariate functions with lower-dimensional terms, either as an…

Computation · Statistics 2023-01-27 Owen Ren , Mohamed Ali Boussaidi , Dmitry Voytsekhovsky , Manabu Ihara , Sergei Manzhos

This paper proposes a new algorithm for Gaussian process classification based on posterior linearisation (PL). In PL, a Gaussian approximation to the posterior density is obtained iteratively using the best possible linearisation of the…

Machine Learning · Computer Science 2019-04-19 Ángel F. García-Fernández , Filip Tronarp , Simo Särkkä

The accurate predictions and principled uncertainty measures provided by GP regression incur O(n^3) cost which is prohibitive for modern-day large-scale applications. This has motivated extensive work on computationally efficient…

Machine Learning · Statistics 2023-12-29 Robert Allison , Anthony Stephenson , Samuel F , Edward Pyzer-Knapp

Gaussian processes (GPs) are versatile tools that have been successfully employed to solve nonlinear estimation problems in machine learning, but that are rarely used in signal processing. In this tutorial, we present GPs for regression as…

In this paper, we introduce a novel theoretical framework for Gaussian process regression error analysis, leveraging a function-space decomposition. Based on this framework, we develop a weighted Jacobi iterative method that utilizes…

Numerical Analysis · Mathematics 2026-02-27 Tiantian Sun , Juan Zhang

This paper presents a novel variational inference framework for deriving a family of Bayesian sparse Gaussian process regression (SGPR) models whose approximations are variationally optimal with respect to the full-rank GPR model enriched…

Machine Learning · Computer Science 2019-03-25 Haibin Yu , Trong Nghia Hoang , Kian Hsiang Low , Patrick Jaillet
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