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Gaussian process regression is a powerful method for predicting states based on given data. It has been successfully applied for probabilistic predictions of structural systems to quantify, for example, the crack growth in mechanical…

Machine Learning · Statistics 2022-06-20 Simon Pfingstl , Markus Zimmermann

Gaussian processes (GPs) are ubiquitous tools for modeling and predicting continuous processes in physical and engineering sciences. This is partly due to the fact that one may employ a Gaussian process as an interpolator while facilitating…

Statistics Theory · Mathematics 2025-12-16 D. Andrew Brown , Peter Kiessler , John Nicholson

Gaussian Processes (GP) have become popular machine-learning methods for kernel-based learning on datasets with complicated covariance structures. In this paper, we present a novel extension to the GP framework using a contaminated normal…

Machine Learning · Computer Science 2024-07-03 Daniel Iong , Matthew McAnear , Yuezhou Qu , Shasha Zou , Gabor Toth , Yang Chen

Deep Gaussian processes (DGPs) can model complex marginal densities as well as complex mappings. Non-Gaussian marginals are essential for modelling real-world data, and can be generated from the DGP by incorporating uncorrelated variables…

Machine Learning · Statistics 2019-05-15 Hugh Salimbeni , Vincent Dutordoir , James Hensman , Marc Peter Deisenroth

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…

Machine Learning · Computer Science 2025-01-03 Dongwei Ye , Weihao Yan , Christoph Brune , Mengwu Guo

The Gaussian process (GP) regression can be severely biased when the data are contaminated by outliers. This paper presents a new robust GP regression algorithm that iteratively trims the most extreme data points. While the new algorithm…

Machine Learning · Computer Science 2021-06-15 Zhao-Zhou Li , Lu Li , Zhengyi Shao

Gaussian processes provide a compact representation for modeling and estimating an unknown function, that can be updated as new measurements of the function are obtained. This paper extends this powerful framework to the case where the…

Systems and Control · Electrical Eng. & Systems 2023-11-30 Jilles van Hulst , Roy van Zuijlen , Duarte Antunes , W. P. M. H. , Heemels

We study the Gaussian Process regression model in the context of training data with noise in both input and output. The presence of two sources of noise makes the task of learning accurate predictive models extremely challenging. However,…

Machine Learning · Statistics 2015-07-03 Cuong Tran , Vladimir Pavlovic , Robert Kopp

The Gaussian process (GP) is a widely used probabilistic machine learning method with implicit uncertainty characterization for stochastic function approximation, stochastic modeling, and analyzing real-world measurements of nonlinear…

Machine Learning · Statistics 2026-04-14 Mark D. Risser , Marcus M. Noack , Hengrui Luo , Ronald Pandolfi

We introduce a new interpretation of sparse variational approximations for Gaussian processes using inducing points, which can lead to more scalable algorithms than previous methods. It is based on decomposing a Gaussian process as a sum of…

Machine Learning · Statistics 2024-02-27 Jiaxin Shi , Michalis K. Titsias , Andriy Mnih

Gaussian Process (GP) regression is a flexible non-parametric approach to approximate complex models. In many cases, these models correspond to processes with bounded physical properties. Standard GP regression typically results in a proxy…

Machine Learning · Computer Science 2020-04-10 Andrew Pensoneault , Xiu Yang , Xueyu Zhu

In this work, we employ the Bayesian inference framework to solve the problem of estimating the solution and particularly, its derivatives, which satisfy a known differential equation, from the given noisy and scarce observations of the…

Computation · Statistics 2020-10-09 Hongqiao Wang , Xiang Zhou

Gaussian processes constitute a very powerful and well-understood method for non-parametric regression and classification. In the classical framework, the training data consists of deterministic vector-valued inputs and the corresponding…

Systems and Control · Computer Science 2018-09-26 Maxim Dolgov , Uwe D. Hanebeck

Gaussian processes (GPs) are non-parametric Bayesian models that are widely used for diverse prediction tasks. Previous work in adding strong privacy protection to GPs via differential privacy (DP) has been limited to protecting only the…

Machine Learning · Computer Science 2021-11-12 Antti Honkela , Laila Melkas

Gaussian processes (GPs) are Bayesian nonparametric generative models that provide interpretability of hyperparameters, admit closed-form expressions for training and inference, and are able to accurately represent uncertainty. To model…

Machine Learning · Statistics 2018-03-21 Gonzalo Rios , Felipe Tobar

Gaussian processes are used in machine learning to learn input-output mappings from observed data. Gaussian process regression is based on imposing a Gaussian process prior on the unknown regressor function and statistically conditioning it…

Machine Learning · Statistics 2019-07-16 Simo Särkkä

Gaussian processes (GP) provide a prior over functions and allow finding complex regularities in data. Gaussian processes are successfully used for classification/regression problems and dimensionality reduction. In this work we consider…

Machine Learning · Computer Science 2016-11-21 Pavel Izmailov , Dmitry Kropotov

The composition of multiple Gaussian Processes as a Deep Gaussian Process (DGP) enables a deep probabilistic nonparametric approach to flexibly tackle complex machine learning problems with sound quantification of uncertainty. Existing…

Machine Learning · Statistics 2017-03-02 Kurt Cutajar , Edwin V. Bonilla , Pietro Michiardi , Maurizio Filippone

A method to reconstruct fields, source strengths and physical parameters based on Gaussian process regression is presented for the case where data are known to fulfill a given linear differential equation with localized sources. The…

Data Analysis, Statistics and Probability · Physics 2019-09-10 Christopher G. Albert

Gaussian process regression is a widespread tool used to mitigate stellar correlated noise in radial velocity time series. It is particularly useful to search for and determine the properties of signals induced by small-size, low-mass…

Earth and Planetary Astrophysics · Physics 2019-08-21 M. Damasso , M. Pinamonti , G. Scandariato , A. Sozzetti