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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 (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

Gaussian Processes (GPs) offer an attractive method for regression over small, structured and correlated datasets. However, their deployment is hindered by computational costs and limited guidelines on how to apply GPs beyond simple…

Machine Learning · Computer Science 2023-07-18 Kenza Tazi , Jihao Andreas Lin , Ross Viljoen , Alex Gardner , ST John , Hong Ge , Richard E. Turner

Variational Gaussian process (GP) approximations have become a standard tool in fast GP inference. This technique requires a user to select variational features to increase efficiency. So far the common choices in the literature are…

Machine Learning · Statistics 2021-10-26 Veit Wild , George Wynne

Accounting for the effects of stellar magnetic phenomena is indispensable to fully exploit radial velocities (RVs). Correlated time variations are often mitigated by Gaussian processes (GP). They rely on fitting kernel functions that are…

Earth and Planetary Astrophysics · Physics 2021-01-13 Manuel Perger , Guillem Anglada-Escudé , Ignasi Ribas , Albert Rosich , Enrique Herrero , Juan Carlos Morales

The radial velocity method is one of the most successful techniques for the discovery and characterization of exoplanets. Modern spectrographs promise measurement precision of ~0.2-0.5 m/s for an ideal target star. However, the intrinsic…

Instrumentation and Methods for Astrophysics · Physics 2021-01-19 Christian Gilbertson , Eric B. Ford , David E. Jones , David C. Stenning

Gaussian processes (GPs) are commonly used as models for functions, time series, and spatial fields, but they are computationally infeasible for large datasets. Focusing on the typical setting of modeling data as a GP plus an additive noise…

Methodology · Statistics 2020-12-22 Matthias Katzfuss , Joseph Guinness

The periodic Gaussian process (PGP) has been increasingly used to model periodic data due to its high accuracy. Yet, computing the likelihood of PGP has a high computational complexity of $\mathcal{O}\left(n^{3}\right)$ ($n$ is the data…

Methodology · Statistics 2023-02-10 Yongxiang Li , Yuting Pu , Changming Cheng , Qian Xiao

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

A Gaussian Process (GP) is a prominent mathematical framework for stochastic function approximation in science and engineering applications. This success is largely attributed to the GP's analytical tractability, robustness, non-parametric…

Machine Learning · Statistics 2022-05-19 Marcus M. Noack , Harinarayan Krishnan , Mark D. Risser , Kristofer G. Reyes

Gaussian Process (GP) models are a powerful tool in probabilistic machine learning with a solid theoretical foundation. Thanks to current advances, modeling complex data with GPs is becoming increasingly feasible, which makes them an…

Machine Learning · Computer Science 2025-03-04 Sarem Seitz

We introduce stochastic variational inference for Gaussian process models. This enables the application of Gaussian process (GP) models to data sets containing millions of data points. We show how GPs can be vari- ationally decomposed to…

Machine Learning · Computer Science 2013-09-27 James Hensman , Nicolo Fusi , Neil D. Lawrence

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

Correlations between velocity measurements in disk galaxy rotation curves are usually neglected when fitting dynamical models. Here I show how data correlations can be taken into account in rotation curve decompositions using Gaussian…

Astrophysics of Galaxies · Physics 2022-11-15 Lorenzo Posti

Contemporary all-sky surveys have observed thousands of extragalactic transients in the nearby universe, and upcoming surveys will discover exponentially more at higher redshifts. With these large samples, population-level analysis of the…

Instrumentation and Methods for Astrophysics · Physics 2026-04-07 C. Pellegrino , T. A. Pritchard , M. Modjaz , A. Crawford , S. Khakpash , F. Bianco

Gaussian processes (GPs) are pervasive in functional data analysis, machine learning, and spatial statistics for modeling complex dependencies. Modern scientific data sets are typically heterogeneous and often contain multiple known…

Methodology · Statistics 2021-10-19 Didong Li , Andrew Jones , Sudipto Banerjee , Barbara E. Engelhardt

The Gaussian process (GP) is a popular statistical technique for stochastic function approximation and uncertainty quantification from data. GPs have been adopted into the realm of machine learning in the last two decades because of their…

Machine Learning · Statistics 2024-10-02 Marcus M. Noack , Hengrui Luo , Mark D. Risser

Dynamic behavior of traffic adversely affect the performance of the prediction models in intelligent transportation applications. This study applies Gaussian processes (GPs) to traffic speed prediction. Such predictions can be used by…

Applications · Statistics 2020-11-25 Gurcan Comert

Gaussian Processes (GPs) has experienced tremendous success in geoscience in general and for bio-geophysical parameter retrieval in the last years. GPs constitute a solid Bayesian framework to formulate many function approximation problems…

Gaussian process (GP) modulated Cox processes are widely used to model point patterns. Existing approaches require a mapping (link function) between the unconstrained GP and the positive intensity function. This commonly yields solutions…

Machine Learning · Statistics 2019-03-01 Andrés F. López-Lopera , ST John , Nicolas Durrande