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Scalable Gaussian process (GP) inference is essential for sequential decision-making tasks, yet improving GP scalability remains a challenging problem with many open avenues of research. This paper focuses on iterative GPs, where iterative…

Machine Learning · Computer Science 2025-11-21 Alan Yufei Dong , Jihao Andreas Lin , José Miguel Hernández-Lobato

Many synoptic surveys are observing large parts of the sky multiple times. The resulting lightcurves provide a wonderful window to the dynamic nature of the universe. However, there are many significant challenges in analyzing these light…

Applications · Statistics 2016-02-04 Julian Faraway , Ashish Mahabal , Jiayang Sun , Xiaofeng Wang , Yi , Wang , Lingsong Zhang

Variability in the light curves of spotted, rotating stars is often non-sinusoidal and quasi-periodic --- spots move on the stellar surface and have finite lifetimes, causing stellar flux variations to slowly shift in phase. A strictly…

Solar and Stellar Astrophysics · Physics 2017-12-27 Ruth Angus , Timothy Morton , Suzanne Aigrain , Daniel Foreman-Mackey , Vinesh Rajpaul

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…

Statistics Theory · Mathematics 2022-07-27 Kelly R. Moran , Matthew W. Wheeler

Standard Gaussian Process (GP) regression, a powerful machine learning tool, is computationally expensive when it is applied to large datasets, and potentially inaccurate when data points are sparsely distributed in a high-dimensional…

Machine Learning · Computer Science 2016-03-08 Z. Zhang , K. Duraisamy , N. A. Gumerov

Quantifying uncertainties in physical or engineering systems often requires a large number of simulations of the underlying computer models that are computationally intensive. Emulators or surrogate models are often used to accelerate the…

Methodology · Statistics 2021-11-11 Junda Xiong , Xin Cai , Jinglai Li

Exact Gaussian Process (GP) regression has O(N^3) runtime for data size N, making it intractable for large N. Many algorithms for improving GP scaling approximate the covariance with lower rank matrices. Other work has exploited structure…

Machine Learning · Statistics 2012-09-24 Elad Gilboa , Yunus Saatçi , John P. Cunningham

We consider the use of Gaussian process (GP) priors for solving inverse problems in a Bayesian framework. As is well known, the computational complexity of GPs scales cubically in the number of datapoints. We here show that in the context…

Machine Learning · Statistics 2022-09-01 Cédric Travelletti , David Ginsbourger , Niklas Linde

Doppler planet searches are complicated by stellar activity, through which cyclical changes in the host star's photosphere and chromosphere can mask or mimic planetary signals. A popular technique for modeling stellar activity is to apply a…

Earth and Planetary Astrophysics · Physics 2025-09-11 Justin Harrell , Sarah E. Dodson-Robinson

Gaussian processes are typically used for smoothing and interpolation on small datasets. We introduce a new Bayesian nonparametric framework -- GPatt -- enabling automatic pattern extrapolation with Gaussian processes on large…

Machine Learning · Statistics 2014-01-03 Andrew Gordon Wilson , Elad Gilboa , Arye Nehorai , John P. Cunningham

Gaussian Processes (GPs) are a generic modelling tool for supervised learning. While they have been successfully applied on large datasets, their use in safety-critical applications is hindered by the lack of good performance guarantees. To…

Machine Learning · Statistics 2019-08-27 David Reeb , Andreas Doerr , Sebastian Gerwinn , Barbara Rakitsch

With the development of new remote sensing technology, large or even massive spatial datasets covering the globe become available. Statistical analysis of such data is challenging. This article proposes a semiparametric approach to model…

Methodology · Statistics 2019-10-24 Pulong Ma , Emily L. Kang

Gaussian Processes (GPs) are a popular approach to predict the output of a parameterized experiment. They have many applications in the field of Computer Experiments, in particular to perform sensitivity analysis, adaptive design of…

Optimization and Control · Mathematics 2017-05-08 Hossein Mohammadi , Rodolphe Le Riche , Nicolas Durrande , Eric Touboul , Xavier Bay

We present a novel non-parametric method for inferring smooth models of the mean velocity field and velocity dispersion tensor of the Milky Way from astrometric data. Our approach is based on Stochastic Variational Gaussian Process…

Astrophysics of Galaxies · Physics 2025-07-15 Timothy Hapitas , Lawrence M. Widrow , Thavisha E. Dharmawardena , Daniel Foreman-Mackey

Gaussian processes (GPs) are used to make medical and scientific decisions, including in cardiac care and monitoring of atmospheric carbon dioxide levels. Notably, the choice of GP kernel is often somewhat arbitrary. In particular,…

Geostatistics is a branch of statistics concerned with stochastic processes over continuous domains, with Gaussian processes (GPs) providing a flexible and principled modelling framework. However, the high computational cost of simulating…

Computation · Statistics 2026-03-20 Flávio B. Gonçalves , Marcos O. Prates , Gareth O. Roberts

We have created a general methodology for calculating the wavelength-dependent light curves of close-in extrasolar giant planets (EGPs) as they traverse their orbits. Focussing on the transiting EGPs HD189733b, TrES-1, and HD209458b, we…

Astrophysics · Physics 2008-11-26 A. Burrows , D. Sudarsky , I. Hubeny

Gaussian processes (GPs) are instrumental in modeling spatial processes, offering precise interpolation and prediction capabilities across fields such as environmental science and biology. Recently, there has been growing interest in…

Methodology · Statistics 2025-09-04 Jiawen Chen , Aritra Halder , Yun Li , Sudipto Banerjee , Didong Li

Gaussian processes (GPs) are non-parametric probabilistic regression models that are popular due to their flexibility, data efficiency, and well-calibrated uncertainty estimates. However, standard GP models assume homoskedastic Gaussian…

Machine Learning · Computer Science 2025-01-08 Sebastian Ament , Elizabeth Santorella , David Eriksson , Ben Letham , Maximilian Balandat , Eytan Bakshy

Gaussian process (GP) is a Bayesian model which provides several advantages for regression tasks in machine learning such as reliable quantitation of uncertainty and improved interpretability. Their adoption has been precluded by their…

Machine Learning · Computer Science 2023-06-26 Jonathan Parkinson , Wei Wang
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