Related papers: Sparse Gaussian Process Variational Autoencoders
This paper presents a new variable selection approach integrated with Gaussian process (GP) regression. We consider a sparse projection of input variables and a general stationary covariance model that depends on the Euclidean distance…
Deep Gaussian processes (DGPs) provide a rich class of models that can better represent functions with varying regimes or sharp changes, compared to conventional GPs. In this work, we propose a novel inference method for DGPs for computer…
Bayesian models based on Gaussian processes (GPs) offer a flexible framework to predict spatially distributed variables with uncertainty. But the use of nonstationary priors, often necessary for capturing complex spatial patterns, makes…
In this paper, we introduce an efficient sparse Gaussian process (E-SGP) for the surrogate modelling of fluid mechanics. This novel Bayesian machine learning algorithm allows efficient model training using databases of different structures.…
A Gaussian Process (GP) is a prominent mathematical framework for stochastic function approximation in science and engineering applications. This success is largely attributed to the GP's analytical tractability, robustness, non-parametric…
Gaussian process (GP) emulators have become essential tools for approximating complex simulators, significantly reducing computational demands in optimization, sensitivity analysis, and model calibration. While traditional GP emulators…
Sparse pseudo-point approximations for Gaussian process (GP) models provide a suite of methods that support deployment of GPs in the large data regime and enable analytic intractabilities to be sidestepped. However, the field lacks a…
This article proposes an efficient numerical method for solving nonlinear partial differential equations (PDEs) based on sparse Gaussian processes (SGPs). Gaussian processes (GPs) have been extensively studied for solving PDEs by…
The application of Stochastic Differential Equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we…
Differential equations are important mechanistic models that are integral to many scientific and engineering applications. With the abundance of available data there has been a growing interest in data-driven physics-informed models.…
Multi-robot systems require scalable and federated methods to model complex environments under computational and communication constraints. Gaussian Processes (GPs) offer robust probabilistic modeling, but suffer from cubic computational…
Characterizing the relationship between neural population activity and behavioral data is a central goal of neuroscience. While latent variable models (LVMs) are successful in describing high-dimensional time-series data, they are typically…
A key challenge with controlling complex dynamical systems is to accurately model them. However, this requirement is very hard to satisfy in practice. Data-driven approaches such as Gaussian processes (GPs) have proved quite effective by…
Gaussian process regression is widely applied in computational science and engineering for surrogate modeling owning to its kernel-based and probabilistic nature. In this work, we propose a Bayesian approach that integrates the variability…
Gaussian processes (GPs) offer appealing properties but are costly to train at scale. Sparse variational GP (SVGP) approximations reduce cost yet still rely on Cholesky decompositions of kernel matrices, ill-suited to low-precision,…
Gaussian Processes (\textbf{GPs}) are flexible non-parametric models with strong probabilistic interpretation. While being a standard choice for performing inference on time series, GPs have few techniques to work in a streaming setting.…
Fitting Gaussian Processes (GPs) provides interpretable aleatoric uncertainty quantification for estimation of spatio-temporal fields. Spatio-temporal deep learning models, while scalable, typically assume a simplistic independent…
We develop a fast variational approximation scheme for Gaussian process (GP) regression, where the spectrum of the covariance function is subjected to a sparse approximation. Our approach enables uncertainty in covariance function…
Gaussian processes (GPs) are an important tool in machine learning and statistics with applications ranging from social and natural science through engineering. They constitute a powerful kernelized non-parametric method with…
Although variational autoencoders (VAEs) represent a widely influential deep generative model, many aspects of the underlying energy function remain poorly understood. In particular, it is commonly believed that Gaussian encoder/decoder…