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Multi-output Gaussian process regression has become an important tool in uncertainty quantification, for building emulators of computationally expensive simulators, and other areas such as multi-task machine learning. We present a holistic…

Methodology · Statistics 2025-02-17 Daria Semochkina , Samuel E. Jackson , David C. Woods

In this paper, we introduce a new sparsity-promoting prior, namely, the "normal product" prior, and develop an efficient algorithm for sparse signal recovery under the Bayesian framework. The normal product distribution is the distribution…

Machine Learning · Statistics 2017-08-25 Zhou Zhou , Kaihui Liu , Jun Fang

Transformer models have achieved profound success in prediction tasks in a wide range of applications in natural language processing, speech recognition and computer vision. Extending Transformer's success to safety-critical domains…

Machine Learning · Computer Science 2025-09-11 Wenlong Chen , Yingzhen Li

This work brings together two powerful concepts in Gaussian processes: the variational approach to sparse approximation and the spectral representation of Gaussian processes. This gives rise to an approximation that inherits the benefits of…

Machine Learning · Statistics 2017-11-09 James Hensman , Nicolas Durrande , Arno Solin

Uncertainty quantification based on generalized polynomial chaos has been used in many applications. It has also achieved great success in variation-aware design automation. However, almost all existing techniques assume that the parameters…

Numerical Analysis · Mathematics 2019-06-21 Chunfeng Cui , Zheng Zhang

Many applications require stochastic processes specified on two- or higher-dimensional domains; spatial or spatial-temporal modelling, for example. In these applications it is attractive, for conceptual simplicity and computational…

Statistics Theory · Mathematics 2017-02-21 Jonathan Rougier

We introduce a Gaussian process-based model for handling of non-stationarity. The warping is achieved non-parametrically, through imposing a prior on the relative change of distance between subsequent observation inputs. The model allows…

Machine Learning · Statistics 2019-12-06 David Tolpin

Gaussian processes are rich distributions over functions, which provide a Bayesian nonparametric approach to smoothing and interpolation. We introduce simple closed form kernels that can be used with Gaussian processes to discover patterns…

Machine Learning · Statistics 2014-01-03 Andrew Gordon Wilson , Ryan Prescott Adams

We present a statistical analysis of a variant of the periodogram method that forms power spectral density estimates by cross-correlating the discrete Fourier transforms of adjacent time windows. The proposed estimator is closely related to…

Statistics Theory · Mathematics 2026-03-24 Mark Magsino

Large-scale Gaussian process inference has long faced practical challenges due to time and space complexity that is superlinear in dataset size. While sparse variational Gaussian process models are capable of learning from large-scale data,…

Machine Learning · Statistics 2018-01-23 Ching-An Cheng , Byron Boots

The properties of the Gabor and Morlet transforms are examined with respect to the Fourier analysis of discretely sampled data. Forward and inverse transform pairs based on a fixed window with uniform sampling of the frequency axis can…

Data Analysis, Statistics and Probability · Physics 2013-07-23 Robert W. Johnson

Non-parametric inference for functional data over two-dimensional domains entails additional computational and statistical challenges, compared to the one-dimensional case. Separability of the covariance is commonly assumed to address these…

Methodology · Statistics 2021-03-19 Tomas Masak , Tomas Rubin , Victor Panaretos

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

Gaussian processes (GPs) are an important tool in machine learning and statistics with applications ranging from social and natural science through engineering. They constitute a powerful kernelized non-parametric method with…

Machine Learning · Statistics 2021-12-20 Manuel Schürch , Dario Azzimonti , Alessio Benavoli , Marco Zaffalon

Developing equivariant neural networks for the E(3) group plays an important role in modeling 3D data across real-world applications. Enforcing this equivariance primarily involves the tensor products of irreducible representations…

Machine Learning · Computer Science 2024-11-12 Shengjie Luo , Tianlang Chen , Aditi S. Krishnapriyan

In this work, we present a novel inner product design for stochastic computing. Stochastic computing is an emerging computing technique, that encodes a number in the probability of observing a one in a random bit stream. This leads to…

Emerging Technologies · Computer Science 2018-11-21 Werner Haselmayr , Daniel Wiesinger , Michael Lunglmayr

We consider multi-task regression models where observations are assumed to be a linear combination of several latent node and weight functions, all drawn from Gaussian process (GP) priors that allow nonzero covariance between grouped latent…

Machine Learning · Statistics 2019-07-23 Astrid Dahl , Edwin V. Bonilla

We consider Bayesian inference of banded covariance matrices and propose a post-processed posterior. The post-processing of the posterior consists of two steps. In the first step, posterior samples are obtained from the conjugate…

Statistics Theory · Mathematics 2020-11-26 Kwangmin Lee , Kyoungjae Lee , Jaeyong Lee

Sparse arrays can generate a larger aperture than traditional uniform linear arrays (ULA) and offer enhanced degrees-of-freedom (DOFs) which can be exploited in both beamforming and direction-of-arrival (DOA) estimation. One class of sparse…

Information Theory · Computer Science 2017-05-03 Ahsan Raza , Wei Liu , Qing Shen

In this paper, we introduce a novel theoretical framework for Gaussian process regression error analysis, leveraging a function-space decomposition. Based on this framework, we develop a weighted Jacobi iterative method that utilizes…

Numerical Analysis · Mathematics 2026-02-27 Tiantian Sun , Juan Zhang