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We present a non-parametric prognostic framework for individualized event prediction based on joint modeling of both longitudinal and time-to-event data. Our approach exploits a multivariate Gaussian convolution process (MGCP) to model the…

Machine Learning · Statistics 2023-07-04 Xubo Yue , Raed Kontar

Gaussian Processes (GPs) provide a general and analytically tractable way of modeling complex time-varying, nonparametric functions. The Automatic Bayesian Covariance Discovery (ABCD) system constructs natural-language description of…

Machine Learning · Computer Science 2016-02-15 Yunseong Hwang , Anh Tong , Jaesik Choi

We develop a novel multi-fidelity framework that goes far beyond the classical AR(1) Co-kriging scheme of Kennedy and O'Hagan (2000). Our method can handle general discontinuous cross-correlations among systems with different levels of…

Machine Learning · Computer Science 2016-04-27 Maziar Raissi , George Karniadakis

This paper introduces an innovative approach to enhance distributed cooperative learning using Gaussian process (GP) regression in multi-agent systems (MASs). The key contribution of this work is the development of an elective learning…

Machine Learning · Computer Science 2024-02-06 Zewen Yang , Xiaobing Dai , Akshat Dubey , Sandra Hirche , Georges Hattab

Gaussian process (GP) regression is a powerful probabilistic modeling technique with built-in uncertainty quantification. When one has access to multiple correlated simulations (tasks), it is common to fit a multitask GP (MTGP) surrogate…

Computation · Statistics 2026-03-18 Aleksei G. Sorokin , Pieterjan Robbe , Fred J. Hickernell

Epoxy polymers are widely used due to their multifunctional properties, but machine learning (ML) applications remain limited owing to their complex 3D molecular structure, multi-component nature, and lack of curated datasets. Existing ML…

Soft Condensed Matter · Physics 2026-03-19 Sindu B. S. , Jan Hamaekers

Gaussian process (GP) regression is a flexible, nonparametric approach to regression that naturally quantifies uncertainty. In many applications, the number of responses and covariates are both large, and a goal is to select covariates that…

Methodology · Statistics 2022-10-12 Jian Cao , Joseph Guinness , Marc G. Genton , Matthias Katzfuss

The design process of complex systems such as new configurations of aircraft or launch vehicles is usually decomposed in different phases which are characterized for instance by the depth of the analyses in terms of number of design…

Machine Learning · Computer Science 2020-07-01 Loïc Brevault , Mathieu Balesdent , Ali Hebbal

Numerical simulation is powerful to study nonlinear solid mechanics problems. However, mesh-based or particle-based numerical methods suffer from the common shortcoming of being time-consuming, particularly for complex problems with…

Machine Learning · Statistics 2024-09-18 Ming-Jian Li , Yanping Lian , Zhanshan Cheng , Lehui Li , Zhidong Wang , Ruxin Gao , Daining Fang

We introduce an ensemble learning method based on Gaussian Process Regression (GPR) for predicting conditional expected stock returns given stock-level and macro-economic information. Our ensemble learning approach significantly reduces the…

Risk Management · Quantitative Finance 2026-03-10 Damir Filipović , Puneet Pasricha

This tutorial aims to provide an intuitive introduction to Gaussian process regression (GPR). GPR models have been widely used in machine learning applications due to their representation flexibility and inherent capability to quantify…

Machine Learning · Statistics 2024-01-30 Jie Wang

Gaussian process regression is a well-established Bayesian machine learning method. We propose a new approach to Gaussian process regression using quantum kernels based on parameterized quantum circuits. By employing a hardware-efficient…

Quantum Physics · Physics 2024-02-06 Frederic Rapp , Marco Roth

We introduce an RG-inspired coarse-graining for extracting the collective features of data. The key to successful coarse-graining lies in finding appropriate pairs of data sets. We coarse-grain the two closest data in a regular real-space…

Data Analysis, Statistics and Probability · Physics 2023-07-19 Jonathan Landy , Tsvi Tlusty , YeongKyu Lee , YongSeok Jho

Simulations of condensed matter systems often focus on the dynamics of a few distinguished components but require integrating the dynamics of the full system. A prime example is a molecular dynamics simulation of a (macro)molecule in…

Computational Physics · Physics 2024-03-12 Mauricio J. del Razo , Daan Crommelin , Peter G. Bolhuis

Machine learning based solvers have garnered much attention in physical simulation and scientific computing, with a prominent example, physics-informed neural networks (PINNs). However, PINNs often struggle to solve high-frequency and…

Machine Learning · Computer Science 2024-03-20 Shikai Fang , Madison Cooley , Da Long , Shibo Li , Robert Kirby , Shandian Zhe

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

We show that Gaussian process regression (GPR) allows representing multivariate functions with low-dimensional terms via kernel design. When using a kernel built with HDMR (High-dimensional model representation), one obtains a similar type…

Numerical Analysis · Mathematics 2023-01-27 Eita Sasaki , Manabu Ihara , Sergei Manzhos

Complex-valued signals are used in the modeling of many systems in engineering and science, hence being of fundamental interest. Often, random complex-valued signals are considered to be proper. A proper complex random variable or process…

Machine Learning · Computer Science 2015-02-19 Rafael Boloix-Tortosa , F. Javier Payán-Somet , Eva Arias-de-Reyna , Juan José Murillo-Fuentes

Gaussian processes regression models are an appealing machine learning method as they learn expressive non-linear models from exemplar data with minimal parameter tuning and estimate both the mean and covariance of unseen points. However,…

Machine Learning · Computer Science 2020-08-25 Vladimir Joukov , Dana Kulić

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
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