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Deep Gaussian processes (DGPs) are popular surrogate models for complex nonstationary computer experiments. DGPs use one or more latent Gaussian processes (GPs) to warp the input space into a plausibly stationary regime, then use typical GP…

Methodology · Statistics 2025-12-23 Annie S. Booth

Active learning of Gaussian process (GP) surrogates has been useful for optimizing experimental designs for physical/computer simulation experiments, and for steering data acquisition schemes in machine learning. In this paper, we develop a…

Machine Learning · Computer Science 2025-09-10 Chiwoo Park , Robert Waelder , Bonggwon Kang , Benji Maruyama , Soondo Hong , Robert Gramacy

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…

Machine Learning · Statistics 2022-08-18 Deyu Ming , Daniel Williamson , Serge Guillas

Deep Gaussian Processes (DGPs) are powerful surrogate models known for their flexibility and ability to capture complex functions. However, extending them to multi-output settings remains challenging due to the need for efficient dependency…

Machine Learning · Statistics 2025-08-25 Chun-Yi Chang , Chih-Li Sung

Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are nonparametric probabilistic models…

Deep Gaussian Processes (DGP) are hierarchical generalizations of Gaussian Processes (GP) that have proven to work effectively on a multiple supervised regression tasks. They combine the well calibrated uncertainty estimates of GPs with the…

Machine Learning · Statistics 2018-01-10 Marton Havasi , José Miguel Hernández-Lobato , Juan José Murillo-Fuentes

Deep Gaussian processes (DGPs) upgrade ordinary GPs through functional composition, in which intermediate GP layers warp the original inputs, providing flexibility to model non-stationary dynamics. Two DGP regimes have emerged in recent…

Computation · Statistics 2022-08-16 Annie Sauer , Andrew Cooper , Robert B. Gramacy

Deep Gaussian Processes (DGPs) compose GP layers to warp inputs, enabling improved emulation of computer models with nonstationary input-output behavior compared with ordinary GPs. In contrast to GPs, the predictive uncertainty for DGP…

Computation · Statistics 2026-05-12 Yiming Yang , Deyu Ming , Serge Guillas

Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are probabilistic and non-parametric…

Deep Gaussian Processes (DGPs) are multi-layer, flexible extensions of Gaussian processes but their training remains challenging. Sparse approximations simplify the training but often require optimization over a large number of inducing…

Machine Learning · Statistics 2021-07-20 Ayush Jain , P. K. Srijith , Mohammad Emtiyaz Khan

We introduce Deep Jump Gaussian Processes (DJGP), a novel method for surrogate modeling of a piecewise continuous function on a high-dimensional domain. DJGP addresses the limitations of conventional Jump Gaussian Processes (JGP) in…

Machine Learning · Computer Science 2026-01-16 Yang Xu , Chiwoo Park

In this work, we use Deep Gaussian Processes (DGPs) as statistical surrogates for stochastic processes with complex distributions. Conventional inferential methods for DGP models can suffer from high computational complexity as they require…

Machine Learning · Statistics 2023-05-02 Liang Ding , Rui Tuo , Shahin Shahrampour

We present a multi-task learning formulation for Deep Gaussian processes (DGPs), through non-linear mixtures of latent processes. The latent space is composed of private processes that capture within-task information and shared processes…

Machine Learning · Statistics 2020-02-25 Ayman Boustati , Theodoros Damoulas , Richard S. Savage

In recent years, surrogate models have been successfully used in likelihood-free inference to decrease the number of simulator evaluations. The current state-of-the-art performance for this task has been achieved by Bayesian Optimization…

Machine Learning · Computer Science 2021-10-06 Alexander Aushev , Henri Pesonen , Markus Heinonen , Jukka Corander , Samuel Kaski

In many areas of science and engineering, discovering the governing differential equations from the noisy experimental data is an essential challenge. It is also a critical step in understanding the physical phenomena and prediction of the…

Methodology · Statistics 2026-05-12 Jiuhai Chen , Lulu Kang , Guang Lin

This paper introduces an active learning framework for manifold Gaussian Process (GP) regression, combining manifold learning with strategic data selection to improve accuracy in high-dimensional spaces. Our method jointly optimizes a…

Machine Learning · Statistics 2026-05-12 Yuanxing Cheng , Lulu Kang , Yiwei Wang , Chun Liu

Deep Learning Gaussian Processes (DL-GP) are proposed as a methodology for analyzing (approximating) computer models that produce heteroskedastic and high-dimensional output. Computer simulation models have many areas of applications,…

Applications · Statistics 2022-09-07 Laura Schultz , Vadim Sokolov

Modern scientific problems are often multi-disciplinary and require integration of computer models from different disciplines, each with distinct functional complexities, programming environments, and computation times. Linked Gaussian…

Machine Learning · Statistics 2023-06-05 Deyu Ming , Daniel Williamson

Active learning optimizes the exploration of large parameter spaces by strategically selecting which experiments or simulations to conduct, thus reducing resource consumption and potentially accelerating scientific discovery. A key…

Machine Learning · Computer Science 2024-05-20 Maxim Ziatdinov

Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…

Machine Learning · Statistics 2025-11-26 Jonas Latz , Aretha L. Teckentrup , Simon Urbainczyk
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