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Gaussian processes (GPs) are instrumental in modeling spatial processes, offering precise interpolation and prediction capabilities across fields such as environmental science and biology. Recently, there has been growing interest in…

Methodology · Statistics 2025-09-04 Jiawen Chen , Aritra Halder , Yun Li , Sudipto Banerjee , Didong Li

Gaussian processes (GPs) are typically criticised for their unfavourable scaling in both computational and memory requirements. For large datasets, sparse GPs reduce these demands by conditioning on a small set of inducing variables…

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

We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…

Machine Learning · Statistics 2018-11-06 Edwin V. Bonilla , Karl Krauth , Amir Dezfouli

In many areas of science and engineering, computer simulations are widely used as proxies for physical experiments, which can be infeasible or unethical. Such simulations can often be computationally expensive, and an emulator can be…

Machine Learning · Statistics 2023-02-03 Tao Tang , Simon Mak , David Dunson

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk , Carl E. Rasmussen

In unsupervised domain adaptation, it is widely known that the target domain error can be provably reduced by having a shared input representation that makes the source and target domains indistinguishable from each other. Very recently it…

Machine Learning · Computer Science 2019-02-26 Minyoung Kim , Pritish Sahu , Behnam Gholami , Vladimir Pavlovic

We propose a class of intrinsic Gaussian processes (in-GPs) for interpolation, regression and classification on manifolds with a primary focus on complex constrained domains or irregular shaped spaces arising as subsets or submanifolds of…

Machine Learning · Statistics 2018-01-05 Mu Niu , Pokman Cheung , Lizhen Lin , Zhenwen Dai , Neil Lawrence , David Dunson

We derive a Matern Gaussian process (GP) on the vertices of a hypergraph. This enables estimation of regression models of observed or latent values associated with the vertices, in which the correlation and uncertainty estimates are…

Machine Learning · Statistics 2021-06-04 Thomas Pinder , Kathryn Turnbull , Christopher Nemeth , David Leslie

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

Inference for GP models with non-Gaussian noises is computationally expensive when dealing with large datasets. Many recent inference methods approximate the posterior distribution with a simpler distribution defined on a small number of…

Machine Learning · Computer Science 2018-09-11 Linfeng Liu , Liping Liu

This paper presents a novel approach for approximate integration over the uncertainty of noise and signal variances in Gaussian process (GP) regression. Our efficient and straightforward approach can also be applied to integration over…

Machine Learning · Statistics 2017-12-18 Ville Tolvanen , Pasi Jylänki , Aki Vehtari

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

This paper presents a new approach for Gaussian process (GP) regression for large datasets. The approach involves partitioning the regression input domain into multiple local regions with a different local GP model fitted in each region.…

Machine Learning · Computer Science 2018-07-10 Chiwoo Park , Daniel Apley

Standard Gaussian Process (GP) regression, a powerful machine learning tool, is computationally expensive when it is applied to large datasets, and potentially inaccurate when data points are sparsely distributed in a high-dimensional…

Machine Learning · Computer Science 2016-03-08 Z. Zhang , K. Duraisamy , N. A. Gumerov

Inference in Gaussian process (GP) models is computationally challenging for large data, and often difficult to approximate with a small number of inducing points. We explore an alternative approximation that employs stochastic inference…

Machine Learning · Statistics 2019-05-28 Jiaxin Shi , Mohammad Emtiyaz Khan , Jun Zhu

The sparse pseudo-input Gaussian process (SPGP) is a new approximation method for speeding up GP regression in the case of a large number of data points N. The approximation is controlled by the gradient optimization of a small set of M…

Machine Learning · Computer Science 2012-07-02 Edward Snelson , Zoubin Ghahramani

A Gaussian process (GP) is a powerful and widely used regression technique. The main building block of a GP regression is the covariance kernel, which characterizes the relationship between pairs in the random field. The optimization to…

Numerical Analysis · Mathematics 2022-01-05 Vahid Keshavarzzadeh , Shandian Zhe , Robert M. Kirby , Akil Narayan

We introduce a new structured kernel interpolation (SKI) framework, which generalises and unifies inducing point methods for scalable Gaussian processes (GPs). SKI methods produce kernel approximations for fast computations through kernel…

Machine Learning · Computer Science 2015-03-04 Andrew Gordon Wilson , Hannes Nickisch

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