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In this paper we study algorithms to find a Gaussian approximation to a target measure defined on a Hilbert space of functions; the target measure itself is defined via its density with respect to a reference Gaussian measure. We employ the…
This article examines Gaussian processes generated by monotonically modulating stationary kernels. An explicit isometry between the original and the modulated reproducing kernel Hilbert spaces is established, preserving eigenvalues and…
Autonomous experiments are excellent tools to increase the efficiency of material discovery. Indeed, AI and ML methods can help optimizing valuable experimental resources as, for example, beam time in neutron scattering experiments, in…
We introduce a scalable approach to Gaussian process inference that combines spatio-temporal filtering with natural gradient variational inference, resulting in a non-conjugate GP method for multivariate data that scales linearly with…
In this work, we study probability functions associated with Gaussian mixture models. Our primary focus is on extending the use of spherical radial decomposition for multivariate Gaussian random vectors to the context of Gaussian mixture…
We derive upper bounds on the Wasserstein distance ($W_1$), with respect to $\sup$-norm, between any continuous $\mathbb{R}^d$ valued random field indexed by the $n$-sphere and the Gaussian, based on Stein's method. We develop a novel…
The process $(G_t)_{t\in[0,T]}$ is referred to as a fractional Gaussian process if the first-order partial derivative of the difference between its covariance function and that of the fractional Brownian motion $(B^H_t)_{t\in[0,T ]}$ is a…
Gaussian process regression generally does not scale to beyond a few thousands data points without applying some sort of kernel approximation method. Most approximations focus on the high eigenvalue part of the spectrum of the kernel…
Gaussian Processes (GPs) are known to provide accurate predictions and uncertainty estimates even with small amounts of labeled data by capturing similarity between data points through their kernel function. However traditional GP kernels…
We present a novel kernel over the space of probability measures based on the dual formulation of optimal regularized transport. We propose an Hilbertian embedding of the space of probabilities using their Sinkhorn potentials, which are…
Variable selection in Gaussian processes (GPs) is typically undertaken by thresholding the inverse lengthscales of automatic relevance determination kernels, but in high-dimensional datasets this approach can be unreliable. A more…
We present a scalable Gaussian process model for identifying and characterizing smooth multidimensional changepoints, and automatically learning changes in expressive covariance structure. We use Random Kitchen Sink features to flexibly…
Interest in multioutput kernel methods is increasing, whether under the guise of multitask learning, multisensor networks or structured output data. From the Gaussian process perspective a multioutput Mercer kernel is a covariance function…
Gaussian processes (GPs) defined through intrinsic random fields provide a flexible framework for modeling spatial phenomena, and have been advocated in a variety of applications over the past several decades. Nevertheless, their adoption…
We propose efficient random features for approximating a new and rich class of kernel functions that we refer to as Generalized Zonal Kernels (GZK). Our proposed GZK family, generalizes the zonal kernels (i.e., dot-product kernels on the…
We present a new framework for recycling independent variational approximations to Gaussian processes. The main contribution is the construction of variational ensembles given a dictionary of fitted Gaussian processes without revisiting any…
Gaussian processes offers a convenient way to perform nonparametric reconstructions of observational data assuming only a kernel which describes the covariance between neighbouring points in a data set. We approach the ambiguity in the…
The Gaussian process (GP) model, which has been extensively applied as priors of functions, has demonstrated excellent performance. The specification of a large number of parameters affects the computational efficiency and the feasibility…
Gaussian Boson Sampling (GBS) is a near-term platform for photonic quantum computing. Recent efforts have led to the discovery of GBS algorithms with applications to graph-based problems, point processes, and molecular vibronic spectra in…
Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…