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Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Computer Science 2014-08-12 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Statistics 2013-05-27 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

In this study, we introduce a novel analytical Gaussian Process (GP) cosmography methodology, leveraging the differentiable properties of GPs to derive key cosmological quantities analytically. Our approach combines cosmic chronometer (CC)…

Cosmology and Nongalactic Astrophysics · Physics 2024-04-19 Bikash R. Dinda

In indoor positioning, signal fluctuation is highly location-dependent. However, signal uncertainty is one critical yet commonly overlooked dimension of the radio signal to be fingerprinted. This paper reviews the commonly used Gaussian…

Signal Processing · Electrical Eng. & Systems 2022-08-24 Ran Guan , Andi Zhang , Mengchao Li , Yongliang Wang

Linear partial differential equations (PDEs) are an important, widely applied class of mechanistic models, describing physical processes such as heat transfer, electromagnetism, and wave propagation. In practice, specialized numerical…

Machine Learning · Computer Science 2024-04-30 Marvin Pförtner , Ingo Steinwart , Philipp Hennig , Jonathan Wenger

Gaussian processes are a natural way of defining prior distributions over functions of one or more input variables. In a simple nonparametric regression problem, where such a function gives the mean of a Gaussian distribution for an…

Data Analysis, Statistics and Probability · Physics 2008-02-03 Radford M. Neal

Surrogate modeling based on Gaussian processes (GPs) has received increasing attention in the analysis of complex problems in science and engineering. Despite extensive studies on GP modeling, the developments for functional inputs are…

Methodology · Statistics 2023-01-04 Chih-Li Sung , Wenjia Wang , Fioralba Cakoni , Isaac Harris , Ying Hung

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

Faraday tomography (or rotation measure synthesis) is a procedure to convert linear polarization spectra into the Faraday dispersion function, which provides us with unique information of magneto-ionic media along the line of sight.…

Instrumentation and Methods for Astrophysics · Physics 2018-12-03 Kazunori Akiyama , Takuya Akahori , Yoshimitsu Miyashita , Shinsuke Ideguchi , Ryosuke Yamaguchi , Shiro Ikeda , Keitaro Takahashi

Gaussian Process Regression (GPR) is a popular regression method, which unlike most Machine Learning techniques, provides estimates of uncertainty for its predictions. These uncertainty estimates however, are based on the assumption that…

Machine Learning · Computer Science 2024-08-29 Harris Papadopoulos

We develop a Gaussian process ("GP") framework for modeling mortality rates and mortality improvement factors. GP regression is a nonparametric, data-driven approach for determining the spatial dependence in mortality rates and jointly…

Methodology · Statistics 2018-04-13 Mike Ludkovski , Jimmy Risk , Howard Zail

We introduce new Gaussian Process (GP) high-order approximations to linear operations that are frequently used in various numerical methods. Our method employs the kernel-based GP regression modeling, a non-parametric Bayesian approach to…

Computational Physics · Physics 2025-06-09 Christopher DeGrendele , Dongwook Lee

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

The use of Gaussian processes (GPs) as models for astronomical time series datasets has recently become almost ubiquitous, given their ease of use and flexibility. GPs excel in particular at marginalization over the stellar signal in cases…

Solar and Stellar Astrophysics · Physics 2021-09-08 Rodrigo Luger , Daniel Foreman-Mackey , Christina Hedges

We consider the use of Gaussian process (GP) priors for solving inverse problems in a Bayesian framework. As is well known, the computational complexity of GPs scales cubically in the number of datapoints. We here show that in the context…

Machine Learning · Statistics 2022-09-01 Cédric Travelletti , David Ginsbourger , Niklas Linde

Transmission spectroscopy, which consists of measuring the wavelength-dependent absorption of starlight by a planet's atmosphere during a transit, is a powerful probe of atmospheric composition. However, the expected signal is typically…

Earth and Planetary Astrophysics · Physics 2015-05-30 N. P. Gibson , S. Aigrain , S. Roberts , T. M. Evans , M. Osborne , F. Pont

Gaussian Processes (GPs) are powerful non-parametric Bayesian regression models that allow exact posterior inference, but exhibit high computational and memory costs. In order to improve scalability of GPs, approximate posterior inference…

Machine Learning · Computer Science 2020-04-28 Martin Trapp , Robert Peharz , Franz Pernkopf , Carl E. Rasmussen

The Gaussian process (GP) regression model is a widely employed surrogate modeling technique for computer experiments, offering precise predictions and statistical inference for the computer simulators that generate experimental data.…

Methodology · Statistics 2024-04-02 Lulu Kang , Yuanxing Cheng , Yiwei Wang , Chun Liu

We propose a new method for simplification of Gaussian process (GP) models by projecting the information contained in the full encompassing model and selecting a reduced number of variables based on their predictive relevance. Our results…

Methodology · Statistics 2017-12-18 Juho Piironen , Aki Vehtari

This paper presents a Gaussian Process (GP) framework, a non-parametric technique widely acknowledged for regression and classification tasks, to address inverse problems in mean field games (MFGs). By leveraging GPs, we aim to recover…

Computer Science and Game Theory · Computer Science 2023-12-27 Jinyan Guo , Chenchen Mou , Xianjin Yang , Chao Zhou