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The problem of phase retrieval has many applications in the field of optical imaging. Motivated by imaging experiments with biological specimens, we primarily consider the setting of low-dose illumination where Poisson noise plays the…

Numerical Analysis · Mathematics 2024-03-28 Benedikt Diederichs , Frank Filbir , Patricia Römer

State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference \emph{and learning} (i.e. state estimation and system…

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

An algorithm and associated strategy for solving polynomial systems within the optimization framework is presented. The algorithm and strategy are named, respectively, the penetrating gradient algorithm and the deepest descent strategy. The…

Optimization and Control · Mathematics 2015-01-15 Nikica Hlupic , Ivo Beros

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

In this paper, we introduce an adaptive kernel method for solving the optimal filtering problem. The computational framework that we adopt is the Bayesian filter, in which we recursively generate an optimal estimate for the state of a…

Numerical Analysis · Mathematics 2022-03-11 Zezhong Zhang , Richard Archibald , Feng Bao

Searching for accurate Machine and Deep Learning models is a computationally expensive and awfully energivorous process. A strategy which has been gaining recently importance to drastically reduce computational time and energy consumed is…

Machine Learning · Computer Science 2020-06-26 Antonio Candelieri , Riccardo Perego , Francesco Archetti

We propose a derivative-free saddle-search algorithm designed to locate transition states using only function evaluations. The algorithm employs a nested architecture consisting of an inner eigenvector search and an outer saddle-point…

Numerical Analysis · Mathematics 2026-01-07 Qiang Du , Baoming Shi , Lei Zhang , Xiangcheng Zheng

Gaussian Processes (GPs) are widely used for regression and system identification due to their flexibility and ability to quantify uncertainty. However, their computational complexity limits their applicability to small datasets. Moreover…

Machine Learning · Computer Science 2025-08-27 Thore Wietzke , Knut Graichen

This paper proposes a gradient descent based optimization method that relies on automatic differentiation for the computation of gradients. The method uses tools and techniques originally developed in the field of artificial neural networks…

Systems and Control · Electrical Eng. & Systems 2023-09-29 Georg Kordowich , Johann Jaeger

Gaussian process regression uses data measured at sensor locations to reconstruct a spatially dependent function with quantified uncertainty. However, if only a limited number of sensors can be deployed, it is important to determine how to…

Numerical Analysis · Mathematics 2026-01-29 Jessie Chen , Hangjie Ji , Arvind K. Saibaba

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

Molecular discovery has brought great benefits to the chemical industry. Various molecule design techniques are developed to identify molecules with desirable properties. Traditional optimization methods, such as genetic algorithms,…

Biomolecules · Quantitative Biology 2025-11-05 Chris Zhuang , Debadyuti Mukherjee , Yingzhou Lu , Tianfan Fu , Ruqi Zhang

In this paper, we study the problem where a group of agents aim to collaboratively learn a common static latent function through streaming data. We propose a lightweight distributed Gaussian process regression (GPR) algorithm that is…

Machine Learning · Computer Science 2023-07-11 Zhenyuan Yuan , Minghui Zhu

Accurate phase diagram calculation from molecular dynamics requires systematic treatment and convergence of statistical averages. In this work we propose a Gaussian process regression based framework for reconstructing the free energy…

Computational Physics · Physics 2021-11-02 V. Ladygin , I. Beniya , E. Makarov , A. Shapeev

Gaussian process (GP) regression with 1D inputs can often be performed in linear time via a stochastic differential equation formulation. However, for non-Gaussian likelihoods, this requires application of approximate inference methods…

Machine Learning · Computer Science 2020-07-20 Paul E. Chang , William J. Wilkinson , Mohammad Emtiyaz Khan , Arno Solin

Gaussian Processes face two primary challenges: constructing models for large datasets and selecting the optimal model. This master's thesis tackles these challenges in the low-dimensional case. We examine recent convergence results to…

Machine Learning · Statistics 2024-11-13 Marcel Neugebauer

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

Over the past decade, a number of algorithms for full-field elastic strain estimation from neutron and X-ray measurements have been published. Many of the recently published algorithms rely on modelling the unknown strain field as a…

Computational Physics · Physics 2020-07-10 A. W. T. Gregg , J. N. Hendriks , C. M. Wensrich , N. O'Dell

Learning rates in stochastic neural network training are currently determined a priori to training, using expensive manual or automated iterative tuning. This study proposes gradient-only line searches to resolve the learning rate for…

Machine Learning · Statistics 2020-01-16 Dominic Kafka , Daniel N. Wilke

We derive a single pass algorithm for computing the gradient and Fisher information of Vecchia's Gaussian process loglikelihood approximation, which provides a computationally efficient means for applying the Fisher scoring algorithm for…

Computation · Statistics 2019-05-22 Joseph Guinness
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