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Gaussian process regression is a classical kernel method for function estimation and data interpolation. In large data applications, computational costs can be reduced using low-rank or sparse approximations of the kernel. This paper…

Numerical Analysis · Mathematics 2024-10-04 Daniel Sanz-Alonso , Ruiyi Yang

Nonparametric regression for massive numbers of samples (n) and features (p) is an increasingly important problem. In big n settings, a common strategy is to partition the feature space, and then separately apply simple models to each…

Machine Learning · Statistics 2014-06-10 Rajarshi Guhaniyogi , David B. Dunson

Gaussian processes are important models in the field of probabilistic numerics. We present a procedure for optimizing Mat\'ern kernel temporal Gaussian processes with respect to the kernel covariance function's hyperparameters. It is based…

Machine Learning · Computer Science 2025-08-14 Wouter M. Kouw

Optimizing wheat variety selection for high performance in different environmental conditions is critical for reliable food production and stable incomes for growers. We employ a statistical machine learning framework utilizing Gaussian…

This work presents a novel method for extracting potential barrier distributions from experimental fusion cross sections. We utilize a simple Gaussian process regression (GPR) framework to model the observed cross sections as a function of…

Nuclear Theory · Physics 2024-06-10 Kyle Godbey

While much research effort has been dedicated to scaling up sparse Gaussian process (GP) models based on inducing variables for big data, little attention is afforded to the other less explored class of low-rank GP approximations that…

Machine Learning · Statistics 2016-11-21 Quang Minh Hoang , Trong Nghia Hoang , Kian Hsiang Low

Bayesian Optimization, leveraging Gaussian process models, has proven to be a powerful tool for minimizing expensive-to-evaluate objective functions by efficiently exploring the search space. Extensions such as constrained Bayesian…

Computation · Statistics 2025-06-03 Yezhuo Li , Qiong Zhang , Madhura Limaye , Gang Li

We study learning problems in which the conditional distribution of the output given the input varies as a function of additional task variables. In varying-coefficient models with Gaussian process priors, a Gaussian process generates the…

Machine Learning · Computer Science 2015-10-15 Matthias Bussas , Christoph Sawade , Tobias Scheffer , Niels Landwehr

The application of Gaussian processes (GPs) to large data sets is limited due to heavy memory and computational requirements. A variety of methods has been proposed to enable scalability, one of which is to exploit structure in the kernel…

Machine Learning · Computer Science 2019-12-30 Jan Graßhoff , Alexandra Jankowski , Philipp Rostalski

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

Multi-output regression models must exploit dependencies between outputs to maximise predictive performance. The application of Gaussian processes (GPs) to this setting typically yields models that are computationally demanding and have…

Machine Learning · Statistics 2019-02-27 James Requeima , Will Tebbutt , Wessel Bruinsma , Richard E. Turner

The increased demand for online prediction and the growing availability of large data sets drives the need for computationally efficient models. While exact Gaussian process regression shows various favorable theoretical properties…

Machine Learning · Computer Science 2021-08-02 Armin Lederer , Alejandro Jose Ordonez Conejo , Korbinian Maier , Wenxin Xiao , Jonas Umlauft , Sandra Hirche

Gaussian processes (GPs) produce good probabilistic models of functions, but most GP kernels require $O((n+m)n^2)$ time, where $n$ is the number of data points and $m$ the number of predictive locations. We present a new kernel that allows…

Machine Learning · Computer Science 2023-04-03 Michael K. Cohen , Samuel Daulton , Michael A. Osborne

Diffusion processes are a class of stochastic differential equations (SDEs) providing a rich family of expressive models that arise naturally in dynamic modelling tasks. Probabilistic inference and learning under generative models with…

Machine Learning · Computer Science 2024-02-28 Prakhar Verma , Vincent Adam , Arno Solin

In this paper, we analyze Gaussian processes using statistical mechanics. Although the input is originally multidimensional, we simplify our model by considering the input as one-dimensional for statistical mechanical analysis. Furthermore,…

Statistical Mechanics · Physics 2025-05-05 Jun Tsuzurugi

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

Computer experiments involving both qualitative and quantitative (QQ) factors have attracted increasing attention. Gaussian process (GP) models have proven effective in this context by choosing specialized covariance functions for QQ…

Methodology · Statistics 2026-02-19 Linsui Deng , C. F. Jeff Wu

Motivated by the construction of tractable robust estimators via convex relaxations, we present conditions on the sample size which guarantee an augmented notion of Restricted Eigenvalue-type condition for Gaussian designs. Such a notion is…

Statistics Theory · Mathematics 2018-12-04 Philip Thompson , Arnak S. Dalalyan

Interference prediction and resource allocation are critical challenges in mission-critical applications where stringent latency and reliability constraints must be met. This paper proposes a novel Gaussian process regression (GPR)-based…

Signal Processing · Electrical Eng. & Systems 2025-10-31 Syed Luqman Shah , Nurul Huda Mahmood , Matti Latva-aho

We introduce a novel edge tracing algorithm using Gaussian process regression. Our edge-based segmentation algorithm models an edge of interest using Gaussian process regression and iteratively searches the image for edge pixels in a…

Computer Vision and Pattern Recognition · Computer Science 2021-12-15 Jamie Burke , Stuart King
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