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Gaussian process regression is a powerful Bayesian nonlinear regression method. Recent research has enabled the capture of many types of observations using non-Gaussian likelihoods. To deal with various tasks in spatial modeling, we benefit…

Machine Learning · Statistics 2025-08-26 Yuta Shikuri

We present an R package bssm for Bayesian non-linear/non-Gaussian state space modelling. Unlike the existing packages, bssm allows for easy-to-use approximate inference based on Gaussian approximations such as the Laplace approximation and…

Computation · Statistics 2022-04-13 Jouni Helske , Matti Vihola

In quantum many-body physics, one aims to understand emergent phenomena and effects of strong interactions, ideally by developing a simple theoretical picture. Recently, progress in quantum simulators has enabled the measurement of site…

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…

Machine Learning · Statistics 2023-09-01 Taehee Lee , Jun S. Liu

Gaussian process state-space models (GP-SSMs) are a very flexible family of models of nonlinear dynamical systems. They comprise a Bayesian nonparametric representation of the dynamics of the system and additional (hyper-)parameters…

Machine Learning · Statistics 2013-12-18 Roger Frigola , Fredrik Lindsten , Thomas B. Schön , Carl E. Rasmussen

Latent autoregressive processes are a popular choice to model time varying parameters. These models can be formulated as nonlinear state space models for which inference is not straightforward due to the high number of parameters. Therefore…

Computation · Statistics 2019-11-01 Alexander Kreuzer , Claudia Czado

{Many-body quantum states at thermal equilibrium are ubiquitous in nature. Investigating their dynamical properties is a formidable task due to the complexity of the Hilbert space they live in. Quantum computers may have the potential to…

Quantum Physics · Physics 2024-07-25 Mirko Consiglio , Tony J. G. Apollaro

We present a class of algorithms for state estimation in nonlinear, non-Gaussian state-space models. Our approach is based on a variational Lagrangian formulation that casts Bayesian inference as a sequence of entropic trust-region updates…

Machine Learning · Computer Science 2025-11-20 Hany Abdulsamad , Ángel F. García-Fernández , Simo Särkkä

We propose a novel algorithm for quantizing continuous latent representations in trained models. Our approach applies to deep probabilistic models, such as variational autoencoders (VAEs), and enables both data and model compression. Unlike…

Image and Video Processing · Electrical Eng. & Systems 2020-09-09 Yibo Yang , Robert Bamler , Stephan Mandt

We consider a Gaussian process formulation of the multiple kernel learning problem. The goal is to select the convex combination of kernel matrices that best explains the data and by doing so improve the generalisation on unseen data.…

Machine Learning · Statistics 2011-10-25 Cedric Archambeau , Francis Bach

We introduce a novel Bayesian approach for variable selection using Gaussian process regression, which is crucial for enhancing interpretability and model regularization. Our method employs nearest neighbor Gaussian processes, serving as…

Bayesian estimation is a powerful theoretical paradigm for the operation of quantum sensors. However, the Bayesian method for statistical inference generally suffers from demanding calibration requirements that have so far restricted its…

Quantum Physics · Physics 2021-09-22 Samuel P. Nolan , Augusto Smerzi , Luca Pezzè

Intelligent real-world systems critically depend on expressive information about their system state and changing operation conditions, e.g., due to variation in temperature, location, wear, or aging. To provide this information, online…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Jan-Hendrik Ewering , Björn Volkmann , Simon F. G. Ehlers , Thomas Seel , Michael Meindl

Gaussian Process state-space models capture complex temporal dependencies in a principled manner by placing a Gaussian Process prior on the transition function. These models have a natural interpretation as discretized stochastic…

Machine Learning · Computer Science 2022-02-24 Krista Longi , Jakob Lindinger , Olaf Duennbier , Melih Kandemir , Arto Klami , Barbara Rakitsch

Bayesian hyperparameter optimization relies heavily on Gaussian Process (GP) surrogates, due to robust distributional posteriors and strong performance on limited training samples. GPs however underperform in categorical hyperparameter…

Machine Learning · Computer Science 2025-09-23 Riccardo Doyle

Determining the low-energy eigenspectra of quantum many-body systems is a long-standing challenge in physics. In this work, we solve this problem by introducing two novel algorithms to determine low-energy eigenstates based on a compact…

Strongly Correlated Electrons · Physics 2023-05-26 Xuan Li , Zongsheng Zhou , Guanglei Xu , Runze Chi , Yibin Guo , Tong Liu , Haijun Liao , Tao Xiang

Sensors in high-precision mechatronic systems require accurate calibration, which is achieved using test beds that, in turn, require even more accurate calibration. The aim of this paper is to develop a cascaded calibration method for…

Systems and Control · Electrical Eng. & Systems 2023-04-07 Max van Meer , Emre Deniz , Gert Witvoet , Tom Oomen

Human experts cannot efficiently access the physical information of quantum many-body states by simply "reading" the coefficients, but have to reply on the previous knowledge such as order parameters and quantum measurements. In this work,…

Quantum Physics · Physics 2021-10-26 Xinran Ma , Z. C. Tu , Shi-Ju Ran

We present a general framework for the efficient simulation of realistic fermionic systems with modern machine learning inspired representations of quantum many-body states, towards a universal tool for ab initio electronic structure. These…

Strongly Correlated Electrons · Physics 2023-05-16 Yannic Rath , George H. Booth

Gaussian processes are a powerful class of non-linear models, but have limited applicability for larger datasets due to their high computational complexity. In such cases, approximate methods are required, for example, the recently…

Methodology · Statistics 2026-03-24 Soham Mukherjee , Manfred Claassen , Paul-Christian Bürkner