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We introduce a new scalable approximation for Gaussian processes with provable guarantees which hold simultaneously over its entire parameter space. Our approximation is obtained from an improved sample complexity analysis for sparse…

Machine Learning · Computer Science 2020-11-18 Quang Minh Hoang , Trong Nghia Hoang , Hai Pham , David P. Woodruff

Although machine learning is increasingly applied in control approaches, only few methods guarantee certifiable safety, which is necessary for real world applications. These approaches typically rely on well-understood learning algorithms,…

Machine Learning · Computer Science 2020-06-16 Armin Lederer , Markus Kessler , Sandra Hirche

Gaussian process (GP) models provide a powerful tool for prediction but are computationally prohibitive using large data sets. In such scenarios, one has to resort to approximate methods. We derive an approximation based on a composite…

Machine Learning · Statistics 2018-02-02 Xiuming Liu , Dave Zachariah , Edith C. H. Ngai

Gaussian processes (GPs) are frequently used in machine learning and statistics to construct powerful models. However, when employing GPs in practice, important considerations must be made, regarding the high computational burden,…

Computation · Statistics 2021-03-08 Karla Monterrubio-Gómez , Sara Wade

Non-parametric models, such as Gaussian Processes (GP), show promising results in the analysis of complex data. Their applications in neuroscience data have recently gained traction. In this research, we introduce a novel neural decoder…

Approximate Bayesian computation (ABC) can be used for model fitting when the likelihood function is intractable but simulating from the model is feasible. However, even a single evaluation of a complex model may take several hours,…

Machine Learning · Statistics 2018-02-19 Marko Järvenpää , Michael Gutmann , Aki Vehtari , Pekka Marttinen

Spatial process models for analyzing geostatistical data entail computations that become prohibitive as the number of spatial locations become large. This manuscript develops a class of highly scalable Nearest Neighbor Gaussian Process…

Methodology · Statistics 2016-01-05 Abhirup Datta , Sudipto Banerjee , Andrew O. Finley , Alan E. Gelfand

Studies of hadron resonances and their properties are limited by the accuracy and consistency of measured datasets, which can originate from many different experiments. We have used Gaussian Processes (GP) to build interpolated datasets,…

Data Analysis, Statistics and Probability · Physics 2025-05-06 R. F. Ferguson , D. G. Ireland , B. McKinnon

We introduce a scalable Gaussian process (GP) framework with deep product kernels for data-driven learning of parametrized spatio-temporal fields over fixed or parameter-dependent domains. The proposed framework learns a continuous…

Machine Learning · Computer Science 2026-03-03 Srinath Dama , Prasanth B. Nair

The problem of classifying graphs is ubiquitous in machine learning. While it is standard to apply graph neural networks or graph kernel methods, Gaussian processes can be employed by transforming spatial features from the graph domain into…

Machine Learning · Computer Science 2025-02-04 Mathieu Alain , So Takao , Xiaowen Dong , Bastian Rieck , Emmanuel Noutahi

Gaussian processes (GP) are powerful tools for probabilistic modeling purposes. They can be used to define prior distributions over latent functions in hierarchical Bayesian models. The prior over functions is defined implicitly by the mean…

Machine Learning · Statistics 2015-07-16 Jarno Vanhatalo , Jaakko Riihimäki , Jouni Hartikainen , Pasi Jylänki , Ville Tolvanen , Aki Vehtari

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

Due to their flexibility, Gaussian processes (GPs) have been widely used in nonparametric function estimation. A prior information about the underlying function is often available. For instance, the physical system (computer model output)…

Methodology · Statistics 2017-11-21 Hassan Maatouk

A gentle introduction to Gaussian processes (GPs). The three parts of the document consider GPs for regression, classification, and dimensionality reduction.

Statistics Theory · Mathematics 2015-09-01 Mark Ebden

A new algorithm based on bayesian inference for learning local graph conductance based on Gaussian Process(GP) is given that uses advanced MCMC convergence ideas to create a scalable and fast algorithm for convergence to stationary…

Machine Learning · Computer Science 2022-04-28 Farshad Noravesh

Gaussian processes (GPs) serve as flexible surrogates for complex surfaces, but buckle under the cubic cost of matrix decompositions with big training data sizes. Geospatial and machine learning communities suggest pseudo-inputs, or…

Methodology · Statistics 2021-02-05 D. Austin Cole , Ryan Christianson , Robert B. Gramacy

We present a framework for transfer learning based on modular variational Gaussian processes (GP). We develop a module-based method that having a dictionary of well fitted GPs, one could build ensemble GP models without revisiting any data.…

Machine Learning · Statistics 2021-10-27 Pablo Moreno-Muñoz , Antonio Artés-Rodríguez , Mauricio A. Álvarez

We investigate the ability to reconstruct and derive spatial structure from sparsely sampled 3D piezoresponse force microcopy data, captured using the band-excitation (BE) technique, via Gaussian Process (GP) methods. Even for weakly…

Gaussian process (GP) regression is a non-parametric, Bayesian framework to approximate complex models. Standard GP regression can lead to an unbounded model in which some points can take infeasible values. We introduce a new GP method that…

Machine Learning · Statistics 2024-04-04 Didem Kochan , Xiu Yang

Parameter retrieval and model inversion are key problems in remote sensing and Earth observation. Currently, different approximations exist: a direct, yet costly, inversion of radiative transfer models (RTMs); the statistical inversion with…

Signal Processing · Electrical Eng. & Systems 2021-04-22 Daniel Heestermans Svendsen , Pablo Morales-Alvarez , Ana Belen Ruescas , Rafael Molina , Gustau Camps-Valls