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Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

Machine Learning · Statistics 2015-11-25 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

Gaussian processes (GPs) are flexible distributions over functions that enable high-level assumptions about unknown functions to be encoded in a parsimonious, flexible and general way. Although elegant, the application of GPs is limited by…

Machine Learning · Statistics 2017-10-06 Thang D. Bui , Josiah Yan , Richard E. Turner

Deep Gaussian Processes (DGPs) were proposed as an expressive Bayesian model capable of a mathematically grounded estimation of uncertainty. The expressivity of DPGs results from not only the compositional character but the distribution…

Machine Learning · Computer Science 2021-11-23 Chi-Ken Lu , Patrick Shafto

This paper presents a novel approach for propagating uncertainties in dynamical systems building on high-order Taylor expansions of the flow and moment-generating functions (MGFs). Unlike prior methods that focus on Gaussian distributions,…

Space Physics · Physics 2025-04-08 Giacomo Acciarini , Nicola Baresi , David Lloyd , Dario Izzo

Gaussian processes (GPs) are non-linear probabilistic models popular in many applications. However, na\"ive GP realizations require quadratic memory to store the covariance matrix and cubic computation to perform inference or evaluate the…

Computation · Statistics 2021-05-03 Amanda Muyskens , Benjamin Priest , Imène Goumiri , Michael Schneider

In this paper, we consider the homogenization of evolutionary incompressible purely viscous non-Newtonian flows of Carreau-Yasuda type in porous media with small perforation parameter $0< \varepsilon \ll 1$, where the small holes are…

Analysis of PDEs · Mathematics 2023-10-10 Yong Lu , Zhengmao Qian

Non-conjugate Gaussian processes (NCGPs) define a flexible probabilistic framework to model categorical, ordinal and continuous data, and are widely used in practice. However, exact inference in NCGPs is prohibitively expensive for large…

Machine Learning · Computer Science 2025-04-18 Lukas Tatzel , Jonathan Wenger , Frank Schneider , Philipp Hennig

In this work, an efficient physics-constrained deep learning model is developed for solving multiphase flow in 3D heterogeneous porous media. The model fully leverages the spatial topology predictive capability of convolutional neural…

Geophysics · Physics 2021-05-21 Bicheng Yan , Dylan Robert Harp , Bailian Chen , Rajesh Pawar

In this paper, we present a residual-driven multiscale method for simulating Darcy flow in perforated domains, where complex geometries and highly heterogeneous permeability make direct simulations computationally expensive. To address…

Numerical Analysis · Mathematics 2026-03-11 Wei Xie , Shubin Fu , Yin Yang , Yunqing Huang

Studies of hadron resonances and their properties are limited by the accuracy and consistency of measured datasets, which can originate from many different experiments. We have used Gaussian Processes (GP) to build interpolated datasets,…

Data Analysis, Statistics and Probability · Physics 2025-05-06 R. F. Ferguson , D. G. Ireland , B. McKinnon

We propose a novel probabilistic framework, termed LVM-GP, for uncertainty quantification in solving forward and inverse partial differential equations (PDEs) with noisy data. The core idea is to construct a stochastic mapping from the…

Machine Learning · Statistics 2025-07-31 Xiaodong Feng , Ling Guo , Xiaoliang Wan , Hao Wu , Tao Zhou , Wenwen Zhou

In spite of the diverse literature on nonstationary spatial modeling and approximate Gaussian process (GP) methods, there are no general approaches for conducting fully Bayesian inference for moderately sized nonstationary spatial data sets…

Computation · Statistics 2020-07-01 Mark D. Risser , Daniel Turek

Scientific and engineering problems often require the use of artificial intelligence to aid understanding and the search for promising designs. While Gaussian processes (GP) stand out as easy-to-use and interpretable learners, they have…

Machine Learning · Computer Science 2021-07-01 Liwei Wang , Suraj Yerramilli , Akshay Iyer , Daniel Apley , Ping Zhu , Wei Chen

Gaussian Processes (GPs) have been widely used in machine learning to model distributions over functions, with applications including multi-modal regression, time-series prediction, and few-shot learning. GPs are particularly useful in the…

Most problems within and beyond the scientific domain can be framed into one of the following three levels of complexity of function approximation. Type 1: Approximate an unknown function given input/output data. Type 2: Consider a…

Machine Learning · Computer Science 2025-10-14 Théo Bourdais , Pau Batlle , Xianjin Yang , Ricardo Baptista , Nicolas Rouquette , Houman Owhadi

Gaussian processes (GPs) provide a framework for Bayesian inference that can offer principled uncertainty estimates for a large range of problems. For example, if we consider regression problems with Gaussian likelihoods, a GP model enjoys…

Machine Learning · Computer Science 2022-12-21 Felix Leibfried , Vincent Dutordoir , ST John , Nicolas Durrande

We consider a two-phase Darcy flow in a fractured porous medium consisting in a matrix flow coupled with a tangential flow in the fractures, described as a network of planar surfaces. This flow model is also coupled with the mechanical…

Numerical Analysis · Mathematics 2021-07-15 Francesco Bonaldi , Konstantin Brenner , Jérôme Droniou , Roland Masson

In many areas of the observational and experimental sciences data is scarce. Data observation in high-energy astrophysics is disrupted by celestial occlusions and limited telescope time while data derived from laboratory experiments in…

Machine Learning · Statistics 2023-03-28 Ryan-Rhys Griffiths

Gaussian processes (GPs) are widely-used tools in spatial statistics and machine learning and the formulae for the mean function and covariance kernel of a GP $T u$ that is the image of another GP $u$ under a linear transformation $T$…

Probability · Mathematics 2024-10-08 Tadashi Matsumoto , T. J. Sullivan

Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…

Machine Learning · Computer Science 2010-02-23 Yuan Qi , Ahmed H. Abdel-Gawad , Thomas P. Minka